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Form NPORT-P Red Cedar Fund Trust For: Apr 30

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June 29, 2022 7:28 AM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001783305
          XXXXXXXX
        
      
      
      
        S000066725
        C000215037
      
      
    
  
  
    
      Red Cedar Fund Trust
      811-23459
      0001783305
      5493004PDJSX00X41L40
      333 Bridge Street NW
      Suite 601
      Grand Rapids
      
      49504
      616-378-6894
      RED CEDAR SHORT TERM BOND FUND
      S000066725
      5493004PDJSX00X41L40
      2022-10-31
      2022-04-30
      N
    
    
      101269724.37
      91279.07
      101178445.30
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      140286.44
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        First Franklin Mortgage Loan Trust
        N/A
        Structured Asset SECS FLT DUE 05/25/2035
        86359DDB0
        
          
        
        171523.64000000
        PA
        USD
        170572.34000000
        0.168585650327
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2035-05-25
          Floating
          1.02656880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FBR Securitization
        N/A
        FBR Securitization Trust Series 2005-5 Class M2
        30246QCQ4
        
          
        
        1000000.00000000
        PA
        USD
        983695.20000000
        0.972237908067
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2035-11-25
          Floating
          0.83239920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT TRUST
        N/A
        American Homes 4 Rent Series 2014-SFR3 Class A
        02665XAA7
        
          
        
        998480.17000000
        PA
        USD
        987670.52000000
        0.976166926731
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2036-12-17
          Fixed
          3.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP Funding LLC
        724500RKKW4NOJ9YQF60
        NXP Funding, LLC 4.625%, due 6/1/2023
        62947QAV0
        
          
        
        1000000.00000000
        PA
        USD
        1011756.13000000
        0.999972006883
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Financial
        549300RS7EWPM9MA6C78
        Synchrony Financial 4.375%, Due 03/19/2024
        87165BAN3
        
          
        
        1000000.00000000
        PA
        USD
        1008593.54000000
        0.996846252192
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 2.8% DUE 03/15/2023
        00287YCU1
        
          
        
        1000000.00000000
        PA
        USD
        1000959.12000000
        0.989300751787
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magallanes Inc.
        N/A
        Magallanes Inc. 3.428%, Due 03/15/2024
        55903VAC7
        
          
        
        500000.00000000
        PA
        USD
        496861.20000000
        0.491074159646
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2024-03-15
          Fixed
          3.42800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOUNDATION FINANCE TRUST
        N/A
        Foundation Financial Trust 21-1A Class A
        35041LAA8
        
          
        
        783354.14000000
        PA
        USD
        731762.75000000
        0.723239764981
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2041-05-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300RIQ1R4PTXR5G48
        Foundation Financial Trust 2017-1 Class A
        35040UAA9
        
          
        
        127602.34000000
        PA
        USD
        127974.31000000
        0.126483767980
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-07-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International, Inc.
        225YDZ14ZO8E1TXUSU86
        Marriott International, Inc. 5.750%, Due 5/1/2025
        571903BD4
        
          
        
        1000000.00000000
        PA
        USD
        1048629.99000000
        1.036416389766
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Resi Mtg Tr 20
        N/A
        New Residential Mortgage Loan Trust Series 2017-3A Class A1
        64828MAA5
        
          
        
        102964.70000000
        PA
        USD
        101671.62000000
        0.100487430597
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2057-04-25
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST
        N/A
        Morgan Stanley BofA Mortgage Loan Trust Series 2012-C22 Class A-5
        61690GAF8
        
          
        
        928181.58000000
        PA
        USD
        933983.09000000
        0.923104804813
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2047-02-15
          Fixed
          4.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corporation Floating Rate, due 5/25/2026
        3137BQYU5
        
          
        
        11100000.00000000
        PA
        USD
        482669.07000000
        0.477047328182
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-05-25
          Floating
          1.15473600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC K-740 Class XAM
        3137F72F1
        
          
        
        7811000.00000000
        PA
        USD
        416991.80000000
        0.412135014294
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-10-25
          Floating
          1.11095640
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential (B1-I0) 2016-3
        N/A
        New Residential FLOAT DUE 09/25/2056
        64829HAD9
        
          
        
        607204.51000000
        PA
        USD
        584532.10000000
        0.577723939389
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2056-09-25
          Floating
          3.25000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        LLOYDS TSB GROUP PLC 0.695%, DUE 05/11/2024
        53944YAN3
        
