Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

May 24, 2022 1:40 PM EDT

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      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Short-Term Bond Portfolio
      S000018233
      BEEDB5U9NNUVQYFFEL15
      2022-12-31
      2022-03-31
      N
    
    
      409482364.78
      6906153.27
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      0.00000000
      0.00000000
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      0.00000000
      0.00000000
      810872.69000000
      0.00000000
      0.00000000
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          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9XM0
        
          
        
        180827.76000000
        PA
        USD
        188600.93000000
        0.046848503366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BJ0
        
          
        
        345000.00000000
        PA
        USD
        333175.51000000
        0.082760853839
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-22
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCN9
        
          
        
        3910000.00000000
        PA
        USD
        3811486.34000000
        0.946773860706
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-07-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-6
        89175JAA8
        
          
        
        349386.66000000
        PA
        USD
        346028.67000000
        0.085953580988
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-10-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R02
        20754BAA9
        
          
        
        938485.09000000
        PA
        USD
        930785.29000000
        0.231207225709
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-25
          Floating
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ELECTRICITY GLOBAL
        549300NU3VI6NLNU1575
        Saudi Electricity Global Sukuk Co 2
        000000000
        
          
        
        800000.00000000
        PA
        USD
        806350.40000000
        0.200297577687
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-04-08
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AE6K8
        
          
        
        16209.64000000
        PA
        USD
        16213.54000000
        0.004027446117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master Owner Trust
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHN7
        
          
        
        440000.00000000
        PA
        USD
        429599.41000000
        0.106712567140
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31371LDG1
        
          
        
        83090.15000000
        PA
        USD
        89868.28000000
        0.022323296168
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co., LLC
        N/A
        Galton Funding Mortgage Trust 2019-H1
        36418XAD9
        
          
        
        260000.00000000
        PA
        USD
        251912.70000000
        0.062575157894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAL3
        
          
        
        55000.00000000
        PA
        USD
        55313.21000000
        0.013739810852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        Astrazeneca Finance LLC
        04636NAA1
        
          
        
        805000.00000000
        PA
        USD
        746334.08000000
        0.185389513503
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-28
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MX6
        
          
        
        500000.00000000
        PA
        USD
        476638.63000000
        0.118397117458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-C
        80284NAG3
        
          
        
        360000.00000000
        PA
        USD
        360848.56000000
        0.089634844206
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NASDAQ INC
        549300L8X1Q78ERXFD06
        Nasdaq Inc
        63111XAC5
        
          
        
        415000.00000000
        PA
        USD
        410205.92000000
        0.101895220897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-21
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX Corp
        549300IHYHCQP2PIR591
        GATX Corp
        361448AQ6
        
          
        
        360000.00000000
        PA
        USD
        366416.57000000
        0.091017938845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDR Trust 2021-KIND
        N/A
        KIND Trust 2021-KIND
        482606AL4
        
          
        
        580000.00000000
        PA
        USD
        568030.13000000
        0.141098781736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-15
          Floating
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSREP Commercial Mortgage Trust 2021-DC
        N/A
        BSREP Commercial Mortgage Trust 2021-DC
        05591UAG2
        
          
        
        200000.00000000
        PA
        USD
        193990.94000000
        0.048187382774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-15
          Floating
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Consumer Automobile Receivables Trust 2020-2
        N/A
        GM Financial Consumer Automobile Receivables Trust 2020-2
        36258VAD6
        
          
        
        108848.41000000
        PA
        USD
        108654.13000000
        0.026989704531
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        Daimler Finance North America LLC
        233851DY7
        
          
        
        815000.00000000
        PA
        USD
        811049.47000000
        0.201464827481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-10
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        549300ZGMKIELA840327
        Bayview Mortgage Fund IVc Trust 2017-RT3
        07326TAA6
        
          
        
        250613.87000000
        PA
        USD
        246879.40000000
        0.061324885311
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-01-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        Carrier Global Corp
        14448CAN4
        
          
        
        117000.00000000
        PA
        USD
        113901.55000000
        0.028293164559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAD9
        
          
        
        615000.00000000
        PA
        USD
        615109.94000000
        0.152793414616
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-04-26
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-4
        85573PAA0
        
          
        
        803684.78000000
        PA
        USD
        770515.50000000
        0.191396182379
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP1 Trust
        67448TBF1
        
          
        
        119202.28000000
        PA
        USD
        118414.22000000
        0.029414112561
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-02-25
          Floating
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Mortgage Loan Trust
        N/A
        Barclays Mortgage Loan Trust 2021-NQM1
        06744UAA9
        
          
        
        703078.57000000
        PA
        USD
        676431.19000000
        0.168025623636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWG73
        
          
        
        45340.72000000
        PA
        USD
        45996.51000000
        0.011425540974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        International Business Machines Corp
        459200JC6
        
          
        
        155000.00000000
        PA
        USD
        155655.89000000
        0.038664949778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-09
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-C
        80284NAD0
        
          
        
        56537.36000000
        PA
        USD
        56560.12000000
        0.014049543510
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-02-21
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2A5
        
          
        
        495000.00000000
        PA
        USD
        474061.44000000
        0.117756943020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAV3
        
          
        
        615000.00000000
        PA
        USD
        555614.59000000
        0.138014759470
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAN9
        
          
        
        35000.00000000
        PA
        USD
        35679.30000000
        0.008862744240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BV1
        
          
        
        455000.00000000
        PA
        USD
        450713.12000000
        0.111957216326
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-10-14
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors Co
        54930070NSV60J38I987
        General Motors Co
        37045VAE0
        
          
        
        530000.00000000
        PA
        USD
        546060.61000000
        0.135641549199
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MBEW3
        
          
        
        28.89000000
        PA
        USD
        28.88000000
        0.000007173796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2021-2
        31572LAC0
        
          
        
        190249.98000000
        PA
        USD
        177360.92000000
        0.044056482953
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CP5
        
          
        
        1050000.00000000
        PA
        USD
        1024298.36000000
        0.254435888339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        Blackbird Capital Aircraft Lease Securitization Ltd 2016-1
        09228YAA0
        
          
        
        293958.33000000
        PA
        USD
        279956.62000000
        0.069541272433
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2041-12-16
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-NUGS
        61692AAL6
        
          
        
        315000.00000000
        PA
        USD
        310852.96000000
        0.077215928590
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-G
        63941UAA1
        
          
        
        150673.09000000
        PA
        USD
        145696.57000000
        0.036191052981
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-09-16
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        N/A
        CSAIL 2019-C16 Commercial Mortgage Trust
        12596WAA2
        
          
        
        156181.07000000
        PA
        USD
        154786.17000000
        0.038448911181
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DTQ5
        
          
        
        238442.11000000
        PA
        USD
        222149.27000000
        0.055181916777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        86959LAG8
        
          
        
        420000.00000000
        PA
        USD
        399741.93000000
        0.099295963986
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2024-06-11
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-5
        92538CAC5
        
          
        
        111692.79000000
        PA
        USD
        108897.45000000
        0.027050145261
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE19 Mortgage Trust
        12592GBF9
        
          
        
        495000.00000000
        PA
        USD
        498868.33000000
        0.123918978751
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130HCB9
        
          
        
        365000.00000000
        PA
        USD
        358101.50000000
        0.088952474031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TJZ9
        
          
        
        325000.00000000
        PA
        USD
        324457.56000000
        0.080595313563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRUST
        N/A
        WFRBS Commercial Mortgage Trust 2014-C23
        92939HAY1
        
          
        
        575000.00000000
        PA
        USD
        582674.99000000
        0.144736567472
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-10-15
          Fixed
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBX8
        
          
        
        7195000.00000000
        PA
        USD
        7067963.28000000
        1.755683291242
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXJ8
        
          
        
        490000.00000000
        PA
        USD
        493654.42000000
        0.122623842613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-NET
        126438AA8
        
          
        
        200660.94000000
        PA
        USD
        190853.96000000
        0.047408156404
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
        46591JAG1
        
          
        
        790000.00000000
        PA
        USD
        776058.48000000
        0.192773059562
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2V4
        
          
        
        375000.00000000
        PA
        USD
        374246.88000000
        0.092962989193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HOLDINGS USA
        549300SMVCQN2P0O6I58
        Santander Holdings USA Inc
        80282KBC9
        
          
        
        410000.00000000
        PA
        USD
        382530.28000000
        0.095020587174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-06
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER FIN CA
        549300P4EXZFF0LRNF59
        Schlumberger Finance Canada Ltd
        80685XAC5
        
          
        
        155000.00000000
        PA
        USD
        147049.94000000
        0.036527230322
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-09-17
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300NMFC2YLCA2NF13
        COMM 2013-300P Mortgage Trust
        12625XAA5
        
          
        
        275000.00000000
        PA
        USD
        277889.07000000
        0.069027692659
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-08-10
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AY2
        
          
        
        475000.00000000
        PA
        USD
        463716.71000000
        0.115187310313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELARA HGV TIMESHARE ISSUER
        N/A
        Elara HGV Timeshare Issuer 2019-A LLC
        28416TAA3
        
          
        
        112716.89000000
        PA
        USD
        109517.12000000
        0.027204071395
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-01-25
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-1
        03465CAA3
        
          
        
        416056.25000000
        PA
        USD
        402550.61000000
        0.099993640580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          0.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toorak Mortgage Corp.
        N/A
        TRK 2021-INV1 Trust
        89688WAB7
        
          
        
        160542.14000000
        PA
        USD
        149186.02000000
        0.037057832960
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAC7
        
          
        
        135000.00000000
        PA
        USD
        136778.83000000
        0.033975884836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418C7G3
        
          
        
        35517.26000000
        PA
        USD
        37357.52000000
        0.009279614376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA6
        35564KKY4
        
          
        
        325000.00000000
        PA
        USD
        309079.13000000
        0.076775308913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABR7
        
          
        
        390000.00000000
        PA
        USD
        372275.51000000
        0.092473300546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-3
        03465LAA3
        
          
        
        216281.01000000
        PA
        USD
        213492.13000000
        0.053031481716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFN9
        
          
        
        155000.00000000
        PA
        USD
        156738.32000000
        0.038933825576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300IUW4WDDDVSMS20
        Palmer Square CLO 2020-3 Ltd
        69701RAL1
        
          
        
        1285000.00000000
        PA
        USD
        1275137.25000000
        0.316744311646
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-11-15
          Floating
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enbridge Inc
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAF2
        
          
        
        365000.00000000
        PA
        USD
        370671.63000000
        0.092074896479
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        Cold Storage Trust 2020-ICE5
        193051AJ8
        
          
        
        953500.80000000
        PA
        USD
        940156.27000000
        0.233534978749
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2019-C
        98162RAG3
        
          
        
        380000.00000000
        PA
        USD
        379875.63000000
        0.094361171658
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABQ9
        
          
        
        385000.00000000
        PA
        USD
        382327.98000000
        0.094970335819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON INTERNATIONAL LTD
        549300O4LZFLCX53XZ54
        Triton Container International Ltd
        89680YAD7
        
          
        
        780000.00000000
        PA
        USD
        756778.85000000
        0.187983996163
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2023-08-01
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335CHG2
        
          
        
        50287.47000000
        PA
        USD
        55027.57000000
        0.013668857827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDU5
        
          
        
        250000.00000000
        PA
        USD
        242551.93000000
        0.060249941021
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Fannie Mae Connecticut Avenue Securities
        20753XAA2
        
          
        
        580000.00000000
        PA
        USD
        580898.88000000
        0.144295381443
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Floating
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620MBQ8
        
          
        
        310000.00000000
        PA
        USD
        296780.09000000
        0.073720225267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31413DPP6
        
          
        
        910.37000000
        PA
        USD
        912.77000000
        0.000226732224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2020-1
        64034GAA8
        
          
        
        142380.82000000
        PA
        USD
        141345.23000000
        0.035110179379
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-03-26
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        Truist Financial Corp
        89788MAF9
        
          
        
        410000.00000000
        PA
        USD
        407420.28000000
        0.101203267443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-09
          Floating
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBV0
        
          
        
        1120000.00000000
        PA
        USD
        1109472.80000000
        0.275593233847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17328PAX1
        
          
        
        478825.53000000
        PA
        USD
        455038.63000000
        0.113031673752
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056AX5
        
          
        
        1030000.00000000
        PA
        USD
        1021724.74000000
        0.253796600690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-SOAR
        05608WAL8
        
          
        
        375000.00000000
        PA
        USD
        365355.26000000
        0.090754309259
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABR5
        
          
        
        470000.00000000
        PA
        USD
        442881.00000000
        0.110011716375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NNA2
        
          
        
        51186.92000000
        PA
        USD
        52553.89000000
        0.013054395291
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBN CO LTD
        2549007CRZ2NT7S96A24
        NBN Co Ltd
        62878U2A9
        
          
        
        1000000.00000000
        PA
        USD
        925357.20000000
        0.229858887222
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-05
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE & COMPANY
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199BH7
        
          
        
        195000.00000000
        PA
        USD
        193786.07000000
        0.048136493031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAK5
        
          
        
        600000.00000000
        PA
        USD
        582475.69000000
        0.144687061318
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2024-06-30
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV2
        92537HAB7
        
          
        
        233281.89000000
        PA
        USD
        233455.20000000
        0.057990311728
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254BY5
        
          
        
        220000.00000000
        PA
        USD
        210162.31000000
        0.052204353856
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-01-12
          Fixed
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-D
        63941HAA0
        
          
        
        240290.07000000
        PA
        USD
        233871.66000000
        0.058093760464
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RCV4
        
          
        
        435000.00000000
        PA
        USD
        435831.37000000
        0.108260587073
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-2
        92538FAA2
        
          
        
        238945.05000000
        PA
        USD
        230012.14000000
        0.057135055033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2022-GR1
        36266TAJ8
        
          
        
        1013710.59000000
        PA
        USD
        973489.09000000
        0.241814856955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hardee's Funding
        N/A
        Hardee's Funding LLC
        411707AD4
        
          
        
        303975.00000000
        PA
        USD
        305482.11000000
        0.075881808528
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2020-NQM1
        64830VAA1
        
          
        
        148786.84000000
        PA
        USD
        148006.99000000
        0.036764961706
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-26
          Variable
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-2
        85573HAA8
        
          
        
        240004.74000000
        PA
        USD
        234524.64000000
        0.058255960808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-A
        63941FAB2
        
          
        
        349885.46000000
        PA
        USD
        335996.23000000
        0.083461521171
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-15
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2A7
        
          
        
        490000.00000000
        PA
        USD
        451752.31000000
        0.112215351300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Bank Auto Credit-Linked Notes
        N/A
        Santander Bank NA - SBCLN
        80290CAE4
        
          
        
        215330.05000000
        PA
        USD
        211491.43000000
        0.052534507492
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEASEPLAN CORPORATION NV
        724500C60L930FVHS484
        LeasePlan Corp NV
        52206AAD2
        
          
        
        600000.00000000
        PA
        USD
        586101.47000000
        0.145587705692
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-10-24
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-VIEW
        05606GAA9
        
          
        
        255000.00000000
        PA
        USD
        251899.53000000
        0.062571886464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-06-15
          Floating
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2019-2 Receivables Funding LLC
        82652MAA8
        
          
        
        215966.17000000
        PA
        USD
        212707.28000000
        0.052836524841
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CZ9
        
          
        
        91000.00000000
        PA
        USD
        92116.87000000
        0.022881846310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAA8
        
          
        
