Form NPORT-P MFS SERIES TRUST IX For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0000063075
          XXXXXXXX
        
      
      
      
      
        S000002497
        C000006763
        C000006767
        C000006760
        C000006769
        C000006762
        C000006772
        C000006761
        C000006765
        C000006764
        C000006771
        C000034443
        C000006766
      
      
      
    
  
  
    
      MFS Series Trust IX
      811-02464
      0000063075
      549300IJONSVWD5I9F62
      111 Huntington Avenue
      Boston
      
      02199
      617-954-5000
      MFS Total Return Bond Fund
      S000002497
      FJAEEQMSDDUK9QL2E558
      2021-04-30
      2021-04-30
      N
    
    
      9587497688.01
      1343470689.52
      8244026998.49
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      1323307028.40000010
      0.00000000
      0.00000000
      21993093.69000000
      
        
          KRW
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        United States Small Business Administration
        N/A
        
        83162CTR4
        
          
        
        985817.08650000
        PA
        USD
        1047176.22000000
        0.012702241516
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd.
        N/A
        
        03880WAE8
        
          
        
        4500000.00000000
        PA
        USD
        4496521.50000000
        0.054542779891
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-02-15
          Floating
          1.91463120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404119BT5
        
          
        
        13993000.00000000
        PA
        USD
        16240331.77000000
        0.196995130813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAR Auction Services, Inc.
        5493004HKD20LBSG7D03
        
        48238TAA7
        
          
        
        7265000.00000000
        PA
        USD
        7366274.10000000
        0.089352862397
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2025-06-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36241LXE1
        
          
        
        13066.83000000
        PA
        USD
        14636.71000000
        0.000177543207
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        
        11135FAQ4
        
          
        
        21844000.00000000
        PA
        USD
        23878131.63000000
        0.289641599116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36296V7L6
        
          
        
        1021695.13180000
        PA
        USD
        1208095.53000000
        0.014654191819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STWD Ltd.
        N/A
        
        78486BAG9
        
          
        
        8255500.00000000
        PA
        USD
        8270970.81000000
        0.100326828278
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-04-18
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BHCY1
        
          
        
        7744684.00000000
        PA
        USD
        8311054.29000000
        0.100813040659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-25
          Fixed
          2.81100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140K4M64
        
          
        
        1706413.61000000
        PA
        USD
        1791012.77000000
        0.021724974582
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140GNKM4
        
          
        
        103446.95000000
        PA
        USD
        113472.00000000
        0.001376414706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M4W66
        
          
        
        118423.01600000
        PA
        USD
        134835.17000000
        0.001635549835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Americas LLC
        N/A
        
        228187AB6
        
          
        
        23115000.00000000
        PA
        USD
        23993370.00000000
        0.291039439880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179UV90
        
          
        
        6918950.68000000
        PA
        USD
        7416172.28000000
        0.089958127033
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31403DD97
        
          
        
        1695577.19680000
        PA
        USD
        1971982.82000000
        0.023920140246
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202EGR4
        
          
        
        223643.17780000
        PA
        USD
        262547.95000000
        0.003184705121
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-01-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries, Inc.
        54930064UHXCIUWVI755
        
        853496AG2
        
          
        
        17370000.00000000
        PA
        USD
        17413425.00000000
        0.211224744935
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620ALND2
        
          
        
        348749.75550000
        PA
        USD
        395460.42000000
        0.004796932616
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EPN91
        
          
        
        2415450.35000000
        PA
        USD
        2647804.04000000
        0.032117847751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup, Inc.
        6SHGI4ZSSLCXXQSBB395
        
        172967ML2
        
          
        
        35127000.00000000
        PA
        USD
        35618215.97000000
        0.432048754528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-29
          Variable
          2.66600160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exantas Capital Corp. Ltd.
        N/A
        
        30069LAE8
        
          
        
        7541500.00000000
        PA
        USD
        7523498.44000000
        0.091259992736
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2036-04-15
          Floating
          1.81563120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BWX Technologies, Inc.
        549300NP85N265KWMS58
        
        05605HAB6
        
          
        
        9016000.00000000
        PA
        USD
        9173780.00000000
        0.111277898552
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indian Railway Finance Corp. Ltd.
        335800F2JHSOGXQEBY56
        
        45434L2C7
        
          
        
        25026000.00000000
        PA
        USD
        23758707.38000000
        0.288192983651
        Long
        DBT
        NUSS
        IN
        Y
        
        2
        
          2031-02-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137FTZU4
        
          
        
        6415004.00000000
        PA
        USD
        968474.44000000
        0.011747589378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-25
          Variable
          1.98497520
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Liberty Mutual Group, Inc.
        QUR0DG15Z6FFGYCHH861
        
        53079EBJ2
        
          
        
        11271000.00000000
        PA
        USD
        11824772.75000000
        0.143434425338
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2050-10-15
          Fixed
          3.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WCA86
        
          
        
        2774664.89000000
        PA
        USD
        3096193.00000000
        0.037556803253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC
        N/A
        
        1248EPBX0
        
          
        
        18670000.00000000
        PA
        USD
        19510150.00000000
        0.236658007107
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        N/A
        
        05973BAJ6
        
          
        
        1845000.00000000
        PA
        USD
        1831203.27000000
        0.022212485116
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-15
          Floating
          2.41463160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412LGN4
        
          
        
        136765.52970000
        PA
        USD
        162586.98000000
        0.001972179130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132Y3NK6
        
          
        
        691152.99000000
        PA
        USD
        725512.08000000
        0.008800457350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ3H1
        
          
        
        186503.34000000
        PA
        USD
        195880.48000000
        0.002376029093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297C5V8
        
          
        
        110924.95270000
        PA
        USD
        129919.88000000
        0.001575927395
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ENEK1
        
          
        
        1570052.79300000
        PA
        USD
        1760604.83000000
        0.021356126445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H3DS2
        
          
        
        417993.13000000
        PA
        USD
        438790.53000000
        0.005322526601
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        
        00774MAN5
        
          
        
        12467000.00000000
        PA
        USD
        14672950.25000000
        0.177982802005
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M4XV0
        
          
        
        84278.71420000
        PA
        USD
        98443.04000000
        0.001194113508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137A9RJ7
        
          
        
        373205.06680000
        PA
        USD
        68630.32000000
        0.000832485386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ5W6
        
          
        
        504888.59000000
        PA
        USD
        529792.94000000
        0.006426385310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FXC5
        
          
        
        642727.49260000
        PA
        USD
        721209.47000000
        0.008748266716
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810RB6
        
          
        
        58777000.00000000
        PA
        USD
        65591458.44000000
        0.795624013021
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GGG8
        
          
        
        22029000.00000000
        PA
        USD
        25841980.89000000
        0.313463079326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-01-20
          Variable
          4.44300120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CFV1
        
          
        
        429349.67000000
        PA
        USD
        465574.78000000
        0.005647419399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FLN4
        
          
        
        2087695.38080000
        PA
        USD
        2316443.62000000
        0.028098447766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch Cos. LLC
        N/A
        
        03522AAJ9
        
          
        
        16947000.00000000
        PA
        USD
        20246512.77000000
        0.245590083265
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        
        337738AU2
        
          
        
        16847000.00000000
        PA
        USD
        18258565.82000000
        0.221476298213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 36 Senior Loan Fund
        549300XLLT7H0EYXK263
        
        26249KBB6
        
          
        
        14975000.00000000
        PA
        USD
        14935301.28000000
        0.181165118488
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2029-04-15
          Floating
          1.63374840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        
        35563PLK3
        
          
        
        1442872.36000000
        PA
        USD
        1589790.96000000
        0.019284155186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620AKNL6
        
          
        
        196623.46080000
        PA
        USD
        219180.16000000
        0.002658654078
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31407KRH4
        
          
        
        476117.19780000
        PA
        USD
        546202.05000000
        0.006625427719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransDigm, Inc.
        88Q84GB3X55CF5OC7582
        
        893647BM8
        
          
        
        20143000.00000000
        PA
        USD
        19851127.93000000
        0.240794067433
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179TV51
        
          
        
        108101.80000000
        PA
        USD
        115726.59000000
        0.001403762870
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marsh & McLennan Cos., Inc.
        549300XMP3KDCKJXIU47
        
        571748BD3
        
          
        
        21556000.00000000
        PA
        USD
        25295354.46000000
        0.306832503879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        
        026874DE4
        
          
        
        4748000.00000000
        PA
        USD
        5584024.28000000
        0.067734182348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        312941LZ8
        
          
        
        1173776.90360000
        PA
        USD
        1318935.33000000
        0.015998677954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140J9SN2
        
          
        
        4876839.89000000
        PA
        USD
        5110534.01000000
        0.061990748100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certificates
        N/A
        
        126670GQ5
        
          
        
        14706.36900000
        PA
        USD
        13972.22000000
        0.000169482948
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-25
          Variable
          5.42999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179QT35
        
          
        
        1872823.56000000
        PA
        USD
        1994386.48000000
        0.024191896513
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group, Inc.
        549300GHBMY8T5GXDE41
        
        91324PDD1
        
          
        
        17854000.00000000
        PA
        USD
        18400834.99000000
        0.223202022426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F012452
        
          
        
        20950000.00000000
        PA
        USD
        21209420.08000000
        0.257270143388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        
        26884TAL6
        
          
        
        1155000.00000000
        PA
        USD
        1266891.49000000
        0.015367386475
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-11-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission, Inc.
        MWKQ3I0U1GXP2YDSZW75
        
        019736AG2
        
          
        
        17374000.00000000
        PA
        USD
        16765910.00000000
        0.203370391715
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-01-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Iron Mountain, Inc.
        SQL3F6CKNNBM3SQGHX24
        
        46284VAN1
        
          
        
        27150000.00000000
        PA
        USD
        27076152.00000000
        0.328433567781
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202F2V7
        
          
        
        40997.50000000
        PA
        USD
        48183.18000000
        0.000584461695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden 49 Senior Loan Fund
        549300VCB8LYR1RGV869
        
        26244QAS2
        
          
        
        16500000.00000000
        PA
        USD
        16501765.50000000
        0.200166320452
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-07-18
          Floating
          2.23975080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620AMD58
        
          
        
        480408.16420000
        PA
        USD
        545485.82000000
        0.006616739854
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        
        645913BB9
        
          
        
        29043000.00000000
        PA
        USD
        28690455.74000000
        0.348015062847
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31414ST29
        
          
        
        1063.16990000
        PA
        USD
        1241.18000000
        0.000015055506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Otis Worldwide Corp.
        549300ZLBKR8VSU25153
        
        68902VAK3
        
          
        
        8181000.00000000
        PA
        USD
        8325037.30000000
        0.100982654490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.56500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Financial Group, Inc.
        35380028MYWPB6AUO129
        
        86562MCB4
        
          
        
        38002000.00000000
        PA
        USD
        37377820.57000000
        0.453392748190
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-07-08
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFS Institutional Money Market Portfolio
        5L2W638H85N8T1136O07
        
        55291X109
        
          
        
        1059763091.64000000
        NS
        USD
        1059763091.64000000
        12.85492019657
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417AYK9
        
          
        
        2115461.00630000
        PA
        USD
        2334260.87000000
        0.028314570906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132L5AD5
        
          
        
        1363267.04530000
        PA
        USD
        1459565.68000000
        0.017704523290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        
        741503AW6
        
          
        
        21404000.00000000
        PA
        USD
        23401916.14000000
        0.283865107965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        
        12593GAF9
        
          
        
        4781393.00000000
        PA
        USD
        5269431.22000000
        0.063918170342
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-10
          Fixed
          3.90200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412XZL1
        
          
        
        61183.89640000
        PA
        USD
        70182.13000000
        0.000851308832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJYY0
        
          
        
        10444.75000000
        PA
        USD
        11109.52000000
        0.000134758413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FTL0
        
          
        
        131674.28130000
        PA
        USD
        147493.99000000
        0.001789101249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179R7H6
        
          
        
        572837.41000000
        PA
        USD
        607585.94000000
        0.007370013952
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cutwater Ltd.
        254900Z407FNBKBWKE10
        
        23222TAS9
        
          
        
        5280000.00000000
        PA
        USD
        5259260.16000000
        0.063794795443
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2026-07-15
          Floating
          2.58374880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        
        44891ABP1
        
          
        
        8065000.00000000
        PA
        USD
        8136597.76000000
        0.098696883955
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138A36S1
        
          
        
        5527113.33000000
        PA
        USD
        6014667.13000000
        0.072957877637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WJFL7
        
          
        
        3434980.91000000
        PA
        USD
        3577213.85000000
        0.043391583393
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        
        337932AJ6
        
          
        
        20026000.00000000
        PA
        USD
        23230160.00000000
        0.281781706977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          5.34999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CLW1
        
          
        
        2854.18000000
        PA
        USD
        2876.19000000
        0.000034888168
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2021-11-01
          Fixed
          5.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GPMT Ltd.
        N/A
        
        36255CAA7
        
          
        
        1423308.06000000
        PA
        USD
        1420003.14000000
        0.017224629907
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2035-11-21
          Floating
          1.01374920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412QSX8
        
          
        
        146952.36610000
        PA
        USD
        170002.80000000
        0.002062132984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46625HRV4
        
          
        
        21948000.00000000
        PA
        USD
        23662507.75000000
        0.287026082693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418NX21
        
          
        
        473292.70120000
        PA
        USD
        547537.28000000
        0.006641624052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128PR3E7
        
          
        
        171148.08010000
        PA
        USD
        182472.51000000
        0.002213390495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31408ENZ1
        
          
        
        371605.02410000
        PA
        USD
        431442.58000000
        0.005233396009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aramark Services, Inc.
        42YMHYH0XMHJEXDUB065
        
        038522AQ1
        
          
        
        13005000.00000000
        PA
        USD
        13606481.25000000
        0.165046539179
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F022451
        
          
        
        44075000.00000000
        PA
        USD
        46058375.00000000
        0.558687823419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harbourview CLO VII-R Ltd.
        N/A
        
        41165TAE1
        
          
        
        15920000.00000000
        PA
        USD
        15711543.52000000
        0.190580932387
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2031-07-18
          Floating
          1.88975160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31335BC38
        
          
        
        1170875.30000000
        PA
        USD
        1250090.06000000
        0.015163585226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oklahoma Development Finance Authority
        549300PXGPHUWC32DJ91
        
        67884XCP0
        
          
        
        8467000.00000000
        PA
        USD
        9422269.80000000
        0.114292078394
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179UCA8
        
          
        
        1355027.12000000
        PA
        USD
        1443912.14000000
        0.017514645940
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EQTZ5
        
          
        
        3272757.99000000
        PA
        USD
        3644061.68000000
        0.044202447185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417TNK0
        
          
        
        2256076.25810000
        PA
        USD
        2514099.84000000
        0.030496016576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARS-DB4 LP
        N/A
        
        12510HAD2
        
          
        
        8181020.99000000
        PA
        USD
        8444793.47000000
        0.102435296142
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2050-02-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Element Fleet Management Corp.
        5493000PGBS1C22ELQ16
        
        286181AF9
        
          
        
        12841000.00000000
        PA
        USD
        12989607.99000000
        0.157563870088
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2024-04-06
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412AWH3
        
          
        
        4206.44710000
        PA
        USD
        4741.50000000
        0.000057514367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition Corp.
        549300NAS11NXI33CP80
        
        92933BAR5
        
          
        
        26820000.00000000
        PA
        USD
        25177275.00000000
        0.305400200710
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128PRZ69
        
          
        
        175251.14590000
        PA
        USD
        186934.78000000
        0.002267517804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya Ltd.
        N/A
        
        92916GAQ7
        
          
        
        6560000.00000000
        PA
        USD
        6594551.52000000
        0.079991871948
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-10-15
          Floating
          2.08374840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pacific Gas and Electric Co.
        1HNPXZSMMB7HMBMVBS46
        
        694308JH1
        
          
        
        34169000.00000000
        PA
        USD
        30370356.07000000
        0.368392244173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        
        01400EAD5
        
          
        
        4201000.00000000
        PA
        USD
        4236040.41000000
        0.051383145770
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-27
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136AKFL2
        
          
        
        1190881.80000000
        PA
        USD
        1283759.27000000
        0.015571992549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        
        416515BE3
        
          
        