          
        
        500000.00000000
        PA
        USD
        485330.98000000
        0.479678234391
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-11
          Fixed
          0.69500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TransCanada Pipelines Limited
        5BV01I6231JPDAPMGH09
        TRANS-CANADA PIPELINES 3.75%, DUE 10/16/2023
        89352HAK5
        
          
        
        1250000.00000000
        PA
        USD
        1259711.33000000
        1.245039223784
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corporation Floating Rate, due 1/25/2023
        3137B04Z4
        
          
        
        23033373.10000000
        PA
        USD
        109590.49000000
        0.108314067956
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2023-01-25
          Floating
          0.66188880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES K-J30
        3137FUZN7
        
          
        
        325753.25000000
        PA
        USD
        314319.93000000
        0.310658983806
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2025-01-25
          Fixed
          0.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AQUA FINANCE TRUST
        N/A
        Aqua Financial Trust Series 2020-A Class A
        038413AA8
        
          
        
        636945.03000000
        PA
        USD
        616205.85000000
        0.609028778978
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2046-07-17
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        3 Year U.S. Treasury Long Bond Future 6/30/2022
        N/A
        
          
        
        23.00000000
        NS
        USD
        -18345.86000000
        -0.01813218215
        Long
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              WELLS FARGO SECURITIES, LLC
              N/A
            
            Long
            
              
                3 Year U.S. Treasury Long Bond Future 6/30/2022
                Chicago Board of Trade
                
                  
                
              
            
            2022-06-30
            4974118.00000000
            USD
            -18345.86000000
          
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        FNMA REMIC TRUST SERIES 2018-M12 CLASS A1
        3136B26V9
        
          
        
        378492.49000000
        PA
        USD
        385739.56000000
        0.381246775295
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2030-08-25
          Floating
          3.54600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST
        N/A
        Mill City Mortgage Trust 2.75% DUE 11/25/2058
        59981HAA9
        
          
        
        117072.20000000
        PA
        USD
        116935.00000000
        0.115573035000
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2058-11-25
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metlife Sec Trust
        N/A
        Metlife Securitization Trust 3% DUE 04/25/2055
        59166BAA9
        
          
        
        658776.83000000
        PA
        USD
        648416.12000000
        0.640863889613
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2055-04-25
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JP Morgan Chase Commercial Mortgage Trust Series 2014-C22 Class F
        46642NBE5
        
          
        
        129209.50000000
        PA
        USD
        129772.78000000
        0.128261290846
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2047-09-15
          Fixed
          3.50360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        Volkswagen Group America 0.875%, Due 11/22/2023
        928668BJ0
        
          
        
        500000.00000000
        PA
        USD
        480165.56000000
        0.474572977056
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-11-22
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Plan Floating Rate, DUE 10/25/2026
        3137H3F23
        
          
        
        988389.91000000
        PA
        USD
        922263.56000000
        0.911521774490
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-10-25
          Fixed
          0.80700120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFMT 2021-GRN1 ISSUER TRUST
        N/A
        Cascade Funding Mortgage Trust Series 21-GRN1 Class A
        12529KAA0
        
          
        
        687949.75000000
        PA
        USD
        658672.67000000
        0.651000979553
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2041-03-20
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        B1V7KEBTPIMZEU4LTD58
        FHLMC REMIC K-112 Class XAM
        3137FUZZ0
        
          
        
        4250000.00000000
        PA
        USD
        482114.90000000
        0.476499612709
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2030-05-25
          Floating
          1.66263120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mortgage Loan Trust 2017-4
        N/A
        New Residential Mortgage Loan Trust 4% DUE 05/25/2057
        64829NAA2
        
          
        
        289856.66000000
        PA
        USD
        283884.48000000
        0.280578021492
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2057-05-25
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2011-C2
        N/A
        WFRBS Commercial Mortgage Trust Series 2012-C9 Class A-3
        92930RBB7
        
          
        
        549896.31000000
        PA
        USD
        549686.91000000
        0.543284598187
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2045-11-17
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC
        549300INEWFFGID70G60
        AXIS Equipment Finance Receivables 21-1A Class A2
        03237KAB0
        
          
        
