Form NPORT-P MFS GOVERNMENT MARKETS For: Nov 30

January 24, 2022 9:20 AM EST

Get inside Wall Street with StreetInsider Premium. Claim your 1-week free trial here.

  
    NPORT-P
    false
    
      
      
        
          0000811922
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      MFS GOVERNMENT MARKETS INCOME TRUST
      811-05078
      0000811922
      JW62H2NF5KGMYLA2ZL41
      111 HUNTINGTON AVENUE
      BOSTON
      
      02199
      617-954-5000
      MFS GOVERNMENT MARKETS INCOME TRUST
      JW62H2NF5KGMYLA2ZL41
      2021-11-30
      2021-11-30
      N
    
    
      165408537.57
      23556237.43
      141852300.14
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      23223415.27000000
      0.00000000
      0.00000000
      151393.24000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FETQ3
        
          
        
        5006934.92000000
        PA
        USD
        93225.12000000
        0.065719850794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AAL29
        
          
        
        210422.59000000
        PA
        USD
        213684.58000000
        0.150638783995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2020-FL4 Ltd
        58003UAA6
        
          
        
        229000.00000000
        PA
        USD
        229925.14000000
        0.162087706560
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Floating
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXK1
        
          
        
        146459.90000000
        PA
        USD
        156287.57000000
        0.110176267741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2019-C7
        17328CAJ1
        
          
        
        1434982.51000000
        PA
        USD
        84559.21000000
        0.059610742946
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2072-12-15
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468P7
        
          
        
        588000.00000000
        PA
        USD
        641969.58000000
        0.452561981276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        750000.00000000
        PA
        USD
        738420.00000000
        0.520555535067
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2036-11-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L6HF1
        
          
        
        120469.01000000
        PA
        USD
        132497.91000000
        0.093405542151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9ZC8
        
          
        
        873865.00000000
        PA
        USD
        57960.14000000
        0.040859499594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828V98
        
          
        
        1921000.00000000
        PA
        USD
        2024028.63000000
        1.426856404867
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0326C9
        
          
        
        950000.00000000
        PA
        USD
        992230.46000000
        0.699481403559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0124C7
        
          
        
        500000.00000000
        PA
        USD
        502617.19000000
        0.354324314448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BFXT3
        
          
        
        827000.00000000
        PA
        USD
        862107.64000000
        0.607750201547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416YDT2
        
          
        
        33298.01000000
        PA
        USD
        36926.83000000
        0.026031886662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BG3
        
          
        
        140000.00000000
        PA
        USD
        174759.84000000
        0.123198453481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WG44
        
          
        
        262929.22000000
        PA
        USD
        273214.92000000
        0.192605209595
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JK31
        
          
        
        86655.48000000
        PA
        USD
        97311.05000000
        0.068600262317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412FS38
        
          
        
        21050.64000000
        PA
        USD
        24271.33000000
        0.017110283002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACREC 2021-FL1 Ltd
        N/A
        ACREC 2021-FL1 Ltd
        00500RAC9
        
          
        
        323500.00000000
        PA
        USD
        323122.83000000
        0.227788220339
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-10-16
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31414CRZ3
        
          
        
        46707.33000000
        PA
        USD
        54116.77000000
        0.038150082830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III
        N/A
        PFP 2021-7 Ltd
        69290LAC1
        
          
        
        311484.46000000
        PA
        USD
        309953.83000000
        0.218504620435
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LXAY6
        
          
        
        36317.58000000
        PA
        USD
        42343.41000000
        0.029850351357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIAN RAILWAY FINANCE
        335800F2JHSOGXQEBY56
        Indian Railway Finance Corp Ltd
        45434L2C7
        
          
        
        376000.00000000
        PA
        USD
        364812.05000000
        0.257177394825
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2031-02-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WNE4
        
          
        
        545555.18000000
        PA
        USD
        561180.99000000
        0.395609369355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CRF3
        
          
        
        75686.02000000
        PA
        USD
        79475.31000000
        0.056026803880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0206C4
        
          
        
        275000.00000000
        PA
        USD
        278566.41000000
        0.196377788534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBX8
        
          
        
        3940200.00000000
        PA
        USD
        3925424.25000000
        2.767261613753
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B5MH3
        
          
        
        259009.25000000
        PA
        USD
        261606.98000000
        0.184422092374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378CP92
        
          
        
        57938.90000000
        PA
        USD
        62685.79000000
        0.044190887238
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140E0X91
        
          
        
        152435.61000000
        PA
        USD
        167695.16000000
        0.118218146504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd
        N/A
        BDS 2021-FL9 Ltd
        05493NAA0
        
          
        
        321500.00000000
        PA
        USD
        320719.72000000
        0.226094127260
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-11-16
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
        03880KAC8
        
          
        
        374500.00000000
        PA
        USD
        372648.85000000
        0.262702014441
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-08-15
          Floating
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B36J2
        
          
        
        429767.58000000
        PA
        USD
        441920.16000000
        0.311535420690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Variable
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B24 Mortgage Trust
        08163CBE8
        
          
        
        1172534.69000000
        PA
        USD
        96752.05000000
        0.068206190456
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L2T72
        
          
        
        98731.19000000
        PA
        USD
        100575.16000000
        0.070901324758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LDH9
        
          
        
        190052.79000000
        PA
        USD
        217687.26000000
        0.153460507714
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WDKV2
        
          
        
        74434.10000000
        PA
        USD
        81474.09000000
        0.057435861046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONTEFIORE OBLIGATED GRP
        N/A
        Montefiore Obligated Group
        61237WAF3
        
          
        
        614000.00000000
        PA
        USD
        812386.35000000
        0.572698750177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital/The
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AD9
        
          
        
        175000.00000000
        PA
        USD
        206242.49000000
        0.145392418590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5BK8
        
          
        
        33646.88000000
        PA
        USD
        35053.52000000
        0.024711280652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2H7
        
          
        
        305000.00000000
        PA
        USD
        302463.01000000
        0.213223902398
        Long
        DBT
        CORP
        SA
        Y
        
        2
        
          2025-11-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9T51
        
          
        
        83369.58000000
        PA
        USD
        91733.95000000
        0.064668637667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410LDU3
        
          
        
        29778.81000000
        PA
        USD
        33000.05000000
        0.023263669300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GRD8
        
          
        
        241000.00000000
        PA
        USD
        248864.57000000
        0.175439220762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-22
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NF78
        
          
        
        571024.99000000
        PA
        USD
        613607.91000000
        0.432568177882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FMVC3
        
          
        
        319741.44000000
        PA
        USD
        333728.59000000
        0.235264842142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417G5A0
        
          
        
        47956.30000000
        PA
        USD
        51436.42000000
        0.036260547026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AFZS6
        
          
        
        149351.63000000
        PA
        USD
        153341.35000000
        0.108099304592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410LK35
        
          
        
        57919.80000000
        PA
        USD
        63634.42000000
        0.044859632122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WH6K3
        
          
        