        17671000.00000000
        PA
        USD
        18378162.14000000
        0.222927000886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-19
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        
        05401AAL5
        
          
        
        7349000.00000000
        PA
        USD
        7836819.79000000
        0.095060578906
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        
        12593FBD5
        
          
        
        9963398.00000000
        PA
        USD
        10932059.48000000
        0.132605818515
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.70800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31296QKB5
        
          
        
        197881.23530000
        PA
        USD
        235616.70000000
        0.002858029213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31403DBY4
        
          
        
        234884.71190000
        PA
        USD
        271372.38000000
        0.003291745406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F022659
        
          
        
        64400000.00000000
        PA
        USD
        66809968.43000000
        0.810404532181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371MMG9
        
          
        
        206643.75230000
        PA
        USD
        240490.55000000
        0.002917148986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137FNX70
        
          
        
        12711308.35710000
        PA
        USD
        1012651.46000000
        0.012283456376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.21815720
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sumitomo Mitsui Trust Bank Ltd.
        5493006GGLR4BTEL8O61
        
        86563VAU3
        
          
        
        32452000.00000000
        PA
        USD
        32535344.52000000
        0.394653541599
        Long
        DBT
        CORP
        JP
        Y
        
        2
        
          2024-03-25
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136AJEW2
        
          
        
        1551362.43000000
        PA
        USD
        1657924.89000000
        0.020110619364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        
        404280CP2
        
          
        
        10111000.00000000
        PA
        USD
        10168168.61000000
        0.123339826663
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-09
          Variable
          3.99999960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Power Finance Corp. Ltd.
        3358003Q6D9LIJJZ1614
        
        73928RAB2
        
          
        
        11718000.00000000
        PA
        USD
        11796393.42000000
        0.143090184228
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2030-04-23
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CM43
        
          
        
        1305968.59000000
        PA
        USD
        1371513.25000000
        0.016636447821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAE1
        
          
        
        1204000.00000000
        PA
        USD
        1340639.80000000
        0.016261953050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EKET8
        
          
        
        1643988.28460000
        PA
        USD
        1848412.23000000
        0.022421229701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NKG1
        
          
        
        17186.87670000
        PA
        USD
        17532.81000000
        0.000212672884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          1.02612960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CP99
        
          
        
        56846.06000000
        PA
        USD
        59751.05000000
        0.000724779892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132J7RK0
        
          
        
        191196.92550000
        PA
        USD
        203709.87000000
        0.002470999549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31402RCV9
        
          
        
        529139.58420000
        PA
        USD
        610286.87000000
        0.007402776217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TICP CLO Ltd.
        N/A
        
        87248VAE0
        
          
        
        16262022.00000000
        PA
        USD
        16263119.65000000
        0.197271547666
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-04-26
          Floating
          1.67574960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31292SBD1
        
          
        
        2099977.35690000
        PA
        USD
        2288190.35000000
        0.027755735763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31409CA70
        
          
        
        187251.23270000
        PA
        USD
        217575.13000000
        0.002639185073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamondback Energy, Inc.
        549300R22LSX6OHWEN64
        
        25278XAQ2
        
          
        
        8246000.00000000
        PA
        USD
        8656826.03000000
        0.105007249874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AerCap Ireland Capital DAC
        N/A
        
        00774MAP0
        
          
        
        18533000.00000000
        PA
        USD
        19959521.71000000
        0.242108883360
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410F5D3
        
          
        
        497051.20290000
        PA
        USD
        574615.00000000
        0.006970076639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418TC54
        
          
        
        297671.80060000
        PA
        USD
        344183.33000000
        0.004174941810
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M4GZ0
        
          
        
        467782.91080000
        PA
        USD
        542608.71000000
        0.006581840526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TD Ameritrade Holding Corp.
        ZI85ER3E6RXD4HPHW309
        
        87236YAF5
        
          
        
        1756000.00000000
        PA
        USD
        1914457.45000000
        0.023222357839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Road Investors Partnership II LP
        N/A
        
        88948ABG1
        
          
        
        5237000.00000000
        PA
        USD
        2970565.97000000
        0.036032948103
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132J4MM8
        
          
        
        3089757.12000000
        PA
        USD
        3311461.04000000
        0.040168003338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy XXIX CLO Ltd.
        549300BSLQRD3CFUV847
        
        36321HAC2
        
          
        
        8043105.00000000
        PA
        USD
        8078575.09000000
        0.097993069303
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2026-11-15
          Floating
          1.59374880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GEU9
        
          
        
        13781000.00000000
        PA
        USD
        14477613.01000000
        0.175613362409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd.
        GLS7OQD0WOEDI8YAP031
        
        303901BH4
        
          
        
        7257000.00000000
        PA
        USD
        7321409.65000000
        0.088808656877
        Long
        DBT
        CORP
        CA
        Y
        
        2
        
          2031-03-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140HJR94
        
          
        
        110916.16000000
        PA
        USD
        119386.88000000
        0.001448162166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cox Communications, Inc.
        5493001NEDZNIFRP2R92
        
        224044CH8
        
          
        
        13779000.00000000
        PA
        USD
        14754197.01000000
        0.178968324736
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        
        26874RAG3
        
          
        
        13354000.00000000
        PA
        USD
        14338138.65000000
        0.173921539226
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2023-09-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westpac Banking Corp.
        EN5TNI6CI43VEPAMHL14
        
        961214EM1
        
          
        
        18137000.00000000
        PA
        USD
        18769618.56000000
        0.227675365005
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-02-04
          Variable
          2.89400040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regatta Funding LP
        N/A
        
        75885WBE0
        
          
        
        17000000.00000000
        PA
        USD
        16956089.00000000
        0.205677261890
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2029-01-15
          Floating
          2.18374920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419JSM1
        
          
        
        5703754.14000000
        PA
        USD
        6283101.73000000
        0.076213987789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        
        45866FAK0
        
          
        
        6498000.00000000
        PA
        USD
        6356278.62000000
        0.077101623043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        
        35563PKG3
        
          
        
        166101.69000000
        PA
        USD
        178467.00000000
        0.002164803681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNU3
        
          
        
        68318.39350000
        PA
        USD
        71792.75000000
        0.000870845643
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410KJU9
        
          
        
        105662.53380000
        PA
        USD
        125261.58000000
        0.001519422243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WEXT1
        
          
        
        1901765.11000000
        PA
        USD
        2050577.13000000
        0.024873488774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CR97
        
          
        
        79380.05000000
        PA
        USD
        85783.00000000
        0.001040547295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        
        53946JAJ3
        
          
        
        3164500.00000000
        PA
        USD
        3071593.44000000
        0.037258410732
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-05-15
          Floating
          2.56462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy Pipeline Assets Bidco Ltd.
        549300L82YB0C6JQIC26
        
        36321PAD2
        
          
        
        29388000.00000000
        PA
        USD
        28820061.91000000
        0.349587184943
        Long
        DBT
        CORP
        JE
        
        Y
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        
        12595EAD7
        
          
        
        26790000.00000000
        PA
        USD
        29413314.31000000
        0.356783333137
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-10
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138E55N4
        
          
        
        231656.52340000
        PA
        USD
        254150.57000000
        0.003082844950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dell International LLC
        N/A
        
        24703DBA8
        
          
        
        26757000.00000000
        PA
        USD
        31683231.81000000
        0.384317419336
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-10-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CV68
        
          
        
        2251472.21000000
        PA
        USD
        2407556.69000000
        0.029203648780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        17322YAD2
        
          
        
        4461971.00000000
        PA
        USD
        4833282.84000000
        0.058627693005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-10
          Fixed
          3.63500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Commercial Asset Trust
        N/A
        
        07324SBN1
        
          
        
        148413.57000000
        PA
        USD
        142243.05000000
        0.001725407377
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-08-25
          Floating
          0.57112920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        9128284S6
        
          
        
        138210500.00000000
        PA
        USD
        145563729.82000000
        1.765687204162
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31411LSY8
        
          
        
        113047.17260000
        PA
        USD
        134423.77000000
        0.001630559555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        
        35563PKJ7
        
          
        
        1076017.26000000
        PA
        USD
        1186302.79000000
        0.014389846008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BKRJ1
        
          
        
        9013328.00000000
        PA
        USD
        9876542.53000000
        0.119802403992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Variable
          3.32899920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140K4M56
        
          
        
        842259.97000000
        PA
        USD
        884505.94000000
        0.010729051956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        N/A
        
        05972MAA2
        
          
        
        4314501.35000000
        PA
        USD
        4314500.49000000
        0.052334866088
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-03-15
          Floating
          1.11462840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ambac LSNI LLC
        N/A
        
        02315QAA6
        
          
        
        50252.18000000
        PA
        USD
        50315.00000000
        0.000610320660
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2023-02-12
          Floating
          6.00000120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36294UUL4
        
          
        
        341649.63390000
        PA
        USD
        370168.30000000
        0.004490139346
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CQ98
        
          
        
        37491.51000000
        PA
        USD
        39424.45000000
        0.000478218351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        
        06738EBD6
        
          
        
        7802000.00000000
        PA
        USD
        9042829.07000000
        0.109689464525
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-16
          Variable
          4.97199960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EJQT8
        
          
        
        3265430.04000000
        PA
        USD
        3669706.87000000
        0.044513523192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        
        225433AC5
        
          
        
        10358000.00000000
        PA
        USD
        11229462.77000000
        0.136213318710
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-03-26
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac Secured Assets Trust
        N/A
        
        45254TTN4
        
          
        
        86095.81770000
        PA
        USD
        85918.24000000
        0.001042187756
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          0.45613080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417G2Y1
        
          
        
        1914194.60730000
        PA
        USD
        2083467.64000000
        0.025272450470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        
        571903BF9
        
          
        
        12991000.00000000
        PA
        USD
        13560883.34000000
        0.164493436793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128PRZ51
        
          
        
        208153.65230000
        PA
        USD
        222036.76000000
        0.002693304619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        
        53947DAG1
        
          
        
        5553900.01000000
        PA
        USD
        5494956.47000000
        0.066653790326
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-04-15
          Floating
          2.06462880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextGear Floorplan Master Owner Trust
        N/A
        
        65341KBK1
        
          
        
        7876000.00000000
        PA
        USD
        8064594.76000000
        0.097823487980
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-10-15
          Fixed
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Commercial Asset Trust
        N/A
        
        07325BAA6
        
          
        
        2282540.91830000
        PA
        USD
        228.25000000
        0.000002768671
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-12-25
          Variable
          0.00001080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        
        05526DBN4
        
          
        
        2406000.00000000
        PA
        USD
        2713333.44000000
        0.032912718996
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-02
          Fixed
          4.90600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy XXIX CLO Ltd.
        549300BSLQRD3CFUV847
        
        36321HAE8
        
          
        
        6670000.00000000
        PA
        USD
        6668772.72000000
        0.080892174676
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2026-11-15
          Floating
          1.87374960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leviathan Bond Ltd.
        254900D9T8VKYVQNZ220
        
        N/A
        
          
        
        11033000.00000000
        PA
        USD
        12362255.84000000
        0.149954092123
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2030-06-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FH6D4
        
          
        
        1120329.89000000
        PA
        USD
        1175187.08000000
        0.014255012510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hunt CRE Ltd.
        N/A
        
        445579AC9
        
          
        
        4683000.00000000
        PA
        USD
        4679262.97000000
        0.056759432870
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-08-15
          Floating
          1.56462840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ2Z2
        
          
        
        1118557.77000000
        PA
        USD
        1174260.13000000
        0.014243768612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        
        05401AAD3
        
          
        
        15117000.00000000
        PA
        USD
        16527697.88000000
        0.200480880072
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128P8FJ5
        
          
        
        4279317.82000000
        PA
        USD
        4483589.73000000
        0.054385917596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31403C6S5
        
          
        
        199957.73100000
        PA
        USD
        237698.38000000
        0.002883279980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XAX8
        
          
        
        5739000.00000000
        PA
        USD
        6022730.36000000
        0.073055684571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137AVXN2
        
          
        
        10625468.00000000
        PA
        USD
        10850122.27000000
        0.131611920630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-25
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        
        38141GXG4
        
          
        
        15968000.00000000
        PA
        USD
        16304004.88000000
        0.197767485271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        
        35563PML0
        
          
        
        2950336.60000000
        PA
        USD
        3130376.76000000
        0.037971452065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwell Healthcare, Inc.
        54930073NUTKK4QD3P47
        
        667274AC8
        
          
        
        9132000.00000000
        PA
        USD
        10322428.43000000
        0.125210997391
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAG6
        
          
        
        4273000.00000000
        PA
        USD
        4578604.23000000
        0.055538442933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F020679
        
          
        
        56750000.00000000
        PA
        USD
        57084460.67000000
        0.692434179078
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        21H032654
        
          
        
        64811608.00000000
        PA
        USD
        68748407.01000000
        0.833917780989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp.
        3BNYRYQHD39K4LCKQF12
        
        56585AAM4
        
          
        
        4349000.00000000
        PA
        USD
        5305584.30000000
        0.064356706994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        N/A
        
        25714PED6
        
          
        
        19335000.00000000
        PA
        USD
        20060062.50000000
        0.243328442564
        Long
        DBT
        NUSS
        DO
        Y
        
        2
        
          2030-01-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services plc
        213800LAXWIUOOBZ3908
        
        75625QAB5
        
          
        
        12239000.00000000
        PA
        USD
        13031400.96000000
        0.158070818574
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2023-09-21
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138AM6S9
        
          
        
        297664.64860000
        PA
        USD
        325989.17000000
        0.003954246754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31403CXQ9
        
          
        
        48650.69270000
        PA
        USD
        56587.15000000
        0.000686401803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aon Corp.
        LTS3U8DGK38SETRUWX71
        
        037389BC6
        
          
        
        22369000.00000000
        PA
        USD
        24880411.92000000
        0.301799253260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-02
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        
        45866FAJ3
        
          
        
        5422000.00000000
        PA
        USD
        6018056.73000000
        0.072998993466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179RBW8
        
          
        
        2165975.63000000
        PA
        USD
        2307378.10000000
        0.027988483060
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132J9KC1
        
          
        
        1632751.32630000
        PA
        USD
        1752240.15000000
        0.021254662925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XBD1
        
          
        
        4889000.00000000
        PA
        USD
        4558846.51000000
        0.055298781903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Village of Bridgeview IL
        N/A
        
        108555GG2
        
          
        
        24325000.00000000
        PA
        USD
        24283326.41000000
        0.294556609463
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        N/A
        
        59020U5D3
        
          
        
        1881578.31840000
        PA
        USD
        353540.85000000
        0.004288448473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          1.31500080
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371LDH9
        
          
        
        9518.90430000
        PA
        USD
        11037.33000000
        0.000133882749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        
        571903BE2
        
          
        
        5794000.00000000
        PA
        USD
        6505269.18000000
        0.078908877678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        N/A
        
        05972AAE0
        
          
        
        6227000.00000000
        PA
        USD
        6234199.03000000
        0.075620798320
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2032-08-15
          Floating
          1.71462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138X13A2
        
          
        
        1397390.00500000
        PA
        USD
        1530678.64000000
        0.018567123085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EH3F7
        
          
        
        2452740.48000000
        PA
        USD
        2701199.26000000
        0.032765531462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        
        31329QWH0
        
          
        
        2244676.67000000
        PA
        USD
        2401581.66000000
        0.029131171700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO XXI Ltd.
        549300VBBLOSKH8XQ869
        
        64130DBL3
        
          
        
        9973559.00000000
        PA
        USD
        9974576.30000000
        0.120991553058
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-04-20
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TJX Cos., Inc. (The)
        V167QI9I69W364E2DY52
        
        872540AT6
        
          
        
        2146000.00000000
        PA
        USD
        2415485.02000000
        0.029299819377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNC3
        
          
        
        33134.60180000
        PA
        USD
        34188.21000000
        0.000414702790
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179VZR4
        
          
        
        15362340.53000000
        PA
        USD
        15980302.97000000
        0.193840982967
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31381TQQ6
        
          
        
        615205.06000000
        PA
        USD
        691813.73000000
        0.008391696559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M7XB7
        
          
        
        342442.37630000
        PA
        USD
        396326.50000000
        0.004807438161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        
        11135FBA8
        
          
        
        11269000.00000000
        PA
        USD
        12821131.21000000
        0.155520247718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ3W8
        