        854959.74000000
        PA
        USD
        834844.25000000
        0.825120654428
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-11-20
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Discover Bank
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 4.20%, DUE 08/08/2023
        25466AAD3
        
          
        
        1500000.00000000
        PA
        USD
        1512684.21000000
        1.495065678776
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-08
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF Mortgage Trust Series 2013-K33 Class C
        30265AAQ7
        
          
        
        1430000.00000000
        PA
        USD
        1426602.32000000
        1.409986401520
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2046-08-25
          Floating
          3.49662240
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corporation
        5493004NW4M4P8TMMK63
        Air Lease Corporation 0.80%, Due 08/18/2024
        00914AAP7
        
          
        
        500000.00000000
        PA
        USD
        464007.25000000
        0.458602866079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-18
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC FR IO 10/27/2028
        3137FQXU2
        
          
        
        4665000.00000000
        PA
        USD
        450606.35000000
        0.445358049003
        Long
        ABS-O
        USGA
        US
        
        N
        
        2
        
          2028-10-27
          Floating
          1.82580120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Skymiles Ip Limited & Delta Air Lines Incorporated
        Q2CCMS6R0AS67HJMBN42
        Skymiles IP Ltd. & Delta Airlines 4.50%, due 10/20/2025
        830867AA5
        
          
        
        500000.00000000
        PA
        USD
        496806.62000000
        0.491020215350
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Pt Mtg Tr 2017-3
        N/A
        Towd Point Mortgage Trust FR, due 7/25/2057
        89169DAA9
        
          
        
        622126.15000000
        PA
        USD
        620875.24000000
        0.613643783672
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2057-07-25
          Floating
          2.75000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OASIS 2021-1 LLC
        N/A
        Oasis Securitisation Series 21-1A Class A
        67422AAA4
        
          
        
        220533.14000000
        PA
        USD
        219503.43000000
        0.216946830275
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-02-15
          Fixed
          2.57919840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Capital America
        549300RIPPWJB5Z0FK07
        Hyundai Capital America 2.375% DUE 02/10/2023
        44891ABE6
        
          
        
        1000000.00000000
        PA
        USD
        994921.89000000
        0.983333838595
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-02-10
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC Energy Group Inc.
        549300IGLYTZUK3PVP70
        WEC Energy Group, Inc. 0.550%, Due 09/15/2023
        92939UAC0
        
          
        
        1000000.00000000
        PA
        USD
        965467.63000000
        0.954222638168
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Plan Floating Rate, DUE 12/25/2026
        3137H4RZ5
        
          
        
        955741.62000000
        PA
        USD
        898957.67000000
        0.888487332785
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-12-25
          Fixed
          1.29800160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Plan Series KJ38 Class A1
        3137H6LT0
        
          
        
        998745.00000000
        PA
        USD
        968496.11000000
        0.957215844865
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-03-25
          Fixed
          1.94600160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        N/A
        FREMF 2014-K41 FLOAT DUE 11/25/2047
        30287EAE0
        
          
        
        975000.00000000
        PA
        USD
        964542.44000000
        0.953308224039
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2047-11-25
          Floating
          3.83541480
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST
        N/A
        GS Mortgage Securities Trust 3.365% DUE 11/10/2047
        36250HAF0
        
          
        
        542860.50000000
        PA
        USD
        542054.68000000
        0.535741262274
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2047-11-10
          Fixed
          3.36500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST
        N/A
        COMMERCIAL MORTGAGE TRUST Series 2014-UBS3 Class A-4
        12591YBC8
        
          
        
        1000000.00000000
        PA
        USD
        1001647.60000000
        0.989981212925
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2047-06-12
          Fixed
          3.81900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        N/A
        FHLMC K-724 Series X1
        3137BTU41
        
          
        
        36069887.59000000
        PA
        USD
        119982.87000000
        0.118585405858
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2023-11-25
          Floating
          0.27043200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Energy Transfer LP
        5493008K8W3OKZE54J59
        Energy Transfer Operating LP 4.500%, Due 04/15/2024
        29278NAH6
        
          
        
        1150000.00000000
        PA
        USD
        1159823.38000000
        1.146314688430
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asset Backed Funding Corp
        5493009YQSUTUX056896
        Asset Backed Funding Certificates Floating Rate , 10/25/2034
        04542BLZ3
        
          
        