        69677.27000000
        PA
        USD
        71576.87000000
        0.050458730615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UV90
        
          
        
        77631.44000000
        PA
        USD
        82004.94000000
        0.057810088323
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Trust
        05551VBK8
        
          
        
        1186564.22000000
        PA
        USD
        113521.21000000
        0.080027754141
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-15
          Variable
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31384WLN8
        
          
        
        17448.88000000
        PA
        USD
        19488.75000000
        0.013738762065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDY67
        
          
        
        200000.00000000
        PA
        USD
        206280.66000000
        0.145419326860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300REQJRID6TODX95
        Wells Fargo Commercial Mortgage Trust 2018-C48
        95001RAY5
        
          
        
        937594.82000000
        PA
        USD
        54672.00000000
        0.038541496997
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2052-01-15
          Variable
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AYH6
        
          
        
        80238.30000000
        PA
        USD
        88288.50000000
        0.062239738032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        750000.00000000
        PA
        USD
        759474.22000000
        0.535397888684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        Time Warner Cable LLC
        88732JBD9
        
          
        
        100000.00000000
        PA
        USD
        109923.83000000
        0.077491750145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AA5A5
        
          
        
        106222.34000000
        PA
        USD
        117454.73000000
        0.082800722923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        State Street Corp
        857477BN2
        
          
        
        138000.00000000
        PA
        USD
        149895.07000000
        0.105669819842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-30
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERSB7
        
          
        
        161569.11000000
        PA
        USD
        177727.02000000
        0.125290192562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
        
        4017000.00000000
        PA
        USD
        4500452.22000000
        3.172632530849
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RU4
        
          
        
        3470000.00000000
        PA
        USD
        4198835.54000000
        2.960005256069
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-11-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292SA59
        
          
        
        376623.96000000
        PA
        USD
        406921.66000000
        0.286862926860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sales Tax Securitization Corp
        N/A
        SALES TAX SECURITIZATION CORP IL
        79467BDK8
        
          
        
        240000.00000000
        PA
        USD
        265913.98000000
        0.187458349098
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403UHG9
        
          
        
        153455.71000000
        PA
        USD
        176048.80000000
        0.124107116928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M7PU4
        
          
        
        50891.17000000
        PA
        USD
        56470.47000000
        0.039809343905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        Tencent Holdings Ltd
        88032WBA3
        
          
        
        501000.00000000
        PA
        USD
        509041.05000000
        0.358852869849
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2031-04-22
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Michigan Finance Authority
        54930022O46HOX5J1D14
        MICHIGAN ST FIN AUTH REVENUE
        59447TH89
        
          
        
        19101.79000000
        PA
        USD
        19710.01000000
        0.013894741206
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AQVJ6
        
          
        
        51266.87000000
        PA
        USD
        55364.99000000
        0.039030026263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJC99
        
          
        
        143364.36000000
        PA
        USD
        165581.44000000
        0.116728061396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZ50
        
          
        
        2864046.15000000
        PA
        USD
        75117.06000000
        0.052954418029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAK6
        
          
        
        324000.00000000
        PA
        USD
        361869.12000000
        0.255102750990
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2032-04-27
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equate Petrochemical BV
        635400Y3Z5R4NJSMQ630
        Equate Petrochemical BV
        000000000
        
          
        
        253000.00000000
        PA
        USD
        274156.37000000
        0.193268892876
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BK7
        
          
        
        350000.00000000
        PA
        USD
        402556.00000000
        0.283785317265
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591EW8
        
          
        
        268000.00000000
        PA
        USD
        265820.52000000
        0.187392463666
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCD1
        
          
        
        2400000.00000000
        PA
        USD
        2389500.00000000
        1.684498593002
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABC0
        
          
        
        233000.00000000
        PA
        USD
        237381.92000000
        0.167344427806
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2022-11-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        635400THLJMIHHPCEN50
        Allegro CLO IV Ltd
        01749TAQ3
        
          
        
        250000.00000000
        PA
        USD
        250012.25000000
        0.176248287657
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-01-15
          Floating
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Syracuse Industrial Development Agency
        N/A
        SYRACUSE NY INDL DEV AGY PILOT REVENUE
        87172NBE7
        
          
        
        1215000.00000000
        PA
        USD
        1081410.99000000
        0.762349985818
        Long
        DBT
        MUN
        US
        Y
        
        2
        
          2036-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNL2
        
          
        
        559633.00000000
        PA
        USD
        58823.53000000
        0.041468153806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Mortgage Trust 2021-C9
        05493EAZ5
        
          
        
        995502.26000000
        PA
        USD
        118411.01000000
        0.083474860741
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAX3
        
          
        
        650000.00000000
        PA
        USD
        738108.79000000
        0.520336144899
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJWU0
        
          
        
        164054.88000000
        PA
        USD
        172805.25000000
        0.121820548436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378TKC3
        
          
        
        55155.10000000
        PA
        USD
        3773.57000000
        0.002660210653
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0224C6
        
          
        
        250000.00000000
        PA
        USD
        259196.75000000
        0.182722979989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BJGN7
        
          
        
        10893.25000000
        PA
        USD
        1046.36000000
        0.000737640488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WFPH3
        
          
        
        54347.78000000
        PA
        USD
        58296.02000000
        0.041096281091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd
        03881CAE1
        
          
        
        175500.00000000
        PA
        USD
        174621.97000000
        0.123101260837
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411VC31
        
          
        
        2385.21000000
        PA
        USD
        2657.87000000
        0.001873688334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36225B2U1
        
          
        
        58571.71000000
        PA
        USD
        67650.14000000
        0.047690548502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAU5
        
          
        
        464000.00000000
        PA
        USD
        463026.67000000
        0.326414636592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACREC 2021-FL1 Ltd
        N/A
        ACREC 2021-FL1 Ltd
        00500RAE5
        
          
        
        251000.00000000
        PA
        USD
        251058.51000000
        0.176985857650
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-10-16
          Floating
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AQ2X7
        
          
        
        83063.32000000
        PA
        USD
        8588.28000000
        0.006054381910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8FJ5
        
          
        
        149092.73000000
        PA
        USD
        157087.89000000
        0.110740460214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0206C8
        
          
        
        3125000.00000000
        PA
        USD
        3127441.41000000
        2.204716741930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A9RJ7
        
          
        
        35281.60000000
        PA
        USD
        6358.08000000
        0.004482183224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AWYJ0
        
          
        
        306254.01000000
        PA
        USD
        312051.15000000
        0.219983144222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2053-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AQ5E6
        
          
        
        122669.29000000
        PA
        USD
        123939.64000000
        0.087372316048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-01-25
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Village of Bridgeview IL
        N/A
        BRIDGEVIEW IL
        108555GF4
        
          
        
        630000.00000000
        PA
        USD
        647263.89000000
        0.456294250682
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-4
        35563PML0
        
          
        
        234000.91000000
        PA
        USD
        242695.28000000
        0.171090126674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPN91
        
          
        