          
        
        870329.33000000
        PA
        USD
        913069.46000000
        0.011075527289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179TLR4
        
          
        
        10752402.25000000
        PA
        USD
        11404842.21000000
        0.138340670306
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137FK4M5
        
          
        
        9501000.00000000
        PA
        USD
        11136916.38000000
        0.135090731532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Variable
          4.06000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140F0JJ4
        
          
        
        2425470.40000000
        PA
        USD
        2564598.73000000
        0.031108567820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        
        35563PMN6
        
          
        
        1516909.08000000
        PA
        USD
        1617072.86000000
        0.019615084476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419B5X9
        
          
        
        1724572.92030000
        PA
        USD
        1900077.46000000
        0.023047928643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVH3
        
          
        
        601252.83550000
        PA
        USD
        611689.02000000
        0.007419784288
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays plc
        213800LBQA1Y9L22JB70
        
        06738EAN5
        
          
        
        4620000.00000000
        PA
        USD
        5179563.36000000
        0.062828073718
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-12
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138A2AX7
        
          
        
        1260364.62000000
        PA
        USD
        1390475.49000000
        0.016866459683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EPLN2
        
          
        
        37217.49000000
        PA
        USD
        40377.63000000
        0.000489780419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179T4N2
        
          
        
        5301709.73000000
        PA
        USD
        5679438.42000000
        0.068891555316
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410KGB4
        
          
        
        203634.89840000
        PA
        USD
        236873.90000000
        0.002873279042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atrium XII
        549300O252OCTN35RH57
        
        04965CAL2
        
          
        
        15670000.00000000
        PA
        USD
        15662133.66000000
        0.189981591070
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2027-04-22
          Floating
          1.53375120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        
        78410GAD6
        
          
        
        21041000.00000000
        PA
        USD
        21518104.68000000
        0.261014485808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410LDU3
        
          
        
        1041249.13000000
        PA
        USD
        1159798.22000000
        0.014068345727
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620AFPN1
        
          
        
        153255.82830000
        PA
        USD
        174012.05000000
        0.002110765164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31405TS94
        
          
        
        12473.58080000
        PA
        USD
        14109.69000000
        0.000171150458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419BBT1
        
          
        
        3865678.65100000
        PA
        USD
        4256034.69000000
        0.051625676271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136AEEP8
        
          
        
        434928.23000000
        PA
        USD
        439785.33000000
        0.005334593519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179SJS7
        
          
        
        1084409.52000000
        PA
        USD
        1148459.73000000
        0.013930809908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        17328CAD4
        
          
        
        2680000.00000000
        PA
        USD
        2878929.97000000
        0.034921403951
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2072-12-15
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36200NE23
        
          
        
        12663.74000000
        PA
        USD
        14434.36000000
        0.000175088703
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy XXIX CLO Ltd.
        549300BSLQRD3CFUV847
        
        36321HAA6
        
          
        
        10752787.04000000
        PA
        USD
        10747883.77000000
        0.130371768214
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2026-11-15
          Floating
          0.98375040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        
        026874DH7
        
          
        
        7197000.00000000
        PA
        USD
        7987977.86000000
        0.096894125425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ER5E6
        
          
        
        235077.21000000
        PA
        USD
        258897.98000000
        0.003140431005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNQ2
        
          
        
        72806.90590000
        PA
        USD
        75443.98000000
        0.000915135042
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        N/A
        
        05973BAG2
        
          
        
        25943734.00000000
        PA
        USD
        25903316.26000000
        0.314207077011
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-15
          Floating
          1.66462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M6K49
        
          
        
        141144.16760000
        PA
        USD
        162190.67000000
        0.001967371892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90276VAE9
        
          
        
        18388578.00000000
        PA
        USD
        20665867.31000000
        0.250676851419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.98300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        
        N/A
        
          
        
        3720000.00000000
        PA
        USD
        3846219.60000000
        0.046654621590
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-03-30
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417AYE3
        
          
        
        4513736.39170000
        PA
        USD
        4980416.79000000
        0.060412426971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LPL Holdings, Inc.
        549300Z5YF8CCRMYUL26
        
        50212YAD6
        
          
        
        26786000.00000000
        PA
        USD
        26786000.00000000
        0.324914025692
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        26252TAE6
        
          
        
        9572000.00000000
        PA
        USD
        9714703.20000000
        0.117839293852
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-02-18
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        
        05401AAM3
        
          
        
        11944000.00000000
        PA
        USD
        11677281.04000000
        0.141645351745
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2026-02-21
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61747YDY8
        
          
        
        1794000.00000000
        PA
        USD
        2116276.10000000
        0.025670416901
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-01-27
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        
        69290LAE7
        
          
        
        3867000.00000000
        PA
        USD
        3847738.47000000
        0.046673045475
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.51562880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC Commercial Mortgage Securities Trust
        N/A
        
        465968AE5
        
          
        
        12800212.00000000
        PA
        USD
        14054558.53000000
        0.170481714004
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.45400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        
        406216BL4
        
          
        
        24293000.00000000
        PA
        USD
        24370713.79000000
        0.295616617879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620A8GZ0
        
          
        
        221336.91150000
        PA
        USD
        251315.00000000
        0.003048449502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Seasoned Credit Risk Transfer Trust
        N/A
        
        35563PLH0
        
          
        
        2110139.09000000
        PA
        USD
        2272543.62000000
        0.027565941019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        
        902613AD0
        
          
        
        30010000.00000000
        PA
        USD
        29897762.60000000
        0.362659688104
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2031-02-10
          Variable
          4.37500080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        
        03523TBU1
        
          
        
        15299000.00000000
        PA
        USD
        19321768.32000000
        0.234372938413
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-01-23
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1132.00000000
        NC
        USD
        3095.45000000
        0.000037547790
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 2 Year Note
                
                  
                
              
            
            2021-06-30
            249897843.75000000
            USD
            3095.45000000
          
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138AEEF6
        
          
        
        1665732.01000000
        PA
        USD
        1905632.50000000
        0.023115311247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371M7K7
        
          
        
        130309.68260000
        PA
        USD
        155137.41000000
        0.001881815889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BSLS0
        
          
        
        476158.31510000
        PA
        USD
        59550.55000000
        0.000722347828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        
        05609GAC2
        
          
        
        17470500.00000000
        PA
        USD
        17481263.58000000
        0.212047626520
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-05-15
          Floating
          1.41999840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge, Inc.
        98TPTUM4IVMFCZBCUR27
        
        29250NAL9
        
          
        
        16077000.00000000
        PA
        USD
        18108799.04000000
        0.219659628035
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03879YAG2
        
          
        
        9341000.00000000
        PA
        USD
        9329333.09000000
        0.113164756637
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2037-05-15
          Floating
          2.21463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Escambia County Health Facilities Authority
        N/A
        
        296110GG8
        
          
        
        4565000.00000000
        PA
        USD
        4566911.82000000
        0.055396614067
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-08-15
          Fixed
          3.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300S7ENI2U7O0XH56
        
        94989JAZ9
        
          
        
        15451790.00000000
        PA
        USD
        16843846.40000000
        0.204315759799
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        
        87264ABJ3
        
          
        
        31557000.00000000
        PA
        USD
        31043567.61000000
        0.376558296275
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Village of Bridgeview IL
        N/A
        
        108555GF4
        
          
        
        2460000.00000000
        PA
        USD
        2517024.52000000
        0.030531492927
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        
        55282LAJ5
        
          
        
        7150000.00000000
        PA
        USD
        7145531.25000000
        0.086675252898
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-12-25
          Floating
          2.45612880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179R4E6
        
          
        
        27124.36000000
        PA
        USD
        29153.72000000
        0.000353634455
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORT CRE LLC
        N/A
        
        34719RAA9
        
          
        
        12628253.03000000
        PA
        USD
        12628253.03000000
        0.153180636505
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2035-11-16
          Floating
          1.46025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179VTX8
        
          
        
        9459248.72000000
        PA
        USD
        9918487.96000000
        0.120311201816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300FWFHJGIW2B2U59
        
        95000DBD2
        
          
        
        7740000.00000000
        PA
        USD
        8151739.36000000
        0.098880551476
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          3.09600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Global Aircraft Leasing Co. Ltd.
        N/A
        
        37960JAA6
        
          
        
        14072333.00000000
        PA
        USD
        14072333.00000000
        0.170697318222
        Long
        DBT
        CORP
        KY
        Y
        
        2
        
          2024-09-15
          Fixed
          6.50000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Grand Avenue CRE
        N/A
        
        38521VAA9
        
          
        
        6852906.19000000
        PA
        USD
        6852906.19000000
        0.083125712606
        Long
        ABS-CBDO
        CORP
        US
        Y
        
        2
        
          2037-06-15
          Floating
          1.23463080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179TLS2
        
          
        
        8407381.03000000
        PA
        USD
        9011847.34000000
        0.109313656319
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hunt CRE Ltd.
        N/A
        
        445579AE5
        
          
        
        3975500.00000000
        PA
        USD
        3972305.69000000
        0.048184045136
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-08-15
          Floating
          1.76463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136AEXM4
        
          
        
        370894.67910000
        PA
        USD
        35645.13000000
        0.000432375221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHCP Ltd.
        N/A
        
        12546JAG9
        
          
        
        5168000.00000000
        PA
        USD
        5171246.54000000
        0.062727190740
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-02-15
          Floating
          2.21563080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H13W8
        
          
        
        135628.95000000
        PA
        USD
        142532.65000000
        0.001728920223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417SBP4
        
          
        
        358555.15960000
        PA
        USD
        414798.23000000
        0.005031500140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202ESB6
        
          
        
        678723.35650000
        PA
        USD
        797488.58000000
        0.009673531881
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WDKV2
        
          
        
        1386629.38640000
        PA
        USD
        1522057.25000000
        0.018462545674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust (The)
        5493009R0KRDEB1KXF82
        
        05972FAJ8
        
          
        
        3967693.00000000
        PA
        USD
        3944565.71000000
        0.047847559338
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2033-01-15
          Floating
          2.81463120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Univar Solutions USA, Inc.
        5493008FTB9VZW6CVA82
        
        91337CAA4
        
          
        
        4510000.00000000
        PA
        USD
        4712814.70000000
        0.057166415161
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-12-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        School District of Philadelphia (The)
        254900HSKDHZKBZCUL90
        
        717883NM0
        
          
        
        6320000.00000000
        PA
        USD
        7992789.61000000
        0.096952491924
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          6.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intercontinental Exchange, Inc.
        5493000F4ZO33MV32P92
        
        45866FAN4
        
          
        
        3000000.00000000
        PA
        USD
        2771169.00000000
        0.033614264006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-15
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tengizchevroil Finance Co. International Ltd.
        5493001VEV2XTJIBZH31
        
        N/A
        
          
        
        20254000.00000000
        PA
        USD
        20676498.44000000
        0.250805806965
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2030-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179R7J2
        
          
        
        213697.73000000
        PA
        USD
        229852.21000000
        0.002788105983
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNT6
        
          
        
        48344.50470000
        PA
        USD
        50602.67000000
        0.000613810095
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          5.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        17323CAE7
        
          
        
        11154926.00000000
        PA
        USD
        11934233.67000000
        0.144762185667
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31416WEW8
        
          
        
        261256.86040000
        PA
        USD
        294926.39000000
        0.003577455411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        
        571903BG7
        
          
        
        9072000.00000000
        PA
        USD
        9018075.85000000
        0.109389208109
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        
        01400EAA1
        
          
        
        5659000.00000000
        PA
        USD
        6009541.49000000
        0.072895703654
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-23
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ELKS1
        
          
        
        43236.83000000
        PA
        USD
        46214.75000000
        0.000560584651
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        
        161175AY0
        
          
        
        10635000.00000000
        PA
        USD
        12094369.48000000
        0.146704632119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK, Inc.
        2T3D6M0JSY48PSZI1Q41
        
        682680AV5
        
          
        
        13639000.00000000
        PA
        USD
        15603523.51000000
        0.189270650288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        
        30167HAE8
        
          
        
        6480000.00000000
        PA
        USD
        6613966.87000000
        0.080227380031
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2025-01-15
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M73V6
        
          
        
        372980.47780000
        PA
        USD
        430999.15000000
        0.005228017206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV
        N/A
        
        62954HAE8
        
          
        
        1921000.00000000
        PA
        USD
        2030205.45000000
        0.024626380413
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95002BAE3
        
          
        
        32977910.00000000
        PA
        USD
        35166314.21000000
        0.426567188783
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31403DBX6
        
          
        
        95007.14650000
        PA
        USD
        110495.56000000
        0.001340310506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138L2T72
        
          
        
        1196429.42730000
        PA
        USD
        1233910.82000000
        0.014967331138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discovery Communications LLC
        L2Z2MO2EQURH3BREWI15
        
        25470DBH1
        
          
        
        10212000.00000000
        PA
        USD
        11311187.41000000
        0.137204638122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140QEFD9
        
          
        
        1332027.79000000
        PA
        USD
        1406199.52000000
        0.017057192076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Equity Loan Trust
        N/A
        
        76110VSS8
        
          
        
        196414.01360000
        PA
        USD
        195185.57000000
        0.002367599839
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          5.29918920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship CLO VIII Ltd.
        N/A
        
        338422AU2
        
          
        
        4600000.00000000
        PA
        USD
        4587207.40000000
        0.055642799336
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2026-01-16
          Floating
          1.98362880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FV94
        
          
        
        321250.52340000
        PA
        USD
        360477.09000000
        0.004372585025
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA USA
        C90VT034M03BN29IRA40
        
        20453KAB1
        
          
        
        22375000.00000000
        PA
        USD
        22972963.60000000
        0.278661916126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-29
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        060505EN0
        
          
        
        15392000.00000000
        PA
        USD
        17258280.00000000
        0.209342836979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-17
          Variable
          6.10000112
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140F5A45
        
          
        
        13817434.82000000
        PA
        USD
        14702509.64000000
        0.178341357235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Bank Ltd.
        4ZHCHI4KYZG2WVRT8631
        
        556079AB7
        
          
        
        14673000.00000000
        PA
        USD
        15846840.00000000
        0.192222077910
        Long
        DBT
        CORP
        AU
        Y
        
        2
        
          2027-03-08
          Variable
          6.12500040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Plains All American Pipeline LP
        N/A
        
        72650RBM3
        
          
        
        32426000.00000000
        PA
        USD
        32870798.79000000
        0.398722599962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31406XKB7
        
          
        
        97900.73920000
        PA
        USD
        109919.49000000
        0.001333322780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31406NYG3
        
          
        
        293971.56070000
        PA
        USD
        336329.78000000
        0.004079678293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36297H6K9
        
          
        
        346272.46830000
        PA
        USD
        390910.80000000
        0.004741745752
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691JAV6
        
          
        
        26134745.00000000
        PA
        USD
        28753326.23000000
        0.348777681529
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128KYA33
        
          
        
        1114.25240000
        PA
        USD
        1321.60000000
        0.000016031000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles River Laboratories International, Inc.
        549300BSQ0R4UZ5KX287
        
        159864AJ6
        
          
        
        15820000.00000000
        PA
        USD
        16294600.00000000
        0.197653404131
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128KC2N6
        
          
        
        52163.96120000
        PA
        USD
        58793.06000000
        0.000713159479
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31398RDA0
        
          
        
        688782.21000000
        PA
        USD
        745243.96000000
        0.009039804941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-25
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90278MBA4
        
          
        
        39643739.00000000
        PA
        USD
        41582254.41000000
        0.504392506448
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297TE33
        
          
        
        223816.25250000
        PA
        USD
        257535.14000000
        0.003123899764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        
        337932AL1
        
          
        
        15914000.00000000
        PA
        USD
        15555935.00000000
        0.188693401936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ERCZ1
        
          
        
        1391137.22000000
        PA
        USD
        1541976.62000000
        0.018704167517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36295KJV6
        
          
        
        204200.04530000
        PA
        USD
        239099.79000000
        0.002900279075
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd.
        N/A
        
        69701EAC0
        
          
        
        13300000.00000000
        PA
        USD
        13229084.40000000
        0.160468717562
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-02-20
          Floating
          1.53237960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Clearway Energy Operating LLC
        549300Z3NFMM54NWBB87
        
        18539UAC9
        
          
        