        260000.00000000
        PA
        USD
        236976.28000000
        0.058864948604
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-29
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTINET INC
        549300O0QJWDBAS0QX03
        Fortinet Inc
        34959EAA7
        
          
        
        380000.00000000
        PA
        USD
        345794.78000000
        0.085895482672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AJ0
        
          
        
        865000.00000000
        PA
        USD
        880861.11000000
        0.218806050833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview MSR Opportunity Master Fund Trust 2021-INV2
        N/A
        Bayview MSR Opportunity Master Fund Trust 2021-INV2
        07336LAE3
        
          
        
        529497.67000000
        PA
        USD
        505780.36000000
        0.125635928189
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2051-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES LLC/CO-OBL
        N/A
        Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
        05724BAB5
        
          
        
        210000.00000000
        PA
        USD
        204974.84000000
        0.050915785418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELX Capital Inc
        2R15C3RTKJN1RCBOV146
        RELX Capital Inc
        74949LAB8
        
          
        
        270000.00000000
        PA
        USD
        272313.29000000
        0.067642667950
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Planet Fitness Master Issuer LLC
        549300NX9W3U2DO53T22
        Planet Fitness Master Issuer LLC
        72703PAB9
        
          
        
        820250.00000000
        PA
        USD
        815704.99000000
        0.202621259448
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-09-05
          Fixed
          4.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholesale Mortgage LLC
        N/A
        UWM Mortgage Trust 2021-INV5
        90355DAE3
        
          
        
        201326.41000000
        PA
        USD
        193217.89000000
        0.047995357022
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA4
        35564KNK1
        
          
        
        500000.00000000
        PA
        USD
        487425.70000000
        0.121076627496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Floating
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AG0
        
          
        
        385000.00000000
        PA
        USD
        374158.03000000
        0.092940918837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BP6
        
          
        
        320000.00000000
        PA
        USD
        312188.43000000
        0.077547659567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-03
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAE FUNDING LLC
        635400SZTPQL3Y1P2C76
        DAE Funding LLC
        23371DAJ3
        
          
        
        265000.00000000
        PA
        USD
        250293.55000000
        0.062172960757
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch Large Loan Inc
        N/A
        BAMLL Commercial Mortgage Securities Trust 2018-DSNY
        054967AA2
        
          
        
        460000.00000000
        PA
        USD
        454212.79000000
        0.112826534955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TSK2
        
          
        
        182845.05000000
        PA
        USD
        195223.54000000
        0.048493560826
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR ULTRA FUT JUN22
        000000000
        
          
        
        8.00000000
        NC
        USD
        -36941.08000000
        -0.00917617060
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                Ultra 10-Year US Treasury Note Futures
                UXYM2 COMDTY
              
            
            2022-06-21
            1120691.08000000
            USD
            -36941.08000000
          
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDD0
        
          
        
        14830000.00000000
        PA
        USD
        14414064.77000000
        3.580456161563
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVb Trust 2017-SPL4
        07331YAA8
        
          
        
        76801.72000000
        PA
        USD
        76304.29000000
        0.018953998725
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-01-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERYP9
        
          
        
        69200.98000000
        PA
        USD
        71368.92000000
        0.017728051971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AX8
        
          
        
        85000.00000000
        PA
        USD
        83803.20000000
        0.020816729256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-08
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2021-2
        262104AF9
        
          
        
        445000.00000000
        PA
        USD
        422829.30000000
        0.105030870655
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2022-1
        92538WAC1
        
          
        
        997762.92000000
        PA
        USD
        968179.35000000
        0.240495916628
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2020-PTB
        78449DAB2
        
          
        
        1162802.79000000
        PA
        USD
        1100055.39000000
        0.273253947587
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIG Commercial Mortgage Trust 2022-BIG
        N/A
        BIG Commercial Mortgage Trust 2022-BIG
        05551UAC9
        
          
        
        225000.00000000
        PA
        USD
        223377.75000000
        0.055487071419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207AZ8
        
          
        
        410000.00000000
        PA
        USD
        406986.62000000
        0.101095546225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-17
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335APZ5
        
          
        
        39240.72000000
        PA
        USD
        40004.38000000
        0.009937094854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300INMCHM7L5O6M41
        SMB Private Education Loan Trust 2018-B
        78449LAC2
        
          
        
        394388.64000000
        PA
        USD
        392259.18000000
        0.097437247603
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-15
          Floating
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-UBS5 Mortgage Trust
        12592KBC7
        
          
        
        630000.00000000
        PA
        USD
        633652.87000000
        0.157399481609
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-10
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654AS4
        
          
        
        140000.00000000
        PA
        USD
        140263.27000000
        0.034841420329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402QVG3
        
          
        
        1535.31000000
        PA
        USD
        1703.22000000
        0.000423080140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        UBS AG/London
        902674YK0
        
          
        
        280000.00000000
        PA
        USD
        265480.18000000
        0.065945322254
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-08-09
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAF5
        
          
        
        310000.00000000
        PA
        USD
        303689.73000000
        0.075436581029
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-3 Mortgage Loan Trust
        19688FAC9
        
          
        
        238401.06000000
        PA
        USD
        220742.91000000
        0.054832576711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-27
          Variable
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2022-1
        78433QAA3
        
          
        
        625000.00000000
        PA
        USD
        613099.13000000
        0.152293929067
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-03-27
          Variable
          3.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co., LLC
        N/A
        Galton Funding Mortgage Trust 2019-1
        36418WAG4
        
          
        
        68669.52000000
        PA
        USD
        68933.88000000
        0.017123187617
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-02-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-TY
        05592AAG5
        
          
        
        450000.00000000
        PA
        USD
        439857.59000000
        0.109260700812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC23 Mortgage Trust
        12636FBF9
        
          
        
        345468.58000000
        PA
        USD
        343496.82000000
        0.085324669013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Park Mortgage Trust
        N/A
        ONE 2021-PARK Mortgage Trust
        682413AE9
        
          
        
        405000.00000000
        PA
        USD
        389497.45000000
        0.096751233397
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-MEAD
        61771LAJ1
        
          
        
        480000.00000000
        PA
        USD
        449024.21000000
        0.111537690792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAV0
        
          
        
        1830000.00000000
        PA
        USD
        1858424.48000000
        0.461632959639
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA TRUST
        N/A
        MFA 2021-NQM2 Trust
        55283WAB7
        
          
        
        166254.14000000
        PA
        USD
        157232.11000000
        0.039056483096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-11-25
          Variable
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAP4
        
          
        
        85000.00000000
        PA
        USD
        85614.76000000
        0.021266721070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-06
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN UNION CO/THE
        28ID94QU1140NC23S047
        Western Union Co/The
        959802AY5
        
          
        
        570000.00000000
        PA
        USD
        563433.58000000
        0.139956997927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-10
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2017-1
        31574XAA6
        
          
        
        95163.99000000
        PA
        USD
        91408.58000000
        0.022705906952
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418UEL4
        
          
        
        45032.93000000
        PA
        USD
        48617.06000000
        0.012076486044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV3
        92537MAE0
        
          
        
        209821.90000000
        PA
        USD
        209540.26000000
        0.052049836530
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-4
        89173UAA5
        
          
        
        95732.36000000
        PA
        USD
        95039.23000000
        0.023607761035
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300ZAGI6FKGY8O078
        CSAIL 2015-C3 Commercial Mortgage Trust
        12635FAT1
        
          
        
        305000.00000000
        PA
        USD
        306620.07000000
        0.076164477987
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2020-1
        85573AAB1
        
          
        
        208100.21000000
        PA
        USD
        203510.54000000
        0.050552053047
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149YBH0
        
          
        
        310000.00000000
        PA
        USD
        310139.84000000
        0.077038789459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC
        78448TAE2
        
          
        
        200000.00000000
        PA
        USD
        199045.01000000
        0.049442814629
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-04-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-1W LLC
        55389TAC5
        
          
        
        144393.02000000
        PA
        USD
        136783.46000000
        0.033977034928
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-22
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAJ9
        
          
        
        270000.00000000
        PA
        USD
        264810.60000000
        0.065778998467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-E
        63942EAA6
        
          
        
        245610.22000000
        PA
        USD
        231193.64000000
        0.057428539836
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        InTown Hotel Portfolio Trust
        N/A
        InTown Hotel Portfolio Trust 2018-STAY
        46117MAA2
        
          
        
        115000.00000000
        PA
        USD
        114524.54000000
        0.028447915382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BN8
        
          
        
        385000.00000000
        PA
        USD
        385609.65000000
        0.095785503210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2017-1
        31574XAC2
        
          
        
        78916.51000000
        PA
        USD
        75709.70000000
        0.018806302467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-1
        89172EBJ2
        
          
        
        13023.94000000
        PA
        USD
        13041.71000000
        0.003239563001
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AZ7
        
          
        
        640000.00000000
        PA
        USD
        637856.46000000
        0.158443654086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2021-B
        80286DAG3
        
          
        
        440000.00000000
        PA
        USD
        414359.13000000
        0.102926878974
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-D
        63941CAB9
        
          
        
        249382.14000000
        PA
        USD
        246234.89000000
        0.061164788916
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2020-1 LLC
        N/A
        MVW 2020-1 LLC
        55400EAB5
        
          
        
        223917.92000000
        PA
        USD
        218773.16000000
        0.054343290473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-20
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-4
        80286WAF3
        
          
        
        400000.00000000
        PA
        USD
        395460.36000000
        0.098232421264
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fund
        N/A
        Bayview MSR Opportunity Master Fund Trust 2021-INV5
        07336JAH1
        
          
        
        389765.12000000
        PA
        USD
        373383.99000000
        0.092748647169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620MBP0
        
          
        
        650000.00000000
        PA
        USD
        638324.45000000
        0.158559902882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617G1SL3
        
          
        
        83316.23000000
        PA
        USD
        85360.31000000
        0.021203515647
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCXQ4
        
          
        
        24574.68000000
        PA
        USD
        25538.50000000
        0.006343767781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CUA0
        
          
        
        352367.94000000
        PA
        USD
        356488.42000000
        0.088551784682
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOR ENERGY INC
        549300W70ZOQDVLCHY06
        Suncor Energy Inc
        867224AC1
        
          
        
        395000.00000000
        PA
        USD
        395582.80000000
        0.098262835381
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-05-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBK1
        
          
        
        890000.00000000
        PA
        USD
        858854.97000000
        0.213339721882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCD1
        
          
        
        2250000.00000000
        PA
        USD
        2204033.20000000
        0.547482224976
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDE1
        
          
        
        195000.00000000
        PA
        USD
        197511.60000000
        0.049061915322
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABC0
        
          
        
        228000.00000000
        PA
        USD
        228703.60000000
        0.056810013473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAC9
        
          
        
        425000.00000000
        PA
        USD
        448558.88000000
        0.111422102741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-31
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAA4
        
          
        
        45571.44000000
        PA
        USD
        45597.06000000
        0.011326317526
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AD8
        
          
        
        1370000.00000000
        PA
        USD
        1401712.29000000
        0.348185573296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEA5
        
          
        
        6085000.00000000
        PA
        USD
        5996339.66000000
        1.489491800200
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAM6
        
          
        
        145000.00000000
        PA
        USD
        148219.76000000
        0.036817813810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-04
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149YAY4
        
          
        
        395000.00000000
        PA
        USD
        397735.39000000
        0.098797539106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Extended Stay America Trust
        N/A
        Extended Stay America Trust 2021-ESH
        30227FAG5
        
          
        
        477063.91000000
        PA
        USD
        470175.11000000
        0.116791577981
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Floating
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AJ5
        
          
        
        100000.00000000
        PA
        USD
        104663.80000000
        0.025998505874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XHT4
        
          
        
        13414.74000000
        PA
        USD
        13305.81000000
        0.003305165486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Floating
          1.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-E
        63941MAB7
        
          
        
        407709.83000000
        PA
        USD
        401589.45000000
        0.099754888271
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-05-15
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4GD2
        
          
        
        379716.16000000
        PA
        USD
        428993.09000000
        0.106561957148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-7
        92538QAA8
        
          
        
        964392.30000000
        PA
        USD
        911033.92000000
        0.226300982013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDR9
        
          
        
        4125000.00000000
        PA
        USD
        4018007.81000000
        0.998073829282
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X6M85
        
          
        
        212986.75000000
        PA
        USD
        215194.44000000
        0.053454335812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANASONIC CORP
        254900GE1G59KGWPHX32
        Panasonic Corp
        69832AAA4
        
          
        
        335000.00000000
        PA
        USD
        335451.26000000
        0.083326150529
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-19
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0BK4
        
          
        
        71972.25000000
        PA
        USD
        73052.29000000
        0.018146201367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Floating
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 B PTT
        N/A
        United Airlines 2019-2 Class B Pass Through Trust
        90932KAA7
        
          
        
        150405.55000000
        PA
        USD
        135882.31000000
        0.033753189114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATX Corp
        549300IHYHCQP2PIR591
        GATX Corp
        361448BD4
        
          
        
        547000.00000000
        PA
        USD
        558881.86000000
        0.138826349898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        54930001DQI1CFLYVB48
        Symphony CLO XXIII Ltd
        87167NDC6
        
          
        
        1045000.00000000
        PA
        USD
        1035242.58000000
        0.257154434465
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-15
          Floating
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AX2
        
          
        
        560000.00000000
        PA
        USD
        530191.55000000
        0.131699671972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300L8K4CLYS7FCQ06
        Freddie Mac STACR Trust 2018-DNA2
        35563TAK7
        
          
        
        454438.55000000
        PA
        USD
        452644.70000000
        0.112437021130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Floating
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        685000.00000000
        PA
        USD
        656504.25000000
        0.163075768321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Stacr Trust 2018-HQA2
        35563XAA0
        
          
        
        30676.51000000
        PA
        USD
        30650.08000000
        0.007613485129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-25
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2017-1
        553896AA9
        
          
        
        166493.94000000
        PA
        USD
        165784.73000000
        0.041180955371
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-12-20
          Fixed
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2B5
        
          
        
        525000.00000000
        PA
        USD
        499901.62000000
        0.124175648164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-06
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST BANK
        JJKC32MCHWDI71265Z06
        Truist Bank
        86787EBE6
        
          
        
        480000.00000000
        PA
        USD
        480532.51000000
        0.119364357918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-17
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA HYDRO & NUCLEAR PO
        9884008CRY5MLCN8OQ43
        Korea Hydro & Nuclear Power Co Ltd
        50064YAP8
        
          
        
        795000.00000000
        PA
        USD
        740760.58000000
        0.184005055147
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2026-04-27
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Booking Holdings Inc
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        741503BB1
        
          
        
        150000.00000000
        PA
        USD
        150852.80000000
        0.037471861398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAM0
        
          
        
        645000.00000000
        PA
        USD
        592042.33000000
        0.147063416335
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-12
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FirstEnergy Corp
        549300SVYJS666PQJH88
        FirstEnergy Corp
        337932AG2
        
          
        
        320000.00000000
        PA
        USD
        319600.00000000
        0.079388694826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-4
        03463UAC1
        
          
        
        62860.68000000
        PA
        USD
        62778.29000000
        0.015594138005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-26
          Variable
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAM5
        
          
        
        200000.00000000
        PA
        USD
        199501.21000000
        0.049556134787
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-15
          Fixed
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAH0
        
          
        
        485000.00000000
        PA
        USD
        472152.78000000
        0.117282831548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-05
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXXVII Ltd
        55817EAN6
        
          
        