        86101.97000000
        PA
        USD
        94273.91000000
        0.066459204332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPS47
        
          
        
        49440.24000000
        PA
        USD
        54315.74000000
        0.038290348444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022614
        
          
        
        925000.00000000
        PA
        USD
        948486.33000000
        0.668643602580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERQU7
        
          
        
        264445.32000000
        PA
        USD
        278803.00000000
        0.196544574691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NJA7
        
          
        
        246339.20000000
        PA
        USD
        264731.99000000
        0.186625095073
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
        
        355000.00000000
        PA
        USD
        357708.65000000
        0.252169791851
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Turnpike Authority
        5493005YN67D71KSMI84
        NEW JERSEY ST TURNPIKE AUTH
        646139W35
        
          
        
        32000.00000000
        PA
        USD
        52679.50000000
        0.037136866972
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          7.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4D66
        
          
        
        12157953.64000000
        PA
        USD
        219984.80000000
        0.155080178314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          0.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AMNZ8
        
          
        
        70544.36000000
        PA
        USD
        73126.99000000
        0.051551501052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405VJP3
        
          
        
        49576.28000000
        PA
        USD
        56008.87000000
        0.039483935011
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200MQ48
        
          
        
        329467.53000000
        PA
        USD
        380504.50000000
        0.268239922528
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H3EZ1
        
          
        
        808717.00000000
        PA
        USD
        61729.69000000
        0.043516876313
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Variable
          0.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        115000.00000000
        PA
        USD
        116900.20000000
        0.082409802227
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2023-02-10
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6NG9
        
          
        
        18285.86000000
        PA
        USD
        21073.35000000
        0.014855839474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKJ7
        
          
        
        108661.65000000
        PA
        USD
        118373.46000000
        0.083448389545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LABORATORY CORP OF AMER
        OZ7UA8IXAIFILY2VZH07
        Laboratory Corp of America Holdings
        50540RAS1
        
          
        
        106000.00000000
        PA
        USD
        130772.36000000
        0.092189100825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        University of California
        N/A
        UNIV OF CALIFORNIA CA REVENUES
        91412HGG2
        
          
        
        470000.00000000
        PA
        USD
        458893.15000000
        0.323500676088
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-05-15
          Fixed
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ER5E6
        
          
        
        334338.59000000
        PA
        USD
        366589.42000000
        0.258430367105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD UNIVERSITY
        N/A
        Howard University
        442851AD3
        
          
        
        28000.00000000
        PA
        USD
        28237.42000000
        0.019906212287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBD2
        
          
        
        398000.00000000
        PA
        USD
        443045.64000000
        0.312328837504
        Long
        DBT
        NUSS
        QA
        Y
        
        2
        
          2030-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BNPS7
        
          
        
        177581.59000000
        PA
        USD
        185562.18000000
        0.130813656047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LTU3
        
          
        
        157088.18000000
        PA
        USD
        180514.04000000
        0.127254926301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        242000.00000000
        PA
        USD
        266986.90000000
        0.188214713287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31397QLS5
        
          
        
        19324.19000000
        PA
        USD
        19854.69000000
        0.013996734617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
        
        367000.00000000
        PA
        
        378497.52000000
        0.266825084701
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2033-04-14
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JJC3
        
          
        
        107362.57000000
        PA
        USD
        122668.76000000
        0.086476398252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X13A2
        
          
        
        64842.16000000
        PA
        USD
        70036.11000000
        0.049372558591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379FNW5
        
          
        
        48248.33000000
        PA
        USD
        48748.95000000
        0.034365991916
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-20
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9Z38
        
          
        
        663744.00000000
        PA
        USD
        52059.23000000
        0.036699602296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK31
        06541ABM1
        
          
        
        1531988.23000000
        PA
        USD
        151526.35000000
        0.106819804719
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A2AX7
        
          
        
        100661.13000000
        PA
        USD
        110412.88000000
        0.077836510152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAF4
        
          
        
        1985677.63000000
        PA
        USD
        180099.17000000
        0.126962460123
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1Y58
        
          
        
        78056.06000000
        PA
        USD
        78497.07000000
        0.055337185172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLH0
        
          
        
        164753.26000000
        PA
        USD
        171927.93000000
        0.121202074150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQ5E8
        
          
        
        127494.82000000
        PA
        USD
        140862.94000000
        0.099302542053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
        
        638000.00000000
        PA
        USD
        723631.56000000
        0.510130296996
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage Trust
        N/A
        Ready Capital Mortgage Financing 2021-FL7 LLC
        75575WAA4
        
          
        
        220000.00000000
        PA
        USD
        219793.55000000
        0.154945354980
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-11-25
          Floating
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        The Bancorp Commercial Mortgage Trust
        N/A
        Bancorp Commercial Mortgage 2019-CRE6 Trust
        05973BAA5
        
          
        
        14080.12000000
        PA
        USD
        14069.35000000
        0.009918309386
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-15
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828WJ5
        
          
        
        2955000.00000000
        PA
        USD
        3084165.83000000
        2.174209249307
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Finance Corp Ltd
        3358003Q6D9LIJJZ1614
        Power Finance Corp Ltd
        000000000
        
          
        
        370000.00000000
        PA
        USD
        415000.51000000
        0.292558181707
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2028-08-10
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHX1
        
          
        
        633757.00000000
        PA
        USD
        80329.02000000
        0.056628634093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WAFE2
        
          
        
        100714.30000000
        PA
        USD
        106106.34000000
        0.074800577710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FY7
        
          
        
        612000.00000000
        PA
        USD
        674583.73000000
        0.475553607050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J4MM8
        
          
        
        109989.62000000
        PA
        USD
        117102.06000000
        0.082552105171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335B7F7
        
          
        
        137167.21000000
        PA
        USD
        155924.15000000
        0.109920071684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp
        549300XTO5VR8SKV1V74
        Valero Energy Corp
        91913YAT7
        
          
        
        130000.00000000
        PA
        USD
        152986.35000000
        0.107849044286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419EJE0
        
          
        
        28013.40000000
        PA
        USD
        31610.64000000
        0.022284192761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140F5A45
        
          
        
        348497.54000000
        PA
        USD
        368520.71000000
        0.259791846615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AK6V0
        
          
        
        19855.32000000
        PA
        USD
        19906.17000000
        0.014033025887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNQ4
        
          
        
        244086.70000000
        PA
        USD
        254087.85000000
        0.179121416959
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        549300X84MR2MGY6OR68
        Symphony CLO XVII Ltd
        87165UAQ4
        
          
        
        383677.00000000
        PA
        USD
        382577.38000000
        0.269701217126
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-04-15
          Floating
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JAJ97
        
          
        
        111433.98000000
        PA
        USD
        118213.40000000
        0.083335553870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9BH4
        
          
        
        39882.32000000
        PA
        USD
        44994.43000000
        0.031719210725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128PPZS5
        
          
        
        24796.81000000
        PA
        USD
        25922.55000000
        0.018274324754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L1Y41
        