        256434.03000000
        PA
        USD
        255382.50000000
        0.252408009673
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2034-10-25
          Floating
          0.73440000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        US 2 Year Note (CBT) 6/30/2022
        N/A
        
          
        
        46.00000000
        NS
        USD
        -99830.67000000
        -0.09866792250
        Long
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              WELLS FARGO SECURITIES, LLC
              N/A
            
            Long
            
              
                US 2 Year Note (CBT) 6/30/2022
                Chicago Board of Trade
                
                  
                
              
            
            2022-07-01
            9697352.00000000
            USD
            -99830.67000000
          
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.
        549300TPZNMN50BJ3745
        Charter Communications Operating, LLC 4.50%, Due 02/01/2024
        161175BQ6
        
          
        
        1000000.00000000
        PA
        USD
        1012628.28000000
        1.000833998780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accredited Mortgage Loan Trust
        N/A
        ACCREDITED MORTGAGE LOAN TRUST SERIES 2006-1 CLASS A4
        004375FG1
        
          
        
        786206.10000000
        PA
        USD
        781729.91000000
        0.772624947618
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2036-04-25
          Floating
          0.46685880
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KNDR TRUST
        N/A
        KNDR Trust 21-KIND Class A
        482606AA8
        
          
        
        970000.00000000
        PA
        USD
        957612.03000000
        0.946458533890
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-08-15
          Floating
          1.34700120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ally Financial Inc.
        549300JBN1OSM8YNAI90
        Ally Financial, Inc. 1.450%, Due 10/02/2023
        02005NBL3
        
          
        
        1500000.00000000
        PA
        USD
        1458538.98000000
        1.441551088945
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF Mortgage Trust Series 2013-K29 Class C
        30291JAL7
        
          
        
        1200000.00000000
        PA
        USD
        1198880.16000000
        1.184916566414
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2046-05-25
          Floating
          3.47216760
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF MORTGAGE TRUST SERIES #2013-K35 CLASS C
        30291VAG1
        
          
        
        1158000.00000000
        PA
        USD
        1160516.57000000
        1.146999804710
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2023-08-25
          Floating
          3.93410160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC K-738 Class XAM
        3137FTFW2
        
          
        
        6500000.00000000
        PA
        USD
        385509.80000000
        0.381019691355
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-03-25
          Floating
          1.36737000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Pass Through Certificates Series 2012-CR4 Class A3
        12624QAR4
        
          
        
        901031.00000000
        PA
        USD
        900803.85000000
        0.890312009963
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2045-10-17
          Fixed
          2.85300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
        N/A
        Foursight Capital Automobile Receivables Series 2021-2, Class A3
        35105UAC7
        
          
        
        700000.00000000
        PA
        USD
        673556.59000000
        0.665711543602
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-05-15
          Fixed
          0.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC K-W01 Class X1
        3137BPCR8
        
          
        
        19251459.25000000
        PA
        USD
        545946.36000000
        0.539587615110
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-01-25
          Floating
          0.96813360
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMS Energy Corporation
        549300IA9XFBAGNIBW29
        CMS Energy Corporation 3.875%, Due 03/01/2024
        125896BM1
        
          
        
        1000000.00000000
        PA
        USD
        1006229.66000000
        0.994509904769
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        Federal Home Loan Mortgage Corporation Series 14-K37
        35563BAL4
        
          
        
        700000.00000000
        PA
        USD
        705802.93000000
        0.697582304123
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2047-01-25
          Floating
          4.56000120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC K-J29 DUE 01/25/2026
        3137FTQW0
        
          
        
        448732.82000000
        PA
        USD
        426045.56000000
        0.421083323366
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-01-25
          Fixed
          0.73500120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        10-Year U.S. Treasury Note Future 6/30/2022
        N/A
        
          
        
        -6.00000000
        NS
        USD
        44392.20000000
        0.043875155294
        Short
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              WELLS FARGO SECURITIES, LLC
              N/A
            
            Short
            
              
                10-Year U.S. Treasury Note Future 6/30/2022
                Chicago Board of Trade
                
                  
                
              
            
            2022-06-22
            -714936.00000000
            USD
            44392.20000000
          
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC K-736 Class X1
        3137FNWZ9
        
          
        
        9492009.71000000
        PA
        USD
        407322.07000000
        0.402577909546
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-07-25
          Floating
          1.30807080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Board of Trade
        549300EX04Q2QBFQTQ27
        5-Year U.S. Treasury Note Future 6/30/2022
        N/A
        