        450000.00000000
        PA
        USD
        445813.55000000
        0.110740162298
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAD5
        
          
        
        270000.00000000
        PA
        USD
        266200.67000000
        0.066124292094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd
        03880KAA2
        
          
        
        640000.00000000
        PA
        USD
        632310.91000000
        0.157066138515
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-08-15
          Floating
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CB5
        
          
        
        690000.00000000
        PA
        USD
        679174.58000000
        0.168707082182
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAK1
        
          
        
        355000.00000000
        PA
        USD
        359795.79000000
        0.089373335958
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R2
        92538DAA7
        
          
        
        249814.01000000
        PA
        USD
        244628.42000000
        0.060765741493
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-02-25
          Variable
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        CarMax Auto Owner Trust 2020-4
        14316HAG7
        
          
        
        300000.00000000
        PA
        USD
        284996.55000000
        0.070793191910
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        Park Aerospace Holdings Ltd
        70014LAC4
        
          
        
        525000.00000000
        PA
        USD
        528732.09000000
        0.131337141858
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A0UA1
        
          
        
        100983.79000000
        PA
        USD
        100187.57000000
        0.024886609574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622AABW3
        
          
        
        154582.13000000
        PA
        USD
        173506.90000000
        0.043099143724
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-09-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2R3
        
          
        
        410000.00000000
        PA
        USD
        405079.54000000
        0.100621827226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avnet Inc
        XJI53DCPL7QABOWK4Z75
        Avnet Inc
        053807AR4
        
          
        
        180000.00000000
        PA
        USD
        183435.72000000
        0.045565464315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-6
        03465AAA7
        
          
        
        159546.35000000
        PA
        USD
        156304.66000000
        0.038826104357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202FVG8
        
          
        
        213101.09000000
        PA
        USD
        226891.44000000
        0.056359872618
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        Toronto-Dominion Bank/The
        89114QCQ9
        
          
        
        1015000.00000000
        PA
        USD
        976740.70000000
        0.242622557437
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-04
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2020-A
        80286KAG7
        
          
        
        320000.00000000
        PA
        USD
        318508.83000000
        0.079117648011
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-20
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PSMC Trust
        N/A
        PSMC 2021-1 Trust
        693650AL7
        
          
        
        790454.98000000
        PA
        USD
        755738.20000000
        0.187725498524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2020-REV2
        34532JAC8
        
          
        
        310000.00000000
        PA
        USD
        287949.33000000
        0.071526662968
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMJ8
        
          
        
        1060000.00000000
        PA
        USD
        1026102.43000000
        0.254884019637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-25
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AFW3
        
          
        
        1109.14000000
        PA
        USD
        1118.05000000
        0.000277723811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AB6
        
          
        
        325000.00000000
        PA
        USD
        312206.99000000
        0.077552269874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-10
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JDE PEET'S NV
        724500EHG519SE5ZRT89
        JDE Peet's NV
        47216QAA1
        
          
        
        295000.00000000
        PA
        USD
        276800.89000000
        0.068757388560
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-09-24
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBZ1
        
          
        
        1935000.00000000
        PA
        USD
        1921615.62000000
        0.477329649656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654AT2
        
          
        
        170000.00000000
        PA
        USD
        169390.81000000
        0.042076706262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Floating
          0.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        Royalty Pharma PLC
        78081BAG8
        
          
        
        425000.00000000
        PA
        USD
        412620.01000000
        0.102494881267
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GYJX8
        
          
        
        63300.40000000
        PA
        USD
        63983.91000000
        0.015893614220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        N/A
        Symphony CLO XXVI Ltd
        87190GAC5
        
          
        
        285000.00000000
        PA
        USD
        282862.50000000
        0.070263093524
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Floating
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AC1
        
          
        
        123373.10000000
        PA
        USD
        121127.19000000
        0.030088014775
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2022-R01
        20754LAA7
        
          
        
        412489.27000000
        PA
        USD
        408314.01000000
        0.101425270129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBL8
        
          
        
        330000.00000000
        PA
        USD
        322577.27000000
        0.080128249205
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-02-14
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2020-B
        802830AR0
        
          
        
        650000.00000000
        PA
        USD
        633201.14000000
        0.157287271800
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2020-CBM Mortgage Trust
        20049AAG3
        
          
        
        235000.00000000
        PA
        USD
        223755.53000000
        0.055580912036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XQA5
        
          
        
        173938.36000000
        PA
        USD
        173759.59000000
        0.043161911964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Floating
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ3A6
        
          
        
        351959.92000000
        PA
        USD
        356746.33000000
        0.088615849570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        435000.00000000
        PA
        USD
        417677.63000000
        0.103751194943
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31368HNV1
        
          
        
        51822.22000000
        PA
        USD
        55095.49000000
        0.013685729167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-1 LLC
        29374AAB0
        
          
        
        9809.68000000
        PA
        USD
        9819.14000000
        0.002439076060
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-20
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE19 Mortgage Trust
        12592GAG8
        
          
        
        185000.00000000
        PA
        USD
        173793.57000000
        0.043170352601
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Variable
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BG6
        
          
        
        360000.00000000
        PA
        USD
        356885.97000000
        0.088650536170
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-23
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2019-4
        14315WAE0
        
          
        
        345000.00000000
        PA
        USD
        342635.58000000
        0.085110736850
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        11156801.37000000
        NS
        USD
        11156801.37000000
        2.771351374228
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAG5
        
          
        
        250000.00000000
        PA
        USD
        255503.06000000
        0.063467003934
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERISOURCEBERGEN CORP
        AI8GXW8LG5WK7E9UD086
        AmerisourceBergen Corp
        03073EAS4
        
          
        
        1050000.00000000
        PA
        USD
        1034534.71000000
        0.256978599435
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERRIGO CO PLC
        549300IFOQS6R1QLY196
        Perrigo Co PLC
        714294AD7
        
          
        
        200000.00000000
        PA
        USD
        205213.30000000
        0.050975018923
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHC Commercial Mortgage Trust
        N/A
        MHC Trust 2021-MHC2
        55293AAG2
        
          
        
        380000.00000000
        PA
        USD
        369387.32000000
        0.091755873655
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-05-15
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden State Tobacco Securitization Corp
        N/A
        GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT
        38122NC34
        
          
        
        435000.00000000
        PA
        USD
        423103.92000000
        0.105099086310
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2T0
        
          
        
        615000.00000000
        PA
        USD
        578779.40000000
        0.143768902248
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-20
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-5
        89176VAK8
        
          
        
        296600.35000000
        PA
        USD
        297723.66000000
        0.073954608217
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-07-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FV3
        
          
        
        395000.00000000
        PA
        USD
        378345.31000000
        0.093981039908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-13
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust
        98163MAG3
        
          
        
        225000.00000000
        PA
        USD
        220577.72000000
        0.054791543487
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-17
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAK3
        
          
        
        530000.00000000
        PA
        USD
        502331.08000000
        0.124779126445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAP0
        
          
        
        600000.00000000
        PA
        USD
        600390.02000000
        0.149136983963
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-03-24
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617N3MD5
        
          
        
        52694.95000000
        PA
        USD
        53994.18000000
        0.013412163574
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYVIEW OPPORTUNITY MASTER FUND TRUST
        N/A
        Bayview Opportunity Master Fund IVa Trust 2017-SPL5
        07331UAA6
        
          
        
        221289.91000000
        PA
        USD
        220212.18000000
        0.054700743288
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-06-28
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAA1
        
          
        
        560000.00000000
        PA
        USD
        548456.94000000
        0.136236797982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-05
          Fixed
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SES SA
        5493008JPA4HYMH1HX51
        SES SA
        78413HAA7
        
          
        
        555000.00000000
        PA
        USD
        558090.18000000
        0.138629696450
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-04-04
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAU9
        
          
        
        770000.00000000
        PA
        USD
        727195.02000000
        0.180635367716
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-10-29
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAE3
        
          
        
        365000.00000000
        PA
        USD
        342225.08000000
        0.085008768579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABE6
        
          
        
        865000.00000000
        PA
        USD
        862178.05000000
        0.214165175524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAL7
        
          
        
        780000.00000000
        PA
        USD
        788495.62000000
        0.195862447272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Austin Fairmont Hotel Trust
        N/A
        Austin Fairmont Hotel Trust 2019-FAIR
        05223HAA0
        
          
        
        545000.00000000
        PA
        USD
        539215.42000000
        0.133941202829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-15
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-3
        80285WAE7
        
          
        
        480345.88000000
        PA
        USD
        479582.37000000
        0.119128342979
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kubota Credit Owner Trust
        N/A
        Kubota Credit Owner Trust 2020-1
        50117WAC8
        
          
        
        148687.07000000
        PA
        USD
        148521.85000000
        0.036892853018
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          1.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300O8WGQU5B6HEB94
        CIFC Funding 2014-II-R Ltd
        12548RAB0
        
          
        
        915000.00000000
        PA
        USD
        910836.75000000
        0.226252004951
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-24
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BC6
        
          
        
        200000.00000000
        PA
        USD
        200064.78000000
        0.049696125672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-03
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RCU6
        
          
        
        425000.00000000
        PA
        USD
        426567.53000000
        0.105959447628
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XMZ4
        
          
        
        537368.35000000
        PA
        USD
        531730.60000000
        0.132081972257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Floating
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA1
        35564KBK4
        
          
        
        264511.57000000
        PA
        USD
        263105.21000000
        0.065355379299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-5
        92538KAC7
        
          
        
        271628.66000000
        PA
        USD
        250065.55000000
        0.062116325518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6C66
        
          
        
        66678.77000000
        PA
        USD
        71723.84000000
        0.017816214160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2021-2
        03066RAF2
        
          
        
        575000.00000000
        PA
        USD
        536221.37000000
        0.133197480295
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-18
          Fixed
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2021-3
        31573JAA8
        
          
        
        259911.31000000
        PA
        USD
        237471.84000000
        0.058988045793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2020-RR1 Trust
        949796AS5
        
          
        
        46657.91000000
        PA
        USD
        45447.42000000
        0.011289146924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        N/A
        Wells Fargo Commercial Mortgage Trust 2015-NXS2
        94989MAB5
        
          
        
        123873.07000000
        PA
        USD
        123534.70000000
        0.030686040672
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-07-15
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2021-2 Ltd
        26982AAA2
        
          
        
        255000.00000000
        PA
        USD
        253568.35000000
        0.062986421638
        Long
        ABS-MBS
        CORP
        BM
        N
        
        2
        
          2034-04-25
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAA6
        
          
        
        640000.00000000
        PA
        USD
        636476.58000000
        0.158100891657
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-21
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAC5
        
          
        
        205000.00000000
        PA
        USD
        196678.61000000
        0.048855000463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Securitized Term Auto Receivables Tr
        N/A
        GM Financial Consumer Automobile Receivables Trust 2020-4
        36260KAF1
        
          
        
        225000.00000000
        PA
        USD
        216456.62000000
        0.053767861540
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-18
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAL3
        
          
        
        775000.00000000
        PA
        USD
        779986.75000000
        0.193748842504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-06
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-C
        80284NAH1
        
          
        
        425000.00000000
        PA
        USD
        426525.28000000
        0.105948952721
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-20
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AY0
        
          
        
        1550000.00000000
        PA
        USD
        1607367.25000000
        0.399270300639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-5
        03464WAB8
        
          
        
        118227.17000000
        PA
        USD
        116093.13000000
        0.028837553407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        Flagstar Mortgage Trust 2020-1NV
        33851YAL0
        
          
        
        125085.26000000
        PA
        USD
        124456.89000000
        0.030915112826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-25
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2021-HP1
        36262RAF4
        
          
        
        317738.47000000
        PA
        USD
        304941.39000000
        0.075747493587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO Ltd
        254900M77QLN2EBJHE11
        OCP CLO 2017-13 Ltd
        67097LAM8
        
          
        
        760000.00000000
        PA
        USD
        752618.53000000
        0.186950571961
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAN0
        
          
        
        475000.00000000
        PA
        USD
        435863.79000000
        0.108268640207
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APTIV PLC / APTIV CORP
        N/A
        Aptiv PLC / Aptiv Corp
        00217GAA1
        
          
        
        130000.00000000
        PA
        USD
        126635.52000000
        0.031456284891
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2025-02-18
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-1 Mortgage Loan Trust
        19688EAB4
        
          
        
        330939.29000000
        PA
        USD
        303719.53000000
        0.075443983354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fiserv Inc
        GI7UBEJLXYLGR2C7GV83
        Fiserv Inc
        337738AQ1
        
          
        
        470000.00000000
        PA
        USD
        477292.57000000
        0.118559556266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        Wells Fargo Mortgage Backed Securities 2021-RR1 Trust
        95003JAC9
        
          
        
        675248.57000000
        PA
        USD
        644308.68000000
        0.160046386641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CM8
        
          
        
        268000.00000000
        PA
        USD
        269987.97000000
        0.067065058063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-26
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300XC4C7GRVLU6076
        SMB Private Education Loan Trust 2014-A
        784456AD7
        
          
        
        488474.94000000
        PA
        USD
        491391.58000000
        0.122061752768
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-04-15
          Floating
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JJC3
        
          
        
        13548.10000000
        PA
        USD
        14785.57000000
        0.003672738124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332AY8
        
          
        
        235000.00000000
        PA
        USD
        237494.77000000
        0.058993741609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DE7
        
          
        
        150000.00000000
        PA
        USD
        149505.21000000
        0.037137119811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QORVO INC
        254900YAUJV2EUEVBR11
        Qorvo Inc
        74739DAA2
        
          
        
        275000.00000000
        PA
        USD
        262314.25000000
        0.065158904699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAV9
        
          
        
        505000.00000000
        PA
        USD
        483362.92000000
        0.120067432247
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-02-27
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KCU1
        
          
        
        193899.32000000
        PA
        USD
        192527.31000000
        0.047823816831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-25
          Floating
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2019-2 LLC
        55400DAB7
        
          
        
        97612.86000000
        PA
        USD
        94489.61000000
        0.023471235333
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-10-20
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBD6
        
          
        
        205000.00000000
        PA
        USD
        204784.37000000
        0.050868472638
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-02-17
          Floating
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GM Financial Automobile Leasing Trust
        N/A
        GM Financial Automobile Leasing Trust 2020-2
        36259PAG1
        
          
        
        265000.00000000
        PA
        USD
        266208.85000000
        0.066126324007
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523AF7
        
          
        
        179000.00000000
        PA
        USD
        181613.20000000
        0.045112750035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300WFCL37N4TDUR08
        Magnetite XXV Ltd
        55955GAA1
        
          
        
        655000.00000000
        PA
        USD
        652180.16000000
        0.162001663623
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-25
          Floating
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB Finance Ltd
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
        
        880000.00000000
        PA
        USD
        883080.00000000
        0.219357223490
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-03-28
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        Mondelez International Inc
        609207BA2
        
          
        
        415000.00000000
        PA
        USD
        404931.87000000
        0.100585145973
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-17
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859BA9
        
          
        
        150000.00000000
        PA
        USD
        150974.49000000
        0.037502089215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC Bank NA
        AD6GFRVSDT01YPT1CS68
        PNC Bank NA
        69349LAK4
        
          
        
        335000.00000000
        PA
        USD
        337710.16000000
        0.083887261677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXL3
        
          
        
        115000.00000000
        PA
        USD
        113538.04000000
        0.028202868613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-17
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202ENN5
        
          
        