          
        
        122319.69000000
        PA
        USD
        123162.39000000
        0.086824386970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
        
        183000.00000000
        PA
        USD
        187122.97000000
        0.131913948392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2021-BN35
        N/A
        BANK 2021-BNK35
        06540CBL0
        
          
        
        998893.28000000
        PA
        USD
        79450.37000000
        0.056009222213
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-06-15
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBN0
        
          
        
        1171500.00000000
        PA
        USD
        1168296.67000000
        0.823600793816
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Massachusetts Educational Financing Authority
        5493007K5OP7V6CL0Y88
        MASSACHUSETTS ST EDUCTNL FING AUTH
        57563RRZ4
        
          
        
        535000.00000000
        PA
        USD
        544343.19000000
        0.383739417311
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-07-01
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEAV4
        
          
        
        125763.63000000
        PA
        USD
        130133.78000000
        0.091738928358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBN5
        
          
        
        485000.00000000
        PA
        USD
        511206.21000000
        0.360379218028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-22
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B26 Mortgage Trust
        08163EBE4
        
          
        
        1597866.94000000
        PA
        USD
        105077.81000000
        0.074075506633
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        BPCRE 2021-FL1 Ltd
        05601GAE6
        
          
        
        100000.00000000
        PA
        USD
        99936.98000000
        0.070451434274
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2037-02-15
          Floating
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138MBH82
        
          
        
        55984.89000000
        PA
        USD
        61405.51000000
        0.043288342832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CB6
        
          
        
        700000.00000000
        PA
        USD
        733959.36000000
        0.517410968504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31396HE70
        
          
        
        49491.59000000
        PA
        USD
        55259.31000000
        0.038955526237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EKET8
        
          
        
        30970.33000000
        PA
        USD
        34225.67000000
        0.024127680669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NB76
        
          
        
        195000.00000000
        PA
        USD
        200757.59000000
        0.141525791123
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CVR1
        
          
        
        140630.06000000
        PA
        USD
        147741.53000000
        0.104151663282
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0406C2
        
          
        
        150000.00000000
        PA
        USD
        158390.63000000
        0.111658837991
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WR26
        
          
        
        675000.00000000
        PA
        USD
        694333.37000000
        0.489476285766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WLP1
        
          
        
        172697.10000000
        PA
        USD
        177643.50000000
        0.125231314419
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KazTransGas JSC
        635400YGLXBBSVHONW39
        KazTransGas JSC
        000000000
        
          
        
        350000.00000000
        PA
        USD
        381490.90000000
        0.268935293698
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2027-09-26
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        Banco del Estado de Chile
        05965MAG8
        
          
        
        241000.00000000
        PA
        USD
        246424.91000000
        0.173719361446
        Long
        DBT
        CORP
        CL
        Y
        
        2
        
          2025-01-09
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5XN8
        
          
        
        121129.23000000
        PA
        USD
        124308.66000000
        0.087632459873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L5AD5
        
          
        
        708063.83000000
        PA
        USD
        751292.83000000
        0.529630347381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-4
        35563PMN6
        
          
        
        159050.06000000
        PA
        USD
        168714.23000000
        0.118936548673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLK3
        
          
        
        137255.24000000
        PA
        USD
        149114.33000000
        0.105119430458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        026874DE4
        
          
        
        108000.00000000
        PA
        USD
        130245.74000000
        0.091817855523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BYPS3
        
          
        
        3421732.38000000
        PA
        USD
        60868.86000000
        0.042910026795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LXDA5
        
          
        
        32753.61000000
        PA
        USD
        37788.52000000
        0.026639342444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DE2
        
          
        
        750000.00000000
        PA
        USD
        750058.45000000
        0.528760160575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M6WA2
        
          
        
        146143.59000000
        PA
        USD
        171406.07000000
        0.120834184451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36296FS61
        
          
        
        6239.96000000
        PA
        USD
        6990.64000000
        0.004928111841
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-04-20
          Variable
          5.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828B66
        
          
        
        577000.00000000
        PA
        USD
        603934.18000000
        0.425748598650
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WD3L3
        
          
        
        263156.07000000
        PA
        USD
        283495.80000000
        0.199852804445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US LONG BOND(CBT) MAR22
        000000000
        
          
        
        -62.00000000
        NC
        USD
        -244453.04000000
        -0.17232927471
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT US Long Bond Future
                USH2 COMDTY
              
            
            2022-03-22
            -9807296.96000000
            USD
            -244453.04000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZZ0
        
          
        
        612877.00000000
        PA
        USD
        79068.67000000
        0.055740139512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9DT6
        
          
        
        116925.57000000
        PA
        USD
        129653.65000000
        0.091400456581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BCM47
        
          
        
        56639.95000000
        PA
        USD
        58074.59000000
        0.040940182106
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERCZ1
        
          
        
        172964.74000000
        PA
        USD
        189667.12000000
        0.133707468833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        City of Chicago IL
        T5UYO5SYLC8K73MJQX30
        CHICAGO IL
        167486C80
        
          
        
        1010000.00000000
        PA
        USD
        1381560.52000000
        0.973942980576
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUL8
        
          
        
        2286004.08000000
        PA
        USD
        98203.53000000
        0.069229423776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B28 Mortgage Trust
        08163GAZ3
        
          
        
        2220149.64000000
        PA
        USD
        211180.63000000
        0.148873602889
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-08-15
          Variable
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBP9
        
          
        
        600000.00000000
        PA
        USD
        661915.21000000
        0.466622824830
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-02
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419B5X9
        
          
        
        100974.78000000
        PA
        USD
        111109.09000000
        0.078327309384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd
        N/A
        BXMT 2021-FL4 Ltd
        05609GAC2
        
          
        
        345000.00000000
        PA
        USD
        345010.04000000
        0.243217797426
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2038-05-15
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202F2V7
        
          
        
        24266.32000000
        PA
        USD
        28361.24000000
        0.019993500261
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBJ2
        
          
        
        99000.00000000
        PA
        USD
        112972.59000000
        0.079640999750
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2050-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411VFL8
        
          
        
        37085.06000000
        PA
        USD
        42554.29000000
        0.029999013028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A7PB8
        
          
        
        99106.72000000
        PA
        USD
        109077.30000000
        0.076894981535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BK9
        
          
        
        358000.00000000
        PA
        USD
        366087.22000000
        0.258076336893
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2030-01-23
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AZ5
        
          
        
        260000.00000000
        PA
        USD
        264214.92000000
        0.186260582126
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2022-09-26
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FAWU8
        
          
        
        8507427.96000000
        PA
        USD
        251627.60000000
        0.177387042544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Variable
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FDVW3
        
          
        
        196209.47000000
        PA
        USD
        207473.23000000
        0.146260039347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292KZ67
        
          
        
        660786.90000000
        PA
        USD
        753645.71000000
        0.531289030390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        200447AH3
        
          
        
        232000.00000000
        PA
        USD
        221562.32000000
        0.156192264617
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2031-02-09
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BWP99
        