          
        
        -55.00000000
        NS
        USD
        261332.58000000
        0.258288787918
        Short
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              WELLS FARGO SECURITIES, LLC
              N/A
            
            Short
            
              
                5-Year U.S. Treasury Note Future 6/30/2022
                Chicago Board of Trade
                
                  
                
              
            
            2022-06-30
            -6196960.00000000
            USD
            261332.58000000
          
        
        
          N
          N
          N
        
      
      
        NatWest Group PLC
        2138005O9XJIJN4JPN90
        Natwest Group plc 3.875%, Due 09/12/2023
        780097BD2
        
          
        
        1250000.00000000
        PA
        USD
        1253945.28000000
        1.239340332105
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured 1.766% DUE 02/25/2025
        3137FREB3
        
          
        
        1180954.38000000
        PA
        USD
        1162809.61000000
        1.149266137221
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2025-02-25
          Fixed
          1.76600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC K-734 Class X1
        3137FLN59
        
          
        
        19659835.63000000
        PA
        USD
        402165.53000000
        0.397481428784
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2026-02-25
          Floating
          0.64663200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Parker-Hannifin Corporation
        5493002CONDB4N2HKI23
        Parker-Hannefin Corporation 2.700%, Due 06/14/2024
        701094AM6
        
          
        
        1250000.00000000
        PA
        USD
        1232942.04000000
        1.218581720982
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-14
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATALAYA EQUIPMENT LEASING TRUST 2021-1
        N/A
        Atalaya Equipment Leasing 21-1A Class A2
        046497AB9
        
          
        
        1000000.00000000
        PA
        USD
        980853.50000000
        0.969429305907
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-05-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILL CITY MORTGAGE LOAN TRUST
        N/A
        MILL CITY FLOAT DUE 5/25/2062
        59980VAA9
        
          
        
        655381.91000000
        PA
        USD
        650100.51000000
        0.642528661191
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2062-05-25
          Floating
          3.25000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust Series 2014-277P Class A
        12592FAA3
        
          
        
        1190000.00000000
        PA
        USD
        1177755.85000000
        1.164038295417
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2049-08-10
          Floating
          3.61130040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF MTG IO 0.1% DUE 11/25/2049
        30295RAN1
        
          
        
        96601545.21000000
        PA
        USD
        329701.07000000
        0.325860976636
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2049-11-25
          Fixed
          0.10000080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Plan 3.111% DUE 06/25/2025
        3137FHCD3
        
          
        
        35201.70000000
        PA
        USD
        35308.04000000
        0.034896800297
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2025-06-25
          Fixed
          3.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OASIS 2021-2 LLC
        N/A
        Oasis Securitisation Series 21-2A Class A
        67422CAA0
        
          
        
        474238.59000000
        PA
        USD
        468225.43000000
        0.462771916104
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-10-15
          Fixed
          2.14300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LOAN MORTGAGE CORPORATION SERIES K064 CLASS X1
        3137BXR20
        
          
        
        21334125.95000000
        PA
        USD
        540875.56000000
        0.534575875717
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-03-25
          Floating
          0.60465240
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp. Series K-J33 Class A-1
        3137F9ZD6
        
          
        
        306038.27000000
        PA
        USD
        293965.52000000
        0.290541645632
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2025-12-25
          Fixed
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association Series 2019-M21 Class 1A1
        3136B6JL8
        
          
        
        1052952.36000000
        PA
        USD
        1016234.65000000
        1.004398364678
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2028-04-25
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NMEF FUNDING 2022-A LLC
        N/A
        PFS Financing Corporation Series 21-A Class A
        62920KAB8
        
          
        
        1360000.00000000
        PA
        USD
        1335127.50000000
        1.319577006783
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2028-10-16
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Daily Money Fund
        Z2ZIGDKL3355UQRAKY22
        FIDELITY TRASURY ONLY-I 
        233809300
        
          
        
        340400.55000000
        PA
        USD
        340400.55000000
        0.336435837683
        Long
        STIV
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF Mortgage Trust 2013-K26
        30261QAM5
        
          
        
        980000.00000000
        PA
        USD
        981171.98000000
        0.969744076508
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2045-12-25
          Floating
          3.59753040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST
        549300W6NRTMFPYUPG47
        Wells Fargo Commercial Mortgage Trust 2.978% DUE 04/15/2050
        94989EAF4
        