        49641.31000000
        PA
        USD
        55081.60000000
        0.013682278889
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-06-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        5493000WWM0GGYYSIJ83
        KKR CLO 29 Ltd
        48254GAA4
        
          
        
        1000000.00000000
        PA
        USD
        995734.83000000
        0.247340702587
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Simon Property Group LP
        MR92GTD0MJTTTTQDVG45
        Simon Property Group LP
        828807CS4
        
          
        
        450000.00000000
        PA
        USD
        455203.91000000
        0.113072729333
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402CVW9
        
          
        
        41925.73000000
        PA
        USD
        46346.88000000
        0.011512572942
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-3
        80287EAF2
        
          
        
        560000.00000000
        PA
        USD
        536214.56000000
        0.133195788690
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM1 Trust
        67114BAA5
        
          
        
        445314.63000000
        PA
        USD
        431175.94000000
        0.107104177463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB Group PLC
        635400AKJBGNS5WNQL34
        AIB Group PLC
        00135TAA2
        
          
        
        600000.00000000
        PA
        USD
        610349.12000000
        0.151610826111
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2017-A
        43283AAA3
        
          
        
        470122.97000000
        PA
        USD
        469704.75000000
        0.116674740476
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3J8
        
          
        
        1165000.00000000
        PA
        USD
        1146897.81000000
        0.284889612751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NBK0
        
          
        
        275000.00000000
        PA
        USD
        271443.43000000
        0.067426594577
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-02-16
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galton Funding Mortgage Trust 2020-H1
        N/A
        Galton Funding Mortgage Trust 2020-H1
        36418HAD4
        
          
        
        285000.00000000
        PA
        USD
        272586.48000000
        0.067710528393
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Mortgage Capital Acceptance Trust
        N/A
        Mello Mortgage Capital Acceptance 2021-INV3
        585491AF0
        
          
        
        444612.21000000
        PA
        USD
        424476.26000000
        0.105439975801
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARVELL TECHNOLOGY INC
        N/A
        Marvell Technology Inc
        573874AL8
        
          
        
        590000.00000000
        PA
        USD
        599481.91000000
        0.148911409283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-22
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        86959LAH6
        
          
        
        400000.00000000
        PA
        USD
        368603.16000000
        0.091561088176
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-06-11
          Fixed
          1.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EJ4B1
        
          
        
        88628.35000000
        PA
        USD
        97951.34000000
        0.024331129659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JLY73
        
          
        
        15701.68000000
        PA
        USD
        16043.45000000
        0.003985195732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AA8
        
          
        
        200000.00000000
        PA
        USD
        196884.71000000
        0.048906195739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAE6
        
          
        
        515000.00000000
        PA
        USD
        509692.67000000
        0.126607746664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBH4
        
          
        
        725000.00000000
        PA
        USD
        728241.68000000
        0.180895358239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAE4
        
          
        
        266874.97000000
        PA
        USD
        265369.72000000
        0.065917883971
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO Residential Funding Trust
        N/A
        BRAVO Residential Funding Trust 2021-NQM3
        105690AA9
        
          
        
        446115.13000000
        PA
        USD
        435419.12000000
        0.108158184103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-04-25
          Variable
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Omni Auto Receivables Trust
        N/A
        World Omni Auto Receivables Trust 2022-A
        98164GAF7
        
          
        
        325000.00000000
        PA
        USD
        317111.54000000
        0.078770560935
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXZ2
        
          
        
        335000.00000000
        PA
        USD
        327883.79000000
        0.081446389683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EU4G1
        
          
        
        233095.69000000
        PA
        USD
        236555.14000000
        0.058760337356
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER PARTNERS
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RAS8
        
          
        
        175000.00000000
        PA
        USD
        176008.38000000
        0.043720511785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NatWest Group PLC
        780097BD2
        
          
        
        520000.00000000
        PA
        USD
        525324.74000000
        0.130490755534
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        96950FAJ3
        
          
        
        95000.00000000
        PA
        USD
        95158.21000000
        0.023637315688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        NLT 2021-INV2 Trust
        62917JAA8
        
          
        
        1016770.11000000
        PA
        USD
        952459.20000000
        0.236591028671
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2019-NQM5
        64830PAA4
        
          
        
        183186.40000000
        PA
        USD
        182262.77000000
        0.045274103334
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523BV1
        
          
        
        320000.00000000
        PA
        USD
        321811.41000000
        0.079938009449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-1
        03067DAG0
        
          
        
        315000.00000000
        PA
        USD
        307316.77000000
        0.076337538387
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-18
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mill City Mortgage Trust
        N/A
        Mill City Mortgage Loan Trust 2017-2
        59980AAA5
        
          
        
        79080.81000000
        PA
        USD
        79111.31000000
        0.019651262975
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254AJ9
        
          
        
        1000000.00000000
        PA
        USD
        1005013.19000000
        0.249645448803
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-11
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabian Oil Co
        5586006WD91QHB7J4X50
        Saudi Arabian Oil Co
        80414L2A2
        
          
        
        805000.00000000
        PA
        USD
        805135.24000000
        0.199995731734
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2022-04-16
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINOR ASA
        OW6OFBNCKXC4US5C7523
        Equinor ASA
        29446MAD4
        
          
        
        880000.00000000
        PA
        USD
        880082.84000000
        0.218612728431
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2025-04-06
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAA6
        
          
        
        245000.00000000
        PA
        USD
        245787.24000000
        0.061053592580
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-06-18
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AG6
        
          
        
        170000.00000000
        PA
        USD
        172767.14000000
        0.042915387213
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468T9
        
          
        
        640000.00000000
        PA
        USD
        632559.26000000
        0.157127828697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-10
          Fixed
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        Citigroup Mortgage Loan Trust 2019-IMC1
        17328BAA2
        
          
        
        75697.04000000
        PA
        USD
        74926.51000000
        0.018611757937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418C4X9
        
          
        
        211502.23000000
        PA
        USD
        219947.25000000
        0.054634934631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPEDIA GROUP INC
        N/A
        Expedia Group Inc
        30212PBJ3
        
          
        
        565000.00000000
        PA
        USD
        569671.94000000
        0.141506607621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAA3
        
          
        
        660000.00000000
        PA
        USD
        650086.23000000
        0.161481531052
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-03-03
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBL8
        
          
        
        745000.00000000
        PA
        USD
        742230.21000000
        0.184370111491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARLEY-DAVIDSON FINL SER
        RLUFFFFW4GRYU77BTS24
        Harley-Davidson Financial Services Inc
        41283LAQ8
        
          
        
        210000.00000000
        PA
        USD
        210142.52000000
        0.052199438017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-09
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FIN GRP CAYMAN 2
        5493005X5HKEZQSVVC05
        Mizuho Financial Group Cayman 2 Ltd
        000000000
        
          
        
        930000.00000000
        PA
        USD
        934752.30000000
        0.232192631674
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-07-18
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17328PAQ6
        
          
        
        344754.38000000
        PA
        USD
        329553.06000000
        0.081861036637
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RAY5
        
          
        
        425000.00000000
        PA
        USD
        436294.83000000
        0.108375710617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO DEL ESTADO -CHILE
        5493004R4EJC0W0XVQ72
        Banco del Estado de Chile
        05965MAG8
        
          
        
        260000.00000000
        PA
        USD
        257659.93000000
        0.064002770812
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2025-01-09
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONSLOW BAY FINANCIAL LLC
        N/A
        OBX 2021-NQM3 Trust
        67114JAA8
        
          
        
        246811.52000000
        PA
        USD
        231519.05000000
        0.057509371736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXIII Ltd
        55820TAJ7
        
          
        
        715000.00000000
        PA
        USD
        708659.57000000
        0.176031158756
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-27
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCL AMERICA INC
        549300CBM0L7W7N2EB94
        HCL America Inc
        40480HAA5
        
          
        
        1000000.00000000
        PA
        USD
        915548.54000000
        0.227422414396
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-10
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBD5
        
          
        
        725000.00000000
        PA
        USD
        695127.76000000
        0.172669854831
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Slide 2018-Fun
        N/A
        SLIDE 2018-FUN
        831350AL7
        
          
        
        354771.26000000
        PA
        USD
        347593.10000000
        0.086342185668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-06-15
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C23
        46643ABE2
        
          
        
        540000.00000000
        PA
        USD
        547042.90000000
        0.135885550203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receivables Trust
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282YAG1
        
          
        
        450000.00000000
        PA
        USD
        423220.05000000
        0.105127933022
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP2 Trust
        67448VAF7
        
          
        
        243525.12000000
        PA
        USD
        239973.01000000
        0.059609336850
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165BAD5
        
          
        
        1130000.00000000
        PA
        USD
        1145765.20000000
        0.284608272233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2021-3
        31573JAC4
        
          
        
        194933.48000000
        PA
        USD
        177853.00000000
        0.044178715710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2019-2
        31573TAC2
        
          
        
        75355.65000000
        PA
        USD
        74065.96000000
        0.018397997169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-3
        03465EAA9
        
          
        
        280824.06000000
        PA
        USD
        265109.82000000
        0.065853324766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-05-25
          Variable
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335CHF4
        
          
        
        52527.17000000
        PA
        USD
        57261.49000000
        0.014223763939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFL3
        
          
        
        270000.00000000
        PA
        USD
        258080.28000000
        0.064107185825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        25490017VKY7XEFZL303
        Dryden 86 CLO Ltd
        26245XAL1
        
          
        
        610000.00000000
        PA
        USD
        600895.22000000
        0.149262475730
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-17
          Floating
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        Public Storage
        74460WAB3
        
          
        
        280000.00000000
        PA
        USD
        279936.13000000
        0.069536182714
        Long
        DBT
        
        US
        N
        
        2
        
          2024-04-23
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCP Trust
        N/A
        BCP Trust 2021-330N
        05553BAA3
        
          
        
        290000.00000000
        PA
        USD
        283842.49000000
        0.070506523208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELARA HGV TIMESHARE ISSUER
        N/A
        Elara HGV Timeshare Issuer 2017-A LLC
        28416DAA8
        
          
        
        47479.96000000
        PA
        USD
        47438.64000000
        0.011783766313
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBA1
        
          
        
        1120000.00000000
        PA
        USD
        1089717.07000000
        0.270685907126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AT2Z4
        
          
        
        311533.89000000
        PA
        USD
        305948.46000000
        0.075997649948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAN0
        
          
        
        440000.00000000
        PA
        USD
        432833.24000000
        0.107515851067
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2022-3 Mortgage Loan Trust
        12659YAA2
        
          
        
        980000.00000000
        PA
        USD
        978258.83000000
        0.242999661189
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust 2021-2
        30165XAE5
        
          
        
        265000.00000000
        PA
        USD
        258356.50000000
        0.064175798920
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MHSU1
        
          
        
        21046.95000000
        PA
        USD
        21590.73000000
        0.005363141035
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        Enel Finance International NV
        29278GAL2
        
          
        
        795000.00000000
        PA
        USD
        783069.51000000
        0.194514600617
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-09-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navistar Financial Dealer Note Master Trust
        N/A
        Navistar Financial Dealer Note Master Trust
        63938PBM0
        
          
        
        395000.00000000
        PA
        USD
        395184.78000000
        0.098163967144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-25
          Floating
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAS7
        
          
        
        200000.00000000
        PA
        USD
        191714.82000000
        0.047621994176
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-04-24
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP1 Trust
        67448TAP0
        
          
        
        184761.20000000
        PA
        USD
        180511.86000000
        0.044839176990
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS Commercial Mortgage Trust
        549300QGM7D5K3CV2643
        WFRBS Commercial Mortgage Trust 2014-LC14
        96221TAE7
        
          
        
        325000.00000000
        PA
        USD
        328781.41000000
        0.081669358645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust 2021-2
        24381WAA6
        
          
        
        151025.52000000
        PA
        USD
        142050.75000000
        0.035285430668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-B
        80281GAG1
        
          
        
        305000.00000000
        PA
        USD
        305443.35000000
        0.075872180538
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-08-21
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MF1 Multifamily Housing Mortgage Loan Trust
        N/A
        MF1 2021-FL7 Ltd
        55284AAA6
        
          
        
        465000.00000000
        PA
        USD
        457787.57000000
        0.113714510920
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-10-16
          Floating
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300Z3WHVYABE20I45
        Magnetite XVI Ltd
        55953RAL5
        
          
        
        899648.45000000
        PA
        USD
        893350.91000000
        0.221908519296
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-18
          Floating
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE FINANCIAL LIFE
        635400B4JJBON4TCHF02
        Equitable Financial Life Global Funding
        29449WAG2
        
          
        
        1145000.00000000
        PA
        USD
        1124607.88000000
        0.279352790315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4T22
        
          
        
        27487.57000000
        PA
        USD
        29002.80000000
        0.007204300495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BL9
        
          
        
        70000.00000000
        PA
        USD
        70256.77000000
        0.017451793720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galton Funding Mortgage Trust 2020-H1
        N/A
        Galton Funding Mortgage Trust 2020-H1
        36418HAA0
        
          
        
        12819.81000000
        PA
        USD
        12731.90000000
        0.003162606144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
        46652RAG9
        
          
        
        540000.00000000
        PA
        USD
        525068.08000000
        0.130427001146
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-15
          Floating
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAP5
        
          
        
        1010000.00000000
        PA
        USD
        1012148.05000000
        0.251417749251
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-16
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boral Finance Pty Ltd
        549300X2TYFVNPM0UT91
        Boral Finance Pty Ltd
        09952AAA4
        
          
        
        345000.00000000
        PA
        USD
        345110.51000000
        0.085725509886
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2022-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2013-375P
        17320QAG4
        
          
        
        435000.00000000
        PA
        USD
        432903.21000000
        0.107533231627
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-10
          Variable
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-1
        89176EAA8
        
          
        
        77602.13000000
        PA
        USD
        77319.18000000
        0.019206097575
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AU1
        
          
        
        350000.00000000
        PA
        USD
        342211.21000000
        0.085005323269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Corp Trust 2021-PJ5
        36261HAJ9
        
          
        
        768275.00000000
        PA
        USD
        736464.96000000
        0.182938022402
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARI Fleet Lease Trust
        N/A
        ARI Fleet Lease Trust 2020-A
        00217TAD7
        
          
        
        345000.00000000
        PA
        USD
        341088.94000000
        0.084726551208
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Homeward Opportunities Fund I Trust
        N/A
        Homeward Opportunities Fund I Trust 2020-2
        43789XAA2
        
          
        
        67533.50000000
        PA
        USD
        67086.47000000
        0.016664290656
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CK6
        
          
        
        270000.00000000
        PA
        USD
        268941.30000000
        0.066805065056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AFC24
        
          
        
        88186.87000000
        PA
        USD
        93594.92000000
        0.023248994183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA Tower Trust
        N/A
        SBA Tower Trust
        78403DAM2
        
          
        
        775000.00000000
        PA
        USD
        775108.81000000
        0.192537161371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668AZ5
        
          
        
        290000.00000000
        PA
        USD
        291175.36000000
        0.072328009374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-26
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AE6
        
          
        
        125000.00000000
        PA
        USD
        126737.32000000
        0.031481572029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F032641
        
          
        
        160000.00000000
        PA
        USD
        160275.00000000
        0.039812337494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402DGM6
        
          
        
        114366.75000000
        PA
        USD
        125664.53000000
        0.031215090809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AB4
        
          
        
        620000.00000000
        PA
        USD
        603106.37000000
        0.149811725769
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-07-30
          Fixed
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAF8
        
          
        