          
        
        159274.88000000
        PA
        USD
        165088.03000000
        0.116380227770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129456V5
        
          
        
        20746.35000000
        PA
        USD
        22839.51000000
        0.016100909169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292LLA1
        
          
        
        135841.83000000
        PA
        USD
        146778.30000000
        0.103472626002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Earthquake Authority
        254900P2MGLOUH3QS859
        CALIFORNIA ST EARTHQUAKE AUTH
        13017HAK2
        
          
        
        110000.00000000
        PA
        USD
        111285.41000000
        0.078451607686
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-07-01
          Fixed
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD UNIVERSITY
        N/A
        Howard University
        442851AE1
        
          
        
        31000.00000000
        PA
        USD
        31743.74000000
        0.022378022752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ETDS2
        
          
        
        191073.85000000
        PA
        USD
        209661.76000000
        0.147802862409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AFC51
        
          
        
        134859.47000000
        PA
        USD
        139145.37000000
        0.098091726297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FARG5
        
          
        
        4638090.18000000
        PA
        USD
        51244.40000000
        0.036125180874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-25
          Variable
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177T4M6
        
          
        
        44677.89000000
        PA
        USD
        48023.90000000
        0.033854861678
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H2NA8
        
          
        
        489989.00000000
        PA
        USD
        40966.90000000
        0.028879968784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-25
          Variable
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412LBD1
        
          
        
        5125.93000000
        PA
        USD
        5712.00000000
        0.004026723566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEZW3
        
          
        
        9043076.19000000
        PA
        USD
        80210.28000000
        0.056544927308
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          0.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38377YEC0
        
          
        
        85150.20000000
        PA
        USD
        92733.74000000
        0.065373448233
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAC4
        
          
        
        173500.00000000
        PA
        USD
        173342.98000000
        0.122199625828
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84L4
        
          
        
        789331.00000000
        PA
        USD
        70203.02000000
        0.049490223232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EREH9
        
          
        
        99032.40000000
        PA
        USD
        108859.72000000
        0.076741596641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA BONOS DEL
        549300SHS4T08CL0LP14
        Panama Bonos del Tesoro
        000000000
        
          
        
        162000.00000000
        PA
        USD
        162324.00000000
        0.114431701029
        Long
        DBT
        NUSS
        PA
        Y
        
        2
        
          2031-06-30
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DF70
        
          
        
        234175.77000000
        PA
        USD
        268848.01000000
        0.189526718801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Bank and Trust Company
        571474TGEMMWANRLN572
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        7758.48000000
        0.005469407258
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              State Street Bank and Trust Company
              571474TGEMMWANRLN572
            
            367738.27000000
            EUR
            425516.28000000
            USD
            2022-01-14
            7758.48000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B4WB8
        
          
        
        294000.00000000
        PA
        USD
        303920.12000000
        0.214251104634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412V4J4
        
          
        
        30939.84000000
        PA
        USD
        35335.00000000
        0.024909712401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418C5U4
        
          
        
        147300.92000000
        PA
        USD
        154628.58000000
        0.109006748461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402C4J8
        
          
        
        132682.20000000
        PA
        USD
        152075.52000000
        0.107206946838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THAIOIL TRSRY CENTER
        549300NH03B9E8VGJR89
        Thaioil Treasury Center Co Ltd
        88322YAL5
        
          
        
        470000.00000000
        PA
        USD
        435429.62000000
        0.306959858648
        Long
        DBT
        CORP
        TH
        Y
        
        2
        
          2050-06-18
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0306C3
        
          
        
        600000.00000000
        PA
        USD
        622078.13000000
        0.438539332380
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AH0
        
          
        
        694000.00000000
        PA
        USD
        742026.49000000
        0.523097961236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L7
        61772TBN3
        
          
        
        3382907.57000000
        PA
        USD
        270489.51000000
        0.190683908356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-10-15
          Variable
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EH3F7
        
          
        
        189452.71000000
        PA
        USD
        208067.30000000
        0.146678834107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ARB31
        
          
        
        107128.34000000
        PA
        USD
        108887.98000000
        0.076761518771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179RBW8
        
          
        
        164199.86000000
        PA
        USD
        171780.48000000
        0.121098128003
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BJF65
        
          
        
        28038.80000000
        PA
        USD
        29484.13000000
        0.020785091232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPDF 2021-FL1 Issuer Ltd
        N/A
        BSPDF 2021-FL1 Issuer Ltd
        055731AA1
        
          
        
        200500.00000000
        PA
        USD
        200500.00000000
        0.141344200835
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-10-15
          Floating
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MDGH - GMTN BV
        213800WRY6FRL9IXLT77
        MDGH - GMTN BV
        55276VAH5
        
          
        
        429000.00000000
        PA
        USD
        443478.75000000
        0.312634162126
        Long
        DBT
        CORP
        AE
        Y
        
        2
        
          2024-11-07
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EKBW4
        
          
        
        116082.41000000
        PA
        USD
        132196.59000000
        0.093193124023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        Constellation Brands Inc
        21036PBC1
        
          
        
        1500000.00000000
        PA
        USD
        1716457.46000000
        1.210031461108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CMG6
        
          
        
        247235.43000000
        PA
        USD
        265419.86000000
        0.187110014950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410KQ64
        
          
        
        92585.60000000
        PA
        USD
        106898.14000000
        0.075358763935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A5C38
        
          
        
        17360.29000000
        PA
        USD
        1313.99000000
        0.000926308560
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335ALX4
        
          
        
        116666.08000000
        PA
        USD
        129081.67000000
        0.090997234357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZU4
        
          
        
        1277474.00000000
        PA
        USD
        182589.87000000
        0.128718300527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022618
        
          
        
        3500000.00000000
        PA
        USD
        3579296.88000000
        2.523256144924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BMFL5
        
          
        
        28458.77000000
        PA
        USD
        29222.64000000
        0.020600751606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137B5KW2
        
          
        
        367000.00000000
        PA
        USD
        381977.20000000
        0.269278115069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-25
          Variable
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4BT6
        
          
        
        2619786.00000000
        PA
        USD
        128845.27000000
        0.090830582142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Variable
          0.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVEL BK
        VKU1UKDS9E7LYLMACP54
        Inter-American Development Bank
        4581X0CE6
        
          
        
        158000.00000000
        PA
        USD
        222619.77000000
        0.156937723096
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2044-01-24
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3650R Commercial Mortgage Trust
        N/A
        3650R 2021-PF1 Commercial Mortgage Trust
        88581EAF8
        
          
        
        1184057.00000000
        PA
        USD
        86963.07000000
        0.061305364745
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-15
          Variable
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030611
        
          
        
        1050000.00000000
        PA
        USD
        1089185.33000000
        0.767830573720
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        MFS Institutional Money Market Portfolio
        55291X109
        
          
        
        12201968.11700000
        NS
        USD
        12201968.12000000
        8.601882456581
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38377VGJ9
        
          
        