          
        
        464615.45000000
        PA
        USD
        461696.50000000
        0.456319029839
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2050-04-15
          Fixed
          2.97800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        N/A
        FHLMC K-723 Series X1
        3137BSPY3
        
          
        
        14508081.09000000
        PA
        USD
        137826.77000000
        0.136221474436
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2023-08-25
          Floating
          0.91319040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 3.431% DUE 06/10/2048
        17323YAE9
        
          
        
        206170.58000000
        PA
        USD
        206211.05000000
        0.203809269245
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-06-10
          Fixed
          3.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG Stamford Branch
        N/A
        UBS AG Stamford, Connecticut 7.750%, due 09/01/2026
        870845AC8
        
          
        
        750000.00000000
        PA
        USD
        844367.57000000
        0.834533054442
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ramp Ser 2006-Efc2
        N/A
        RAMP Series Trust FLT DUE 12/25/2036
        749238AD3
        
          
        
        303380.60000000
        PA
        USD
        300770.71000000
        0.297267574242
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2036-12-25
          Floating
          0.67656960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST
        N/A
        FourSight Capital Automobile Receivables Trust Series 21-1 Class A3
        35105WAE9
        
          
        
        750000.00000000
        PA
        USD
        742465.35000000
        0.733817709689
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2025-07-15
          Fixed
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST
        N/A
        Commercial Mortgage Trust 2014-CCRE20 Class A-4
        12592LBJ0
        
          
        
        500000.00000000
        PA
        USD
        496571.00000000
        0.490787339662
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2047-11-13
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        National Rural Utilities Cooperative Finance Corp.
        4NYF266XZC35SCTGX023
        NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 0.35%, DUE 02/08/2024
        63743HEU2
        
          
        
        500000.00000000
        PA
        USD
        476709.97000000
        0.471157634994
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-08
          Fixed
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-Mobile USA, Inc.
        549300V2JRLO5DIFGE82
        T-Mobile USA, Inc. 2.250%, Due 02/15/2026
        87264ACC7
        
          
        
        750000.00000000
        PA
        USD
        688125.00000000
        0.680110272459
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Volkswagen Group of America Finance LLC
        5493002SQ1AVQBY41K40
        Volkswagen Group of America, LLC 3.125%, Due 05/12/2023
        928668BD3
        
          
        
        1000000.00000000
        PA
        USD
        999915.18000000
        0.988268970762
        Long
        DBT
        CORP
        US
        
        Y
        
        2
        
          2023-05-12
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        U.S. Treasury Notes 1.5%, Due 02/15/2025
        91282CDZ1
        
          
        
        8915000.00000000
        PA
        USD
        8586955.81000000
        8.486941842740
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Spectra Energy Partners, LP
        2HKVXE7U4NF5B6UGSU72
        SPECTRA ENERGY PARTNERS 4.75%, DUE 03/15/2024
        84756NAD1
        
          
        
        1000000.00000000
        PA
        USD
        1019848.99000000
        1.007970607747
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Commercial Mortgage Trust
        N/A
        Commercial Mortgage Trust FLT DUE 03/12/2046
        12625FAE6
        
          
        
        1084203.17000000
        PA
        USD
        1082949.72000000
        1.070336391104
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2046-03-12
          Fixed
          3.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs Group, Inc.
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc Floating, Due 03/08/2024
        38141GXZ2
        
          
        
        500000.00000000
        PA
        USD
        487745.16000000
        0.482064295961
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-08
          Fixed
          0.67299840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST
        N/A
        Towd Point Mortgage Trust 3.75% DUE 05/25/2058
        89175MAA1
        
          
        
        232297.81000000
        PA
        USD
        230473.30000000
        0.227788932036
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2058-05-25
          Floating
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OASIS LLC
        N/A
        Oasis Securitization 4.2624% DUE 05/15/2032
        67421AAA5
        
          
        
        143109.28000000
        PA
        USD
        143154.56000000
        0.141487210616
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2032-05-15
          Fixed
          4.26240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Franklin Mortgage Loan Trust
        N/A
        First Franklin Management Floating Rate , 10/25/2036
        32027LAE5
        
          
        
        118819.06000000
        PA
        USD
        117403.19000000
        0.116035771899
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Floating
          0.24924960
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Plan Floating Rate, DUE 12/25/2026
        3137H5FY8
        