        19635000.00000000
        PA
        USD
        20560593.90000000
        0.249399885562
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410LK35
        
          
        
        992330.91310000
        PA
        USD
        1100360.45000000
        0.013347365919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CU69
        
          
        
        562545.14000000
        PA
        USD
        591634.19000000
        0.007176519316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital LP
        N/A
        
        361841AJ8
        
          
        
        5146000.00000000
        PA
        USD
        5809525.24000000
        0.070469507694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410F2Z7
        
          
        
        117032.31020000
        PA
        USD
        139331.67000000
        0.001690092354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CQB2
        
          
        
        211526.14170000
        PA
        USD
        226471.80000000
        0.002747101629
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVK6
        
          
        
        1988892.99200000
        PA
        USD
        2022892.92000000
        0.024537679466
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-03-01
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        
        90352JAC7
        
          
        
        10148000.00000000
        PA
        USD
        11481703.23000000
        0.139272994036
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2028-03-23
          Fixed
          4.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer Ltd.
        N/A
        
        05601HAE4
        
          
        
        15128000.00000000
        PA
        USD
        15109180.77000000
        0.183274275700
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-03-15
          Floating
          1.71462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31416BZK7
        
          
        
        73187.13860000
        PA
        USD
        87005.11000000
        0.001055371483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Las Vegas Sands Corp.
        549300DUOO1KXOHPM605
        
        517834AE7
        
          
        
        9609000.00000000
        PA
        USD
        10091733.00000000
        0.122412663154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132XVEW9
        
          
        
        878214.33000000
        PA
        USD
        926559.50000000
        0.011239161397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fairfax Financial Holdings Ltd.
        GLS7OQD0WOEDI8YAP031
        
        303901BB7
        
          
        
        15409000.00000000
        PA
        USD
        17350020.26000000
        0.210455645804
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-04-17
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allied World Assurance Co. Holdings Ltd.
        549300E2X3MLXVVR4T40
        
        01959EAC2
        
          
        
        13217000.00000000
        PA
        USD
        14299848.98000000
        0.173457085749
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2025-10-29
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419AT49
        
          
        
        163205.70050000
        PA
        USD
        187382.57000000
        0.002272949494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90276YAE3
        
          
        
        15000000.00000000
        PA
        USD
        16453797.00000000
        0.199584462823
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.60480000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ5L0
        
          
        
        1833188.03000000
        PA
        USD
        1924163.82000000
        0.023340096051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        21H040657
        
          
        
        31850000.00000000
        PA
        USD
        34061460.16000000
        0.413165315521
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419GP24
        
          
        
        333055.81350000
        PA
        USD
        374004.71000000
        0.004536674977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNH2
        
          
        
        35682.87420000
        PA
        USD
        37052.36000000
        0.000449444913
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          4.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        
        06540YAH2
        
          
        
        10331522.00000000
        PA
        USD
        10016793.88000000
        0.121503652060
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          1.84400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31414QTQ0
        
          
        
        43880.37080000
        PA
        USD
        49147.46000000
        0.000596158406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Corp.
        N/A
        
        11134LAH2
        
          
        
        12744000.00000000
        PA
        USD
        13962252.74000000
        0.169362045303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        5493007HKNHP2VEB5M24
        
        05972LAC0
        
          
        
        2441943.84000000
        PA
        USD
        2436606.24000000
        0.029556019654
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-09-15
          Floating
          1.21462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36200ENN7
        
          
        
        57828.97110000
        PA
        USD
        64370.66000000
        0.000780815734
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297UKW9
        
          
        
        2493.23900000
        PA
        USD
        2797.67000000
        0.000033935720
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140GRC69
        
          
        
        123138.47000000
        PA
        USD
        129659.01000000
        0.001572763044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140E7F70
        
          
        
        11582.58000000
        PA
        USD
        12640.53000000
        0.000153329556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        
        785592AU0
        
          
        
        4765000.00000000
        PA
        USD
        5277576.48000000
        0.064016972299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GHG7
        
          
        
        8931000.00000000
        PA
        USD
        9959691.34000000
        0.120810998579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Variable
          3.97000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46625HKC3
        
          
        
        14413000.00000000
        PA
        USD
        15540129.61000000
        0.188501682646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Swiss Re Treasury US Corp.
        549300G1I1ZMYS87KM16
        
        87089HAB9
        
          
        
        1991000.00000000
        PA
        USD
        2344969.64000000
        0.028444468224
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2042-12-06
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620A9SS1
        
          
        
        537275.95570000
        PA
        USD
        610672.84000000
        0.007407458031
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ETZD1
        
          
        
        3311513.70000000
        PA
        USD
        3735227.57000000
        0.045308288906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578QAD5
        
          
        
        6826000.00000000
        PA
        USD
        7549272.93000000
        0.091572637151
        Long
        DBT
        CORP
        FR
        Y
        
        2
        
          2025-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FS5L3
        
          
        
        51505.92000000
        PA
        USD
        55329.03000000
        0.000671140815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        
        87264AAW5
        
          
        
        5009000.00000000
        PA
        USD
        5558286.94000000
        0.067421988562
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2040-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        
        29278GAA6
        
          
        
        27271000.00000000
        PA
        USD
        29704097.62000000
        0.360310533013
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2027-05-25
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAU5
        
          
        
        11043000.00000000
        PA
        USD
        10429774.59000000
        0.126513105693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ4P2
        
          
        
        371437.14000000
        PA
        USD
        389812.54000000
        0.004728423864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mid-America Apartments LP
        549300FXWGE3QSYCUJ38
        
        59523UAA5
        
          
        
        2126000.00000000
        PA
        USD
        2290817.66000000
        0.027787605018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd.
        N/A
        
        05492KAG4
        
          
        
        10946500.00000000
        PA
        USD
        10833325.23000000
        0.131408172631
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-08-15
          Floating
          2.11563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140GQ3F1
        
          
        
        14557.17000000
        PA
        USD
        15722.94000000
        0.000190719171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        East Ohio Gas Co. (The)
        BC95Y6MXLT75BGO7UM71
        
        27409LAE3
        
          
        
        5548000.00000000
        PA
        USD
        5300131.34000000
        0.064290562621
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2050-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179V7E4
        
          
        
        11084488.49000000
        PA
        USD
        11526065.25000000
        0.139811105083
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FP67
        
          
        
        630906.84040000
        PA
        USD
        700047.94000000
        0.008491577479
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C-BASS TRUST
        N/A
        
        1248MGAL8
        
          
        
        1264713.55330000
        PA
        USD
        581155.73000000
        0.007049415657
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          1.45000080
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities LLC
        N/A
        
        12327BAB2
        
          
        
        2547922.18000000
        PA
        USD
        2542244.65000000
        0.030837412959
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-04-15
          Fixed
          2.91800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36205FWS8
        
          
        
        310426.70850000
        PA
        USD
        370189.55000000
        0.004490397108
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410KQ64
        
          
        
        128940.79450000
        PA
        USD
        149973.75000000
        0.001819180723
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charles Schwab Corp. (The)
        549300VSGCJ7E698NM85
        
        808513AQ8
        
          
        
        16801000.00000000
        PA
        USD
        18322562.57000000
        0.222252578422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-02
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp.
        549300SVYJS666PQJH88
        
        337932AM9
        
          
        
        9936000.00000000
        PA
        USD
        9165960.00000000
        0.111183041997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419BBY0
        
          
        
        1357697.10790000
        PA
        USD
        1522516.09000000
        0.018468111400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        
        58003UAC2
        
          
        
        10615000.00000000
        PA
        USD
        10714471.04000000
        0.129966471991
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-11-15
          Floating
          2.21463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136ABC35
        
          
        
        1493182.63260000
        PA
        USD
        149506.85000000
        0.001813517229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31408DV50
        
          
        
        113724.92190000
        PA
        USD
        133027.49000000
        0.001613622687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128PR3G2
        
          
        
        166476.35790000
        PA
        USD
        177614.55000000
        0.002154463468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP Transmission Co. LLC
        549300X123Z1I0LA3Y84
        
        00115AAE9
        
          
        
        8350000.00000000
        PA
        USD
        9061979.62000000
        0.109921760586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energean Israel Finance Ltd.
        98450044QACBL3F8EB03
        
        N/A
        
          
        
        16253000.00000000
        PA
        USD
        16760906.25000000
        0.203309696257
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2026-03-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H2BN7
        
          
        
        1140256.72000000
        PA
        USD
        1210192.18000000
        0.014679624171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv, Inc.
        GI7UBEJLXYLGR2C7GV83
        
        337738BC1
        
          
        
        9936000.00000000
        PA
        USD
        10114890.13000000
        0.122693559007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412XFD1
        
          
        
        374637.31480000
        PA
        USD
        445578.34000000
        0.005404862697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31385W2A6
        
          
        
        31390.47100000
        PA
        USD
        36083.49000000
        0.000437692525
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137FHPJ6
        
          
        
        2186000.00000000
        PA
        USD
        2542802.85000000
        0.030844183922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Variable
          3.92600160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Domestic Operating Co., Inc.
        5493003EG7H0N1E4XV50
        
        432833AN1
        
          
        
        26645000.00000000
        PA
        USD
        26203225.90000000
        0.317844979217
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CRF3
        
          
        
        2292350.05000000
        PA
        USD
        2407593.78000000
        0.029204098681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Raymond James Financial, Inc.
        RGUZHJ05YTITL6D76949
        
        754730AF6
        
          
        
        14019000.00000000
        PA
        USD
        17686965.51000000
        0.214542789746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31381KYD5
        
          
        
        825047.47000000
        PA
        USD
        907402.56000000
        0.011006787825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        
        3133D3L45
        
          
        
        2540152.00000000
        PA
        USD
        2669072.99000000
        0.032375839992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNM1
        
          
        
        52469.79160000
        PA
        USD
        54595.76000000
        0.000662246254
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-01-01
          Fixed
          4.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61746BEG7
        
          
        
        12931000.00000000
        PA
        USD
        15578613.97000000
        0.188968497711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-01-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        
        46644FAD3
        
          
        
        23872958.00000000
        PA
        USD
        25608140.08000000
        0.310626591648
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.22740000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        060505FL3
        
          
        
        13771000.00000000
        PA
        USD
        15529556.70000000
        0.188373433309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Variable
          5.87499840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Brands Finance plc
        2138008L3B3MCG1DFS50
        
        453140AE5
        
          
        
        14574000.00000000
        PA
        USD
        15016225.88000000
        0.182146733419
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31407FJ92
        
          
        
        111601.45530000
        PA
        USD
        129728.90000000
        0.001573610809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128LXJN1
        
          
        
        117533.60620000
        PA
        USD
        136715.61000000
        0.001658359561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd.
        N/A
        
        03880WAG3
        
          
        
        15774500.00000000
        PA
        USD
        15742146.50000000
        0.190952146358
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-02-15
          Floating
          2.16462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northwell Healthcare, Inc.
        54930073NUTKK4QD3P47
        
        667274AA2
        
          
        
        3110000.00000000
        PA
        USD
        3361817.42000000
        0.040778825938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.97900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CLN1
        
          
        
        204.60000000
        PA
        USD
        205.31000000
        0.000002490409
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2021-06-01
          Fixed
          6.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417AYG8
        
          
        
        2339733.60000000
        PA
        USD
        2569759.27000000
        0.031171165141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Petroleum Corp.
        3BNYRYQHD39K4LCKQF12
        
        56585AAH5
        
          
        
        9202000.00000000
        PA
        USD
        10316851.10000000
        0.125143344410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140J8CF8
        
          
        
        8077830.49000000
        PA
        USD
        8864071.26000000
        0.107521133320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140F5DA8
        
          
        
        9112684.48000000
        PA
        USD
        9773618.28000000
        0.118553933433
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        
        960386AN0
        
          
        
        7226000.00000000
        PA
        USD
        7880417.42000000
        0.095589417907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          4.39999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EHGM8
        
          
        
        1097397.14450000
        PA
        USD
        1208085.75000000
        0.014654073188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95000JAV0
        
          
        
        25027917.00000000
        PA
        USD
        27670975.16000000
        0.335648769285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CPY3
        
          
        
        36691.55200000
        PA
        USD
        39145.09000000
        0.000474829716
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CP57
        
          
        
        39008.67000000
        PA
        USD
        41030.10000000
        0.000497694876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EQ5E8
        
          
        
        5020427.34000000
        PA
        USD
        5631249.08000000
        0.068307018900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        
        06540VBB0
        
          
        
        2933332.00000000
        PA
        USD
        3118574.56000000
        0.037828291447
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-11-15
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FPG5
        
          
        
        1290900.65500000
        PA
        USD
        1467461.09000000
        0.017800294568
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297CWY2
        
          
        
        112223.14220000
        PA
        USD
        130456.42000000
        0.001582435623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137F2LJ3
        
          
        
        17177017.00000000
        PA
        USD
        18956145.43000000
        0.229937934864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Fixed
          3.11700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        312940BC2
        
          
        
        176818.03250000
        PA
        USD
        199571.48000000
        0.002420800902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F022667
        
          
        
        45900000.00000000
        PA
        USD
        47505220.77000000
        0.576238054274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        
        26882PBE1
        
          
        
        11169000.00000000
        PA
        USD
        16341610.85000000
        0.198223645470
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2037-10-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        
        26874RAJ7
        
          
        
        13075000.00000000
        PA
        USD
        14656883.32000000
        0.177787910237
        Long
        DBT
        CORP
        IT
        Y
        
        2
        
          2029-05-09
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PBE5
        
          
        
        16953000.00000000
        PA
        USD
        17392225.44000000
        0.210967594395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Variable
          2.73899880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BBVA Bancomer SA
        549300WIWQK5Q9MCUN92
        
        05533UAC2
        
          
        
        3408000.00000000
        PA
        USD
        3662986.56000000
        0.044432005871
        Long
        DBT
        CORP
        MX
        Y
        
        2
        
          2022-09-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CUG6
        
          
        
        1817003.66420000
        PA
        USD
        1888949.38000000
        0.022912945097
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PAM8
        
          
        
        18395000.00000000
        PA
        USD
        20087079.34000000
        0.243656156677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-23
          Variable
          3.50899994
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FE4G6
        
          
        
        7943.14000000
        PA
        USD
        8599.42000000
        0.000104310915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties LP
        BVHHEFJI6SHNOKQT2572
        
        10112RBE3
        
          
        
        29885000.00000000
        PA
        USD
        28901150.83000000
        0.350570793075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hartford Financial Services Group, Inc. (The)
        IU7C3FTM7Y3BQM112U94
        
        416515BF0
        
          
        
        7359000.00000000
        PA
        USD
        7758898.66000000
        0.094115396048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-19
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371MCF2
        
          
        
        74593.86560000
        PA
        USD
        86810.83000000
        0.001053014867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        
        53947DAC0
        
          
        
        4159800.01000000
        PA
        USD
        4144221.56000000
        0.050269383649
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-04-15
          Floating
          1.48462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418MUR1
        
          
        
        243025.69830000
        PA
        USD
        281142.15000000
        0.003410252659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        587.00000000
        NC
        USD
        -538638.83000000
        -0.00653368590
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury 5 Year Note
                
                  
                
              
            
            2021-06-30
            72751312.50000000
            USD
            -538638.83000000
          
        
        
          N
          N
          N
        
      
      
        Mitsubishi UFJ Financial Group, Inc.
        353800V2V8PUY9TK3E06
        
        606822BU7
        
          
        
        37900000.00000000
        PA
        USD
        37036860.09000000
        0.449256899532
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-07-17
          Fixed
          2.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        
        3133A2EK2
        
          
        
        6375664.51000000
        PA
        USD
        6677909.84000000
        0.081003007889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shackleton 2015-VIII CLO Ltd.
        549300VJPG28RMYCYW83
        
        81882EAS1
        
          
        
        2000000.00000000
        PA
        USD
        1976094.00000000
        0.023970008836
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2027-10-20
          Floating
          1.83825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Entertainment Co. LP
        N/A
        
        88731EAJ9
        
          
        
        4688000.00000000
        PA
        USD
        6926455.68000000
        0.084017867496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        5493007HKNHP2VEB5M24
        
        05972LAG1
        
          
        
        3770000.00000000
        PA
        USD
        3736111.85000000
        0.045319015217
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-09-15
          Floating
          2.21463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WAFE2
        