        130000.00000000
        PA
        USD
        129579.35000000
        0.032187532769
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BINOM Securitization Trust
        N/A
        BINOM Securitization Trust 2021-INV1
        05552UAC8
        
          
        
        233337.82000000
        PA
        USD
        222448.36000000
        0.055256210784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBB7
        
          
        
        725000.00000000
        PA
        USD
        724190.02000000
        0.179888925200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-31
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AB1
        
          
        
        1210000.00000000
        PA
        USD
        1215822.39000000
        0.302010490247
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-11
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36202D4N8
        
          
        
        235238.77000000
        PA
        USD
        254994.03000000
        0.063340560795
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cox Communications Inc
        5493001NEDZNIFRP2R92
        Cox Communications Inc
        224044CH8
        
          
        
        443000.00000000
        PA
        USD
        443725.69000000
        0.110221537516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-INV1
        46591VBH1
        
          
        
        98365.99000000
        PA
        USD
        97784.43000000
        0.024289669186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDV0
        
          
        
        2050000.00000000
        PA
        USD
        1997789.06000000
        0.496251145219
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        Western Midstream Operating LP
        958254AB0
        
          
        
        800000.00000000
        PA
        USD
        800000.00000000
        0.198720137237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2018-GW
        12433UAA3
        
          
        
        1095000.00000000
        PA
        USD
        1081289.83000000
        0.268592579264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-15
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTH CARE SERVICE CORP
        549300TMJ1FKCKECR148
        Health Care Service Corp A Mutual Legal Reserve Co
        42218SAD0
        
          
        
        780000.00000000
        PA
        USD
        742033.86000000
        0.184321338118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FWD Securitization Trust
        N/A
        FWD Securitization Trust 2020-INV1
        302985AA4
        
          
        
        281101.46000000
        PA
        USD
        277590.47000000
        0.068953520367
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-01-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2019-XL
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AA7
        
          
        
        283640.74000000
        PA
        USD
        282405.57000000
        0.070149592033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2021-INV1
        64829WAF1
        
          
        
        334381.32000000
        PA
        USD
        319739.03000000
        0.079423229902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2019-C
        80284NAF5
        
          
        
        215000.00000000
        PA
        USD
        215459.58000000
        0.053520196633
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QVC Inc
        549300WBLU5NKPX5X472
        QVC Inc
        747262AK9
        
          
        
        2065000.00000000
        PA
        USD
        2075325.00000000
        0.515511086016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFS8
        
          
        
        500000.00000000
        PA
        USD
        462588.25000000
        0.114907000655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-20
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        Nissan Motor Co Ltd
        654744AA9
        
          
        
        775000.00000000
        PA
        USD
        773268.59000000
        0.192080050408
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XL28
        
          
        
        660000.00000000
        PA
        USD
        655303.57000000
        0.162777519203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-1
        03465CAC9
        
          
        
        121718.59000000
        PA
        USD
        117713.46000000
        0.029240043657
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE15 Mortgage Trust
        12591RBD1
        
          
        
        435000.00000000
        PA
        USD
        442211.47000000
        0.109845405008
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-10
          Variable
          4.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BD3
        
          
        
        200000.00000000
        PA
        USD
        201358.53000000
        0.050017493394
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-12
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAM5
        
          
        
        1054000.00000000
        PA
        USD
        1098067.90000000
        0.272760254730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAP8
        
          
        
        115000.00000000
        PA
        USD
        112487.41000000
        0.027941891940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KMA4
        
          
        
        255000.00000000
        PA
        USD
        250090.13000000
        0.062122431194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2022-1
        80286EAE6
        
          
        
        885000.00000000
        PA
        USD
        865396.81000000
        0.214964716060
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCT4
        
          
        
        80000.00000000
        PA
        USD
        80289.66000000
        0.019943965317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        45262BAA1
        
          
        
        855000.00000000
        PA
        USD
        847040.76000000
        0.210405070091
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-07-26
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MLYN1
        
          
        
        72636.51000000
        PA
        USD
        74635.01000000
        0.018539349287
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-B
        63942LAA0
        
          
        
        424418.28000000
        PA
        USD
        400681.88000000
        0.099529447727
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-07-15
          Fixed
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Loan Obligation Ltd
        N/A
        Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd
        03880RAA7
        
          
        
        465000.00000000
        PA
        USD
        460780.26000000
        0.114457895629
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-11-15
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAM3
        
          
        
        610000.00000000
        PA
        USD
        556949.62000000
        0.138346381151
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-2
        03465DAB9
        
          
        
        115630.64000000
        PA
        USD
        109959.45000000
        0.027313946243
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          1.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCH7
        
          
        
        560000.00000000
        PA
        USD
        533999.86000000
        0.132645656830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK HUTCH INTL 17 II LTD
        254900F7C0PB6TKONV55
        CK Hutchison International 17 II Ltd
        000000000
        
          
        
        650000.00000000
        PA
        USD
        651909.69000000
        0.161934478829
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-29
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYDNEY AIRPORT FINANCE
        549300MJAANHLHOVTO40
        Sydney Airport Finance Co Pty Ltd
        87124VAD1
        
          
        
        643000.00000000
        PA
        USD
        650825.85000000
        0.161665252787
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2023-03-22
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TQS7
        
          
        
        39252.95000000
        PA
        USD
        41743.40000000
        0.010369067720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MVS6
        
          
        
        3786.66000000
        PA
        USD
        3887.87000000
        0.000965747574
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-INV1 Trust
        552747AA5
        
          
        
        209760.81000000
        PA
        USD
        202939.49000000
        0.050410204129
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-01-25
          Variable
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        549300FECQ7XLTBL1027
        Sequoia Mortgage Trust 2018-CH3
        81746WAU2
        
          
        
        10422.69000000
        PA
        USD
        10478.48000000
        0.002602856229
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAP0
        
          
        
        485000.00000000
        PA
        USD
        488646.39000000
        0.121379847102
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MRJ39
        
          
        
        22334.67000000
        PA
        USD
        22957.13000000
        0.005702555030
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2YR NOTE (CBT) JUN22
        000000000
        
          
        
        271.00000000
        NC
        USD
        -809298.57000000
        -0.20102990362
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                CBOT 2 Year US Treasury Note Future
                TUM2 COMDTY
              
            
            2022-06-30
            58240126.97000000
            USD
            -809298.57000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300BL200YC56BUV20
        STACR Trust 2018-DNA3
        35563WAQ7
        
          
        
        286354.81000000
        PA
        USD
        285746.59000000
        0.070979501975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-25
          Floating
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2021-NQM1R
        64828BAA9
        
          
        
        332427.97000000
        PA
        USD
        322476.54000000
        0.080103227856
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-07-25
          Variable
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        Jackson National Life Global Funding
        46849LUV1
        
          
        
        620000.00000000
        PA
        USD
        593719.64000000
        0.147480060427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-12
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CD9
        
          
        
        580000.00000000
        PA
        USD
        566713.75000000
        0.140771792718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VV31
        
          
        
        196638.62000000
        PA
        USD
        201591.45000000
        0.050075350762
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2020-NET
        126438AJ9
        
          
        
        445000.00000000
        PA
        USD
        423784.31000000
        0.105268095303
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Variable
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JE8
        
          
        
        3535000.00000000
        PA
        USD
        3530985.62000000
        0.877097433739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDM0
        
          
        
        2070000.00000000
        PA
        USD
        2012023.83000000
        0.499787064529
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-11-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416BQ27
        
          
        
        48100.57000000
        PA
        USD
        52667.31000000
        0.013082568838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CJ7
        
          
        
        345000.00000000
        PA
        USD
        343977.49000000
        0.085444067524
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-30
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2019-1 Receivables Funding LLC
        82653EAA5
        
          
        
        65591.48000000
        PA
        USD
        65377.46000000
        0.016239772279
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-01-20
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Corp Trust 2021-ROSS
        36264YAE0
        
          
        
        390000.00000000
        PA
        USD
        385109.01000000
        0.095661144148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-05-15
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAS6
        
          
        
        630000.00000000
        PA
        USD
        630736.39000000
        0.156675027477
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-11-21
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        UniCredit SpA
        904678AA7
        
          
        
        1010000.00000000
        PA
        USD
        1010227.11000000
        0.250940587425
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-04-12
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BW3
        
          
        
        985000.00000000
        PA
        USD
        933645.98000000
        0.231917821596
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-19
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-B
        78449YAA8
        
          
        
        803089.71000000
        PA
        USD
        763417.16000000
        0.189632953506
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCM5
        
          
        
        585000.00000000
        PA
        USD
        572422.96000000
        0.142189961461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayview Opportunity Master Fund
        N/A
        Oceanview Mortgage Trust 2022-INV1
        67648BAE2
        
          
        
        486180.07000000
        PA
        USD
        467205.68000000
        0.116053971059
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BM3
        
          
        
        565000.00000000
        PA
        USD
        585031.05000000
        0.145321813180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-H
        63935BAA1
        
          
        
        85548.48000000
        PA
        USD
        82837.93000000
        0.020576956022
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERRIGO FINANCE UNLIMITD
        549300E86RB6YCTMRM83
        Perrigo Finance Unlimited Co
        714295AC6
        
          
        
        1570000.00000000
        PA
        USD
        1576767.61000000
        0.391669344814
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2024-12-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Revolving Single Family Home Notes Series 2021-1
        N/A
        ZH Trust 2021-1
        98879EAA9
        
          
        
        350000.00000000
        PA
        USD
        344557.64000000
        0.085588176883
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-02-18
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        320000.00000000
        PA
        USD
        304311.55000000
        0.075591041223
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKM0
        
          
        
        580000.00000000
        PA
        USD
        579219.16000000
        0.143878138707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-02
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELULOSA ARAUCO CONSTITU
        549300QEKV8G0AMNQD28
        Celulosa Arauco y Constitucion SA
        151191AZ6
        
          
        
        365000.00000000
        PA
        USD
        375041.15000000
        0.093160285997
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Humana Inc
        529900YLDW34GJAO4J06
        Humana Inc
        444859BJ0
        
          
        
        140000.00000000
        PA
        USD
        140973.86000000
        0.035017931007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hundred Acre Wood Trust
        N/A
        Hundred Acre Wood Trust 2021-INV1
        44590HAJ5
        
          
        
        515330.92000000
        PA
        USD
        492769.78000000
        0.122404097885
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AH9
        
          
        
        165000.00000000
        PA
        USD
        162378.06000000
        0.040334737959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172CQ0
        
          
        
        220000.00000000
        PA
        USD
        217399.32000000
        0.054002028382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2020-A
        44891LAC7
        
          
        
        301852.52000000
        PA
        USD
        300658.90000000
        0.074683722337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        KKR Industrial Portfolio Trust 2021-KDIP
        48254CAL9
        
          
        
        157500.00000000
        PA
        USD
        153938.88000000
        0.038238444199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        Lincoln National Corp
        534187BD0
        
          
        
        130000.00000000
        PA
        USD
        131624.69000000
        0.032695595575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY SOUTHERN
        5493008C12PZMWP3WY03
        Kansas City Southern/Old
        485170AV6
        
          
        
        565000.00000000
        PA
        USD
        566535.87000000
        0.140727607295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust 2021-1
        24380VAC5
        
          
        
        108579.15000000
        PA
        USD
        105260.18000000
        0.026146646769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CALIF GAS CO
        XY0N0J73VHV5F4CUJV89
        Southern California Gas Co
        842434CW0
        
          
        
        410000.00000000
        PA
        USD
        404366.18000000
        0.100444628479
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAG3
        
          
        
        610000.00000000
        PA
        USD
        607751.61000000
        0.150965604182
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AD0
        
          
        
        500000.00000000
        PA
        USD
        499947.15000000
        0.124186957824
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-14
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAP5
        
          
        
        160000.00000000
        PA
        USD
        150953.55000000
        0.037496887715
        Long
        DBT
        
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-3
        03465LAC9
        
          
        
        80701.90000000
        PA
        USD
        79669.13000000
        0.019789825559
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2N2
        
          
        
        400000.00000000
        PA
        USD
        385857.25000000
        0.095847007092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA3
        35564KEL9
        
          
        
        395000.00000000
        PA
        USD
        385931.00000000
        0.095865326605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-25
          Floating
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300P0MOXZPIM3AS61
        Neuberger Berman Loan Advisers CLO 26 Ltd
        64131QAL4
        
          
        
        500000.00000000
        PA
        USD
        493750.00000000
        0.122647584701
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-18
          Floating
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        22535WAF4
        
          
        
        315000.00000000
        PA
        USD
        316640.63000000
        0.078653586810
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-04-24
          Floating
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128LXDC1
        
          
        
        8110.12000000
        PA
        USD
        9020.64000000
        0.002240728523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCNB8
        
          
        
        104019.46000000
        PA
        USD
        105569.15000000
        0.026223394970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-1
        89173FAA8
        
          
        
        70797.31000000
        PA
        USD
        70796.30000000
        0.017585813064
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2056-10-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO BILBAO VIZCAYA ARG
        K8MS7FD7N5Z2WQ51AZ71
        Banco Bilbao Vizcaya Argentaria SA
        05946KAH4
        
          
        
        1000000.00000000
        PA
        USD
        971545.27000000
        0.241332011734
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-09-18
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        Devon Energy Corp
        25179MBB8
        
          
        
        290000.00000000
        PA
        USD
        307152.85000000
        0.076296820631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2021-D
        64034YAB7
        
          
        
        306014.93000000
        PA
        USD
        291428.30000000
        0.072390839713
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        Synchrony Financial
        87165BAQ6
        
          
        
        2066000.00000000
        PA
        USD
        2071671.48000000
        0.514603551021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-25
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Residential Mortgage Loan Trust
        N/A
        Morgan Stanley Residential Mortgage Loan Trust 2021-2
        61772LAQ4
        
          
        
        164675.87000000
        PA
        USD
        157120.95000000
        0.039028870933
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2022-HQA1
        35564KTA7
        
          
        
        635000.00000000
        PA
        USD
        635772.48000000
        0.157925993097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Floating
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2020-2
        81882JAA9
        
          
        
        141185.74000000
        PA
        USD
        138530.43000000
        0.034410982576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAH1
        
          
        
        485000.00000000
        PA
        USD
        485824.66000000
        0.120678928885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-19
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297EJ72
        
          
        
        1232.10000000
        PA
        USD
        1344.21000000
        0.000333901994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP1 Trust
        67448TBE4
        
          
        
        200308.99000000
        PA
        USD
        199016.44000000
        0.049435717836
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-02-25
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M
        46652RAJ3
        
          
        
        440000.00000000
        PA
        USD
        422320.67000000
        0.104904526876
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-15
          Floating
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        Metropolitan Life Global Funding I
        59217GGV5
        
          
        
        430000.00000000
        PA
        USD
        413080.75000000
        0.102609329162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-07
          Fixed
          0.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDL5
        
          
        
        340000.00000000
        PA
        USD
        341091.71000000
        0.084727239277
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-22
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        Principal Life Global Funding II
        74256LEL9
        
          
        
        530000.00000000
        PA
        USD
        506560.74000000
        0.125829774715
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-12
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABY2
        
          
        
        255000.00000000
        PA
        USD
        239840.16000000
        0.059576336887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-17
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030645
        
          
        
        1205000.00000000
        PA
        USD
        1178640.63000000
        0.292774534684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCA1
        
          
        
        240000.00000000
        PA
        USD
        243748.60000000
        0.060547194054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-29
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAA1
        
          
        