          
        
        998463.07000000
        PA
        USD
        941518.32000000
        0.930552270504
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-12-25
          Fixed
          1.67900040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BXHPP LTD
        N/A
        BXHPP Trust 21-FILM Class B
        05609JAJ1
        
          
        
        1060000.00000000
        PA
        USD
        1016337.65000000
        1.004500165016
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2036-08-15
          Floating
          1.29700080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        KEURIG DR PEPPER INC 0.750%, Due 03/15/2024
        49271VAL4
        
          
        
        1250000.00000000
        PA
        USD
        1192346.99000000
        1.178459489533
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cityline Mortgage Trust 2016-C
        N/A
        Cityline Mortgage Trust Series 2016-CLNE Class A
        178772AA7
        
          
        
        1000000.00000000
        PA
        USD
        985289.10000000
        0.973813243600
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2031-11-13
          Floating
          2.77809840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FCI FUNDING LLC
        N/A
        FIC Funding, LLC 21-1A Class A
        30260GAA4
        
          
        
        668629.38000000
        PA
        USD
        662010.55000000
        0.654299982607
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2033-04-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC KJ27 class A1
        3137FQ3V3
        
          
        
        391653.99000000
        PA
        USD
        390858.78000000
        0.386306370730
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2024-07-25
          Fixed
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Pt Mtg Tr 2017-2
        N/A
        TOWD POINT MORTGAGE TRUST 2.75%, DUE 04/25/2057
        89173HAA4
        
          
        
        239123.08000000
        PA
        USD
        238533.31000000
        0.235755065510
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2057-04-25
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFS Financing Corp
        N/A
        PFS Financing Corporation Series 21-A Class A
        69335PDZ5
        
          
        
        1130000.00000000
        PA
        USD
        1066061.10000000
        1.053644476191
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2026-04-15
          Fixed
          0.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC K-738 Class X1
        3137FTFU6
        
          
        
        7982053.68000000
        PA
        USD
        469127.64000000
        0.463663617887
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-01-25
          Floating
          1.51486200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST
        N/A
        JPMBB Commercial Mortgage 3.2884 DUE 01/15/2048
        46643TBB7
        
          
        
        200540.98000000
        PA
        USD
        199971.97000000
        0.197642857040
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-01-15
          Fixed
          3.28840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury Notes
        254900HROIFWPRGM1V77
        U.S. Treasury Notes 1.5%, Due 02/29/2024
        91282CEA5
        
          
        
        5485000.00000000
        PA
        USD
        5373157.45000000
        5.310575225848
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC Multifamily Structured Plan Floating Rate, DUE 04/25/2027
        3137H73W1
        
          
        
        1000000.00000000
        PA
        USD
        987847.70000000
        0.976342043081
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2027-04-25
          Fixed
          2.75000040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        American Homes 4 Rent Series 2015-SFR2 Class A
        02666BAA4
        
          
        
        531847.70000000
        PA
        USD
        524774.13000000
        0.518661982247
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2052-10-18
          Fixed
          3.73200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC SERIES 2021-RR19
        3137H2P57
        
          
        
        7355000.00000000
        PA
        USD
        626888.72000000
        0.619587223485
        Long
        ABS-O
        USGA
        US
        
        N
        
        2
        
          2029-04-27
          Floating
          1.97857080
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS Commercial Mortgage Trust 2011-C2
        N/A
        Wells Fargo Commercial Mortgage 3.198% DUE 3/17/2048
        92937FAD3
        
          
        
        634384.50000000
        PA
        USD
        634865.93000000
        0.627471521347
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2048-03-17
          Fixed
          3.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal National Mortgage Association
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool 2.465% DUE 10/01/2022
        3138L0VH1
        
          
        
        1000000.00000000
        PA
        USD
        999571.59000000
        0.987929382623
        Long
        ABS-MBS
        USGSE
        US
        
        N
        
        2
        
          2022-10-01
          Fixed
          2.46500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mrcd 2019-Park Mortgage Trust
        N/A
        MRCD 2019-PARK Mortgage Trust 2.71752%, Due 12/15/2036
        55348UAG3
        
          
        
        650000.00000000
        PA
        USD
        623605.00000000
        0.616341749619
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2036-12-15
          Fixed
          2.71752000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF MORTGAGE TRUST SERIES #2014-K36 CLASS C
        30291WAQ7
        