          
        
        1229250.08000000
        PA
        USD
        1302993.03000000
        0.015805297947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNK5
        
          
        
        55097.95420000
        PA
        USD
        57317.60000000
        0.000695262157
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          4.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132GRL58
        
          
        
        1676125.44340000
        PA
        USD
        1836792.84000000
        0.022280286567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom, Inc.
        549300WV6GIDOZJTV909
        
        11135FBL4
        
          
        
        14208000.00000000
        PA
        USD
        14364749.90000000
        0.174244333535
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2034-04-15
          Fixed
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140K8RB9
        
          
        
        3267964.61000000
        PA
        USD
        3394847.42000000
        0.041179479647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E*TRADE Financial Corp.
        549300LYE2HSVYJFJD24
        
        269246BQ6
        
          
        
        18580000.00000000
        PA
        USD
        20586599.50000000
        0.249715333340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-24
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Evergy, Inc.
        549300PGTHDQY6PSUI61
        
        30034WAB2
        
          
        
        3000000.00000000
        PA
        USD
        3084149.97000000
        0.037410721369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ownit Mortgage Loan Trust
        N/A
        
        69121PCH4
        
          
        
        559217.45010000
        PA
        USD
        399989.96000000
        0.004851875910
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-10-25
          Variable
          3.02971320
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        
        12592BAJ3
        
          
        
        3109000.00000000
        PA
        USD
        3383269.08000000
        0.041039034450
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Ports & Special Economic Zone Ltd.
        335800QOAXP5TM7OYP69
        
        N/A
        
          
        
        4395000.00000000
        PA
        USD
        4529102.22000000
        0.054937983837
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2029-07-03
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Calpine Corp.
        43R4VPJBXTU2O15HEF41
        
        131347CR5
        
          
        
        16960000.00000000
        PA
        USD
        16194256.00000000
        0.196436231989
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SS&C Technologies, Inc.
        549300KY09TR3J12JU49
        
        78466CAC0
        
          
        
        24635000.00000000
        PA
        USD
        26171608.13000000
        0.317461455849
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-30
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140HMJY1
        
          
        
        28402.40000000
        PA
        USD
        30556.74000000
        0.000370653080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        
        378272BE7
        
          
        
        16349000.00000000
        PA
        USD
        16119182.11000000
        0.195525586135
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2031-04-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wind River CLO Ltd.
        2549008107XSHXNMJI27
        
        88432GAS6
        
          
        
        2650000.00000000
        PA
        USD
        2648664.40000000
        0.032128283913
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2027-10-15
          Floating
          1.88375040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parallel Ltd.
        549300IVH7GEF68EFD31
        
        69915VAS9
        
          
        
        3700000.00000000
        PA
        USD
        3698138.90000000
        0.044858403552
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2027-07-20
          Floating
          1.93825080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        6174468L6
        
          
        
        6913000.00000000
        PA
        USD
        7065159.76000000
        0.085700347188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Variable
          2.69899920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings, Inc.
        FXM8FAOHMYDIPD38UZ17
        
        741503BB1
        
          
        
        3459000.00000000
        PA
        USD
        3605412.93000000
        0.043733638071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Six Flags Entertainment Corp.
        549300JYTDUAA4JQ3717
        
        83001AAB8
        
          
        
        22065000.00000000
        PA
        USD
        22202906.25000000
        0.269321124907
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2024-07-31
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810ST6
        
          
        
        74100000.00000000
        PA
        USD
        64559625.00000000
        0.783107879338
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620A2UH7
        
          
        
        411373.36330000
        PA
        USD
        469742.02000000
        0.005697967996
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Bank of America Merrill Lynch Trust
        N/A
        
        61764XBJ3
        
          
        
        8114737.00000000
        PA
        USD
        8718785.04000000
        0.105758812308
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.33800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132HNK57
        
          
        
        218797.75650000
        PA
        USD
        234012.82000000
        0.002838574158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA
        N/A
        
        46590XAB2
        
          
        
        20690000.00000000
        PA
        USD
        22759206.90000000
        0.276069048587
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        
        928668BB7
        
          
        
        11522000.00000000
        PA
        USD
        12497836.43000000
        0.151598683899
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-09-26
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parallel Ltd.
        549300IVH7GEF68EFD31
        
        69915VAU4
        
          
        
        3990000.00000000
        PA
        USD
        3964396.17000000
        0.048088102704
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2027-07-20
          Floating
          1.93825080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M72C9
        
          
        
        267012.03180000
        PA
        USD
        310566.49000000
        0.003767169734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Funding II LLC
        5493000HT7H4OFOD6Z12
        
        165183BG8
        
          
        
        3484455.60000000
        PA
        USD
        3502452.81000000
        0.042484732408
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2030-04-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E*TRADE Financial Corp.
        549300LYE2HSVYJFJD24
        
        269246BP8
        
          
        
        2848000.00000000
        PA
        USD
        2935616.78000000
        0.035609014630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-24
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Term Auto Loan Receivables Trust
        549300DC604TIE09UO03
        
        81379MAB0
        
          
        
        3725464.54000000
        PA
        USD
        3790925.80000000
        0.045983908115
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-03-25
          Fixed
          2.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Financial Services Group, Inc. (The)
        CFGNEKW0P8842LEUIA51
        
        693475AZ8
        
          
        
        25120000.00000000
        PA
        USD
        25788677.07000000
        0.312816504297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-22
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        
        92343VGJ7
        
          
        
        11670000.00000000
        PA
        USD
        11697699.33000000
        0.141893025485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31402QYZ8
        
          
        
        1515.07580000
        PA
        USD
        1761.79000000
        0.000021370502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allison Transmission, Inc.
        MWKQ3I0U1GXP2YDSZW75
        
        019736AE7
        
          
        
        15660000.00000000
        PA
        USD
        16384275.00000000
        0.198741161364
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHCP Ltd.
        N/A
        
        12546JAE4
        
          
        
        4562000.00000000
        PA
        USD
        4564864.94000000
        0.055371785425
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2038-02-15
          Floating
          1.76563080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140J5UB3
        
          
        
        308555.41000000
        PA
        USD
        334192.54000000
        0.004053753585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        
        87264ABT1
        
          
        
        6431000.00000000
        PA
        USD
        6278263.75000000
        0.076155303120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CUY7
        
          
        
        1128897.09860000
        PA
        USD
        1160392.20000000
        0.014075550701
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-08-01
          Fixed
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F030660
        
          
        
        80225000.00000000
        PA
        USD
        83972105.18000000
        1.018581152092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XAP5
        
          
        
        22854000.00000000
        PA
        USD
        24951458.30000000
        0.302661045440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404121AJ4
        
          
        
        27935000.00000000
        PA
        USD
        32579193.75000000
        0.395185432507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP Transmission Co. LLC
        549300X123Z1I0LA3Y84
        
        00115AAF6
        
          
        
        7080000.00000000
        PA
        USD
        8051232.28000000
        0.097661401175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140Q8DV4
        
          
        
        665132.24000000
        PA
        USD
        718197.69000000
        0.008711733842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BTAC5
        
          
        
        4957000.00000000
        PA
        USD
        5504589.38000000
        0.066770637468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT Operating Partnership LP
        5493005TQOUJE1LCS698
        
        92340LAE9
        
          
        
        24915000.00000000
        PA
        USD
        26222049.37000000
        0.318073307799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31385HZC9
        
          
        
        41313.13770000
        PA
        USD
        48510.38000000
        0.000588430629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31415MM51
        
          
        
        616473.83040000
        PA
        USD
        732411.49000000
        0.008884147154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital (The)
        5493009DCR7NWV6K4T34
        
        889184AD9
        
          
        
        9026000.00000000
        PA
        USD
        10658048.38000000
        0.129282065451
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        
        95000U2J1
        
          
        
        23480000.00000000
        PA
        USD
        23729343.75000000
        0.287836802988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Variable
          2.57199840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMACM Home Equity Loan Trust
        N/A
        
        38012TAC6
        
          
        
        196010.16000000
        PA
        USD
        206769.14000000
        0.002508108477
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138LQ2S2
        
          
        
        1730524.58220000
        PA
        USD
        1908174.98000000
        0.023146151514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H3P59
        
          
        
        389170.99000000
        PA
        USD
        408941.33000000
        0.004960455977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        
        00206RMC3
        
          
        
        7351000.00000000
        PA
        USD
        6761915.93000000
        0.082022001277
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03880VAE0
        
          
        
        3215500.00000000
        PA
        USD
        3212487.08000000
        0.038967449774
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.86463080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CM84
        
          
        
        98348.68000000
        PA
        USD
        103852.94000000
        0.001259735563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        
        29444UAR7
        
          
        
        12215000.00000000
        PA
        USD
        13124773.20000000
        0.159203423307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO XVI-S Ltd.
        549300UHUHCR3388B324
        
        64131TAQ7
        
          
        
        20000000.00000000
        PA
        USD
        19989900.00000000
        0.242477371843
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-04-15
          Floating
          1.59900120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419FG83
        
          
        
        1721276.84000000
        PA
        USD
        1908243.19000000
        0.023146978901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Martin Marietta Materials, Inc.
        5299005MZ4WZECVATV08
        
        573284AV8
        
          
        
        5519000.00000000
        PA
        USD
        5564214.19000000
        0.067493886070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CMC4
        
          
        
        1589.95000000
        PA
        USD
        1618.70000000
        0.000019634821
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-03-01
          Fixed
          6.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132WJUV1
        
          
        
        4825753.12000000
        PA
        USD
        5181127.56000000
        0.062847047455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd.
        54930079SUKCXYW8DR07
        
        06760EAC0
        
          
        
        23804982.00000000
        PA
        USD
        23734288.75000000
        0.287896785810
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-01-20
          Floating
          1.43825040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital LP
        N/A
        
        361841AH2
        
          
        
        5000000.00000000
        PA
        USD
        5656161.45000000
        0.068609205804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        
        46643TBJ0
        
          
        
        13025174.00000000
        PA
        USD
        14085191.32000000
        0.170853289570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-15
          Fixed
          3.49430000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        N/A
        
        05972MAC8
        
          
        
        3787074.00000000
        PA
        USD
        3784807.06000000
        0.045909687834
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-03-15
          Floating
          1.46463120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Targa Resources Partners LP
        N/A
        
        87612BBJ0
        
          
        
        11866000.00000000
        PA
        USD
        12429635.00000000
        0.150771400946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31416BLD8
        
          
        
        1552493.16740000
        PA
        USD
        1806256.82000000
        0.021909884821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bangkok Bank PCL
        549300CCL2BKJGMYXV60
        
        059895AT9
        
          
        
        23529000.00000000
        PA
        USD
        23894875.95000000
        0.289844707621
        Long
        DBT
        CORP
        TH
        Y
        
        2
        
          2034-09-25
          Variable
          3.73299840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132J93Z9
        
          
        
        752742.30840000
        PA
        USD
        807829.96000000
        0.009798972761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03880VAC4
        
          
        
        4019500.00000000
        PA
        USD
        4027044.60000000
        0.048848027799
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2034-09-15
          Floating
          1.56462840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anheuser-Busch InBev Worldwide, Inc.
        549300CRGMZK3K53BF92
        
        035240AV2
        
          
        
        4000000.00000000
        PA
        USD
        4367091.56000000
        0.052972795465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E*TRADE Financial Corp.
        549300LYE2HSVYJFJD24
        
        269246BS2
        
          
        
        8585000.00000000
        PA
        USD
        9814493.48000000
        0.119049749373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Road Investors Partnership II LP
        N/A
        
        88948ABE6
        
          
        
        15190000.00000000
        PA
        USD
        9796200.06000000
        0.118827850294
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WHNH1
        
          
        
        4862175.17000000
        PA
        USD
        5274230.95000000
        0.063976391040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        
        92343VCV4
        
          
        
        9580000.00000000
        PA
        USD
        11037679.20000000
        0.133886985110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          4.27200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810RK6
        
          
        
        29323000.00000000
        PA
        USD
        30604735.89000000
        0.371235270039
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M9BH4
        
          
        
        1365354.14000000
        PA
        USD
        1562385.86000000
        0.018951731481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CZH0
        
          
        
        2371254.50000000
        PA
        USD
        2551274.09000000
        0.030946940014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36296YGA4
        
          
        
        287313.23650000
        PA
        USD
        322538.38000000
        0.003912388691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ETEE2
        
          
        
        3974917.95000000
        PA
        USD
        4457085.36000000
        0.054064419740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Martin Marietta Materials, Inc.
        5299005MZ4WZECVATV08
        
        573284AQ9
        
          
        
        2060000.00000000
        PA
        USD
        2257780.85000000
        0.027386868704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F020661
        
          
        
        113500000.00000000
        PA
        USD
        114383555.51000000
        1.387471869402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        -3850.00000000
        NC
        USD
        8593227.58000000
        0.104235801042
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Short
            
              
                United States of America
                U.S. Treasury 10 Year Ultra Note
                
                  
                
              
            
            2021-06-21
            -560355468.75000000
            USD
            8593227.58000000
          
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        
        55282LAC0
        
          
        
        37395000.00000000
        PA
        USD
        37394988.78000000
        0.453600998478
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-12-25
          Floating
          1.53613080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140KFYV1
        
          
        
        855594.41000000
        PA
        USD
        901283.26000000
        0.010932560751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MAAK5
        
          
        
        2643653.48000000
        PA
        USD
        2973348.21000000
        0.036066696658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PAV8
        
          
        
        14246000.00000000
        PA
        USD
        16244473.90000000
        0.197045374826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Variable
          4.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136ARB31
        
          
        
        1162142.27000000
        PA
        USD
        1200397.79000000
        0.014560818277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H2B64
        
          
        
        89227.51000000
        PA
        USD
        93845.31000000
        0.001138343069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36177T4M6
        
          
        
        448126.76580000
        PA
        USD
        485592.44000000
        0.005890233499
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc. (The)
        784F5XWPLTWKTBV3E584
        
        38141GRD8
        
          
        
        7499000.00000000
        PA
        USD
        7917315.29000000
        0.096036988858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-22
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132GVCM2
        
          
        
        3096019.58280000
        PA
        USD
        3373690.03000000
        0.040922840628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVL4
        
          
        
        3336562.21130000
        PA
        USD
        3375260.99000000
        0.040941896364
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31368HMH3
        
          
        
        150182.71780000
        PA
        USD
        173420.52000000
        0.002103589908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cheniere Energy Partners LP
        5493005UEC8AZ34LDV29
        
        16411QAG6
        
          
        
        13412000.00000000
        PA
        USD
        13998775.00000000
        0.169805060106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invitation Homes Trust
        N/A
        
        46187BAA1
        
          
        
        3704722.93000000
        PA
        USD
        3709925.84000000
        0.045001379067
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2036-12-17
          Floating
          0.96500160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        38377YEC0
        
          
        
        917355.06000000
        PA
        USD
        1014397.37000000
        0.012304634254
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        
        08163AAE3
        
          
        
        8225177.00000000
        PA
        USD
        8065646.40000000
        0.097836244367
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          1.92500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJBX7
        
          
        
        38240.68500000
        PA
        USD
        45537.59000000
        0.000552370704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CXN9
        
          
        
        16262.62000000
        PA
        USD
        17507.18000000
        0.000212361992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        
        097023CY9
        
          
        
        6921000.00000000
        PA
        USD
        8049563.73000000
        0.097641161673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138E2LH6
        
          
        
        2953938.69790000
        PA
        USD
        3235853.80000000
        0.039250887953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620AMF80
        
          
        
        597086.43500000
        PA
        USD
        675538.61000000
        0.008194279447
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA, Inc.
        L3CJ6J7LJ2DX62FTXD46
        
        404119BX6
        
          
        
        14251000.00000000
        PA
        USD
        15839525.34000000
        0.192133351126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        
        12434LAE4
        
          
        
        6104500.00000000
        PA
        USD
        6089226.54000000
        0.073862282851
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2037-02-16
          Floating
          1.51562880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95002UAJ0
        
          
        
        15596000.00000000
        PA
        USD
        15394925.45000000
        0.186740357022
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          2.09200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Securities Trust
        N/A
        
        46648KAU0
        
          
        
        11500000.00000000
        PA
        USD
        12604508.30000000
        0.152892613067
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.40920000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        
        05401AAF8
        
          
        