        38069.04000000
        PA
        USD
        38036.83000000
        0.009448355097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER TRUCKS FINAN NA
        5493003HSDTSCZRXBA58
        Daimler Trucks Finance North America LLC
        233853AD2
        
          
        
        580000.00000000
        PA
        USD
        553743.74000000
        0.137550040009
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-13
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust
        30167JAF1
        
          
        
        730000.00000000
        PA
        USD
        710215.98000000
        0.176417771267
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31283H6N0
        
          
        
        25829.22000000
        PA
        USD
        28228.79000000
        0.007012036278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage Trust
        N/A
        Deephaven Residential Mortgage Trust 2021-2
        24381WAC2
        
          
        
        169443.26000000
        PA
        USD
        159197.89000000
        0.039544783185
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SNV5
        
          
        
        670.32000000
        PA
        USD
        682.65000000
        0.000169570377
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE22 Mortgage Trust
        12592XBJ4
        
          
        
        440000.00000000
        PA
        USD
        433102.74000000
        0.107582794913
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-10
          Variable
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903AV5
        
          
        
        170000.00000000
        PA
        USD
        170977.54000000
        0.042470850266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AL3
        
          
        
        745000.00000000
        PA
        USD
        706748.20000000
        0.175556374120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622A2RW4
        
          
        
        101069.86000000
        PA
        USD
        101833.21000000
        0.025295386833
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCU3
        
          
        
        4195000.00000000
        PA
        USD
        4081276.15000000
        1.013789695792
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAF2
        
          
        
        960000.00000000
        PA
        USD
        965713.74000000
        0.239883458681
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2019-2
        14316LAE3
        
          
        
        455000.00000000
        PA
        USD
        457591.95000000
        0.113665918878
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAY5
        
          
        
        100000.00000000
        PA
        USD
        100268.80000000
        0.024906787120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-14
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH & MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        Marsh & McLennan Cos Inc
        571748BF8
        
          
        
        345000.00000000
        PA
        USD
        352226.91000000
        0.087493224867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 10YR NOTE (CBT)JUN22
        000000000
        
          
        
        -1.00000000
        NC
        USD
        3733.16000000
        0.000927317584
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 10 Year US Treasury Note
                TYM2 COMDTY
              
            
            2022-06-21
            -126608.16000000
            USD
            3733.16000000
          
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        5493003R0K8V08JVGR27
        Americredit Automobile Receivables Trust 2018-1
        03066HAG2
        
          
        
        790000.00000000
        PA
        USD
        797456.57000000
        0.198088348789
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        5493007YBEOXQIHH3C54
        Neuberger Berman Loan Advisers CLO 32 Ltd
        64132DAJ7
        
          
        
        955000.00000000
        PA
        USD
        945054.95000000
        0.234751811701
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          1.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIM Trust
        N/A
        CIM Trust 2020-INV1
        12560AAB0
        
          
        
        326375.58000000
        PA
        USD
        318175.65000000
        0.079034886042
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418C4G6
        
          
        
        42139.04000000
        PA
        USD
        43767.01000000
        0.010871732792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TUE3
        
          
        
        29643.15000000
        PA
        USD
        32045.29000000
        0.007960055533
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBA6
        
          
        
        180000.00000000
        PA
        USD
        186202.80000000
        0.046252807462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PSMC Trust
        N/A
        PSMC 2021-2 Trust
        69376CAC8
        
          
        
        628883.35000000
        PA
        USD
        602426.23000000
        0.149642778876
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2018-CH2
        81747EAC1
        
          
        
        64056.83000000
        PA
        USD
        64151.38000000
        0.015935213797
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5ZM8
        
          
        
        43387.13000000
        PA
        USD
        43924.82000000
        0.010910932823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YDU6
        
          
        
        160000.00000000
        PA
        USD
        162868.67000000
        0.040456605567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-22
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413AX0
        
          
        
        100000.00000000
        PA
        USD
        95892.91000000
        0.023819815294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust 2021-GR2
        36262JAF2
        
          
        
        380552.42000000
        PA
        USD
        365225.48000000
        0.090722071885
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNLC5
        
          
        
        626259.22000000
        PA
        USD
        598821.36000000
        0.148747328550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baxalta Inc
        5493000JW8DCO3T45R55
        Baxalta Inc
        07177MAL7
        
          
        
        125000.00000000
        PA
        USD
        125123.91000000
        0.031080800708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-23
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBU8
        
          
        
        345000.00000000
        PA
        USD
        347931.70000000
        0.086426293966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-30
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KMH9
        
          
        
        375000.00000000
        PA
        USD
        356661.53000000
        0.088594785236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Floating
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Danske Bank A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAT8
        
          
        
        455000.00000000
        PA
        USD
        469122.87000000
        0.116530201384
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-01-12
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FUNDING LLC
        N/A
        NXP BV / NXP Funding LLC
        62947QAZ1
        
          
        
        400000.00000000
        PA
        USD
        411013.61000000
        0.102095851232
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-03-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        N/A
        Cedar Funding XIV CLO Ltd
        15034AAA3
        
          
        
        695000.00000000
        PA
        USD
        689787.50000000
        0.171343333331
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-15
          Floating
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities Trust
        N/A
        GS Mortgage-Backed Securities Trust
        36250BAE6
        
          
        
        4326.25000000
        PA
        USD
        4357.14000000
        0.001082314323
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-07-25
          Variable
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2014-150E
        61764BAA1
        
          
        
        610000.00000000
        PA
        USD
        605300.01000000
        0.150356626321
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-09-09
          Fixed
          3.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fontainebleau Miami Beach Trust
        N/A
        Fontainebleau Miami Beach Trust 2019-FBLU
        34461LAG9
        
          
        
        605000.00000000
        PA
        USD
        590370.13000000
        0.146648041568
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-10
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        Humana Inc
        444859BQ4
        
          
        
        75000.00000000
        PA
        USD
        67931.70000000
        0.016874245933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-03
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAJ0
        
          
        
        430000.00000000
        PA
        USD
        432905.05000000
        0.107533688683
        Long
        DBT
        
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3F6
        
          
        
        930000.00000000
        PA
        USD
        886269.53000000
        0.220149503289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-07
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSTAR Commercial Mortgage Trust
        N/A
        LSTAR Commercial Mortgage Trust 2017-5
        54910TAL6
        
          
        
        340000.00000000
        PA
        USD
        340553.59000000
        0.084593570177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-10
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416CA63
        
          
        
        13499.50000000
        PA
        USD
        14683.98000000
        0.003647503150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD
        46591JAJ5
        
          
        
        250000.00000000
        PA
        USD
        244959.00000000
        0.060847857622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-15
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY CAPITAL
        UMI46YPGBLUE4VGNNT48
        NextEra Energy Capital Holdings Inc
        65339KBY5
        
          
        
        685000.00000000
        PA
        USD
        642416.47000000
        0.159576361352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCR0
        
          
        
        460000.00000000
        PA
        USD
        469585.23000000
        0.116645051688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 5YR NOTE (CBT) JUN22
        000000000
        
          
        
        -116.00000000
        NC
        USD
        311665.81000000
        0.077417840669
        N/A
        DIR
        
        US
        N
        
        1
        
          
            
              Chicago Board of Trade
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                CBOT 5 Year US Treasury Note
                FVM2 COMDTY
              
            
            2022-06-30
            -13615415.81000000
            USD
            311665.81000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAW0
        
          
        
        500000.00000000
        PA
        USD
        517339.24000000
        0.128507155964
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAT7
        
          
        
        280000.00000000
        PA
        USD
        263128.49000000
        0.065361162055
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barings CLO Ltd
        54930079SUKCXYW8DR07
        Barings CLO Ltd 2013-I
        06760EAA4
        
          
        
        557575.41000000
        PA
        USD
        554229.96000000
        0.137670817140
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-20
          Floating
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEN0
        
          
        
        230000.00000000
        PA
        USD
        232892.39000000
        0.057850509628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F040644
        
          
        
        340000.00000000
        PA
        USD
        347012.50000000
        0.086197964529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBB0
        
          
        
        370000.00000000
        PA
        USD
        375656.42000000
        0.093313119170
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-16
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2E0
        
          
        
        485000.00000000
        PA
        USD
        464033.30000000
        0.115265951323
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-02-02
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBD6
        
          
        
        245000.00000000
        PA
        USD
        247820.23000000
        0.061558587644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2020-1
        14315XAE8
        
          
        
        430000.00000000
        PA
        USD
        425307.67000000
        0.105646498188
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Industrial Portfolio Trust
        N/A
        KKR Industrial Portfolio Trust 2021-KDIP
        48254CAN5
        
          
        
        116250.00000000
        PA
        USD
        113329.52000000
        0.028151072209
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Floating
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABA4
        
          
        
        470000.00000000
        PA
        USD
        471027.54000000
        0.117003321739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2019-EXP2 Trust
        67113KAL2
        
          
        
        131162.06000000
        PA
        USD
        130487.35000000
        0.032413080124
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-06-25
          Floating
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        SG Residential Mortgage Trust 2019-3
        78432BAB5
        
          
        
        194844.54000000
        PA
        USD
        194576.02000000
        0.048332716747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2021-INV2
        64831GAG0
        
          
        
        941709.25000000
        PA
        USD
        903781.44000000
        0.224499464737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-2
        92838TAC5
        
          
        
        81583.06000000
        PA
        USD
        79361.08000000
        0.019713305886
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starbucks Corp
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AG4
        
          
        
        205000.00000000
        PA
        USD
        205246.97000000
        0.050983382557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2019-3
        03066NAE4
        
          
        
        240000.00000000
        PA
        USD
        240348.84000000
        0.059702693087
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-18
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDO Unibank Inc
        3FGIIBS1PEI1FYQBGN97
        BDO Unibank Inc
        000000000
        
          
        
        800000.00000000
        PA
        USD
        796000.00000000
        0.197726536551
        Long
        DBT
        CORP
        PH
        N
        
        2
        
          2023-03-06
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AH1
        
          
        
        215000.00000000
        PA
        USD
        195153.85000000
        0.048476249818
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony Static CLO Ltd
        N/A
        Symphony Static CLO I Ltd
        87190TAC7
        
          
        
        815000.00000000
        PA
        USD
        804877.41000000
        0.199931686718
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-25
          Floating
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAF0
        
          
        
        373000.00000000
        PA
        USD
        345244.92000000
        0.085758897353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG Resources Inc
        XWTZDRYZPBUHIQBKDB46
        EOG Resources Inc
        26875PAK7
        
          
        
        140000.00000000
        PA
        USD
        140289.65000000
        0.034847973126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daimler Trucks Retail Trust
        N/A
        Daimler Trucks Retail Trust 2020-1
        233854AD0
        
          
        
        855000.00000000
        PA
        USD
        846690.43000000
        0.210318048059
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        Barclays Bank PLC
        06739GCR8
        
          
        
        285000.00000000
        PA
        USD
        285143.83000000
        0.070829776287
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-05-12
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300INMCHM7L5O6M41
        SMB Private Education Loan Trust 2018-B
        78449LAB4
        
          
        
        164819.13000000
        PA
        USD
        163642.87000000
        0.040648916980
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MLYC5
        
          
        
        15486.48000000
        PA
        USD
        15910.47000000
        0.003952163477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2018-CH2
        81747EAW7
        
          
        
        27770.30000000
        PA
        USD
        27811.29000000
        0.006908329206
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AK2
        
          
        
        100000.00000000
        PA
        USD
        99566.05000000
        0.024732223900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A4LW6
        
          
        
        143114.63000000
        PA
        USD
        150966.77000000
        0.037500171565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418C2A1
        
          
        
        28432.40000000
        PA
        USD
        29550.60000000
        0.007340374109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Orleans Hotel Trust
        N/A
        New Orleans Hotel Trust 2019-HNLA
        647622AC3
        
          
        
        790000.00000000
        PA
        USD
        774176.77000000
        0.192305642476
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-04-15
          Floating
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Enterprise Fleet Financing LLC
        N/A
        Enterprise Fleet Financing 2019-3 LLC
        29374WAB2
        
          
        
        112904.09000000
        PA
        USD
        112972.24000000
        0.028062323796
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-20
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE22 Mortgage Trust
        12592XBG0
        
          
        
        235000.00000000
        PA
        USD
        233616.58000000
        0.058030398548
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-03-10
          Variable
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-1
        92537QAE1
        
          
        
        177793.66000000
        PA
        USD
        171714.93000000
        0.042654018069
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2021-A
        80286TAF0
        
          
        
        1030000.00000000
        PA
        USD
        988638.08000000
        0.245577868670
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2020-1
        26208QAF4
        
          
        
        326644.73000000
        PA
        USD
        327090.86000000
        0.081249425735
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-16
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2022-A
        63942MAA8
        
          
        
        965000.00000000
        PA
        USD
        932799.98000000
        0.231707675051
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-07-15
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAB9
        
          
        
        415000.00000000
        PA
        USD
        415481.17000000
        0.103205593902
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAZ3
        
          
        
        360000.00000000
        PA
        USD
        350337.50000000
        0.087023895099
        Long
        DBT
        
        US
        N
        
        2
        
          2025-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Imperial Fund LLC
        N/A
        Imperial Fund Mortgage Trust 2021-NQM2
        452761AC3
        
          
        
        324103.93000000
        PA
        USD
        299416.38000000
        0.074375080156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-09-25
          Variable
          1.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Retail Auto Lease Trust
        N/A
        Santander Retail Auto Lease Trust 2021-C
        80286CAF7
        
          
        
        365000.00000000
        PA
        USD
        346269.66000000
        0.086013442945
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AM8
        
          
        
        115000.00000000
        PA
        USD
        106696.02000000
        0.026503309671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BV0
        
          
        
        460000.00000000
        PA
        USD
        463829.97000000
        0.115215444116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON FINANCIAL INC
        213800WXW2KG1N4CO374
        Jackson Financial Inc
        46817MAH0
        
          
        
        620000.00000000
        PA
        USD
        601335.32000000
        0.149371796645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-22
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRE Grand Islander Timeshare Issuer
        N/A
        BRE Grand Islander Timeshare Issuer 2019-A LLC
        05588UAA0
        
          
        
        139725.49000000
        PA
        USD
        137855.07000000
        0.034243223036
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-09-26
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBT1
        
          
        
        1250000.00000000
        PA
        USD
        1220884.50000000
        0.303267919239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atrium Hotel Portfolio Trust
        N/A
        Atrium Hotel Portfolio Trust 2017-ATRM
        04965JAA1
        
          
        
        520000.00000000
        PA
        USD
        512141.34000000
        0.127215996712
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW Owner Trust 2017-1
        553896AC5
        
          
        
        19278.25000000
        PA
        USD
        19035.23000000
        0.004728354397
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-12-20
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Merrill Lynch Large Loan Inc
        N/A
        BAMLL Commercial Mortgage Securities Trust 2021-JACX
        05493LAJ5
        
          
        
        435000.00000000
        PA
        USD
        428983.17000000
        0.106559493018
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-15
          Floating
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        InTown Hotel Portfolio Trust
        N/A
        InTown Hotel Portfolio Trust 2018-STAY
        46117MAL8
        
          
        
        100000.00000000
        PA
        USD
        99521.73000000
        0.024721214804
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-01-15
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCT Commercial Mortgage Trust
        N/A
        GCT Commercial Mortgage Trust 2021-GCT
        36167RAA1
        
          
        
        335000.00000000
        PA
        USD
        329296.59000000
        0.081797329445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-02-15
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAD4
        