          
        
        1175000.00000000
        PA
        USD
        1185766.53000000
        1.171955673448
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2046-12-25
          Floating
          4.36541040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyatt Hotels Corporation
        T27JQIMTYSH41TCD5186
        Hyatt Hotels Corporation 1.30%, Due 10/01/2023
        448579AL6
        
          
        
        500000.00000000
        PA
        USD
        485947.13000000
        0.480287207971
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-01
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freeport-McMoRan Inc.
        549300IRDTHJQ1PVET45
        Freeport-McMoRan, Inc. 4.55%, Due 11/14/2024
        35671DBL8
        
          
        
        1000000.00000000
        PA
        USD
        1012500.00000000
        1.000707212883
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-14
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTGATE RESORTS 2022-1 LLC
        N/A
        Westgate Resorts Series 2022-1A, Class A
        96034JAA4
        
          
        
        940174.95000000
        PA
        USD
        907191.54000000
        0.896625301278
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2036-08-20
          Fixed
          3.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG COMMERCIAL MORTGAGE SECURITIES TRUST
        N/A
        SG Commercial Mortgage Securities,?LLC Series 2020-COVE Class A
        78397FAA1
        
          
        
        1070000.00000000
        PA
        USD
        1028401.18000000
        1.016423188704
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2037-04-17
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corp Mortgage Loan
        N/A
        Structured Asset Securities Series 2006-BC6 Class A1
        86362VAA0
        
          
        
        419971.39000000
        PA
        USD
        408749.08000000
        0.403988298879
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2037-01-25
          Floating
          0.61656840
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc.
        FR5LCKFTG8054YNNRU85
        ABBVIE INC 3.85% DUE 06/15/2024
        00287YCV9
        
          
        
        500000.00000000
        PA
        USD
        504422.84000000
        0.498547727734
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAWNEE EQUIPMENT RECEIVABLES LLC
        N/A
        Pawnee Equipment Receivables Series 21-1 Class A2
        704100AB2
        
          
        
        1200000.00000000
        PA
        USD
        1157008.68000000
        1.143532771796
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2027-07-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF Mortgage Trust Float DUE 11/25/2045
        30261NAG5
        
          
        
        600000.00000000
        PA
        USD
        601166.04000000
        0.594164140610
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2045-11-25
          Floating
          3.61940040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Popular Abs Mtg Pa
        5493008HBHIV1FF22L18
        Popular ABS FLT DUE 11/25/2036
        73316QAC2
        
          
        
        251109.29000000
        PA
        USD
        248086.01000000
        0.245196503330
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2036-11-25
          Floating
          0.71656920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        5493006K1SVL1T3TGV36
        FREMF MORTGAGE TRUST SERIES 2013-K34 CLASS B
        30291RAA3
        
          
        
        730000.00000000
        PA
        USD
        731724.99000000
        0.723202444780
        Long
        ABS-O
        USGSE
        US
        
        Y
        
        2
        
          2046-09-25
          Floating
          3.72840120
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Roper Technologies Inc
        54930003T4SXCIWVXY35
        Roper Technologies, Inc. 3.65%, Due 09/15/2023
        776743AE6
        
          
        
        1000000.00000000
        PA
        USD
        1006507.32000000
        0.994784330808
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Federal Home Loan Mortgage Corporation
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC K-725 Class XAM
        3137BWWH3
        
          
        
        27364000.00000000
        PA
        USD
        278642.14000000
        0.275396740060
        Long
        ABS-O
        USGSE
        US
        
        N
        
        2
        
          2024-02-25
          Floating
          0.58048920
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Financial Corporation
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Company 1.343%, due 12/06/2024
        14040HCK9
        
          
        
        1000000.00000000
        PA
        USD
        961285.19000000
        0.950088911872
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-06
          Fixed
          1.34300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST
        N/A
        Morgan Stanley Capital I Trust Series 2015-420 Class A
        61765BAA0
        
          
        
        894847.71000000
        PA
        USD
        880889.96000000
        0.870630060966
        Long
        ABS-O
        CORP
        US
        
        Y
        
        2
        
          2050-10-17
          Floating
          3.72700000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-06-28
      Susan Conti
      Susan Conti
      Susan Conti
      AVP Fund Accounting

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