        12497000.00000000
        PA
        USD
        13232561.92000000
        0.160510899860
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJXK1
        
          
        
        5146611.52720000
        PA
        USD
        5564908.09000000
        0.067502303073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO Holdings LLC
        N/A
        
        1248EPCE1
        
          
        
        17665000.00000000
        PA
        USD
        17972194.35000000
        0.218002613932
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810SK5
        
          
        
        81500000.00000000
        PA
        USD
        83012207.24000000
        1.006937595609
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLNC Ltd.
        N/A
        
        12565DAE3
        
          
        
        6270000.00000000
        PA
        USD
        6245578.35000000
        0.075758829406
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-08-20
          Floating
          2.01499920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140Q8AF2
        
          
        
        3825001.13000000
        PA
        USD
        4179971.98000000
        0.050703036037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137B4WB8
        
          
        
        1328995.00000000
        PA
        USD
        1400787.84000000
        0.016991548429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FTG21
        
          
        
        686152.68000000
        PA
        USD
        741689.65000000
        0.008996691181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preferred Term Securities XIX Ltd.
        N/A
        
        74042HAA5
        
          
        
        3585759.82000000
        PA
        USD
        3083753.45000000
        0.037405911583
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2035-12-22
          Floating
          0.53388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings plc
        MLU0ZO3ML4LN2LL2TL39
        
        404280CQ0
        
          
        
        25500000.00000000
        PA
        USD
        25578540.00000000
        0.310267542848
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-03-09
          Variable
          4.70000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ambac Assurance Corp.
        549300RYYRVPPB8NC636
        
        023138AA8
        
          
        
        13853.74000000
        PA
        USD
        18806.45000000
        0.000228122130
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2049-12-31
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PBP0
        
          
        
        12895000.00000000
        PA
        USD
        13246555.61000000
        0.160680643239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Variable
          2.95599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297VPS1
        
          
        
        195517.63670000
        PA
        USD
        226212.95000000
        0.002743961780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371MEQ6
        
          
        
        49658.68770000
        PA
        USD
        57791.61000000
        0.000701011896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FRN92
        
          
        
        738189.79000000
        PA
        USD
        782417.31000000
        0.009490717462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M7U38
        
          
        
        72259.90350000
        PA
        USD
        83504.24000000
        0.001012905950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American International Group, Inc.
        ODVCVCQG2BP6VHV36M30
        
        026874DD6
        
          
        
        17044000.00000000
        PA
        USD
        18746623.84000000
        0.227396439184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-10
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        
        571903BD4
        
          
        
        6785000.00000000
        PA
        USD
        7810506.07000000
        0.094741393634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128PRY29
        
          
        
        178703.89180000
        PA
        USD
        189171.95000000
        0.002294654663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase & Co.
        8I5DZWZKVSZI1NUHU748
        
        46647PAR7
        
          
        
        28117000.00000000
        PA
        USD
        31615878.64000000
        0.383500425772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Variable
          4.00500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140K4M72
        
          
        
        1313454.33000000
        PA
        USD
        1375111.57000000
        0.016680095422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EPPA6
        
          
        
        597712.92600000
        PA
        USD
        694421.49000000
        0.008423328673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVR1
        
          
        
        5263957.58090000
        PA
        USD
        5512059.48000000
        0.066861249738
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-07-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F040651
        
          
        
        42425000.00000000
        PA
        USD
        45579530.81000000
        0.552879446153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140E0E35
        
          
        
        1623175.53000000
        PA
        USD
        1749577.53000000
        0.021222365360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H3ZU3
        
          
        
        63887.22000000
        PA
        USD
        67088.38000000
        0.000813781662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        
        81725WAK9
        
          
        
        10115000.00000000
        PA
        USD
        10177713.00000000
        0.123455600058
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer Ltd.
        N/A
        
        05587TAG1
        
          
        
        9385000.00000000
        PA
        USD
        9315119.29000000
        0.112992343325
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2029-05-15
          Floating
          2.11462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toledo Hospital (The)
        5493009DCR7NWV6K4T34
        
        889184AC1
        
          
        
        23983000.00000000
        PA
        USD
        27769196.93000000
        0.336840198789
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        
        785592AJ5
        
          
        
        12661000.00000000
        PA
        USD
        14293060.63000000
        0.173374743103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297LBG4
        
          
        
        103449.10900000
        PA
        USD
        120435.82000000
        0.001460885802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alcon Finance Corp.
        549300CUZUI9VU7XNK42
        
        01400EAB9
        
          
        
        10494000.00000000
        PA
        USD
        10923663.82000000
        0.132503979208
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2029-09-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP Capital LP
        N/A
        
        361841AF6
        
          
        
        6310000.00000000
        PA
        USD
        6932166.00000000
        0.084087133645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Automobile Receivables Trust
        N/A
        
        92511FAA3
        
          
        
        5532480.67000000
        PA
        USD
        5549425.00000000
        0.067314493281
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2023-09-15
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36177MPD8
        
          
        
        864142.70390000
        PA
        USD
        936346.11000000
        0.011357872920
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F020455
        
          
        
        46325000.00000000
        PA
        USD
        47850467.89000000
        0.580425899851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co.
        PBLD0EJDB5FWOLXP3B76
        
        95000U2Q5
        
          
        
        22776000.00000000
        PA
        USD
        22489624.83000000
        0.272799019631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-30
          Variable
          3.06799920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140KHW31
        
          
        
        1927598.47000000
        PA
        USD
        2030566.69000000
        0.024630762252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EQ7L0
        
          
        
        2595845.75000000
        PA
        USD
        2859232.04000000
        0.034682468173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie, Inc.
        FR5LCKFTG8054YNNRU85
        
        00287YCX5
        
          
        
        14250000.00000000
        PA
        USD
        15609405.97000000
        0.189342004494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36295NG27
        
          
        
        133802.45780000
        PA
        USD
        154314.28000000
        0.001871831327
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        21H022655
        
          
        
        60875000.00000000
        PA
        USD
        63276708.68000000
        0.767546111767
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial Capital LLC
        549300PNSJ5B81UMVO28
        
        12592BAK0
        
          
        
        5547000.00000000
        PA
        USD
        5702383.62000000
        0.069169880460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-02
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M9T51
        
          
        
        2583728.21000000
        PA
        USD
        2847528.46000000
        0.034540503815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410K6E9
        
          
        
        114562.51460000
        PA
        USD
        120209.17000000
        0.001458136539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138W9A75
        
          
        
        996385.21290000
        PA
        USD
        1093978.87000000
        0.013269957390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navistar Financial Dealer Note Master Owner Trust II
        549300S28N49H5RT4J50
        
        63938PBH1
        
          
        
        17916000.00000000
        PA
        USD
        17921118.60000000
        0.217383065379
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-05-25
          Floating
          0.74612880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F020653
        
          
        
        56775000.00000000
        PA
        USD
        57338314.17000000
        0.695513420571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group plc
        549300PPXHEU2JF0AM85
        
        53944YAD5
        
          
        
        7659000.00000000
        PA
        USD
        8445040.95000000
        0.102438298073
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03879XAA7
        
          
        
        23055000.00000000
        PA
        USD
        23062193.16000000
        0.279744270175
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-06-15
          Floating
          1.26462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31335ALX4
        
          
        
        4439821.27000000
        PA
        USD
        4981182.57000000
        0.060421715878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Group AG
        549300SZJ9VS8SGXAN81
        
        90351DAB3
        
          
        
        6393000.00000000
        PA
        USD
        7132277.70000000
        0.086514487413
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2025-09-24
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource, Inc.
        549300D8GOWWH0SJB189
        
        65473PAJ4
        
          
        
        16331000.00000000
        PA
        USD
        17836029.03000000
        0.216350929385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT Trust
        N/A
        
        00217LAG7
        
          
        
        6751000.00000000
        PA
        USD
        6700651.04000000
        0.081278858514
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-14
          Floating
          2.01562920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prosus NV
        635400Z5LQ5F9OLVT688
        
        74365PAA6
        
          
        
        17751000.00000000
        PA
        USD
        18556480.03000000
        0.225089995864
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179SLR6
        
          
        
        2646639.31000000
        PA
        USD
        2796663.95000000
        0.033923517602
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137B5JM6
        
          
        
        2816666.00000000
        PA
        USD
        2998654.17000000
        0.036373657807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Variable
          3.53099880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MercadoLibre, Inc.
        549300DKPDN9M5S8GB14
        
        58733RAF9
        
          
        
        20686000.00000000
        PA
        USD
        19786159.00000000
        0.240005994687
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CUB8
        
          
        
        9268.38000000
        PA
        USD
        9985.71000000
        0.000121126604
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Loan Funding Ltd.
        N/A
        
        69701EAE6
        
          
        
        11690351.00000000
        PA
        USD
        11454299.43000000
        0.138940586100
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-02-20
          Floating
          2.08238040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Ltd.
        N/A
        
        55282LAG1
        
          
        
        5000000.00000000
        PA
        USD
        4998440.00000000
        0.060631048405
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-12-25
          Floating
          2.10612960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        126307BH9
        
          
        
        16620000.00000000
        PA
        USD
        16620000.00000000
        0.201600504256
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FWAM6
        
          
        
        82996.69000000
        PA
        USD
        86944.06000000
        0.001054630946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan, Inc.
        549300WR7IX8XE0TBO16
        
        28368EAE6
        
          
        
        7347000.00000000
        PA
        USD
        10357401.88000000
        0.125635225138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laboratory Corp. of America Holdings
        OZ7UA8IXAIFILY2VZH07
        
        50540RAS1
        
          
        
        9151000.00000000
        PA
        USD
        10578338.57000000
        0.128315185915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137FPHM0
        
          
        
        22433736.96180000
        PA
        USD
        1871588.35000000
        0.022702355903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.26873000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31385XF85
        
          
        
        71056.45650000
        PA
        USD
        82252.82000000
        0.000997726232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommonSpirit Health
        4SXHN5XW08IBO0UG2V58
        
        14916RAC8
        
          
        
        9078000.00000000
        PA
        USD
        9389414.71000000
        0.113893546342
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anglo American Capital plc
        TINT358G1SSHR3L3PW36
        
        034863BA7
        
          
        
        12071000.00000000
        PA
        USD
        12099946.50000000
        0.146772281340
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2031-03-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cigna Corp.
        549300VIWYMSIGT1U456
        
        125523CL2
        
          
        
        16983000.00000000
        PA
        USD
        16993751.60000000
        0.206134109011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVP5
        
          
        
        4167562.85280000
        PA
        USD
        4331907.78000000
        0.052546016416
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-06-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sensata Technologies BV
        PUCKW5P5O3XMOZVH7T53
        
        81725WAJ2
        
          
        
        18485000.00000000
        PA
        USD
        20518350.00000000
        0.248887467299
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2025-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136AH3J7
        
          
        
        1770327.81000000
        PA
        USD
        1800605.55000000
        0.021841334948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities LLC
        N/A
        
        12327FAA5
        
          
        
        7917235.77000000
        PA
        USD
        8041733.51000000
        0.097546181149
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2035-11-15
          Fixed
          2.98100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
        
        26024000.00000000
        PA
        USD
        26070700.33000000
        0.316237444816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.19600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thornburg Mortgage Securities Trust
        N/A
        
        885220DC4
        
          
        
        1736.40000000
        PA
        USD
        1761.55000000
        0.000021367591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Floating
          0.78612840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXMT Ltd.
        N/A
        
        05609GAE8
        
          
        
        38262000.00000000
        PA
        USD
        38285588.52000000
        0.464403968194
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-05-15
          Floating
          1.67000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136AVY52
        
          
        
        11523962.61000000
        PA
        USD
        12348217.49000000
        0.149783807018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Variable
          2.66000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        
        12629NAF2
        
          
        
        9577577.00000000
        PA
        USD
        10324084.00000000
        0.125231079445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BJGN7
        
          
        
        361022.13680000
        PA
        USD
        34057.67000000
        0.000413119340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anglo American Capital plc
        TINT358G1SSHR3L3PW36
        
        034863AZ3
        
          
        
        10327000.00000000
        PA
        USD
        10269061.19000000
        0.124563653077
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2028-03-17
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT Trust
        N/A
        
        00217LAJ1
        
          
        
        6243500.00000000
        PA
        USD
        6103789.20000000
        0.074038927833
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-14
          Floating
          2.76563160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CBD2
        
          
        
        262000000.00000000
        PA
        USD
        261948828.78000000
        3.177437784082
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138EKBW4
        
          
        
        1495440.82170000
        PA
        USD
        1727400.65000000
        0.020953359933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80285JAL0
        
          
        
        8857000.00000000
        PA
        USD
        9007913.54000000
        0.109265939347
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2023-05-22
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H2AY4
        
          
        
        484042.74000000
        PA
        USD
        510163.22000000
        0.006188276919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Securities Trust
        N/A
        
        46625YNY5
        
          
        
        561217.02490000
        PA
        USD
        462218.79000000
        0.005606711259
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2042-07-15
          Variable
          5.78846520
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132GETS9
        
          
        
        299780.14980000
        PA
        USD
        338594.22000000
        0.004107145938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co.
        ENYF8GB5SMQZ25S06U51
        
        406216BK6
        
          
        
        6984000.00000000
        PA
        USD
        7907606.34000000
        0.095919219350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31414QEN3
        
          
        
        1734.98660000
        PA
        USD
        1745.01000000
        0.000021166961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        21H020659
        
          
        
        21700000.00000000
        PA
        USD
        22142476.45000000
        0.268588111781
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        
        82967NAW8
        
          
        
        14670000.00000000
        PA
        USD
        15149709.00000000
        0.183765882896
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-07-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137B5KW2
        
          
        
        8879782.00000000
        PA
        USD
        9445638.12000000
        0.114575535981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-25
          Variable
          3.45800160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31408H3H6
        
          
        
        169421.90360000
        PA
        USD
        201457.21000000
        0.002443674796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ2R0
        
          
        
        767340.49000000
        PA
        USD
        807167.47000000
        0.009790936761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61761J3R8
        
          
        
        13070000.00000000
        PA
        USD
        14163621.14000000
        0.171804642835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Industries, Inc.
        54930064UHXCIUWVI755
        
        853496AH0
        
          
        
        15475000.00000000
        PA
        USD
        14505104.38000000
        0.175946832569
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2031-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140JHKQ5
        
          
        
        13487.47000000
        PA
        USD
        14503.28000000
        0.000175924702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M8RP1
        
          
        
        764133.03000000
        PA
        USD
        873047.29000000
        0.010590058598
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03881CAJ0
        
          
        
        3420500.00000000
        PA
        USD
        3420482.21000000
        0.041490429502
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          3.06462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ERQU7
        
          
        
        747410.82000000
        PA
        USD
        793730.46000000
        0.009627945907
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        
        17291EAW1
        
          
        
        5948000.00000000
        PA
        USD
        6615217.49000000
        0.080242550045
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-10
          Variable
          3.71999880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31296L3U3
        
          
        
        40749.79270000
        PA
        USD
        47225.80000000
        0.000572848681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140J8CA9
        
          
        
        45825.38000000
        PA
        USD
        48960.93000000
        0.000593895798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31411CKK6
        
          
        
        103792.50680000
        PA
        USD
        118181.03000000
        0.001433535213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GHZ5
        
          
        
        39891000.00000000
        PA
        USD
        40006522.34000000
        0.485278885517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Variable
          2.49599880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BHXY8
        
          
        
        7066722.03000000
        PA
        USD
        7156824.15000000
        0.086812235710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-01-25
          Fixed
          2.79100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31404W5H5
        
          
        
        3104.81200000
        PA
        USD
        3492.70000000
        0.000042366430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140QEAV4
        
          
        
        3344069.68000000
        PA
        USD
        3503532.18000000
        0.042497825160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140HF7H6
        
          
        
        816053.28000000
        PA
        USD
        859645.00000000
        0.010427488897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        
        097023CV5
        
          
        
        6480000.00000000
        PA
        USD
        8036015.96000000
        0.097476827301
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        38378CP92
        
          
        
        631183.87000000
        PA
        USD
        693305.74000000
        0.008409794632
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        
        55282XAG5
        
          
        
        10670500.00000000
        PA
        USD
        10660501.74000000
        0.129311824693
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-07-15
          Floating
          1.81463040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140JPLF0
        
          
        
        3849225.79000000
        PA
        USD
        4207072.49000000
        0.051031765067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FDVW3
        
          
        
        4376569.54000000
        PA
        USD
        4659511.26000000
        0.056519844741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp.
        5493006ORUSIL88JOE18
        
        03027XAW0
        
          
        
        14349000.00000000
        PA
        USD
        15792782.46000000
        0.191566360261
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140EWZG3
        
          
        
        107730.28000000
        PA
        USD
        117866.69000000
        0.001429722270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Valero Energy Corp.
        549300XTO5VR8SKV1V74
        
        91913YAW0
        
          
        
        4000000.00000000
        PA
        USD
        4365563.40000000
        0.052954258893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410GBE2
        
          
        
        422629.98790000
        PA
        USD
        491399.77000000
        0.005960676379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP Ltd.
        N/A
        
        69290LAG2
        
          
        
        6777000.00000000
        PA
        USD
        6760125.27000000
        0.082000280581
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2038-04-14
          Floating
          1.76563080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO II-S Ltd.
        635400R1GOVCHJ4SNX58
        
        01751EAE8
        
          
        
        14107464.00000000
        PA
        USD
        14156388.69000000
        0.171716913258
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-10-21
          Floating
          1.78599960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3136ASG67
        
          
        
        1736432.76380000
        PA
        USD
        331417.99000000
        0.004020098309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F030454
        
          
        
        26034693.00000000
        PA
        USD
        27433377.98000000
        0.332766716860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        
        53946MAC1
        
          
        
        21675000.00000000
        PA
        USD
        21675000.00000000
        0.262917625135
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-05-15
          Floating
          1.61462880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GHD4
        
          
        
        11240000.00000000
        PA
        USD
        12173719.84000000
        0.147667151529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          3.41899920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carrier Global Corp.
        549300JE3W6CWY2NAN77
        
        14448CAS3
        
          
        
        26852000.00000000
        PA
        USD
        27004825.74000000
        0.327568380658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        3620ALQ49
        
          
        
        786155.87330000
        PA
        USD
        893377.79000000
        0.010836667446
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371LTU3
        
          
        
        171561.44410000
        PA
        USD
        199501.57000000
        0.002419952894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95001YAE4
        
          
        
        41394790.00000000
        PA
        USD
        44410710.91000000
        0.538701667499
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          3.14600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CLM3
        
          
        
        259.13000000
        PA
        USD
        259.16000000
        0.000003143609
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2021-05-01
          Fixed
          6.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BFXT3
        
          
        
        4982063.00000000
        PA
        USD
        5316476.01000000
        0.064488823374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS Ltd.
        N/A
        
        05492KAA7
        
          
        
        15377000.00000000
        PA
        USD
        15367527.77000000
        0.186408023321
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-08-15
          Floating
          1.21563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        21H030658
        
          
        
        33800000.00000000
        PA
        USD
        35368531.59000000
        0.429020084437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        312934RV6
        
          
        
        329523.74200000
        PA
        USD
        381371.81000000
        0.004626037858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVG5
        
          
        
        2091786.93560000
        PA
        USD
        2138814.91000000
        0.025943812537
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-01-01
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Builders & Contractors Supply Co., Inc.
        549300H5GQ4C1BEKG397
        
        024747AF4
        
          
        
        10860000.00000000
        PA
        USD
        11022900.00000000
        0.133707713499
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2028-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        
        88732JBD9
        
          
        
        9503000.00000000
        PA
        USD
        10282969.46000000
        0.124732360312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        School District of Philadelphia (The)
        254900HSKDHZKBZCUL90
        
        717883TZ5
        
          
        
        4260000.00000000
        PA
        USD
        5996863.34000000
        0.072741917767
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-06-01
          Fixed
          6.76500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31416BW87
        
          
        
        862874.58150000
        PA
        USD
        961184.81000000
        0.011659166208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CPP2
        
          
        
        157080.47340000
        PA
        USD
        165177.01000000
        0.002003596179
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC
        N/A
        
        161175AZ7
        
          
        
        6428000.00000000
        PA
        USD
        8381558.81000000
        0.101668260081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLNC Ltd.
        N/A
        
        12565DAG8
        
          
        
        10190000.00000000
        PA
        USD
        10158049.26000000
        0.123217079005
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-08-20
          Floating
          2.51499960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140KE2N7
        
          
        
        898462.91000000
        PA
        USD
        946455.67000000
        0.011480501824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300L45M7638EL0H21
        
        36250GAP0
        
          
        
        11461699.00000000
        PA
        USD
        12412623.44000000
        0.150565050821
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Fixed
          3.38200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO
        N/A
        
        00900LAH7
        
          
        
        16000000.00000000
        PA
        USD
        16007808.00000000
        0.194174618823
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-01-15
          Floating
          1.48375080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140FH6C6
        
          
        
        719505.85000000
        PA
        USD
        756961.56000000
        0.009181939362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix, Inc.
        549300Y7VHGU0I7CE873
        
        64110LAS5
        
          
        
        4480000.00000000
        PA
        USD
        5157600.00000000
        0.062561658288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417F3J5
        
          
        
        2685534.47480000
        PA
        USD
        2933464.20000000
        0.035582903847
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F032450
        
          
        
        4300000.00000000
        PA
        USD
        4598816.42000000
        0.055783616682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H3ZK5
        
          
        
        12267.71000000
        PA
        USD
        12889.39000000
        0.000156348226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95001QAU5
        
          
        
        4840000.00000000
        PA
        USD
        5498246.78000000
        0.066693701767
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          4.15200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CPU1
        
          
        
        449596.22790000
        PA
        USD
        472506.03000000
        0.005731495421
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          4.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        
        3133A62T7
        
          
        
        257613.64000000
        PA
        USD
        274905.32000000
        0.003334599947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H9KU6
        
          
        
        7557.69000000
        PA
        USD
        8126.15000000
        0.000098570152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electricite de France SA
        549300X3UK4GG3FNMO06
        
        268317AV6
        
          
        
        6911000.00000000
        PA
        USD
        8208981.66000000
        0.099574900246
        Long
        DBT
        NUSS
        FR
        Y
        
        2
        
          2038-09-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ABYR4
        
          
        
        3221459.41100000
        PA
        USD
        3637813.61000000
        0.044126658132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140GTTZ3
        
          
        
        520441.61000000
        PA
        USD
        546443.07000000
        0.006628351291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140E0X91
        
          
        
        2551561.46320000
        PA
        USD
        2811041.43000000
        0.034097916352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        
        29444UBG0
        
          
        
        8840000.00000000
        PA
        USD
        8764330.04000000
        0.106311272896
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        06051GJE0
        
          
        
        14670000.00000000
        PA
        USD
        13782423.34000000
        0.167180715717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Variable
          2.67599880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        
        3133G66N0
        
          
        
        2938284.57000000
        PA
        USD
        3099505.81000000
        0.037596987619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exxon Mobil Corp.
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBF8
        
          
        
        6373000.00000000
        PA
        USD
        7286403.47000000
        0.088384032116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-19
          Fixed
          4.22700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bancorp Commercial Mortgage Trust
        5493007HKNHP2VEB5M24
        
        05972LAE6
        
          
        
        5220000.00000000
        PA
        USD
        5174506.13000000
        0.062766729547
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2035-09-15
          Floating
          1.36463040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        
        53946MAG2
        
          
        
        5705000.00000000
        PA
        USD
        5672897.97000000
        0.068812219696
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-05-15
          Floating
          2.66463000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179UWA6
        
          
        
        3666007.87000000
        PA
        USD
        4005677.91000000
        0.048588849972
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Road Investors Partnership II LP
        N/A
        
        88948ABB2
        
          
        
        5237000.00000000
        PA
        USD
        4350224.45000000
        0.052768197517
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179TQN8
        
          
        
        18264755.10000000
        PA
        USD
        19307344.03000000
        0.234197971859
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Securitized Term Auto Loan Receivables Trust
        549300DC604TIE09UO03
        
        81379MAC8
        
          
        
        4442479.87000000
        PA
        USD
        4538914.56000000
        0.055057007465
        Long
        ABS-O
        CORP
        CA
        Y
        
        2
        
          2026-03-25
          Fixed
          2.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Communications, Inc.
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
        
        6225000.00000000
        PA
        USD
        6281512.36000000
        0.076194708740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H2BM9
        
          
        
        387198.06000000
        PA
        USD
        405791.56000000
        0.004922249285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31415PNH7
        
          
        
        60014.52600000
        PA
        USD
        67509.44000000
        0.000818889118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810SS8
        
          
        
        50000000.00000000
        PA
        USD
        42773437.50000000
        0.518841550468
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toll Road Investors Partnership II LP
        N/A
        
        88948ABM8
        
          
        
        17800000.00000000
        PA
        USD
        5226054.72000000
        0.063392013647
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2043-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128LXMK3
        
          
        
        77032.13380000
        PA
        USD
        89624.43000000
        0.001087143819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31414JRK1
        
          
        
        58395.61650000
        PA
        USD
        68159.32000000
        0.000826772158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Receivables Trust
        549300RMJRP95RN5CL91
        
        22412AAB9
        
          
        
        1065560.78000000
        PA
        USD
        1067442.56000000
        0.012948072103
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2023-04-17
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabine Pass Liquefaction LLC
        549300KJYBG7C6WJYZ11
        
        785592AX4
        
          
        
        4956000.00000000
        PA
        USD
        5581765.18000000
        0.067706779478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK
        N/A
        
        065403BC0
        
          
        
        16029000.00000000
        PA
        USD
        17842916.98000000
        0.216434480179
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140F5BK8
        
          
        
        431549.20000000
        PA
        USD
        451024.04000000
        0.005470919006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Penske Automotive Group, Inc.
        549300W7UTQ0M4C7LB15
        
        70959WAG8
        
          
        
        3857000.00000000
        PA
        USD
        3982352.50000000
        0.048305912883
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BMFL5
        
          
        
        2148000.96000000
        PA
        USD
        2206475.99000000
        0.026764541047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810SA7
        
          
        
        19900000.00000000
        PA
        USD
        22790941.46000000
        0.276453988617
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132WJEF4
        
          
        
        6844635.39000000
        PA
        USD
        7341335.80000000
        0.089050360962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equinix, Inc.
        549300EVUN2BTLJ3GT74
        
        29444UBH8
        
          
        
        20521000.00000000
        PA
        USD
        19740822.16000000
        0.239456059079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31400HC43
        
          
        
        85936.53160000
        PA
        USD
        96245.42000000
        0.001167456390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CPB3
        
          
        
        46415.05600000
        PA
        USD
        48698.72000000
        0.000590715193
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        
        22546DAA4
        
          
        
        1753000.00000000
        PA
        USD
        1936100.85000000
        0.023484892157
        Long
        DBT
        CORP
        CH
        Y
        
        2
        
          2023-08-08
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ENAA7
        
          
        
        3430343.01000000
        PA
        USD
        3859890.42000000
        0.046820448558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418DRT1
        
          
        
        4156631.25000000
        PA
        USD
        4355164.97000000
        0.052828125997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36297GSD3
        
          
        
        1911222.01680000
        PA
        USD
        2165450.99000000
        0.026266908034
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hunt CRE Ltd.
        N/A
        
        445579AG0
        
          
        
        1312500.00000000
        PA
        USD
        1310864.63000000
        0.015900780410
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2028-08-15
          Floating
          2.46462840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer Ltd.
        N/A
        
        05601HAG9
        
          
        
        5310500.00000000
        PA
        USD
        5300585.30000000
        0.064296069153
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-03-15
          Floating
          2.16462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DaVita, Inc.
        M2XHYMU3TZNEZURC6H66
        
        23918KAS7
        
          
        
        16525000.00000000
        PA
        USD
        16731562.50000000
        0.202953756738
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WJMB1
        
          
        
        2064870.68000000
        PA
        USD
        2182820.68000000
        0.026477602273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36261PAT9
        
          
        
        37075961.00000000
        PA
        USD
        39487366.67000000
        0.478981530230
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-10
          Fixed
          3.04790000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412QXG9
        
          
        
        269284.07500000
        PA
        USD
        311526.44000000
        0.003778813922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WGSS4
        
          
        
        1388968.25000000
        PA
        USD
        1491346.06000000
        0.018090019116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNH Industrial NV
        549300WGC2HZ5J67V817
        
        12594KAB8
        
          
        
        7799000.00000000
        PA
        USD
        8646067.48000000
        0.104876748724
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31405GT91
        
          
        
        9124.41670000
        PA
        USD
        10289.09000000
        0.000124806602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31412V6B9
        
          
        
        51304.80240000
        PA
        USD
        57384.23000000
        0.000696070379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140K5AX5
        
          
        
        2798125.13000000
        PA
        USD
        2910042.86000000
        0.035298803127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138L3D28
        
          
        
        2322099.03600000
        PA
        USD
        2389786.53000000
        0.028988096841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ5R7
        
          
        
        301839.87000000
        PA
        USD
        316761.76000000
        0.003842318324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140L1Y41
        
          
        
        1847960.62000000
        PA
        USD
        1876267.09000000
        0.022759108993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128M6JU3
        
          
        
        181804.80430000
        PA
        USD
        210121.53000000
        0.002548772948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Race Point VIII CLO Ltd.
        5493008ABAJEYBWITR69
        
        74982LAY6
        
          
        
        13181113.47000000
        PA
        USD
        13187585.40000000
        0.159965334931
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-02-20
          Floating
          1.22238000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        312943ZX4
        
          
        
        790309.57080000
        PA
        USD
        868339.98000000
        0.010532958955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Gas Co.
        FN7P4E7K9JOBORDEUX61
        
        100743AK9
        
          
        
        18261000.00000000
        PA
        USD
        19549992.31000000
        0.237141294097
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-08-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westinghouse Air Brake Technologies Corp.
        06BTX5UWZD0GQ5N5Y745
        
        960386AM2
        
          
        
        20520000.00000000
        PA
        USD
        23600639.69000000
        0.286275623482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128P8E23
        
          
        
        725202.29000000
        PA
        USD
        790586.46000000
        0.009589809205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F032666
        
          
        
        58912467.00000000
        PA
        USD
        62627567.88000000
        0.759672037603
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NKF3
        
          
        
        34373.52100000
        PA
        USD
        34716.97000000
        0.000421116646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Floating
          0.84612960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO II
        549300EKSLXKVD2RWW61
        
        59863KAU1
        
          
        
        31520702.00000000
        PA
        USD
        31523980.15000000
        0.382385697618
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-01-29
          Floating
          1.82712960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tower Health
        549300SLJK3XUAQHFO63
        
        891792AA1
        
          
        
        22087000.00000000
        PA
        USD
        18553080.00000000
        0.225048753520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          4.45100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03881CAG6
        
          
        
        3726500.00000000
        PA
        USD
        3725337.33000000
        0.045188320352
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2035-12-15
          Floating
          2.11462920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179SB89
        
          
        
        6031208.45000000
        PA
        USD
        6499337.88000000
        0.078836931043
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810RU4
        
          
        
        27653000.00000000
        PA
        USD
        30862260.34000000
        0.374359040134
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-11-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        
        200474BC7
        
          
        
        9743000.00000000
        PA
        USD
        10456624.09000000
        0.126838789973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          3.18300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        
        80286KAF9
        
          
        
        8132000.00000000
        PA
        USD
        8327067.98000000
        0.101007286627
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-03-20
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417MLN1
        
          
        
        213096.06820000
        PA
        USD
        244425.69000000
        0.002964882211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138MBH82
        
          
        
        2073736.97000000
        PA
        USD
        2288049.85000000
        0.027754031499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ3D0
        
          
        
        1585525.45000000
        PA
        USD
        1664482.62000000
        0.020190164591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CR71
        
          
        
        156214.99000000
        PA
        USD
        163945.82000000
        0.001988661852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        
        928668BF8
        
          
        
        4856000.00000000
        PA
        USD
        5348122.29000000
        0.064872692568
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2030-05-13
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp.
        2138005GYEXN7XRHFA84
        
        05526DAZ8
        
          
        
        19593000.00000000
        PA
        USD
        20876623.44000000
        0.253233322062
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.22200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36295PW99
        
          
        
        546648.37210000
        PA
        USD
        646343.90000000
        0.007840147783
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418TKF3
        
          
        
        104063.27530000
        PA
        USD
        110167.83000000
        0.001336335143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Columbia Cent CLO 28 Ltd.
        549300K7BI8XA1XTMK83
        
        197361AS7
        
          
        
        28014809.00000000
        PA
        USD
        28017778.57000000
        0.339855492651
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-11-07
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        91282CBC4
        
          
        
        222000000.00000000
        PA
        USD
        217898203.68000000
        2.643103955383
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132WKQ84
        
          
        
        10168.90000000
        PA
        USD
        10736.99000000
        0.000130239626
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132L6HF1
        
          
        
        2341951.15900000
        PA
        USD
        2584139.33000000
        0.031345595186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36296YCL4
        
          
        
        364073.50230000
        PA
        USD
        413648.68000000
        0.005017556105
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31410GFF5
        
          
        
        276758.41510000
        PA
        USD
        321783.80000000
        0.003903235640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        
        494550BH8
        
          
        
        6112000.00000000
        PA
        USD
        7974982.71000000
        0.096736494330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Communications Corp.
        5299001HX8ZN8Y8QIT49
        
        78410GAE4
        
          
        
        17490000.00000000
        PA
        USD
        16754932.03000000
        0.203237229003
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Leviathan Bond Ltd.
        254900D9T8VKYVQNZ220
        
        N/A
        
          
        
        11052000.00000000
        PA
        USD
        12263741.28000000
        0.148759111078
        Long
        DBT
        CORP
        IL
        Y
        
        2
        
          2027-06-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avolon Holdings Funding Ltd.
        635400ZRKEX9L1BKCH30
        
        05401AAP6
        
          
        
        10807000.00000000
        PA
        USD
        10512954.61000000
        0.127522078856
        Long
        DBT
        CORP
        KY
        
        Y
        
        2
        
          2028-02-21
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp.
        Y6ZDD9FP4P8JSSJMW954
        
        101137AX5
        
          
        
        17459000.00000000
        PA
        USD
        19560042.07000000
        0.237263197628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reckitt Benckiser Treasury Services plc
        213800LAXWIUOOBZ3908
        
        75625QAD1
        
          
        
        38107000.00000000
        PA
        USD
        40309837.25000000
        0.488958093628
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2024-06-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31415VYC3
        
          
        
        154510.48560000
        PA
        USD
        182920.01000000
        0.002218818667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140EVGP6
        
          
        
        1418602.82000000
        PA
        USD
        1533192.52000000
        0.018597616435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT Trust
        N/A
        
        00217LAE2
        
          
        
        7734500.00000000
        PA
        USD
        7696051.80000000
        0.093353063999
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-14
          Floating
          1.66563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sirius XM Radio, Inc.
        WP5O65E6BMU84LNO4227
        
        82967NBC1
        
          
        
        16225000.00000000
        PA
        USD
        17533140.63000000
        0.212676894838
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140KGJG9
        
          
        
        1081045.25000000
        PA
        USD
        1135786.83000000
        0.013777087704
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31409VYW7
        
          
        
        130085.41730000
        PA
        USD
        154320.84000000
        0.001871910900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179UQ62
        
          
        
        4549129.59000000
        PA
        USD
        4935442.68000000
        0.059866891276
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVU4
        
          
        
        2804023.45950000
        PA
        USD
        3022869.36000000
        0.036667387922
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-09-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Issuer Trust
        N/A
        
        36258XAA8
        
          
        
        3147598.16000000
        PA
        USD
        3169149.45000000
        0.038441764571
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2024-02-15
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Columbia Cent CLO 28 Ltd.
        549300K7BI8XA1XTMK83
        
        197361AU2
        
          
        
        17835205.00000000
        PA
        USD
        17837095.53000000
        0.216363866024
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2030-11-07
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Trust
        N/A
        
        05492JAW2
        
          
        
        9055000.00000000
        PA
        USD
        9678922.10000000
        0.117405269315
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          3.06300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Board of Administration Finance Corp.
        549300S34SOJ0RULXM35
        
        341271AF1
        
          
        
        29316000.00000000
        PA
        USD
        29314337.78000000
        0.355582748399
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31297HN70
        
          
        
        57255.23430000
        PA
        USD
        64621.33000000
        0.000783856360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        
        N/A
        
          
          
        
        1805.00000000
        NC
        USD
        -1108330.28000000
        -0.01344403991
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              CME Clearing House
              LCZ7XYGSLJUHFXXNXD88
            
            Long
            
              
                United States of America
                U.S. Treasury Ultra Bond
                
                  
                
              
            
            2021-06-21
            335560781.25000000
            USD
            -1108330.28000000
          
        
        
          N
          N
          N
        
      
      
        Truist Bank
        JJKC32MCHWDI71265Z06
        
        89788KAA4
        
          
        
        3292000.00000000
        PA
        USD
        3249399.31000000
        0.039415194911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-11
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Novelis Corp.
        549300G5F3W3B52WYL23
        
        670001AC0
        
          
        
        14155000.00000000
        PA
        USD
        14766354.45000000
        0.179115794413
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-09-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137B36J2
        
          
        
        5070913.00000000
        PA
        USD
        5322622.98000000
        0.064563386085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Variable
          3.31999920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LoanCore Issuer Ltd.
        N/A
        
        53947DAE6
        
          
        
        5351850.01000000
        PA
        USD
        5311759.30000000
        0.064431609709
        Long
        ABS-MBS
        CORP
        KY
        
        Y
        
        2
        
          2034-04-15
          Floating
          1.71462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT Trust
        N/A
        
        00217LAA0
        
          
        
        4150000.00000000
        PA
        USD
        4147402.10000000
        0.050307963580
        Long
        ABS-MBS
        CORP
        US
        Y
        
        2
        
          2036-09-14
          Floating
          1.13563080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cutwater Ltd.
        N/A
        
        23222LAQ0
        
          
        
        27695000.00000000
        PA
        USD
        27362826.17000000
        0.331910923812
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2029-01-15
          Floating
          1.98375120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CZB3
        
          
        
        5352669.96000000
        PA
        USD
        5640138.74000000
        0.068414850424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417AVY2
        
          
        
        453312.50060000
        PA
        USD
        496589.88000000
        0.006023632383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        
        378272AF5
        
          
        
        5407000.00000000
        PA
        USD
        5759644.54000000
        0.069864455090
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAC5
        
          
        
        3292000.00000000
        PA
        USD
        3618498.65000000
        0.043892367779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        31292LLA1
        
          
        
        1105691.76410000
        PA
        USD
        1211680.09000000
        0.014697672511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enel Finance International NV
        0YQH6LCEF474UTUV4B96
        
        29278GAF5
        
          
        
        29514000.00000000
        PA
        USD
        31819065.83000000
        0.385965085216
        Long
        DBT
        CORP
        NL
        
        Y
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp. (The)
        529900TACNVLY9DCR586
        
        743315AW3
        
          
        
        4429000.00000000
        PA
        USD
        4823052.12000000
        0.058503594431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-26
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        
        95001GAE3
        
          
        
        13470000.00000000
        PA
        USD
        14901797.69000000
        0.180758720134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          3.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36230RVV5
        
          
        
        766977.12400000
        PA
        USD
        823713.54000000
        0.009991640495
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140K4M49
        
          
        
        774928.95000000
        PA
        USD
        816320.65000000
        0.009901964781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T, Inc.
        549300Z40J86GGSTL398
        
        00206RMD1
        
          
        
        19066000.00000000
        PA
        USD
        17562206.62000000
        0.213029465129
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kinder Morgan Energy Partners LP
        549300PDHUGWPWGOT525
        
        494550BW5
        
          
        
        7661000.00000000
        PA
        USD
        9155448.43000000
        0.111055536713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Axalta Coating Systems LLC
        549300G80QONCHILSF69
        
        05453GAC9
        
          
        
        13955000.00000000
        PA
        USD
        13560492.15000000
        0.164488691661
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2029-02-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36177PCJ2
        
          
        
        1023692.95070000
        PA
        USD
        1109322.68000000
        0.013456077717
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31404JT88
        
          
        
        247620.23630000
        PA
        USD
        285770.49000000
        0.003466394397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF Ltd.
        549300N45646UZ8P3S07
        
        48275PAG6
        
          
        
        13421000.00000000
        PA
        USD
        13421000.00000000
        0.162796652685
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2036-06-15
          Floating
          2.11563000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137B3NA2
        
          
        
        7830787.00000000
        PA
        USD
        8221409.36000000
        0.099725648175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-25
          Variable
          3.25000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States of America
        254900HROIFWPRGM1V77
        
        912810SQ2
        
          
        
        27300000.00000000
        PA
        USD
        22752843.75000000
        0.275991863614
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        126307AU1
        
          
        
        13220000.00000000
        PA
        USD
        13595448.00000000
        0.164912705920
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31398T7G0
        
          
        
        742593.13000000
        PA
        USD
        824384.05000000
        0.009999773777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418DSK9
        
          
        
        2244342.54000000
        PA
        USD
        2352740.47000000
        0.028538728347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp.
        9DJT3UXIJIZJI4WXO774
        
        060505EL4
        
          
        
        4140000.00000000
        PA
        USD
        4772178.00000000
        0.057886491648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-23
          Variable
          6.50000160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132WHJY2
        
          
        
        21107646.92000000
        PA
        USD
        22577851.94000000
        0.273869213967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31417G5A0
        
          
        
        2193569.94550000
        PA
        USD
        2386653.39000000
        0.028950091871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boeing Co. (The)
        RVHJWBXLJ1RFUBSY1F30
        
        097023CW3
        
          
        
        6309000.00000000
        PA
        USD
        8099851.98000000
        0.098251157856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140X6EF4
        
          
        
        2930528.80000000
        PA
        USD
        3409663.46000000
        0.041359198127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202FUF1
        
          
        
        495970.20720000
        PA
        USD
        556529.54000000
        0.006750700114
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179TG33
        
          
        
        4822523.08000000
        PA
        USD
        5099158.48000000
        0.061852762987
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31419ANB9
        
          
        
        3944629.07600000
        PA
        USD
        4345134.29000000
        0.052706453906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3132WJU33
        
          
        
        5187899.71000000
        PA
        USD
        5570906.89000000
        0.067575068483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140X5XN8
        
          
        
        5647128.72000000
        PA
        USD
        5874693.49000000
        0.071259998191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI Properties LP
        N/A
        
        92564RAE5
        
          
        
        16855000.00000000
        PA
        USD
        17118443.65000000
        0.207646622859
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benchmark Mortgage Trust
        N/A
        
        08162VAE8
        
          
        
        25850000.00000000
        PA
        USD
        28854801.42000000
        0.350008574999
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          3.71700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31418CWT7
        
          
        
        505693.10000000
        PA
        USD
        544521.59000000
        0.006605043749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C-BASS Mortgage Loan Trust
        N/A
        
        17311YAC7
        
          
        
        1327999.66230000
        PA
        USD
        671651.50000000
        0.008147128825
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          2.03000040
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3128KQ6Y7
        
          
        
        296271.78660000
        PA
        USD
        339313.94000000
        0.004115876137
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140L1Y58
        
          
        
        1146870.66000000
        PA
        USD
        1163994.16000000
        0.014119242455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Financial Revolving Asset Trust
        N/A
        
        073250BW1
        
          
        
        913924.78000000
        PA
        USD
        975143.12000000
        0.011828480428
        Long
        ABS-O
        CORP
        US
        Y
        
        2
        
          2040-12-28
          Floating
          1.71100080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90276WAS6
        
          
        
        33000000.00000000
        PA
        USD
        36223713.90000000
        0.439393440931
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          3.67900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA or FHLMC
        N/A
        
        01F030652
        
          
        
        30525000.00000000
        PA
        USD
        31972552.89000000
        0.387826882370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140GY6V6
        
          
        
        708900.12000000
        PA
        USD
        745634.44000000
        0.009044541461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd.
        254900XV0U0WEM36A370
        
        67091YAL8
        
          
        
        13240000.00000000
        PA
        USD
        13246937.76000000
        0.160685278716
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2027-07-15
          Floating
          1.53375120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeySpan Gas East Corp.
        K8TS3HOE1568DUBUJL44
        
        49338CAB9
        
          
        
        13855000.00000000
        PA
        USD
        14595296.76000000
        0.177040865619
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2026-08-15
          Fixed
          2.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        
        12634NAT5
        
          
        
        3687246.00000000
        PA
        USD
        3998084.16000000
        0.048496737828
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.50400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140GXBY6
        
          
        
        514806.61000000
        PA
        USD
        540381.24000000
        0.006554821328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36241L4N3
        
          
        
        1237630.86620000
        PA
        USD
        1400032.52000000
        0.016982386402
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Pool
        S6XOOCT0IEG5ABCC6L87
        
        3133A67D7
        
          
        
        2970888.40000000
        PA
        USD
        3164235.87000000
        0.038382162874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC
        S6XOOCT0IEG5ABCC6L87
        
        3137BJF65
        
          
        
        726458.11000000
        PA
        USD
        776405.59000000
        0.009417795334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crown Castle International Corp.
        54930012H97VSM0I2R19
        
        22822VAK7
        
          
        
        4159000.00000000
        PA
        USD
        4567348.79000000
        0.055401914511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36179SWX1
        
          
        
        25388.92000000
        PA
        USD
        27224.97000000
        0.000330238729
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138ETDS2
        
          
        
        3421213.11000000
        PA
        USD
        3789107.00000000
        0.045961846081
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Commercial Real Estate Notes Ltd.
        N/A
        
        03879YAJ6
        
          
        
        19810500.00000000
        PA
        USD
        19761013.37000000
        0.239700978340
        Long
        ABS-CBDO
        CORP
        KY
        
        Y
        
        2
        
          2037-05-15
          Floating
          2.61462960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adani Ports & Special Economic Zone Ltd.
        335800QOAXP5TM7OYP69
        
        00652MAD4
        
          
        
        4236000.00000000
        PA
        USD
        4400432.20000000
        0.053377217236
        Long
        DBT
        CORP
        IN
        Y
        
        2
        
          2027-07-30
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3140H2DA3
        
          
        
        11157.43000000
        PA
        USD
        11722.48000000
        0.000142193614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA
        549300M8ZYFG0OCMTT87
        
        36202F3P9
        
          
        
        10023.76000000
        PA
        USD
        11247.76000000
        0.000136435264
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Jersey Economic Development Authority
        5493006JS6QWDVU4R678
        
        645913AA2
        
          
        
        25254000.00000000
        PA
        USD
        32544731.31000000
        0.394767403308
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Operating Partners LP
        549300KJEC5IUVJWR786
        
        65342QAB8
        
          
        
        2145000.00000000
        PA
        USD
        2315570.40000000
        0.028087855612
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2027-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CNW9
        
          
        
        70020.21840000
        PA
        USD
        73185.14000000
        0.000887735326
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          5.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT Operating Partnership LP
        N/A
        
        55342UAH7
        
          
        
        12137000.00000000
        PA
        USD
        12774192.50000000
        0.154950881436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31403M2D0
        
          
        
        125811.47430000
        PA
        USD
        144642.34000000
        0.001754510750
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        
        126307BB2
        
          
        
        17170000.00000000
        PA
        USD
        17084150.00000000
        0.207230641082
        Long
        DBT
        CORP
        US
        Y
        
        2
        
          2030-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate Lending
        N/A
        
        12528YAF0
        
          
        
        20960656.00000000
        PA
        USD
        22073300.02000000
        0.267749002084
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          2.87440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        3138WHBP6
        
          
        
        3290780.91000000
        PA
        USD
        3541677.25000000
        0.042960524639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Small Business Administration
        N/A
        
        83162CVS9
        
          
        
        5295580.87030000
        PA
        USD
        5599008.12000000
        0.067915936241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA
        B1V7KEBTPIMZEU4LTD58
        
        31371MBH9
        
          
        
        106917.68270000
        PA
        USD
        124426.71000000
        0.001509295275
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61746BDZ6
        
          
        
        12582000.00000000
        PA
        USD
        14025899.00000000
        0.170134074070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co.
        549300Q8LSNHAVWBNI21
        
        929160AZ2
        
          
        
        8881000.00000000
        PA
        USD
        9665424.27000000
        0.117241540715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-01
      MFS Series Trust IX
      Kasey Phillips
      Kasey Phillips
      Assistant Treasurer