        66580.59000000
        PA
        USD
        69571.15000000
        0.049044781037
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ABC35
        
          
        
        142893.44000000
        PA
        USD
        14002.63000000
        0.009871274548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J8ZX1
        
          
        
        63752.73000000
        PA
        USD
        67989.67000000
        0.047929903098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Y79
        
          
        
        4700000.00000000
        PA
        USD
        5017800.79000000
        3.537341858431
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H13T1
        
          
        
        399402.00000000
        PA
        USD
        42024.72000000
        0.029625688098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-25
          Variable
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AEEP8
        
          
        
        23655.20000000
        PA
        USD
        23797.01000000
        0.016775907036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810PT9
        
          
        
        336000.00000000
        PA
        USD
        484273.12000000
        0.341392504402
        Long
        DBT
        UST
        US
        N
        
        2
        
          2037-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26884TAL6
        
          
        
        34000.00000000
        PA
        USD
        36234.84000000
        0.025544062355
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-11-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PCQ3
        
          
        
        672000.00000000
        PA
        USD
        833078.43000000
        0.587285810084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHGM8
        
          
        
        67545.66000000
        PA
        USD
        74269.47000000
        0.052356902162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WR34
        
          
        
        200000.00000000
        PA
        USD
        208396.10000000
        0.146910624497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ESB6
        
          
        
        22938.14000000
        PA
        USD
        26810.35000000
        0.018900187006
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31409WVY4
        
          
        
        13645.28000000
        PA
        USD
        15205.42000000
        0.010719191712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LDWL4
        
          
        
        22169.72000000
        PA
        USD
        24837.64000000
        0.017509508111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD UNIVERSITY
        N/A
        Howard University
        442851AG6
        
          
        
        42000.00000000
        PA
        USD
        42246.84000000
        0.029782273504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT MAR22
        000000000
        
          
        
        4.00000000
        NC
        USD
        2901.60000000
        0.002045507895
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYH2 COMDTY
              
            
            2022-03-22
            584660.90000000
            USD
            2901.60000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BLRJ9
        
          
        
        86348.03000000
        PA
        USD
        88528.45000000
        0.062408892850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0204C0
        
          
        
        1275000.00000000
        PA
        USD
        1307323.24000000
        0.921608771031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828K74
        
          
        
        98000.00000000
        PA
        USD
        101541.02000000
        0.071582216079
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LQW2
        
          
        
        201269.09000000
        PA
        USD
        231290.31000000
        0.163050094902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XIII Ltd
        55818MBC0
        
          
        
        452738.00000000
        PA
        USD
        454751.78000000
        0.320581181659
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-04-19
          Floating
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36177UCZ5
        
          
        
        19388.61000000
        PA
        USD
        21050.13000000
        0.014839470335
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCF6
        
          
        
        567700.00000000
        PA
        USD
        558541.40000000
        0.393748567664
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBH1
        
          
        
        229000.00000000
        PA
        USD
        271504.86000000
        0.191399688078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8E23
        
          
        
        25900.08000000
        PA
        USD
        28221.89000000
        0.019895264279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136APK43
        
          
        
        49176.05000000
        PA
        USD
        49562.47000000
        0.034939489843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31411JUS3
        
          
        
        8079.91000000
        PA
        USD
        9306.80000000
        0.006560908769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUN4
        
          
        
        973113.00000000
        PA
        USD
        62303.27000000
        0.043921226471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Central Texas Turnpike System
        N/A
        TEXAS ST TRANSPRTN COMMISSION CENTRAL TX TURNPIKE SYS REVENU
        88283KBK3
        
          
        
        195000.00000000
        PA
        USD
        196816.78000000
        0.138747683192
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-08-15
          Floating
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X6UA1
        
          
        
        47813.07000000
        PA
        USD
        51643.56000000
        0.036406572152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBBZ8
        
          
        
        6633457.23000000
        PA
        USD
        151338.35000000
        0.106687272501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Variable
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A8KR0
        
          
        
        216910.97000000
        PA
        USD
        221436.90000000
        0.156103848708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJS43
        
          
        
        361887.22000000
        PA
        USD
        390999.09000000
        0.275638174082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Inc
        61692CBK3
        
          
        
        1152250.20000000
        PA
        USD
        97712.89000000
        0.068883542884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TV44
        
          
        
        257228.06000000
        PA
        USD
        267746.65000000
        0.188750305589
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AN6
        
          
        
        82000.00000000
        PA
        USD
        88070.05000000
        0.062085739824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-02
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AL8
        
          
        
        377000.00000000
        PA
        USD
        350704.25000000
        0.247231979780
        Long
        DBT
        NUSS
        MA
        Y
        
        2
        
          2032-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK HAPOALIM
        B6ARUI4946ST4S7WOU88
        Bank Hapoalim BM
        000000000
        
          
        
        200000.00000000
        PA
        USD
        198944.00000000
        0.140247285242
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2032-01-21
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERQS2
        
          
        
        477403.11000000
        PA
        USD
        505477.97000000
        0.356341045933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAP6
        
          
        
        738903.41000000
        PA
        USD
        68942.57000000
        0.048601658155
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K8RB9
        
          
        
        81442.09000000
        PA
        USD
        83625.04000000
        0.058952191763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAK6
        
          
        
        650000.00000000
        PA
        USD
        725134.88000000
        0.511190075370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292SBD1
        
          
        
        561425.20000000
        PA
        USD
        606590.39000000
        0.427621116754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406V2P0
        
          
        
        7450.21000000
        PA
        USD
        8467.07000000
        0.005968933878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300CJNWCNIHR7IT87
        COMM 2013-WWP Mortgage Trust
        12625CAN3
        
          
        
        564000.00000000
        PA
        USD
        582892.31000000
        0.410914951273
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2031-03-10
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403CXQ9
        
          
        
        28856.55000000
        PA
        USD
        33317.87000000
        0.023487719245
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810PW2
        
          
        
        1109000.00000000
        PA
        USD
        1551950.19000000
        1.094060645099
        Long
        DBT
        UST
        US
        N
        
        2
        
          2038-02-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417AYG8
        
          
        
        42883.91000000
        PA
        USD
        47187.60000000
        0.033265304794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TG33
        
          
        
        126015.18000000
        PA
        USD
        131971.29000000
        0.093034296849
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEVB2
        
          
        
        50496.09000000
        PA
        USD
        53946.11000000
        0.038029774594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE5 Issuer, Ltd
        N/A
        LoanCore 2021-CRE5 Issuer Ltd
        53947XAE2
        
          
        
        283500.00000000
        PA
        USD
        283585.76000000
        0.199916222521
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828U24
        
          
        
        6071000.00000000
        PA
        USD
        6322140.21000000
        4.456847159870
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417N4M0
        
          
        
        40676.73000000
        PA
        USD
        45898.78000000
        0.032356740042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTG43
        
          
        
        600527.00000000
        PA
        USD
        82653.05000000
        0.058266979046
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZG2
        
          
        