          
        
        360000.00000000
        PA
        USD
        360130.67000000
        0.089456520207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACEHEALTH OBLIGATED GR
        N/A
        PeaceHealth Obligated Group
        70462GAB4
        
          
        
        105000.00000000
        PA
        USD
        98929.82000000
        0.024574184259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij NV
        82620KAX1
        
          
        
        390000.00000000
        PA
        USD
        375727.52000000
        0.093330780423
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-11
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2019-EXP3 Trust
        67113ABB5
        
          
        
        130182.21000000
        PA
        USD
        132300.60000000
        0.032863491735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TG33
        
          
        
        599659.14000000
        PA
        USD
        597156.34000000
        0.148333737296
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617N3ME3
        
          
        
        49169.81000000
        PA
        USD
        50392.10000000
        0.012517406284
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANQUE FED CRED MUTUEL
        VBHFXSYT7OG62HNT8T76
        Banque Federative du Credit Mutuel SA
        06675FAX5
        
          
        
        665000.00000000
        PA
        USD
        623031.11000000
        0.154761034603
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-02-04
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAGEO CAPITAL PLC
        213800L23DJLALFC4O95
        Diageo Capital PLC
        25243YBC2
        
          
        
        300000.00000000
        PA
        USD
        284097.64000000
        0.070569902512
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-29
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJR1
        
          
        
        605000.00000000
        PA
        USD
        579857.20000000
        0.144036627953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-22
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMLT Trust
        N/A
        NLT 2021-INV2 Trust
        62917JAC4
        
          
        
        263271.47000000
        PA
        USD
        246735.20000000
        0.061289066006
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAA2
        
          
        
        114372.99000000
        PA
        USD
        113906.61000000
        0.028294421464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300YG8OJES76WL398
        STACR Trust 2018-HRP2
        35564AAK7
        
          
        
        115344.66000000
        PA
        USD
        114993.12000000
        0.028564310734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-25
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRUNSWICK CORP
        YM4O38W15AX4YLLQKU27
        Brunswick Corp/DE
        117043AS8
        
          
        
        685000.00000000
        PA
        USD
        647539.68000000
        0.160848967595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-18
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vista Point Securitization Trust
        N/A
        Vista Point Securitization Trust 2020-1
        92838WAA2
        
          
        
        37499.65000000
        PA
        USD
        37408.45000000
        0.009292265397
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-03-25
          Variable
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KRE1
        
          
        
        335068.13000000
        PA
        USD
        333047.03000000
        0.082728939385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-25
          Floating
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-INV1 Trust
        67113CAE6
        
          
        
        55579.73000000
        PA
        USD
        55238.41000000
        0.013721230520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        Comm 2014-UBS2 Mortgage Trust
        12591UAJ2
        
          
        
        480000.00000000
        PA
        USD
        484570.75000000
        0.120367457426
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BB0
        
          
        
        525000.00000000
        PA
        USD
        542857.53000000
        0.134845903577
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2020-NQM
        64830UAA3
        
          
        
        130757.15000000
        PA
        USD
        128334.60000000
        0.031878336655
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-24
          Variable
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co., LLC
        N/A
        Galton Funding Mortgage Trust 2019-1
        36418WAQ2
        
          
        
        29875.70000000
        PA
        USD
        29915.63000000
        0.007431047623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-02-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2022-1 Trust
        43730NAA4
        
          
        
        410000.00000000
        PA
        USD
        405872.69000000
        0.100818845822
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2039-04-17
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410KJY1
        
          
        
        1770.88000000
        PA
        USD
        1978.16000000
        0.000491375283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA EUROPACIFIC
        549300LTH67W4GWMRF57
        Coca-Cola Europacific Partners PLC
        19123MAE3
        
          
        
        1135000.00000000
        PA
        USD
        1084154.24000000
        0.269304099199
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAB4
        
          
        
        390000.00000000
        PA
        USD
        367132.69000000
        0.091195823176
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-12
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CJ6
        
          
        
        910000.00000000
        PA
        USD
        856274.16000000
        0.212698648235
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-18
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXXIII Ltd
        55819JAN3
        
          
        
        1025000.00000000
        PA
        USD
        1021782.39000000
        0.253810920960
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KHDK9
        
          
        
        106468.41000000
        PA
        USD
        109913.41000000
        0.027302509899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Co LLC
        654740BD0
        
          
        
        1010000.00000000
        PA
        USD
        1009875.22000000
        0.250853177889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-28
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Essex Portfolio LP
        5493003GN3O58H286O74
        Essex Portfolio LP
        29717PAN7
        
          
        
        600000.00000000
        PA
        USD
        606790.10000000
        0.150726764933
        Long
        DBT
        
        US
        N
        
        2
        
          2024-05-01
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAG6
        
          
        
        265000.00000000
        PA
        USD
        264931.06000000
        0.065808920752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AYQK2
        
          
        
        228071.75000000
        PA
        USD
        224985.44000000
        0.055886421891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HMPA6
        
          
        
        66369.19000000
        PA
        USD
        69980.88000000
        0.017383262597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust 2021-3
        30166AAF1
        
          
        
        335000.00000000
        PA
        USD
        317535.51000000
        0.078875875156
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAJ1
        
          
        
        175000.00000000
        PA
        USD
        171093.53000000
        0.042499662202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CGDB Commercial Mortgage Trust
        N/A
        CGDB Commercial Mortgage Trust 2019-MOB
        125284AG4
        
          
        
        660000.00000000
        PA
        USD
        649245.10000000
        0.161272594216
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-15
          Floating
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-3
        89169DAA9
        
          
        
        132593.32000000
        PA
        USD
        132705.75000000
        0.032964131065
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCT6
        
          
        
        625000.00000000
        PA
        USD
        595214.84000000
        0.147851468363
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HM2
        
          
        
        555000.00000000
        PA
        USD
        541533.21000000
        0.134516942262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POSCO HOLDINGS INC
        988400E5HRVX81AYLM04
        POSCO Holdings Inc
        693483AF6
        
          
        
        810000.00000000
        PA
        USD
        809011.80000000
        0.200958669903
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2022-11-12
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-J1 Trust
        67113XAD2
        
          
        
        571498.65000000
        PA
        USD
        548481.26000000
        0.136242839074
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        Great Wolf Trust 2019-WOLF
        39152TAA8
        
          
        
        255000.00000000
        PA
        USD
        251637.62000000
        0.062506827975
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABB0
        
          
        
        515000.00000000
        PA
        USD
        518408.05000000
        0.128772648551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust
        78449XAA0
        
          
        
        157750.02000000
        PA
        USD
        150083.92000000
        0.037280871474
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERKINELMER INC
        549300IKL1SDPFI7N655
        PerkinElmer Inc
        714046AK5
        
          
        
        390000.00000000
        PA
        USD
        378699.37000000
        0.094068988472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2019-XL
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AE9
        
          
        
        318750.00000000
        PA
        USD
        315943.98000000
        0.078480538831
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2019-INV1
        85572JAC1
        
          
        
        181792.97000000
        PA
        USD
        178389.13000000
        0.044311890494
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-27
          Variable
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR ACCEPTANCE
        7D6DIU2QXTUJRFNNJA49
        Nissan Motor Acceptance Co LLC
        654740AZ2
        
          
        
        215000.00000000
        PA
        USD
        215368.54000000
        0.053497582281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-13
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VDD3
        
          
        
        845000.00000000
        PA
        USD
        826117.18000000
        0.205207649230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACLN
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2P3
        
          
        
        302330.95000000
        PA
        USD
        296507.21000000
        0.073652441829
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DF4
        
          
        
        220000.00000000
        PA
        USD
        218198.57000000
        0.054200562219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        Williams Cos Inc/The
        969457BU3
        
          
        
        979000.00000000
        PA
        USD
        985236.79000000
        0.244732987650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XAD2
        
          
        
        225000.00000000
        PA
        USD
        232725.96000000
        0.057809168387
        Long
        DBT
        
        US
        N
        
        2
        
          2024-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEG6
        
          
        
        445000.00000000
        PA
        USD
        422722.86000000
        0.105004430941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENUINE PARTS CO
        549300D46DQVEU651W04
        Genuine Parts Co
        372460AB1
        
          
        
        220000.00000000
        PA
        USD
        210067.10000000
        0.052180703676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        LSEGA Financing PLC
        50220PAA1
        
          
        
        765000.00000000
        PA
        USD
        729919.13000000
        0.181312037107
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-04-06
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2019-3 Receivables Funding LLC
        82652NAA6
        
          
        
        536758.99000000
        PA
        USD
        524858.51000000
        0.130374943922
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-20
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CN8
        
          
        
        190000.00000000
        PA
        USD
        182208.10000000
        0.045260523297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCCH7
        
          
        
        42081.47000000
        PA
        USD
        42979.04000000
        0.010676000908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CU2
        
          
        
        265000.00000000
        PA
        USD
        262335.14000000
        0.065164093778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF IRELAND GROUP
        635400C8EK6DRI12LJ39
        Bank of Ireland Group PLC
        06279JAA7
        
          
        
        1540000.00000000
        PA
        USD
        1569531.43000000
        0.389871876461
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-11-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UMP4
        
          
        
        215933.55000000
        PA
        USD
        230000.64000000
        0.057132198432
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GL
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2D9
        
          
        
        1315000.00000000
        PA
        USD
        1283254.83000000
        0.318760719911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-28
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CQ0
        
          
        
        975000.00000000
        PA
        USD
        957455.35000000
        0.237832073189
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-04
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300ZUZB9UCBWEBN39
        Navient Private Education Refi Loan Trust 2019-A
        63941BAB1
        
          
        
        271662.28000000
        PA
        USD
        272257.76000000
        0.067628874289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BC5
        
          
        
        200000.00000000
        PA
        USD
        200253.98000000
        0.049743122985
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2020-A
        43285HAA6
        
          
        
        345278.80000000
        PA
        USD
        336847.37000000
        0.083672944493
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-02-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2020-INV1
        46591VBC2
        
          
        
        60424.82000000
        PA
        USD
        60335.40000000
        0.014987323710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-25
          Floating
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R1
        92538BAB9
        
          
        
        99359.98000000
        PA
        USD
        96096.10000000
        0.023870287725
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        Republic Services Inc
        760759AU4
        
          
        
        375000.00000000
        PA
        USD
        371014.64000000
        0.092160100222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9NZ2
        
          
        
        28813.73000000
        PA
        USD
        29995.10000000
        0.007450787985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGG3
        
          
        
        650000.00000000
        PA
        USD
        611092.33000000
        0.151795439603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of Illinois
        54930048FV8RWPR02D67
        ILLINOIS ST
        4521527Q8
        
          
        
        885000.00000000
        PA
        USD
        886439.54000000
        0.220191733802
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA GAS TRANSMISSION
        549300Q0UQF87NXNOC32
        Florida Gas Transmission Co LLC
        340711AV2
        
          
        
        250000.00000000
        PA
        USD
        250463.59000000
        0.062215198722
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK24
        06540VAY1
        
          
        
        151570.53000000
        PA
        USD
        148992.89000000
        0.037009859435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-11-15
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE Park Mortgage Trust
        N/A
        ONE 2021-PARK Mortgage Trust
        682413AC3
        
          
        
        755000.00000000
        PA
        USD
        727541.03000000
        0.180721316659
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-15
          Floating
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AON CORP
        LTS3U8DGK38SETRUWX71
        Aon Corp
        037389BD4
        
          
        
        180000.00000000
        PA
        USD
        180329.73000000
        0.044793935867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODY'S CORPORATION
        549300GCEDD8YCF5WU84
        Moody's Corp
        615369AS4
        
          
        
        505000.00000000
        PA
        USD
        513403.69000000
        0.127529564669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP2 Trust
        67448VAG5
        
          
        
        60881.28000000
        PA
        USD
        59780.45000000
        0.014849474035
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174824M3
        
          
        
        375000.00000000
        PA
        USD
        381369.27000000
        0.094732192090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        635400ZS4BDP68TETX94
        KKR CLO 13 Ltd
        48250VAU1
        
          
        
        271140.54000000
        PA
        USD
        270867.91000000
        0.067283635310
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-16
          Floating
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZH0
        
          
        
        565000.00000000
        PA
        USD
        550819.81000000
        0.136823735295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co., LLC
        N/A
        Galton Funding Mortgage Trust 2017-1
        36417JAS8
        
          
        
        41270.56000000
        PA
        USD
        41118.02000000
        0.010213723221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-11-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468W2
        
          
        
        450000.00000000
        PA
        USD
        442678.71000000
        0.109961467504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          0.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBU4
        
          
        
        100000.00000000
        PA
        USD
        98441.41000000
        0.024452863131
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-03-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        Eni SpA
        26874RAG3
        
          
        
        955000.00000000
        PA
        USD
        968009.64000000
        0.240453760635
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-09-12
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        Alexander Funding Trust
        014621AA4
        
          
        
        530000.00000000
        PA
        USD
        513718.74000000
        0.127607823143
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-2
        03465DAA1
        
          
        
        366633.75000000
        PA
        USD
        349731.60000000
        0.086873389435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-04-25
          Variable
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        Honeywell International Inc
        438516CB0
        
          
        
        435000.00000000
        PA
        USD
        419008.04000000
        0.104081669015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AM8
        
          
        
        260000.00000000
        PA
        USD
        274897.60000000
        0.068284610997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2021-4
        80285VAF6
        
          
        
        450000.00000000
        PA
        USD
        425489.45000000
        0.105691652371
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW 2020-1 LLC
        N/A
        MVW 2020-1 LLC
        55400EAA7
        
          
        
        164032.90000000
        PA
        USD
        158353.67000000
        0.039335078793
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-20
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        Park Aerospace Holdings Ltd
        70014LAA8
        
          
        
        375000.00000000
        PA
        USD
        377414.69000000
        0.093749873740
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31402QTS0
        
          
        
        4185.60000000
        PA
        USD
        4570.99000000
        0.001135434700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cardinal Health Inc
        CCU46N3GJMF4OK4N7U60
        Cardinal Health Inc
        14149YBA5
        
          
        
        525000.00000000
        PA
        USD
        529776.56000000
        0.131596588385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Whole Loan Securities Trust
        N/A
        Freddie Mac Whole Loan Securities Trust 2017-SC02
        3137G1BY2
        
          
        
        29130.73000000
        PA
        USD
        29046.26000000
        0.007215095966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-25
          Variable
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2021-C
        64035GAB5
        
          
        
        900541.24000000
        PA
        USD
        845893.79000000
        0.210120162546
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nissan Auto Receivables Owner Trust
        N/A
        Nissan Auto Receivables 2020-A Owner Trust
        65479MAC0
        
          
        
        152605.55000000
        PA
        USD
        151938.92000000
        0.037741653792
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTT FINANCE CORP
        3538007PR116187GD960
        NTT Finance Corp
        62954WAB1
        
          
        
        265000.00000000
        PA
        USD
        254016.33000000
        0.063097699947
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-03-01
          Fixed
          0.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        Standard Chartered PLC
        853254CE8
        
          
        
        255000.00000000
        PA
        USD
        242257.46000000
        0.060176794622
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-23
          Fixed
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corp
        448579AL6
        
          
        
        325000.00000000
        PA
        USD
        316708.97000000
        0.078670562478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AM47
        
          
        
        6024.35000000
        PA
        USD
        6045.51000000
        0.001501705721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA3
        35564KJG5
        
          
        
        255000.00000000
        PA
        USD
        248751.28000000
        0.061789860624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-25
          Floating
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SQW0
        
          
        
        40928.34000000
        PA
        USD
        41580.56000000
        0.010328618237
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2019-INV1
        85572JAA5
        
          
        
        8341.90000000
        PA
        USD
        8352.85000000
        0.002074849372
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-27
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-1
        92537QAF8
        
          
        
        104584.51000000
        PA
        USD
        100570.88000000
        0.024981823844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCF1
        
          
        
        350000.00000000
        PA
        USD
        343264.19000000
        0.085266883682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-22
          Floating
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BY0
        
          
        
        1090000.00000000
        PA
        USD
        1058141.91000000
        0.262842631965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-03
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        Cheniere Corpus Christi Holdings LLC
        16412XAD7
        
          
        
        1110000.00000000
        PA
        USD
        1181080.42000000
        0.293380578939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-30
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMBC AVIATION CAPITAL FI
        549300OD7VKRVNWB2J98
        SMBC Aviation Capital Finance DAC
        78448TAD4
        
          
        
        200000.00000000
        PA
        USD
        200592.77000000
        0.049827278479
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV2
        92537HAA9
        
          
        
        174207.80000000
        PA
        USD
        174359.06000000
        0.043310820414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FIN PLC
        2138008L3B3MCG1DFS50
        Imperial Brands Finance PLC
        453140AE5
        
          
        
        2059000.00000000
        PA
        USD
        2063847.11000000
        0.512659976171
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bayer US Finance II LLC
        529900XWNEXYNJ3X6T40
        Bayer US Finance II LLC
        07274NAE3
        
          
        
        505000.00000000
        PA
        USD
        510206.27000000
        0.126735324992
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XZZ0
        
          
        
        305388.25000000
        PA
        USD
        303579.86000000
        0.075409289302
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2019-A
        44932NAF7
        
          
        
        325000.00000000
        PA
        USD
        327139.70000000
        0.081261557599
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2013-375P
        17320QAJ8
        
          
        
        255000.00000000
        PA
        USD
        252282.54000000
        0.062667026214
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-10
          Variable
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MQ1
        
          
        
        650000.00000000
        PA
        USD
        644475.29000000
        0.160087772594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shelter Growth CRE
        N/A
        Shelter Growth CRE Issuer Ltd
        822866AA7
        
          
        
        303173.09000000
        PA
        USD
        299955.57000000
        0.074509015044
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-09-15
          Floating
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UH70
        
          
        
        17710.38000000
        PA
        USD
        18830.16000000
        0.004677414974
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAZ4
        
          
        
        485000.00000000
        PA
        USD
        468881.05000000
        0.116470133255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-1
        92537QAA9
        
          
        
        128109.86000000
        PA
        USD
        124074.69000000
        0.030820174280
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Island Power Authority
        1R46U5SYJ63KQXF39168
        LONG ISLAND NY PWR AUTH ELEC SYS REVENUE
        542691DP2
        
          
        
        160000.00000000
        PA
        USD
        158317.15000000
        0.039326007218
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSPRT Issuer, Ltd.
        N/A
        BSPRT 2022-FL8 Issuer Ltd
        055983AA8
        
          
        
        815000.00000000
        PA
        USD
        809420.56000000
        0.201060205958
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2037-02-15
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER MEXICO
        SCRYQ25DTVRHYYMM6P89
        Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand
        000000000
        
          
        
        775000.00000000
        PA
        USD
        780239.00000000
        0.193811501447
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-11-09
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        Swedbank AB
        87020PAK3
        
          
        
        505000.00000000
        PA
        USD
        497858.38000000
        0.123668106998
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-06-02
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AP2
        
          
        
        290000.00000000
        PA
        USD
        291496.08000000
        0.072407676277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2021-2
        67578AAA6
        
          
        
        357373.60000000
        PA
        USD
        348375.22000000
        0.086536464410
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEM3
        
          
        
        545000.00000000
        PA
        USD
        534612.47000000
        0.132797829259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419DL74
        
          
        
        45736.42000000
        PA
        USD
        48502.29000000
        0.012047977156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        Nationwide Building Society
        63861VAA5
        
          
        
        260000.00000000
        PA
        USD
        261402.25000000
        0.064932363742
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-08
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        Simon Property Group LP
        828807DG9
        
          
        
        225000.00000000
        PA
        USD
        220841.09000000
        0.054856964640
        Long
        DBT
        
        US
        N
        
        2
        
          2024-09-13
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2020-EXP3 Trust
        67448WAP3
        
          
        
        206621.43000000
        PA
        USD
        203603.68000000
        0.050575189039
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
        
        2305000.00000000
        PA
        USD
        2283151.55000000
        0.567135236688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2021-1
        03063FAF1
        
          
        
        270000.00000000
        PA
        USD
        255146.46000000
        0.063378424433
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-18
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        863667BB6
        
          
        
        190000.00000000
        PA
        USD
        184283.77000000
        0.045776120081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYL2
        
          
        
        315000.00000000
        PA
        USD
        305330.27000000
        0.075844091446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-21
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636ABD2
        
          
        
        405000.00000000
        PA
        USD
        405929.91000000
        0.100833059280
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-03-28
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applebees/IHOP Funding LLC
        N/A
        Applebee's Funding LLC / IHOP Funding LLC
        03789XAD0
        
          
        
        1138500.00000000
        PA
        USD
        1129834.88000000
        0.280651178012
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-06-05
          Fixed
          4.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-INV1
        92537TAA3
        
          
        
        113453.86000000
        PA
        USD
        111784.35000000
        0.027767251716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABV8
        
          
        
        510000.00000000
        PA
        USD
        481444.19000000
        0.119590819386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-14
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-2
        92537UAA0
        
          
        
        209290.93000000
        PA
        USD
        207713.00000000
        0.051595944832
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-ARIA
        05608RAG0
        
          
        
        330000.00000000
        PA
        USD
        322972.49000000
        0.080226421921
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROSS STORES INC
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296AB9
        
          
        
        1100000.00000000
        PA
        USD
        1143783.39000000
        0.284115990289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AK23
        
          
        
        17520.25000000
        PA
        USD
        17367.95000000
        0.004314201759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QA3Y4
        
          
        
        117764.90000000
        PA
        USD
        123027.09000000
        0.030559950260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunge Ltd Finance Corp
        549300QHC068L40NNM71
        Bunge Ltd Finance Corp
        120568AY6
        
          
        
        2000000.00000000
        PA
        USD
        2010222.14000000
        0.499339524424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05578QAA1
        
          
        
        1480000.00000000
        PA
        USD
        1530933.42000000
        0.380284124155
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-10-22
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KHE2
        
          
        
        260000.00000000
        PA
        USD
        255779.89000000
        0.063535768554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-2B PTT
        N/A
        American Airlines 2017-2 Class B Pass Through Trust
        02377DAA0
        
          
        
        248759.39000000
        PA
        USD
        233709.22000000
        0.058053410340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCLD6
        
          
        
        14434.15000000
        PA
        USD
        14747.80000000
        0.003663356049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MRJ47
        
          
        
        28409.38000000
        PA
        USD
        29090.84000000
        0.007226169646
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-3
        03066PAE9
        
          
        
        245000.00000000
        PA
        USD
        235286.63000000
        0.058445239254
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-18
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQ INV IRELAND DA
        549300XK5HGW68R8K327
        Shire Acquisitions Investments Ireland DAC
        82481LAC3
        
          
        
        397000.00000000
        PA
        USD
        398100.60000000
        0.098888257333
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-23
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MHSV9
        
          
        
        25774.82000000
        PA
        USD
        26418.33000000
        0.006562317703
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        Aetna Inc
        00817YAV0
        
          
        
        275000.00000000
        PA
        USD
        276019.05000000
        0.068563179370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCK5
        
          
        
        8260000.00000000
        PA
        USD
        8073827.36000000
        2.005540101268
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-06-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBQ7
        
          
        
        555000.00000000
        PA
        USD
        532838.75000000
        0.132357236907
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-12-10
          Fixed
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APT Pipelines Ltd
        261700SS8OEHDOCOUJ33
        APT Pipelines Ltd
        00205GAB3
        
          
        
        930000.00000000
        PA
        USD
        942885.08000000
        0.234212815621
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-03-23
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SUV7
        
          
        
        44061.75000000
        PA
        USD
        44783.77000000
        0.011124296150
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EH4B5
        
          
        
        225479.65000000
        PA
        USD
        231422.68000000
        0.057485433411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CW7
        
          
        
        420000.00000000
        PA
        USD
        405535.23000000
        0.100735020700
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-11-22
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPHT FINANCE 19 LTD
        254900U58MWSWY66P584
        HPHT Finance 19 Ltd
        000000000
        
          
        
        500000.00000000
        PA
        USD
        494935.00000000
        0.122941938904
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-11-05
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage Trust
        N/A
        Ellington Financial Mortgage Trust 2021-2
        31572LAA4
        
          
        
        643923.01000000
        PA
        USD
        602193.06000000
        0.149584859408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2021-1
        03063FAE4
        
          
        
        430000.00000000
        PA
        USD
        408451.63000000
        0.101459454960
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-19
          Fixed
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385AZ4
        
          
        
        760000.00000000
        PA
        USD
        728733.52000000
        0.181017531380
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-07-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAE3
        
          
        
        445000.00000000
        PA
        USD
        438350.84000000
        0.108886423853
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2025-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAE8
        
          
        
        270000.00000000
        PA
        USD
        266392.72000000
        0.066171997346
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776696AE6
        
          
        
        660000.00000000
        PA
        USD
        663181.20000000
        0.164734323847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHGN6
        
          
        
        181463.46000000
        PA
        USD
        198627.28000000
        0.049339050426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAE8
        
          
        
        200000.00000000
        PA
        USD
        193850.09000000
        0.048152395610
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        Hilton Grand Vacations Trust 2017-A
        43283AAB1
        
          
        
        102588.51000000
        PA
        USD
        102267.04000000
        0.025403150279
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A2GS6
        
          
        
        55523.17000000
        PA
        USD
        55328.04000000
        0.013743494627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Bank
        549300UATVPGSLE43Z27
        Synchrony Bank
        87166FAA1
        
          
        
        250000.00000000
        PA
        USD
        250425.08000000
        0.062205632831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        KeyBank NA/Cleveland OH
        49327M2Z6
        
          
        
        580000.00000000
        PA
        USD
        575277.38000000
        0.142898999879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-DNA6
        35566CAA3
        
          
        
        17099.09000000
        PA
        USD
        17062.55000000
        0.004238340347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Floating
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QM4V3
        
          
        
        580001.48000000
        PA
        USD
        554130.30000000
        0.137646061579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAA9
        
          
        
        295000.00000000
        PA
        USD
        290623.23000000
        0.072190860187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-C
        63941KAB1
        
          
        
        1205000.00000000
        PA
        USD
        1158622.08000000
        0.287801923430
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        Credit Suisse AG/New York NY
        22550L2D2
        
          
        
        860000.00000000
        PA
        USD
        846965.32000000
        0.210386330782
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-05
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JX6
        
          
        
        100000.00000000
        PA
        USD
        100028.50000000
        0.024847096559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-14
          Floating
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINITY ACQUISITION PLC
        549300FJZWZN6MJNGB63
        Trinity Acquisition PLC
        89641UAA9
        
          
        
        200000.00000000
        PA
        USD
        204535.52000000
        0.050806658255
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-08-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAG1
        
          
        
        405000.00000000
        PA
        USD
        400432.37000000
        0.099467469401
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highwoods Realty LP
        JUJNVZX73BIYHLR58F51
        Highwoods Realty LP
        431282AM4
        
          
        
        740000.00000000
        PA
        USD
        743467.95000000
        0.184677566320
        Long
        DBT
        
        US
        N
        
        2
        
          2023-01-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2020-3 Mortgage Loan Trust
        12597QAA4
        
          
        
        50125.36000000
        PA
        USD
        49952.50000000
        0.012408209569
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-27
          Variable
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103HAC1
        
          
        
        195000.00000000
        PA
        USD
        195594.52000000
        0.048585712321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2018-2
        89175VAA1
        
          
        
        482941.63000000
        PA
        USD
        483110.61000000
        0.120004758400
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2058-03-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KH3Q7
        
          
        
        71083.83000000
        PA
        USD
        73939.06000000
        0.018366475188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUCOR CORP
        549300GGJCRSI2TIEJ46
        Nucor Corp
        670346AR6
        
          
        
        155000.00000000
        PA
        USD
        150037.54000000
        0.037269350674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOLAB INC
        82DYEISM090VG8LTLS26
        Ecolab Inc
        278865BL3
        
          
        
        215000.00000000
        PA
        USD
        201871.13000000
        0.050144823322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        General Motors
        N/A
        GMF Floorplan Owner Revolving Trust
        361886BZ6
        
          
        
        355000.00000000
        PA
        USD
        355199.12000000
        0.088231522341
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAB8
        
          
        
        280000.00000000
        PA
        USD
        280259.65000000
        0.069616545137
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2022-05-22
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BB9
        
          
        
        2107000.00000000
        PA
        USD
        2114724.77000000
        0.525297995643
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        5493003EWUCLH0O45S72
        Sequoia Mortgage Trust 2018-CH4
        81747LAB7
        
          
        
        14410.86000000
        PA
        USD
        14451.34000000
        0.003589715335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        Enbridge Inc
        29250NAY1
        
          
        
        640000.00000000
        PA
        USD
        628818.53000000
        0.156198630724
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-2
        89172PAJ8
        
          
        
        3677.06000000
        PA
        USD
        3673.63000000
        0.000912530322
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYE8
        
          
        
        335000.00000000
        PA
        USD
        324006.25000000
        0.080483208082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-G
        63941JAA6
        
          
        
        554513.88000000
        PA
        USD
        551021.55000000
        0.136873847546
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-10-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Motor Credit Corp
        Z2VZBHUMB7PWWJ63I008
        Toyota Motor Credit Corp
        89236TFX8
        
          
        
        875000.00000000
        PA
        USD
        875292.57000000
        0.217422824542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-12
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarMax Auto Owner Trust
        N/A
        Carmax Auto Owner Trust 2020-1
        14315XAF5
        
          
        
        190000.00000000
        PA
        USD
        188176.93000000
        0.046743181693
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-11-17
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KAA7
        
          
        
        15281.63000000
        PA
        USD
        15249.77000000
        0.003788045484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJH3
        
          
        
        695000.00000000
        PA
        USD
        672421.95000000
        0.167029727732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-24
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Wholsale Mortgage LLC
        N/A
        UWM Mortgage Trust 2021-INV2
        90354TAD1
        
          
        
        172183.02000000
        PA
        USD
        164496.31000000
        0.040860911622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-09-25
          Variable
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        AmeriCredit Automobile Receivables Trust 2020-1
        03067DAF2
        
          
        
        320000.00000000
        PA
        USD
        316121.18000000
        0.078524555341
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-10-20
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Becton Dickinson and Co
        ICE2EP6D98PQUILVRZ91
        Becton Dickinson and Co
        075887BF5
        
          
        
        100000.00000000
        PA
        USD
        101619.13000000
        0.025242209324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H032647
        
          
        
        2864000.00000000
        PA
        USD
        2879662.50000000
        0.715308658998
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBE3
        
          
        
        315000.00000000
        PA
        USD
        296720.99000000
        0.073705544817
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-02
          Fixed
          1.75000000
          N
          N
          N