        1389954.00000000
        PA
        USD
        192967.87000000
        0.136034360958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WLQ9
        
          
        
        343238.26000000
        PA
        USD
        357176.91000000
        0.251794937161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38377DSY3
        
          
        
        102503.34000000
        PA
        USD
        115804.75000000
        0.081637555320
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-20
          Variable
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AF4
        
          
        
        250000.00000000
        PA
        USD
        295848.45000000
        0.208560911390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK LEUMI LE-ISRAEL
        7JDSZWRGUQY2DSTWCR57
        Bank Leumi Le-Israel BM
        000000000
        
          
        
        354000.00000000
        PA
        USD
        355770.00000000
        0.250803123847
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2031-01-29
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SLR6
        
          
        
        56470.53000000
        PA
        USD
        59079.13000000
        0.041648341226
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-H4
        61691RAF3
        
          
        
        1636393.75000000
        PA
        USD
        81698.10000000
        0.057593778824
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CVK6
        
          
        
        153113.89000000
        PA
        USD
        155695.79000000
        0.109759087336
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2033-03-01
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W9A75
        
          
        
        42948.19000000
        PA
        USD
        47024.49000000
        0.033150318996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FSD9
        
          
        
        41680.25000000
        PA
        USD
        45478.01000000
        0.032060114608
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020612
        
          
        
        6850000.00000000
        PA
        USD
        6840367.19000000
        4.822175730142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LAAB5
        
          
        
        200000.00000000
        PA
        USD
        209485.70000000
        0.147678747396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020414
        
          
        
        275000.00000000
        PA
        USD
        281456.05000000
        0.198414865125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ACPT2
        
          
        
        282518.81000000
        PA
        USD
        284611.09000000
        0.200639037730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62R7
        
          
        
        314905.00000000
        PA
        USD
        29828.09000000
        0.021027568795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CVH3
        
          
        
        104928.92000000
        PA
        USD
        106617.54000000
        0.075160952550
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2033-02-01
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F4X98
        
          
        
        14104984.19000000
        PA
        USD
        134101.73000000
        0.094536168865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-25
          Variable
          0.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M4T37
        
          
        
        43114.93000000
        PA
        USD
        49521.65000000
        0.034910713433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810FG8
        
          
        
        48000.00000000
        PA
        USD
        60881.25000000
        0.042918761232
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QZ4
        
          
        
        453700.00000000
        PA
        USD
        554222.91000000
        0.390704210966
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YF1
        
          
        
        4459000.00000000
        PA
        USD
        4504983.44000000
        3.175826853391
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L3D28
        
          
        
        115014.25000000
        PA
        USD
        117002.35000000
        0.082481813748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore 2021-CRE6 Issuer, Ltd.
        N/A
        LoanCore 2021-CRE6 Issuer Ltd
        53948HAC0
        
          
        
        500000.00000000
        PA
        USD
        500000.00000000
        0.352479303829
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-11-15
          Floating
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286Y1
        
          
        
        1500000.00000000
        PA
        USD
        1513066.41000000
        1.066649189690
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0306C7
        
          
        
        625000.00000000
        PA
        USD
        648974.61000000
        0.457500237472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BA0
        
          
        
        82000.00000000
        PA
        USD
        100673.68000000
        0.070970777280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEEL9
        
          
        
        38018.18000000
        PA
        USD
        40821.97000000
        0.028777799133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BRS71
        
          
        
        43171.84000000
        PA
        USD
        43751.15000000
        0.030842749787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) MAR22
        000000000
        
          
        
        -20.00000000
        NC
        USD
        -20070.62000000
        -0.01414895633
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVH2 COMDTY
              
            
            2022-03-31
            -2407898.14000000
            USD
            -20070.62000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H4CH1
        
          
        
        3899181.00000000
        PA
        USD
        126995.16000000
        0.089526331173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Variable
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419LZZ9
        
          
        
        52872.75000000
        PA
        USD
        57992.82000000
        0.040882537641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31406XKB7
        
          
        
        11141.71000000
        PA
        USD
        12426.96000000
        0.008760492419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
        
        266000.00000000
        PA
        USD
        269672.85000000
        0.190108196859
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive Reit
        N/A
        CARS-DB4 LP
        12510HAD2
        
          
        
        99729.17000000
        PA
        USD
        100701.82000000
        0.070990614815
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BHCY1
        
          
        
        642000.00000000
        PA
        USD
        672680.67000000
        0.474212028522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-25
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTFW2
        
          
        
        391000.00000000
        PA
        USD
        26652.87000000
        0.018789170125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378HQU3
        
          
        
        52572.25000000
        PA
        USD
        6856.75000000
        0.004833724933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-08-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379RD34
        
          
        
        240855.67000000
        PA
        USD
        9979.52000000
        0.007035148524
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-02-16
          Variable
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JADZ5
        
          
        
        41371.95000000
        PA
        USD
        43889.46000000
        0.030940252612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBD2
        
          
        
        1530000.00000000
        PA
        USD
        1527310.55000000
        1.076690718791
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LQ2S2
        
          
        
        63431.18000000
        PA
        USD
        69134.70000000
        0.048737101852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DP79
        
          
        
        224784.58000000
        PA
        USD
        258211.84000000
        0.182028659207
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGHU1
        
          
        
        52625.76000000
        PA
        USD
        56501.73000000
        0.039831380911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D7G1
        
          
        
        130306.00000000
        PA
        USD
        135810.38000000
        0.095740696390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RB6
        
          
        
        1697100.00000000
        PA
        USD
        1999793.70000000
        1.409771782358
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EK6N0
        
          
        
        108246.34000000
        PA
        USD
        119112.94000000
        0.083969692336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZQ6
        
          
        
        800000.00000000
        PA
        USD
        750906.25000000
        0.529357824482
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNEG4
        
          
        
        200000.00000000
        PA
        USD
        206280.77000000
        0.145419404406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A4XB6
        
          
        
        132629.28000000
        PA
        USD
        151039.11000000
        0.106476320687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494AY9
        
          
        
        38000.00000000
        PA
        USD
        49857.94000000
        0.035147783963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-08-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ReadyCap Commercial Mortgage Trust
        N/A
        Ready Capital Mortgage Financing 2021-FL7 LLC
        75575WAC0
        
          
        
        100000.00000000
        PA
        USD
        100000.00000000
        0.070495860765
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-11-25
          Floating
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPDF 2021-FL1 Issuer Ltd
        N/A
        BSPDF 2021-FL1 Issuer Ltd
        055731AC7
        
          
        
        253500.00000000
        PA
        USD
        253500.00000000
        0.178707007041
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-10-15
          Floating
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        804400.00000000
        PA
        USD
        1005217.21000000
        0.708636524757
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp
        549300S34SOJ0RULXM35
        FLORIDA ST BRD OF ADMIN FIN CORP REVENUE
        341271AE4
        
          
        
        291000.00000000
        PA
        USD
        291724.21000000
        0.205653492902
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-07-01
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        00205GAD9
        
          
        
        16000.00000000
        PA
        USD
        17737.12000000
        0.012503935419
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2027-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WEXT1
        
          
        
        43908.95000000
        PA
        USD
        46886.08000000
        0.033052745675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407FJ92
        
          
        
        73379.84000000
        PA
        USD
        84181.35000000
        0.059344367286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHNH1
        
          
        
        132211.30000000
        PA
        USD
        141647.92000000
        0.099855920461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B29 Mortgage Trust
        08163JAG9
        
          
        
        1899196.60000000
        PA
        USD
        142938.28000000
        0.100765570850
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2054-09-15
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F0226C4
        
          
        
        1525000.00000000
        PA
        USD
        1563363.28000000
        1.102106401134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FXC5
        
          
        
        71052.59000000
        PA
        USD
        79072.57000000
        0.055742888851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QC5
        
          
        
        4503100.00000000
        PA
        USD
        6448931.75000000
        4.546229947371
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMZB4
        
          
        
        199291.04000000
        PA
        USD
        205657.28000000
        0.144979869763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Antonio B Won Pat International Airport Authority
        N/A
        GUAM INTERNATIONAL ARPT AUTH
        40064REL9
        
          
        
        5000.00000000
        PA
        USD
        5252.98000000
        0.003703133466
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-10-01
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IND & COMM BK OF CHINA
        5493002ERZU2K9PZDL40
        Industrial & Commercial Bank of China Ltd
        000000000
        
          
        
        294000.00000000
        PA
        USD
        322973.27000000
        0.227682786730
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2025-09-21
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        NEW JERSEY ST ECON DEV AUTH LEASE REVENUE
        645913BB9
        
          
        
        1182000.00000000
        PA
        USD
        1171319.45000000
        0.825731728596
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK32
        06542BBN6
        
          
        
        998826.95000000
        PA
        USD
        57587.27000000
        0.040596641678
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
        
        678600.00000000
        PA
        USD
        670912.74000000
        0.472965711051
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AWFW2
        
          
        
        238803.27000000
        PA
        USD
        250796.19000000
        0.176800932908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKG3
        
          
        
        12450.00000000
        PA
        USD
        13046.87000000
        0.009197503309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCRE Holder LLC
        N/A
        BPCRE 2021-FL1 Ltd
        05601GAA4
        
          
        
        56299.37000000
        PA
        USD
        56203.69000000
        0.039621275047
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2037-02-15
          Floating
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US ULTRA BOND CBT MAR22
        000000000
        
          
        
        2.00000000
        NC
        USD
        16867.54000000
        0.011890917513
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CME Ultra Long Term US Treasury Bond Future
                WNH2 COMDTY
              
            
            2022-03-22
            384257.46000000
            USD
            16867.54000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CV68
        
          
        
        73089.82000000
        PA
        USD
        77442.27000000
        0.054593594833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPHM0
        
          
        
        2556028.89000000
        PA
        USD
        199666.24000000
        0.140756434547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419ANB9
        
          
        
        116363.22000000
        PA
        USD
        128024.71000000
        0.090252121307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBTA4
        
          
        
        485094.43000000
        PA
        USD
        505726.22000000
        0.356516051908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAF2
        
          
        
        317000.00000000
        PA
        USD
        295849.11000000
        0.208561376662
        Long
        DBT
        NUSS
        IN
        Y
        
        2
        
          2031-01-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312941LZ8
        
          
        
        21937.00000000
        PA
        USD
        24340.02000000
        0.017158706609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H020618
        
          
        
        175000.00000000
        PA
        USD
        176961.91000000
        0.124750821682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-21
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJW55
        
          
        
        374985.74000000
        PA
        USD
        400277.77000000
        0.282179259416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
        
        750000.00000000
        PA
        USD
        756321.48000000
        0.533175337483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 Multifamily Housing Mortgage Loan Trust
        55282XAE0
        
          
        
        279500.00000000
        PA
        USD
        279331.94000000
        0.196917455497
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2036-07-15
          Floating
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297V6E3
        
          
        
        20475.18000000
        PA
        USD
        23344.60000000
        0.016456976712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CVU4
        
          
        
        137279.44000000
        PA
        USD
        145900.86000000
        0.102854067121
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2033-09-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31407CRE9
        
          
        
        8460.58000000
        PA
        USD
        9605.74000000
        0.006771649095
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B27 Mortgage Trust
        08163HAG3
        
          
        
        1462538.55000000
        PA
        USD
        138337.72000000
        0.097522366477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-07-15
          Variable
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417F3J5
        
          
        
        239919.89000000
        PA
        USD
        259139.53000000
        0.182682642258
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBM3
        
          
        
        714000.00000000
        PA
        USD
        779915.47000000
        0.549808123823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH INDUSTRIAL CAP LLC
        549300PNSJ5B81UMVO28
        CNH Industrial Capital LLC
        12592BAJ3
        
          
        
        625000.00000000
        PA
        USD
        662379.76000000
        0.466950313351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD UNIVERSITY
        N/A
        Howard University
        442851AF8
        
          
        
        33000.00000000
        PA
        USD
        33438.72000000
        0.023572913493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAV1
        
          
        
        309000.00000000
        PA
        USD
        298570.63000000
        0.210479935612
        Long
        DBT
        NUSS
        SA
        Y
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX70
        
          
        
        1260520.93000000
        PA
        USD
        93863.93000000
        0.066170185402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-DC1 Mortgage Trust
        12629NAF2
        
          
        
        177000.00000000
        PA
        USD
        186291.81000000
        0.131328014995
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)MAR22
        000000000
        
          
        
        -2.00000000
        NC
        USD
        -3585.35000000
        -0.00252752334
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYH2 COMDTY
              
            
            2022-03-22
            -258039.65000000
            USD
            -3585.35000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9LS9
        
          
        
        114956.68000000
        PA
        USD
        124215.60000000
        0.087566856425
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B0CN2
        
          
        
        175736.40000000
        PA
        USD
        184920.33000000
        0.130361178364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSERVATION FUND
        N/A
        Conservation Fund A Nonprofit Corp/The
        20848FAA8
        
          
        
        159000.00000000
        PA
        USD
        168739.21000000
        0.118954158539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration Participation Certs
        N/A
        United States Small Business Administration
        83162CNU3
        
          
        
        25107.04000000
        PA
        USD
        25970.90000000
        0.018308409503
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        54930066YOFVQE068N73
        GS Mortgage Securities Trust 2015-GC32
        36250PAB1
        
          
        
        32350.67000000
        PA
        USD
        32793.35000000
        0.023117954356
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ABYR4
        
          
        
        59322.62000000
        PA
        USD
        65603.76000000
        0.046247935306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38375GBQ3
        
          
        
        20000.00000000
        PA
        USD
        20703.98000000
        0.014595448913
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-06-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-12-16
      MFS GOVERNMENT MARKETS INCOME TRUST
      Kasey Phillips
      Kasey Phillips
      Assistant Treasurer
    
  





Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings