Form NPORT-P TRANSAMERICA FUNDS For: Jul 31

  
    NPORT-P
    false
    
      
      
        
          0000787623
          XXXXXXXX
        
      
      
      
      
        S000025951
        C000077984
      
      
      
    
  
  
    
      TRANSAMERICA FUNDS
      811-04556
      0000787623
      54930088ZHZE1VMYEY52
      1801 CALIFORNIA STREET
      SUITE 5200
      DENVER
      
      80202
      720-493-4256
      Transamerica Core Bond
      S000025951
      549300X2MQP8EJ7WT185
      2021-10-31
      2021-07-31
      N
    
    
      970594767.68
      107800242.44
      862794525.24
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      6864788.57000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
        
      
      
        
          
            ACMBS
          
          
            AMBS
          
          
            UST
          
          
            
          
        
      
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394FVB8
        
          
        
        15063.08000000
        PA
        USD
        14878.70000000
        0.001724477794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LG3
        
          
        
        9160000.00000000
        PA
        USD
        9157579.93000000
        1.061385957155
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541QCV2
        
          
        
        43580.66000000
        PA
        USD
        44997.39000000
        0.005215307779
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409TVS4
        
          
        
        42174.48000000
        PA
        USD
        47412.47000000
        0.005495221470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31393LFK4
        
          
        
        223691.72000000
        PA
        USD
        268768.44000000
        0.031150920889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417JJR2
        
          
        
        24393.59000000
        PA
        USD
        27423.23000000
        0.003178419565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FQA4
        
          
        
        69827.09000000
        PA
        USD
        72703.78000000
        0.008426546283
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31394JD95
        
          
        
        128096.72000000
        PA
        USD
        156496.57000000
        0.018138336002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411BAT0
        
          
        
        918.38000000
        PA
        USD
        918.52000000
        0.000106458719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Floating
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        
        115236AC5
        
          
        
        820000.00000000
        PA
        USD
        831225.03000000
        0.096341018131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBJ8
        
          
        
        530000.00000000
        PA
        USD
        522170.83000000
        0.060520878925
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398PGF0
        
          
        
        117986.04000000
        PA
        USD
        158525.91000000
        0.018373541482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-25
          Floating
          17.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666BAE6
        
          
        
        1155000.00000000
        PA
        USD
        1306012.21000000
        0.151370015895
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-17
          Fixed
          6.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        
        472319AE2
        
          
        
        133000.00000000
        PA
        USD
        167244.86000000
        0.019384089155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-08
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26208NAG9
        
          
        
        645000.00000000
        PA
        USD
        667499.15000000
        0.077364787382
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boardwalk Pipelines LP
        549300W6AQ2GHHCGL606
        
        096630AG3
        
          
        
        250000.00000000
        PA
        USD
        291818.80000000
        0.033822514105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2018-1 A PTT
        N/A
        
        90931VAA4
        
          
        
        574249.93000000
        PA
        USD
        598656.18000000
        0.069385718440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BK6
        
          
        
        255000.00000000
        PA
        USD
        277115.44000000
        0.032118358646
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBC3
        
          
        
        320000.00000000
        PA
        USD
        319971.50000000
        0.037085481031
        Long
        DBT
        
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northern Trust Corp
        549300GLF98S992BC502
        
        665859AS3
        
          
        
        343000.00000000
        PA
        USD
        375993.54000000
        0.043578572765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-08
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828V98
        
          
        
        688000.00000000
        PA
        USD
        742448.75000000
        0.086051629707
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        
        195325CU7
        
          
        
        200000.00000000
        PA
        USD
        209018.00000000
        0.024225698458
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017CJ6
        
          
        
        285000.00000000
        PA
        USD
        329663.71000000
        0.038208831924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392AHX9
        
          
        
        66648.40000000
        PA
        USD
        77589.05000000
        0.008992761049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SN9
        
          
        
        3105000.00000000
        PA
        USD
        2642039.66000000
        0.306218871667
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ABAC5
        
          
        
        270938.72000000
        PA
        USD
        295595.28000000
        0.034260217392
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carvana Auto Receivables Trust
        N/A
        
        14686XAF6
        
          
        
        2770000.00000000
        PA
        USD
        2862912.45000000
        0.331818569340
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2F9
        
          
        
        1505000.00000000
        PA
        USD
        1635062.27000000
        0.189507724280
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822BU7
        
          
        
        700000.00000000
        PA
        USD
        707387.26000000
        0.081987917088
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-07-17
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        
        59217GCK3
        
          
        
        350000.00000000
        PA
        USD
        382852.26000000
        0.044373515222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-19
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CH6
        
          
        
        400000.00000000
        PA
        USD
        427081.89000000
        0.049499837737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Santander SA
        5493006QMFDDMYWIAM13
        
        05964HAE5
        
          
        
        200000.00000000
        PA
        USD
        207935.66000000
        0.024100252599
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-02-23
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828G53
        
          
        
        2800000.00000000
        PA
        USD
        2816731.34000000
        0.326466065511
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-11-30
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810RN0
        
          
        
        2000000.00000000
        PA
        USD
        2388828.12000000
        0.276871033614
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAD3
        
          
        
        555000.00000000
        PA
        USD
        611422.80000000
        0.070865400986
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        
        539439AR0
        
          
        
        339000.00000000
        PA
        USD
        392048.55000000
        0.045439387772
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-22
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMERON LNG LLC
        549300C39FLHGVD73K22
        
        133434AD2
        
          
        
        554000.00000000
        PA
        USD
        626596.83000000
        0.072624108251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402RDG1
        
          
        
        77205.56000000
        PA
        USD
        89370.09000000
        0.010358212457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAS4
        
          
        
        189000.00000000
        PA
        USD
        187821.65000000
        0.021768989545
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-01-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        06051GGL7
        
          
        
        1300000.00000000
        PA
        USD
        1446267.30000000
        0.167625924561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-24
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vendee Mortgage Trust
        N/A
        
        911760BX3
        
          
        
        52366.38000000
        PA
        USD
        54445.77000000
        0.006310398177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B6HW4
        
          
        
        577731.40000000
        PA
        USD
        489745.57000000
        0.056762711824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        N/A
        
        17316AAA8
        
          
        
        65980.49000000
        PA
        USD
        66627.20000000
        0.007722255769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Variable
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mylan Inc
        30ZMPDNA1RHIBH89C294
        
        628530BC0
        
          
        
        100000.00000000
        PA
        USD
        125909.73000000
        0.014593246284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-29
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        
        195325BK0
        
          
        
        200000.00000000
        PA
        USD
        259730.00000000
        0.030103343542
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2037-09-18
          Fixed
          7.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833BA7
        
          
        
        528000.00000000
        PA
        USD
        597929.90000000
        0.069301540808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-09
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833PB0
        
          
        
        500000.00000000
        PA
        USD
        478113.37000000
        0.055414511336
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687DF0
        
          
        
        300000.00000000
        PA
        USD
        380831.19000000
        0.044139268256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-30
          Fixed
          7.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        
        66815L2D0
        
          
        
        320000.00000000
        PA
        USD
        327149.00000000
        0.037917370872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        
        11271LAB8
        
          
        
        242000.00000000
        PA
        USD
        302960.41000000
        0.035113854010
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2047-09-20
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371NGR0
        
          
        
        18415.37000000
        PA
        USD
        19243.65000000
        0.002230386197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI HC CAPITAL
        353800MZ3QX9RLMH7B09
        
        60682LAA0
        
          
        
        294000.00000000
        PA
        USD
        300426.19000000
        0.034820131701
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-09-19
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAH5
        
          
        
        950000.00000000
        PA
        USD
        1023500.54000000
        0.118626220966
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398RPZ2
        
          
        
        97614.96000000
        PA
        USD
        113144.19000000
        0.013113688913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-25
          Variable
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33844PAE5
        
          
        
        2029000.00000000
        PA
        USD
        2073456.40000000
        0.240318678357
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LM0
        
          
        
        745000.00000000
        PA
        USD
        742004.87000000
        0.086000182928
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAP4
        
          
        
        300000.00000000
        PA
        USD
        336764.35000000
        0.039031813502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-31
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417WCT6
        
          
        
        152743.36000000
        PA
        USD
        184147.31000000
        0.021343124534
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCY5
        
          
        
        380000.00000000
        PA
        USD
        414352.61000000
        0.048024482988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374MVH9
        
          
        
        167821.54000000
        PA
        USD
        193998.93000000
        0.022484951436
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AS9
        
          
        
        480000.00000000
        PA
        USD
        580715.85000000
        0.067306390225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397RDJ2
        
          
        
        8192.80000000
        PA
        USD
        10943.21000000
        0.001268344858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-15
          Floating
          17.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD FOUNDATION/THE
        54930013YZ3DULPNNT44
        
        34531XAC8
        
          
        
        190000.00000000
        PA
        USD
        197167.34000000
        0.022852177920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2070-06-01
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371NQG3
        
          
        
        53302.66000000
        PA
        USD
        60053.99000000
        0.006960404620
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Headlands Residential
        N/A
        
        42210BAA1
        
          
        
        1528736.43000000
        PA
        USD
        1536806.78000000
        0.178119672186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-06-25
          Variable
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128Q4YY9
        
          
        
        60072.67000000
        PA
        USD
        59945.31000000
        0.006947808342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Floating
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Glencore Funding LLC
        213800STG1QDNBY87K49
        
        378272AF5
        
          
        
        234000.00000000
        PA
        USD
        248154.52000000
        0.028761717041
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-30
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287YAM1
        
          
        
        425000.00000000
        PA
        USD
        522602.07000000
        0.060570860698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-06
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396Q5D7
        
          
        
        65963.94000000
        PA
        USD
        60823.87000000
        0.007049635599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEAD JOHNSON NUTRITION C
        E4BJRFT3MF4GJDY1SC50
        
        582839AH9
        
          
        
        288000.00000000
        PA
        USD
        325187.52000000
        0.037690030532
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        
        55037AAA6
        
          
        
        200000.00000000
        PA
        USD
        202240.32000000
        0.023440148735
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        
        574599BP0
        
          
        
        160000.00000000
        PA
        USD
        159151.40000000
        0.018446037306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LETD3
        
          
        
        1453511.38000000
        PA
        USD
        1549530.94000000
        0.179594433514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAG3
        
          
        
        570000.00000000
        PA
        USD
        590260.97000000
        0.068412693026
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2031-05-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renew Financial
        N/A
        
        75973LAA6
        
          
        
        226981.07000000
        PA
        USD
        239820.55000000
        0.027795789493
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2052-09-20
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AVYL7
        
          
        
        415806.00000000
        PA
        USD
        447328.04000000
        0.051846416141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Variable
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398P5R6
        
          
        
        122518.62000000
        PA
        USD
        158238.81000000
        0.018340265888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-25
          Floating
          12.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397MW94
        
          
        
        5817.52000000
        PA
        USD
        6526.23000000
        0.000756406051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-02-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375PYG0
        
          
        
        41009.28000000
        PA
        USD
        4997.93000000
        0.000579272335
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        
        009279AC4
        
          
        
        150000.00000000
        PA
        USD
        173879.33000000
        0.020153040488
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2047-04-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017BT5
        
          
        
        542000.00000000
        PA
        USD
        692778.49000000
        0.080294724842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        
        05526DBF1
        
          
        
        290000.00000000
        PA
        USD
        312866.26000000
        0.036261966302
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373AJZ0
        
          
        
        21633.64000000
        PA
        USD
        778.87000000
        0.000090272941
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-20
          Floating
          6.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Reference Remic
        S6XOOCT0IEG5ABCC6L87
        
        31396JT21
        
          
        
        214943.90000000
        PA
        USD
        255413.39000000
        0.029603037864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140GTF21
        
          
        
        1109855.86000000
        PA
        USD
        1218614.86000000
        0.141240448838
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUST & NZ BANKING GROUP
        JHE42UYNWWTJB8YTTU19
        
        052528AK2
        
          
        
        200000.00000000
        PA
        USD
        227101.93000000
        0.026321670265
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-05-19
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912834KP2
        
          
        
        300000.00000000
        PA
        USD
        201980.60000000
        0.023410046551
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128KLRA7
        
          
        
        54583.32000000
        PA
        USD
        64625.47000000
        0.007490250356
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHZ5
        
          
        
        1345000.00000000
        PA
        USD
        1384547.57000000
        0.160472456592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374DBJ7
        
          
        
        13635.29000000
        PA
        USD
        13176.57000000
        0.001527196755
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-07-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        
        33845FAG1
        
          
        
        2200000.00000000
        PA
        USD
        2306785.80000000
        0.267362127658
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        
        21036PBD9
        
          
        
        110000.00000000
        PA
        USD
        151177.58000000
        0.017521852025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396VQJ0
        
          
        
        40103.66000000
        PA
        USD
        62961.06000000
        0.007297341158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-25
          Floating
          22.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828W71
        
          
        
        1000000.00000000
        PA
        USD
        1048515.62000000
        0.121525530045
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-03-31
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828UN8
        
          
        
        500000.00000000
        PA
        USD
        514218.75000000
        0.059599213365
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Colony American Finance Ltd
        N/A
        
        21872FAD9
        
          
        
        1300000.00000000
        PA
        USD
        1461208.71000000
        0.169357670598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396WZ90
        
          
        
        163680.52000000
        PA
        USD
        193212.94000000
        0.022393853269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        
        502431AN9
        
          
        
        350000.00000000
        PA
        USD
        344621.20000000
        0.039942441672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        
        032654AP0
        
          
        
        226000.00000000
        PA
        USD
        272034.75000000
        0.031529494223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-05
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Air Lease Corp
        5493004NW4M4P8TMMK63
        
        00912XBA1
        
          
        
        258000.00000000
        PA
        USD
        275767.62000000
        0.031962143005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396NU46
        
          
        
        67259.75000000
        PA
        USD
        62980.85000000
        0.007299634867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374JA30
        
          
        
        862286.04000000
        PA
        USD
        943136.82000000
        0.109311868864
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-1 AA PTT
        N/A
        
        023761AA7
        
          
        
        677810.00000000
        PA
        USD
        707482.62000000
        0.081998969546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVOCATE HEALTH CORP
        549300AEHU3PPOUCIL87
        
        007589AD6
        
          
        
        310000.00000000
        PA
        USD
        320704.15000000
        0.037170396962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        31364HR74
        
          
        
        37609.80000000
        PA
        USD
        37237.13000000
        0.004315874627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAC7
        
          
        
        460000.00000000
        PA
        USD
        462535.56000000
        0.053609004979
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410US29
        
          
        
        4.48000000
        PA
        USD
        4.47000000
        0.000000518083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AF7
        
          
        
        225000.00000000
        PA
        USD
        212970.06000000
        0.024683751898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-10
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        
        74456QBA3
        
          
        
        138000.00000000
        PA
        USD
        160157.62000000
        0.018562660670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TDHG4
        
          
        
        149762.60000000
        PA
        USD
        168442.19000000
        0.019522862636
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396VD39
        
          
        
        95753.97000000
        PA
        USD
        92880.75000000
        0.010765106555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IND & COMM BK CHINA/NY
        5493002ERZU2K9PZDL40
        
        45580KAG3
        
          
        
        400000.00000000
        PA
        USD
        401359.68000000
        0.046518570558
        Long
        DBT
        CORP
        CN
        N
        
        2
        
          2021-10-20
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MV0
        
          
        
        1160000.00000000
        PA
        USD
        1187260.00000000
        0.137606343720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-18
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROP INC
        5493008JKH5SOTI0JS97
        
        637417AJ5
        
          
        
        218000.00000000
        PA
        USD
        239940.58000000
        0.027809701264
        Long
        DBT
        
        US
        N
        
        2
        
          2026-12-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394EE38
        
          
        
        74106.08000000
        PA
        USD
        79379.18000000
        0.009200241503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AAYT4
        
          
        
        2491144.76000000
        PA
        USD
        2908097.12000000
        0.337055583331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Fixed
          5.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABQ9
        
          
        
        649000.00000000
        PA
        USD
        653447.33000000
        0.075736147006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        5493001NEANKKEPIN618
        
        31395B5J8
        
          
        
        29014.89000000
        PA
        USD
        34204.78000000
        0.003964417830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Municipal Power Inc
        EARKGGZJJEMVD66XQ486
        
        02765UDV3
        
          
        
        640000.00000000
        PA
        USD
        1065162.05000000
        0.123454892079
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-02-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36241KHA9
        
          
        
        86615.01000000
        PA
        USD
        101155.64000000
        0.011724186586
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        
        56847MAB6
        
          
        
        1335000.00000000
        PA
        USD
        1377870.86000000
        0.159698609540
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-07-20
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US Capital LLC
        KK5MZM9DIXLXZL9DZL15
        
        05565EAM7
        
          
        
        330000.00000000
        PA
        USD
        341498.65000000
        0.039580530475
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83367TBJ7
        
          
        
        270000.00000000
        PA
        USD
        295018.53000000
        0.034193370654
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-04-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398PSE0
        
          
        
        64568.84000000
        PA
        USD
        10863.58000000
        0.001259115546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-25
          Floating
          6.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYJ7
        
          
        
        440000.00000000
        PA
        USD
        446499.24000000
        0.051750356190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        5586006WD91QHB7J4X50
        
        80414L2H7
        
          
        
        200000.00000000
        PA
        USD
        202020.00000000
        0.023414613107
        Long
        DBT
        CORP
        SA
        N
        
        2
        
          2025-11-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Academic Loan Funding Trust
        N/A
        
        00389VAA0
        
          
        
        395432.61000000
        PA
        USD
        394428.21000000
        0.045715196198
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-12-26
          Floating
          0.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ACX95
        
          
        
        122624.32000000
        PA
        USD
        142553.09000000
        0.016522252498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-10-15
          Variable
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TGBL2
        
          
        
        31670.02000000
        PA
        USD
        35890.51000000
        0.004159798068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        362332AR9
        
          
        
        814268.36000000
        PA
        USD
        2059.12000000
        0.000238657054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-11-10
          Variable
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300OFE1DNC7KO4K57
        
        30292NAK9
        
          
        
        1405000.00000000
        PA
        USD
        1493002.03000000
        0.173042594305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-25
          Variable
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Assurant Inc
        H3F39CAXWQRVWURFXL38
        
        04621XAH1
        
          
        
        425000.00000000
        PA
        USD
        455894.87000000
        0.052839332733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-27
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGE ENERGY CORP
        CE5OG6JPOZMDSA0LAQ19
        
        670837AC7
        
          
        
        225000.00000000
        PA
        USD
        225098.01000000
        0.026089411026
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659T2C4
        
          
        
        330000.00000000
        PA
        USD
        319558.45000000
        0.037037607524
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2041-01-26
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED AIR 2016-2 A PTT
        N/A
        
        90932DAA3
        
          
        
        419716.33000000
        PA
        USD
        427556.76000000
        0.049554876334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE INSURANCE
        TAE73CY392TBWJ3O3305
        
        64952GAQ1
        
          
        
        330000.00000000
        PA
        USD
        422476.27000000
        0.048966035091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREED ABS Trust
        N/A
        
        30312JAA6
        
          
        
        15511.69000000
        PA
        USD
        15525.14000000
        0.001799401774
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-18
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        92922FEV6
        
          
        
        48397.99000000
        PA
        USD
        49663.62000000
        0.005756135272
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABD6
        
          
        
        1210000.00000000
        PA
        USD
        1349004.80000000
        0.156352962441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05367AAJ2
        
          
        
        300000.00000000
        PA
        USD
        302496.75000000
        0.035060114679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-20
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392CH31
        
          
        
        107465.97000000
        PA
        USD
        125412.17000000
        0.014535577861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M6F37
        
          
        
        16726.78000000
        PA
        USD
        19423.97000000
        0.002251285726
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMPBELL SOUP CO
        5493007JDSMX8Z5Z1902
        
        134429BK4
        
          
        
        188000.00000000
        PA
        USD
        186418.56000000
        0.021606367975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-24
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833CD0
        
          
        
        207000.00000000
        PA
        USD
        248994.16000000
        0.028859033375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-04
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AIR 2017-1 PTT AA
        N/A
        
        84858WAA4
        
          
        
        231587.21000000
        PA
        USD
        238839.18000000
        0.027682046305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        
        80281LAQ8
        
          
        
        320000.00000000
        PA
        USD
        321453.81000000
        0.037257284393
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        
        91911TAQ6
        
          
        
        475000.00000000
        PA
        USD
        508250.00000000
        0.058907420611
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-07-08
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        
        00287YAW9
        
          
        
        165000.00000000
        PA
        USD
        203700.12000000
        0.023609343133
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-14
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHY72
        
          
        
        84972.35000000
        PA
        USD
        89818.10000000
        0.010410137914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Floating
          2.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375KB68
        
          
        
        161822.29000000
        PA
        USD
        28777.26000000
        0.003335354960
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-07-20
          Floating
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOHL'S CORPORATION
        549300JF6LPRTRJ0FH50
        
        500255AX2
        
          
        
        645000.00000000
        PA
        USD
        675527.71000000
        0.078295317162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHVH3
        
          
        
        20967.88000000
        PA
        USD
        22157.71000000
        0.002568132892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Floating
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374FNK6
        
          
        
        28643.71000000
        PA
        USD
        36559.17000000
        0.004237297401
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-20
          Floating
          17.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWL4
        
          
        
        1727000.00000000
        PA
        USD
        1927130.48000000
        0.223359145616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Pass-Through Trust
        N/A
        
        126650BY5
        
          
        
        478689.82000000
        PA
        USD
        584320.18000000
        0.067724140905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-01-10
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK
        F8SB4JFBSYQFRQEH3Z21
        
        632525AW1
        
          
        
        250000.00000000
        PA
        USD
        239749.82000000
        0.027787591713
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2041-01-14
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419AZK6
        
          
        
        28259.60000000
        PA
        USD
        29060.36000000
        0.003368166944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416B3M8
        
          
        
        17066.24000000
        PA
        USD
        21012.33000000
        0.002435380543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392FA72
        
          
        
        122389.88000000
        PA
        USD
        141771.02000000
        0.016431608668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810QA9
        
          
        
        2900000.00000000
        PA
        USD
        3726953.13000000
        0.431963001731
        Long
        DBT
        UST
        US
        N
        
        2
        
          2039-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LF6B9
        
          
        
        5000000.00000000
        PA
        USD
        5564475.85000000
        0.644936388354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS BANK NA/RI
        DRMSV1Q0EKMEXLAU1P80
        
        17401QAQ4
        
          
        
        475000.00000000
        PA
        USD
        499144.41000000
        0.057852060415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-29
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        
        459506AL5
        
          
        
        187000.00000000
        PA
        USD
        249454.32000000
        0.028912367047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-09-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398MZR0
        
          
        
        65753.20000000
        PA
        USD
        11062.40000000
        0.001282159271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Floating
          7.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE TRUCK LEASING/PTL
        N/A
        
        709599BC7
        
          
        
        233000.00000000
        PA
        USD
        247524.27000000
        0.028688669521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31339MWA2
        
          
        
        55517.67000000
        PA
        USD
        65178.89000000
        0.007554393090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        
        000000000
        
          
        
        22879245.94000000
        PA
        USD
        22879245.94000000
        2.651760676580
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.00000000
          2021-08-02
          
            
              20331400.00000000
              USD
              23336852.61000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJT7
        
          
        
        670000.00000000
        PA
        USD
        699440.95000000
        0.081066920285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT Corp
        4NT01YGM4X7ZX86ISY52
        
        26884LAF6
        
          
        
        264000.00000000
        PA
        USD
        286110.00000000
        0.033160850194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        
        015271AS8
        
          
        
        419000.00000000
        PA
        USD
        496866.43000000
        0.057588036950
        Long
        DBT
        
        US
        N
        
        2
        
          2050-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDLZ4
        
          
        
        1000000.00000000
        PA
        USD
        1078176.34000000
        0.124963280185
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BJ3
        
          
        
        425000.00000000
        PA
        USD
        442510.00000000
        0.051287993497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan Trust
        N/A
        
        61745MA52
        
          
        
        92598.95000000
        PA
        USD
        98628.53000000
        0.011431288344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-25
          Variable
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        31395QDC1
        
          
        
        386039.36000000
        PA
        USD
        388816.61000000
        0.045064798005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-25
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        06051GHG7
        
          
        
        1300000.00000000
        PA
        USD
        1472729.92000000
        0.170693007073
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31393YU78
        
          
        
        65521.84000000
        PA
        USD
        78030.56000000
        0.009043933140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        
        23291KAJ4
        
          
        
        134000.00000000
        PA
        USD
        146462.66000000
        0.016975381242
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-11-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        
        166756AU0
        
          
        
        400000.00000000
        PA
        USD
        555532.23000000
        0.064387546947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        
        084664BU4
        
          
        
        268000.00000000
        PA
        USD
        341743.18000000
        0.039608872101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060BD7
        
          
        
        290000.00000000
        PA
        USD
        312868.95000000
        0.036262278079
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2060-07-09
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        92873AAA6
        
          
        
        1599919.30000000
        PA
        USD
        1602556.77000000
        0.185740257166
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411BE41
        
          
        
        12434.19000000
        PA
        USD
        12618.86000000
        0.001462556800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Airbus SE
        MINO79WLOO247M1IL051
        
        009279AA8
        
          
        
        327000.00000000
        PA
        USD
        356463.12000000
        0.041314949222
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-04-10
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VCV4
        
          
        
        400000.00000000
        PA
        USD
        480050.31000000
        0.055639007429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CF9
        
          
        
        183000.00000000
        PA
        USD
        200143.19000000
        0.023197086229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L8UV4
        
          
        
        2440357.60000000
        PA
        USD
        2616516.20000000
        0.303260640101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-01-01
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396KDK5
        
          
        
        33860.02000000
        PA
        USD
        40493.88000000
        0.004693339933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828VB3
        
          
        
        4609000.00000000
        PA
        USD
        4738808.15000000
        0.549239478389
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0MJ1
        
          
        
        382.29000000
        PA
        USD
        382.66000000
        0.000044351231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-11-15
          Variable
          6.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31376J5Y1
        
          
        
        114450.76000000
        PA
        USD
        132228.66000000
        0.015325625758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398WRF3
        
          
        
        237365.19000000
        PA
        USD
        330430.88000000
        0.038297748807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-15
          Floating
          17.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        
        539439AM1
        
          
        
        200000.00000000
        PA
        USD
        225391.84000000
        0.026123466643
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-10
          Fixed
          4.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810RK6
        
          
        
        2300000.00000000
        PA
        USD
        2572765.63000000
        0.298189841814
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBG3
        
          
        
        618000.00000000
        PA
        USD
        696737.74000000
        0.080753611621
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBA8
        
          
        
        925000.00000000
        PA
        USD
        1085283.04000000
        0.125786964132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31395DEB1
        
          
        
        24029.99000000
        PA
        USD
        23121.10000000
        0.002679792154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AX6
        
          
        
        234000.00000000
        PA
        USD
        237610.92000000
        0.027539687961
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-01
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374JBT2
        
          
        
        7448.21000000
        PA
        USD
        8064.26000000
        0.000934667497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-20
          Floating
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        
        91913YBB5
        
          
        
        390000.00000000
        PA
        USD
        397173.50000000
        0.046033382037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419ABT3
        
          
        
        33326.44000000
        PA
        USD
        37387.47000000
        0.004333299401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        
        89153VAX7
        
          
        
        650000.00000000
        PA
        USD
        681287.11000000
        0.078962845737
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2041-06-29
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
        
        880000.00000000
        PA
        USD
        904516.06000000
        0.104835628129
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A8TL2
        
          
        
        3497000.00000000
        PA
        USD
        4131601.29000000
        0.478862715181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLCC Mortgage Investors Inc
        N/A
        
        59020UGG4
        
          
        
        60094.07000000
        PA
        USD
        58610.07000000
        0.006793050753
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-25
          Floating
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Securities Trust
        N/A
        
        949803AA8
        
          
        
        162584.07000000
        PA
        USD
        161394.98000000
        0.018706073726
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Variable
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394FDH5
        
          
        
        67763.88000000
        PA
        USD
        84242.02000000
        0.009763856577
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-25
          Floating
          19.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LL2
        
          
        
        5375000.00000000
        PA
        USD
        5362579.99000000
        0.621536163376
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398EP99
        
          
        
        12113.98000000
        PA
        USD
        12359.72000000
        0.001432521839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-15
          Floating
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDSB0
        
          
        
        962727.44000000
        PA
        USD
        1028642.85000000
        0.119222227298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374EVW4
        
          
        
        42875.84000000
        PA
        USD
        4082.63000000
        0.000473186822
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-16
          Floating
          6.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2018-1 AA PTT
        N/A
        
        909318AA5
        
          
        
        603404.15000000
        PA
        USD
        631355.40000000
        0.073175638176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31393ELF4
        
          
        
        62681.41000000
        PA
        USD
        69506.76000000
        0.008056003830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-25
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395WA31
        
          
        
        29277.51000000
        PA
        USD
        42309.09000000
        0.004903727221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-15
          Floating
          21.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31393RY20
        
          
        
        18027.32000000
        PA
        USD
        23266.22000000
        0.002696611918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-15
          Floating
          14.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TCVY1
        
          
        
        18542.72000000
        PA
        USD
        21096.90000000
        0.002445182413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31300LAQ8
        
          
        
        68725.03000000
        PA
        USD
        72172.01000000
        0.008364912837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Floating
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        
        573284AQ9
        
          
        
        276000.00000000
        PA
        USD
        303734.50000000
        0.035203572938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        
        80281LAF2
        
          
        
        360000.00000000
        PA
        USD
        364975.98000000
        0.042301610559
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-10
          Fixed
          3.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396WFQ4
        
          
        
        17797.00000000
        PA
        USD
        18075.34000000
        0.002094976204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-25
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgages Trust
        N/A
        
        576433UM6
        
          
        
        64166.73000000
        PA
        USD
        64774.86000000
        0.007507565023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-21
          Variable
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        
        797440BH6
        
          
        
        320000.00000000
        PA
        USD
        392184.57000000
        0.045455152823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRISTATE GEN&TRANS ASSN
        549300VDHNFNPADSSV98
        
        89566EAK4
        
          
        
        124000.00000000
        PA
        USD
        141579.58000000
        0.016409420303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY SOUTHERN
        5493008C12PZMWP3WY03
        
        485170BB9
        
          
        
        316000.00000000
        PA
        USD
        402231.93000000
        0.046619666471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS
        N/A
        
        843452AZ6
        
          
        
        105000.00000000
        PA
        USD
        152127.73000000
        0.017631976739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2U4
        
          
        
        215000.00000000
        PA
        USD
        216910.60000000
        0.025140470141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        XYLEM INC
        549300DF5MV96DRYLQ48
        
        98419MAL4
        
          
        
        235000.00000000
        PA
        USD
        240585.07000000
        0.027884399235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HBG9
        
          
        
        123000.00000000
        PA
        USD
        132524.08000000
        0.015359865660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-05
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12593PAW2
        
          
        
        562000.00000000
        PA
        USD
        620017.23000000
        0.071861516486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-10
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410GKU6
        
          
        
        25883.46000000
        PA
        USD
        31478.30000000
        0.003648412116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247LS0
        
          
        
        41123.82000000
        PA
        USD
        40697.57000000
        0.004716948104
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247DA8
        
          
        
        3421.27000000
        PA
        USD
        3533.64000000
        0.000409557536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        
        92936UAH2
        
          
        
        545000.00000000
        PA
        USD
        536059.44000000
        0.062130602862
        Long
        DBT
        
        US
        N
        
        2
        
          2033-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376R5T9
        
          
        
        3724822.13000000
        PA
        USD
        280106.62000000
        0.032465043739
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-06-20
          Variable
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDI
        6354009CCUKJIZ7KFX73
        
        30321L2A9
        
          
        
        300000.00000000
        PA
        USD
        306227.51000000
        0.035492518907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        
        195325BQ7
        
          
        
        300000.00000000
        PA
        USD
        314580.00000000
        0.036460592968
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-02-26
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SL3
        
          
        
        999000.00000000
        PA
        USD
        1018862.93000000
        0.118088710601
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE SECURED LEND
        549300KM7KWQHVBNH962
        
        09261LAD0
        
          
        
        415000.00000000
        PA
        USD
        432693.94000000
        0.050150288086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-14
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BY4
        
          
        
        420000.00000000
        PA
        USD
        534880.06000000
        0.061993909830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397S5E0
        
          
        
        125143.22000000
        PA
        USD
        145792.40000000
        0.016897696465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Variable
          5.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        91835EAA7
        
          
        
        1431725.71000000
        PA
        USD
        1433305.33000000
        0.166123600471
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377GAA4
        
          
        
        900000.00000000
        PA
        USD
        900641.34000000
        0.104386538585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-05-08
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LR34
        
          
        
        134544.31000000
        PA
        USD
        123200.62000000
        0.014279253796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Bear
        N/A
        
        380797AA8
        
          
        
        145814.70000000
        PA
        USD
        145210.30000000
        0.016830229649
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-09-20
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        
        042735BF6
        
          
        
        133000.00000000
        PA
        USD
        149194.97000000
        0.017292062667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396YTV4
        
          
        
        81007.15000000
        PA
        USD
        16846.87000000
        0.001952593521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-25
          Floating
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LQK7
        
          
        
        55459.32000000
        PA
        USD
        50707.43000000
        0.005877115410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300OFE1DNC7KO4K57
        
        30292NAG8
        
          
        
        4355000.00000000
        PA
        USD
        4711666.23000000
        0.546093663342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-25
          Variable
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810RT7
        
          
        
        280000.00000000
        PA
        USD
        300015.63000000
        0.034772546791
        Long
        DBT
        UST
        US
        N
        
        2
        
          2046-08-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        
        36321PAE0
        
          
        
        450000.00000000
        PA
        USD
        453236.47000000
        0.052531217658
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2040-09-30
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MY4
        
          
        
        1145000.00000000
        PA
        USD
        1182725.51000000
        0.137080785216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Resecuritization Trust
        N/A
        
        576435BB6
        
          
        
        6792.00000000
        PA
        USD
        5638.71000000
        0.000653540308
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335PLW3
        
          
        
        30.35000000
        PA
        USD
        30.46000000
        0.000003530388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-17
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418MEF5
        
          
        
        13685.02000000
        PA
        USD
        14251.96000000
        0.001651837092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398GWF2
        
          
        
        64157.97000000
        PA
        USD
        56487.17000000
        0.006547001440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN
        5493000EYEKDT0FBSQ91
        
        035242AM8
        
          
        
        154000.00000000
        PA
        USD
        191432.81000000
        0.022187531839
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        3128HXKY0
        
          
        
        829718.82000000
        PA
        USD
        903569.63000000
        0.104725934572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Phillips 66 Partners LP
        549300TL5L4IG0H4FX64
        
        718549AE8
        
          
        
        144000.00000000
        PA
        USD
        170785.18000000
        0.019794420919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        
        06738EBE4
        
          
        
        600000.00000000
        PA
        USD
        613329.45000000
        0.071086386394
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-02-15
          Fixed
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398SES8
        
          
        
        336902.51000000
        PA
        USD
        42985.12000000
        0.004982080755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-25
          Floating
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46628KAT7
        
          
        
        10779.83000000
        PA
        USD
        10839.40000000
        0.001256313025
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31394YRX4
        
          
        
        61784.45000000
        PA
        USD
        74979.14000000
        0.008690266083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        
        91086QBB3
        
          
        
        190000.00000000
        PA
        USD
        210373.70000000
        0.024382827410
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2044-03-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AQC65
        
          
        
        231371.82000000
        PA
        USD
        231629.85000000
        0.026846467290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-11-25
          Floating
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        
        741389AA8
        
          
        
        1928391.01000000
        PA
        USD
        1931057.59000000
        0.223814307289
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        
        857492706
        
          
        
        35189412.50000000
        NS
        USD
        35189412.50000000
        4.078539150467
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392BQR0
        
          
        
        286124.00000000
        PA
        USD
        338435.42000000
        0.039225494610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        
        91913YBA7
        
          
        
        430000.00000000
        PA
        USD
        433739.21000000
        0.050271437440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SC3
        
          
        
        296000.00000000
        PA
        USD
        373399.38000000
        0.043277903263
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Nvent Finance Sarl
        549300KO1OQ4MVFB6X02
        
        67078AAD5
        
          
        
        337000.00000000
        PA
        USD
        374393.66000000
        0.043393142752
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Asset Backed Funding Certificates
        N/A
        
        04542BMS8
        
          
        
        849.89000000
        PA
        USD
        849.34000000
        0.000098440587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Variable
          4.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BQ2
        
          
        
        1000000.00000000
        PA
        USD
        1002334.09000000
        0.116172977537
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-09-10
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        
        05523RAF4
        
          
        
        201000.00000000
        PA
        USD
        198010.13000000
        0.022949859347
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-02-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCA5
        
          
        
        1420000.00000000
        PA
        USD
        1671873.11000000
        0.193774190852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        
        81744FFJ1
        
          
        
        122907.15000000
        PA
        USD
        125898.96000000
        0.014591998015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-20
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36241LCC8
        
          
        
        220356.13000000
        PA
        USD
        258300.56000000
        0.029937667943
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVA PRIN STRIP
        549300HE1ISW43LNKM54
        
        88059FAV3
        
          
        
        2000000.00000000
        PA
        USD
        1947260.00000000
        0.225692206317
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2025-11-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        
        98956PAQ5
        
          
        
        136000.00000000
        PA
        USD
        142791.12000000
        0.016549840758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-19
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128282A7
        
          
        
        142000.00000000
        PA
        USD
        147519.14000000
        0.017097829863
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        
        036752AG8
        
          
        
        425000.00000000
        PA
        USD
        489411.94000000
        0.056724043289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GFD1
        
          
        
        200000.00000000
        PA
        USD
        295450.48000000
        0.034243434717
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BM6D3
        
          
        
        16886.03000000
        PA
        USD
        16902.02000000
        0.001958985541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-25
          Floating
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828W48
        
          
        
        279000.00000000
        PA
        USD
        292252.50000000
        0.033872780998
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        
        75884RAZ6
        
          
        
        420000.00000000
        PA
        USD
        450814.51000000
        0.052250506558
        Long
        DBT
        
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397UEP0
        
          
        
        323542.43000000
        PA
        USD
        377152.08000000
        0.043712850391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31392MH39
        
          
        
        182566.25000000
        PA
        USD
        223157.37000000
        0.025864486093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410UCF7
        
          
        
        3955.31000000
        PA
        USD
        3998.77000000
        0.000463467243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Floating
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541Q4B5
        
          
        
        39312.73000000
        PA
        USD
        40625.75000000
        0.004708623990
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        
        161630AG3
        
          
        
        46267.84000000
        PA
        USD
        46824.53000000
        0.005427077783
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regents of the University of California Medical Center Pooled Revenue
        N/A
        
        913366KD1
        
          
        
        820000.00000000
        PA
        USD
        917991.39000000
        0.106397451901
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2120-05-15
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Constellation Brands Inc
        5493005GKEG8QCVY7037
        
        21036PBB3
        
          
        
        185000.00000000
        PA
        USD
        209642.09000000
        0.024298032018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398F4S7
        
          
        
        7517.15000000
        PA
        USD
        1213.10000000
        0.000140601263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-25
          Floating
          6.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666AAA6
        
          
        
        884609.55000000
        PA
        USD
        935261.14000000
        0.108399058250
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LJVU1
        
          
        
        1712865.91000000
        PA
        USD
        1885795.40000000
        0.218568308540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        
        90265EAQ3
        
          
        
        500000.00000000
        PA
        USD
        546551.63000000
        0.063346673398
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LAA9
        
          
        
        300000.00000000
        PA
        USD
        432316.97000000
        0.050106596339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AQ1
        
          
        
        250000.00000000
        PA
        USD
        257298.92000000
        0.029821575412
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-06-05
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374TV48
        
          
        
        81990.49000000
        PA
        USD
        92173.55000000
        0.010683140342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377BAA5
        
          
        
        505000.00000000
        PA
        USD
        506954.25000000
        0.058757240011
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410KNJ9
        
          
        
        14086.60000000
        PA
        USD
        14214.32000000
        0.001647474524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Salomon Brothers Mortgage Securities VII
        549300VB2N1G56GWKB41
        
        79549AYG8
        
          
        
        24271.76000000
        PA
        USD
        25300.38000000
        0.002932376047
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Variable
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barrick Gold Corp
        0O4KBQCJZX82UKGCBV73
        
        725906AN1
        
          
        
        140000.00000000
        PA
        USD
        197452.04000000
        0.022885175348
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-10-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Agricole SA
        969500TJ5KRTCJQWXH05
        
        225313AF2
        
          
        
        200000.00000000
        PA
        USD
        220514.40000000
        0.025558159393
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-03-17
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
        
        230000.00000000
        PA
        USD
        237905.12000000
        0.027573786462
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3622AAHY3
        
          
        
        2048780.63000000
        PA
        USD
        2230131.23000000
        0.258477675131
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-11-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        
        225401AF5
        
          
        
        250000.00000000
        PA
        USD
        277457.71000000
        0.032158028578
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2029-01-12
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL INSURANCE
        CNC20I6IOMGF7KY49D67
        
        53079QAB3
        
          
        
        200000.00000000
        PA
        USD
        245899.60000000
        0.028500366287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Westgate Resorts
        5493001B6N5F6HQT6Z27
        
        96033DAA8
        
          
        
        78270.61000000
        PA
        USD
        78213.06000000
        0.009065085337
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-12-20
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV SOUTHERN CALIFORIA
        0GMCSQ6M60R4T46U5511
        
        914886AD8
        
          
        
        310000.00000000
        PA
        USD
        331167.07000000
        0.038383075032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2120-10-01
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418APP7
        
          
        
        347293.14000000
        PA
        USD
        380521.59000000
        0.044103384857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        
        059165EH9
        
          
        
        188000.00000000
        PA
        USD
        213857.82000000
        0.024786645457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RFC PRINCIPAL STRIP
        N/A
        
        76116FAB3
        
          
        
        2000000.00000000
        PA
        USD
        1773702.20000000
        0.205576431944
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2030-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SU3
        
          
        
        8695000.00000000
        PA
        USD
        8622994.53000000
        0.999426199140
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409V3L5
        
          
        
        250832.88000000
        PA
        USD
        279372.27000000
        0.032379930774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AX2
        
          
        
        615000.00000000
        PA
        USD
        614108.25000000
        0.071176651222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        
        629377CP5
        
          
        
        345000.00000000
        PA
        USD
        352424.75000000
        0.040846892242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        
        58940BAA4
        
          
        
        900000.00000000
        PA
        USD
        903648.60000000
        0.104735087389
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Panama
        549300SHS4T08CL0LP14
        
        698299BH6
        
          
        
        200000.00000000
        PA
        USD
        227580.00000000
        0.026377079749
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2050-04-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410K4N1
        
          
        
        238.70000000
        PA
        USD
        239.27000000
        0.000027731979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396YEP3
        
          
        
        147055.65000000
        PA
        USD
        24154.11000000
        0.002799520545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-25
          Floating
          5.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        
        880451AZ2
        
          
        
        595000.00000000
        PA
        USD
        625348.24000000
        0.072479393610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BK4
        
          
        
        1103000.00000000
        PA
        USD
        1233144.49000000
        0.142924468564
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-13
          Fixed
          4.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FRT0
        
          
        
        180713.83000000
        PA
        USD
        165835.28000000
        0.019220715378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LCMZ5
        
          
        
        1831035.45000000
        PA
        USD
        2196680.39000000
        0.254600640794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396QHD4
        
          
        
        7709.83000000
        PA
        USD
        9206.45000000
        0.001067050118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK HUTCHISON INTL 19 LTD
        254900FPY8WXG61CMU70
        
        12564CAB2
        
          
        
        285000.00000000
        PA
        USD
        318094.20000000
        0.036867897360
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-04-11
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MID-ATLANTIC INTERSTATE
        N/A
        
        59524QAA3
        
          
        
        195000.00000000
        PA
        USD
        221341.47000000
        0.025654018833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        
        09062XAG8
        
          
        
        160000.00000000
        PA
        USD
        159354.22000000
        0.018469544641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDL50
        
          
        
        1477000.00000000
        PA
        USD
        1592466.45000000
        0.184570764349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396P5P2
        
          
        
        199188.09000000
        PA
        USD
        226415.19000000
        0.026242075416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31392B6V3
        
          
        
        184635.68000000
        PA
        USD
        221280.93000000
        0.025647002099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies Group LLC
        NY9Q8VBNB6D1L6YV0J84
        
        472319AC6
        
          
        
        260000.00000000
        PA
        USD
        354176.58000000
        0.041049933632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397AJ95
        
          
        
        91794.44000000
        PA
        USD
        86025.93000000
        0.009970616118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KGYU6
        
          
        
        1551437.03000000
        PA
        USD
        1675569.21000000
        0.194202577900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415RBR4
        
          
        
        206654.10000000
        PA
        USD
        245448.47000000
        0.028448079214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        
        36164QNA2
        
          
        
        1400000.00000000
        PA
        USD
        1715609.71000000
        0.198843369981
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810RC4
        
          
        
        4000000.00000000
        PA
        USD
        5301875.00000000
        0.614500306260
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AstraZeneca PLC
        PY6ZZQWO2IZFZC3IOL08
        
        046353AD0
        
          
        
        180000.00000000
        PA
        USD
        273341.12000000
        0.031680905708
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2037-09-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        
        44962LAJ6
        
          
        
        519000.00000000
        PA
        USD
        605673.00000000
        0.070198985074
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2029-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAC4
        
          
        
        95000.00000000
        PA
        USD
        99898.27000000
        0.011578454322
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGL8
        
          
        
        246000.00000000
        PA
        USD
        282447.22000000
        0.032736325015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBCUniversal Media LLC
        VTBDOQJ6KOGQ6K786R46
        
        63946BAG5
        
          
        
        210000.00000000
        PA
        USD
        308136.01000000
        0.035713718734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        
        36228FTW6
        
          
        
        169804.99000000
        PA
        USD
        174956.98000000
        0.020277942764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL LEASE FINANCE CORP
        N/A
        
        459745GK5
        
          
        
        700000.00000000
        PA
        USD
        725379.56000000
        0.084073268754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-01-15
          Fixed
          8.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396FZ71
        
          
        
        35466.77000000
        PA
        USD
        34667.87000000
        0.004018091096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        
        16163LAA0
        
          
        
        8368.06000000
        PA
        USD
        8169.92000000
        0.000946913750
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Variable
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375BWC2
        
          
        
        4861.35000000
        PA
        USD
        4903.30000000
        0.000568304486
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-05-20
          Floating
          0.74000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393YQ99
        
          
        
        49036.22000000
        PA
        USD
        48397.64000000
        0.005609405088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        
        00131LAF2
        
          
        
        335000.00000000
        PA
        USD
        379883.74000000
        0.044029456479
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2028-04-06
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02665UAA3
        
          
        
        1950085.15000000
        PA
        USD
        2068040.54000000
        0.239690966910
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417GTH9
        
          
        
        798362.77000000
        PA
        USD
        862698.74000000
        0.099988898255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822AH7
        
          
        
        200000.00000000
        PA
        USD
        208868.45000000
        0.024208365246
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-09-13
          Fixed
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FZW6
        
          
        
        259.35000000
        PA
        USD
        273.52000000
        0.000031701638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2019-06-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACA1
        
          
        
        1150000.00000000
        PA
        USD
        1175840.50000000
        0.136282795683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK HUTCHISON INTL 16 LTD
        254900OULDVPV9SGEO05
        
        12563TAA8
        
          
        
        241000.00000000
        PA
        USD
        241594.17000000
        0.028001356398
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2021-10-03
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396LD23
        
          
        
        139206.88000000
        PA
        USD
        21692.57000000
        0.002514222026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-25
          Floating
          6.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        6174467X1
        
          
        
        497000.00000000
        PA
        USD
        574025.90000000
        0.066531008624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-24
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBQ3
        
          
        
        8880000.00000000
        PA
        USD
        8821725.00000000
        1.022459547659
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283NBA9
        
          
        
        11774.61000000
        PA
        USD
        12145.76000000
        0.001407723350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS EASTERN TRANSMISSI
        549300SIOULUXXIDGA69
        
        882384AD2
        
          
        
        60000.00000000
        PA
        USD
        65993.97000000
        0.007648862860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookfield Finance Inc
        N/A
        
        11271LAC6
        
          
        
        211000.00000000
        PA
        USD
        238797.84000000
        0.027677254898
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-01-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAK5
        
          
        
        500000.00000000
        PA
        USD
        628128.33000000
        0.072801612855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        17327CAM5
        
          
        
        573000.00000000
        PA
        USD
        568060.49000000
        0.065839602985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-28
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        
        001192AH6
        
          
        
        109000.00000000
        PA
        USD
        154243.09000000
        0.017877152147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mayo Clinic
        5493001OHMD58DCY4635
        
        578454AD2
        
          
        
        198000.00000000
        PA
        USD
        258817.45000000
        0.029997576761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A5MR2
        
          
        
        237718.21000000
        PA
        USD
        12506.81000000
        0.001449569930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LJ7
        
          
        
        355000.00000000
        PA
        USD
        354756.10000000
        0.041117101421
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128E43Q3
        
          
        
        1917.91000000
        PA
        USD
        2137.18000000
        0.000247704399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        
        45254NPE1
        
          
        
        85003.04000000
        PA
        USD
        85016.36000000
        0.009853604480
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LR9
        
          
        
        4300000.00000000
        PA
        USD
        4259982.74000000
        0.493742439871
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        
        03027XAK6
        
          
        
        281000.00000000
        PA
        USD
        307144.08000000
        0.035598751616
        Long
        DBT
        
        US
        N
        
        2
        
          2026-10-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wachovia Bank Commercial Mortgage Trust
        N/A
        
        92976BGA4
        
          
        
        478901.76000000
        PA
        USD
        4.79000000
        0.000000555172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-03-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FINANCE CORP
        549300QHC068L40NNM71
        
        120568BC3
        
          
        
        635000.00000000
        PA
        USD
        650814.93000000
        0.075431045395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        
        90269CAH3
        
          
        
        3935665.25000000
        PA
        USD
        31243.28000000
        0.003621172722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-05-10
          Variable
          1.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        
        629377CN0
        
          
        
        310000.00000000
        PA
        USD
        318779.67000000
        0.036947345013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-02
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        
        89680YAB1
        
          
        
        450000.00000000
        PA
        USD
        451270.31000000
        0.052303334895
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2024-06-07
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AQ5E6
        
          
        
        1052877.54000000
        PA
        USD
        1070660.85000000
        0.124092216475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-01-25
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396GLR0
        
          
        
        155476.16000000
        PA
        USD
        183155.41000000
        0.021228160893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300J7N4IBRYXP6K82
        
        30287EAG5
        
          
        
        2000000.00000000
        PA
        USD
        2157906.80000000
        0.250106686687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Variable
          3.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAH4
        
          
        
        150000.00000000
        PA
        USD
        155446.54000000
        0.018016634952
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810QK7
        
          
        
        1185000.00000000
        PA
        USD
        1601046.09000000
        0.185565165652
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413K3R0
        
          
        
        45377.67000000
        PA
        USD
        46832.39000000
        0.005427988777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Floating
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        549300437ZXANCCWB466
        
        90291LAA0
        
          
        
        155910.82000000
        PA
        USD
        156900.65000000
        0.018185169864
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375B8A3
        
          
        
        883528.53000000
        PA
        USD
        889609.42000000
        0.103107912020
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-08-20
          Floating
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT FINANCING TRU
        N/A
        
        51236PAA1
        
          
        
        763464.41000000
        PA
        USD
        763464.41000000
        0.088487396206
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2032-11-10
          Fixed
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0WW1
        
          
        
        140378.16000000
        PA
        USD
        13440.46000000
        0.001557782253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416CK88
        
          
        
        14777.89000000
        PA
        USD
        15612.65000000
        0.001809544398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Floating
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        
        655844BP2
        
          
        
        266000.00000000
        PA
        USD
        284352.64000000
        0.032957167863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        264399DK9
        
          
        
        500000.00000000
        PA
        USD
        643358.61000000
        0.074566839633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        
        256677AF2
        
          
        
        280000.00000000
        PA
        USD
        324348.97000000
        0.037592840532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TR 2013
        N/A
        
        12665UAA2
        
          
        
        460017.57000000
        PA
        USD
        526919.44000000
        0.061071254462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-01-10
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376CLY3
        
          
        
        500000.00000000
        PA
        USD
        594975.20000000
        0.068959083836
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEOK Partners LP
        T4DHW82NMF6BXJT50795
        
        68268NAC7
        
          
        
        220000.00000000
        PA
        USD
        300534.12000000
        0.034832641052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        
        666807BK7
        
          
        
        268000.00000000
        PA
        USD
        292913.74000000
        0.033949420334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDD5
        
          
        
        747000.00000000
        PA
        USD
        746419.92000000
        0.086511898043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        
        73358WJA3
        
          
        
        800000.00000000
        PA
        USD
        1099215.60000000
        0.127401781982
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2062-10-01
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31358TSD2
        
          
        
        71934.53000000
        PA
        USD
        74975.23000000
        0.008689812905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-02-25
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UniCredit SpA
        549300TRUWO2CD2G5692
        
        904678AF6
        
          
        
        200000.00000000
        PA
        USD
        222566.14000000
        0.025795961087
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2032-06-19
          Fixed
          5.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON GAS COMPANY
        FN7P4E7K9JOBORDEUX61
        
        100743AJ2
        
          
        
        330000.00000000
        PA
        USD
        397318.57000000
        0.046050196005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          4.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAE2
        
          
        
        895000.00000000
        PA
        USD
        944701.78000000
        0.109493251563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        
        90265EAT7
        
          
        
        330000.00000000
        PA
        USD
        324011.46000000
        0.037553722296
        Long
        DBT
        
        US
        N
        
        2
        
          2032-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAG6
        
          
        
        510000.00000000
        PA
        USD
        561116.47000000
        0.065034774049
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M7C38
        
          
        
        12350.50000000
        PA
        USD
        14266.89000000
        0.001653567516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES PWR-MINN
        3S1GHB0TEH85KX44SB51
        
        665772CC1
        
          
        
        89000.00000000
        PA
        USD
        131194.53000000
        0.015205767556
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-07-01
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BS6F5
        
          
        
        1000000.00000000
        PA
        USD
        1072526.60000000
        0.124308461473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-25
          Fixed
          2.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA FEMSA SAB CV
        5493008KEVFYPMGTXO33
        
        191241AH1
        
          
        
        435000.00000000
        PA
        USD
        457685.25000000
        0.053046842163
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        firstkey homes 2020-sfr1 trust
        N/A
        
        33767JAJ1
        
          
        
        2000000.00000000
        PA
        USD
        2045654.20000000
        0.237096335240
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-10-19
          Fixed
          2.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAM1
        
          
        
        270000.00000000
        PA
        USD
        291476.21000000
        0.033782807084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CCH2
        
          
        
        7217000.00000000
        PA
        USD
        7337659.22000000
        0.850452686629
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Manulife Financial Corp
        5493007GBX87QOZACS27
        
        56501RAE6
        
          
        
        350000.00000000
        PA
        USD
        384362.91000000
        0.044548603260
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-02-24
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2K9
        
          
        
        585000.00000000
        PA
        USD
        623896.50000000
        0.072311133386
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-13
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133T1WB4
        
          
        
        39487.95000000
        PA
        USD
        41457.81000000
        0.004805061783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Investors Auto Owner Trust
        N/A
        
        32059BAG3
        
          
        
        313325.79000000
        PA
        USD
        314110.77000000
        0.036406208061
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409EL90
        
          
        
        18440.18000000
        PA
        USD
        18632.63000000
        0.002159567481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        N/A
        
        05946XGP2
        
          
        
        50095.37000000
        PA
        USD
        51166.02000000
        0.005930267114
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38377NF41
        
          
        
        208853.00000000
        PA
        USD
        198918.38000000
        0.023055127748
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419ACT2
        
          
        
        35967.09000000
        PA
        USD
        37212.85000000
        0.004313060515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        
        928668BN1
        
          
        
        310000.00000000
        PA
        USD
        311230.70000000
        0.036072400889
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-24
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SES SA
        5493008JPA4HYMH1HX51
        
        78413HAA7
        
          
        
        100000.00000000
        PA
        USD
        104388.08000000
        0.012098834304
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-04-04
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395PMJ8
        
          
        
        1138572.64000000
        PA
        USD
        1328475.74000000
        0.153973594075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSMUTUAL GLOBAL FUNDIN
        549300K1IE3K7YU6VG29
        
        57629WCE8
        
          
        
        400000.00000000
        PA
        USD
        424139.76000000
        0.049158837659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-22
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGZ6
        
          
        
        200000.00000000
        PA
        USD
        215340.34000000
        0.024958473159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-23
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DD4
        
          
        
        435000.00000000
        PA
        USD
        436445.24000000
        0.050585072949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-04
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FAL5
        
          
        
        697000.00000000
        PA
        USD
        785947.60000000
        0.091093253029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        
        20268JAE3
        
          
        
        240000.00000000
        PA
        USD
        243373.59000000
        0.028207595537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31394ALV6
        
          
        
        516810.83000000
        PA
        USD
        566441.83000000
        0.065651996324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AJXA7
        
          
        
        350721.68000000
        PA
        USD
        391754.12000000
        0.045405262613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        313399BB2
        
          
        
        24521.70000000
        PA
        USD
        34838.14000000
        0.004037825806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-15
          Floating
          20.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBW0
        
          
        
        220000.00000000
        PA
        USD
        220876.56000000
        0.025600134625
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDEM1
        
          
        
        2682707.25000000
        PA
        USD
        2959061.27000000
        0.342962453218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBN9
        
          
        
        370000.00000000
        PA
        USD
        351828.57000000
        0.040777793519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-10
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        549300RF7M92JUSGM340
        
        31394FSB2
        
          
        
        25092.99000000
        PA
        USD
        25003.22000000
        0.002897934475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-25
          Floating
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD FINL SVCS GRP
        IU7C3FTM7Y3BQM112U94
        
        416515BB9
        
          
        
        360000.00000000
        PA
        USD
        436038.34000000
        0.050537912242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828F96
        
          
        
        3900000.00000000
        PA
        USD
        3918575.19000000
        0.454172468109
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-10-31
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31397KYA3
        
          
        
        262639.22000000
        PA
        USD
        267928.20000000
        0.031053535014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-25
          Variable
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128LUNQ5
        
          
        
        1265.74000000
        PA
        USD
        1266.77000000
        0.000146821747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Floating
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        
        73358WCX0
        
          
        
        170000.00000000
        PA
        USD
        245036.35000000
        0.028400313496
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387W3E5
        
          
        
        29502.25000000
        PA
        USD
        32941.39000000
        0.003817987833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAA4
        
          
        
        250000.00000000
        PA
        USD
        270368.61000000
        0.031336384514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        
        07384MM66
        
          
        
        17665.92000000
        PA
        USD
        17285.32000000
        0.002003410950
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Variable
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376JFB5
        
          
        
        172952.92000000
        PA
        USD
        31791.36000000
        0.003684696537
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-11-16
          Floating
          6.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396ELR5
        
          
        
        267833.95000000
        PA
        USD
        315402.63000000
        0.036555937801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288LTK7
        
          
        
        94347.86000000
        PA
        USD
        105604.35000000
        0.012239802978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILDREN'S HOSPITAL CORP
        549300NXFO6BISJLOS32
        
        16876BAB8
        
          
        
        300000.00000000
        PA
        USD
        295460.50000000
        0.034244596060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023BX2
        
          
        
        366000.00000000
        PA
        USD
        387060.83000000
        0.044861298800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416JAT8
        
          
        
        384326.10000000
        PA
        USD
        443520.37000000
        0.051405097856
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398QCA3
        
          
        
        156380.26000000
        PA
        USD
        143500.58000000
        0.016632068911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0YK5
        
          
        
        153866.61000000
        PA
        USD
        190415.72000000
        0.022069648616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BBTB8
        
          
        
        3106145.29000000
        PA
        USD
        3081840.63000000
        0.357192881948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-09-25
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31381RQY3
        
          
        
        1263373.01000000
        PA
        USD
        1428517.98000000
        0.165568734873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288LUU3
        
          
        
        227702.68000000
        PA
        USD
        273143.84000000
        0.031658040473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578QAC7
        
          
        
        600000.00000000
        PA
        USD
        656650.37000000
        0.076107387192
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-11
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513ECG4
        
          
        
        140000.00000000
        PA
        USD
        149128.22000000
        0.017284326179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties LP
        BVHHEFJI6SHNOKQT2572
        
        10112RAX2
        
          
        
        408000.00000000
        PA
        USD
        452488.88000000
        0.052444570145
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Precision Castparts Corp
        0XOOAY5P5J7Q734SEC89
        
        740189AN5
        
          
        
        150000.00000000
        PA
        USD
        181498.88000000
        0.021036165006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BRQA6
        
          
        
        1610597.16000000
        PA
        USD
        1645625.88000000
        0.190732072568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-12-25
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LS7
        
          
        
        3175000.00000000
        PA
        USD
        3136789.70000000
        0.363561613830
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        
        38937LAC5
        
          
        
        305000.00000000
        PA
        USD
        316215.18000000
        0.036650114337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAH3
        
          
        
        1044000.00000000
        PA
        USD
        1297004.24000000
        0.150325970095
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital Automotive LP
        N/A
        
        14576AAC6
        
          
        
        423760.42000000
        PA
        USD
        441540.39000000
        0.051175613321
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746TD3
        
          
        
        395000.00000000
        PA
        USD
        410065.30000000
        0.047527573252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376JFW9
        
          
        
        427949.93000000
        PA
        USD
        67645.79000000
        0.007840312846
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Floating
          5.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31396VQB7
        
          
        
        40582.15000000
        PA
        USD
        44517.43000000
        0.005159679239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-25
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE FRN
        N/A
        
        000000000
        
          
        
        2530000.00000000
        PA
        USD
        2530000.00000000
        0.293233200488
        Long
        LON
        CORP
        AE
        N
        
        2
        
          2023-03-15
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BS5N9
        
          
        
        1456000.00000000
        PA
        USD
        1555376.80000000
        0.180271983015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133T6VF5
        
          
        
        60459.65000000
        PA
        USD
        64694.42000000
        0.007498241830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTH
        549300HE1ISW43LNKM54
        
        88059FBG5
        
          
        
        1300000.00000000
        PA
        USD
        1137880.60000000
        0.131883150241
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2030-05-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        
        059165EM8
        
          
        
        240000.00000000
        PA
        USD
        246179.94000000
        0.028532858380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397SMD3
        
          
        
        157107.80000000
        PA
        USD
        10271.65000000
        0.001190509408
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-25
          Variable
          1.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397PAT7
        
          
        
        18686.30000000
        PA
        USD
        2949.45000000
        0.000341848483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-15
          Floating
          5.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BFY1
        
          
        
        121000.00000000
        PA
        USD
        136239.15000000
        0.015790451377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-03
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        
        05530QAN0
        
          
        
        215000.00000000
        PA
        USD
        217140.16000000
        0.025167076708
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36241KN53
        
          
        
        59081.14000000
        PA
        USD
        69350.10000000
        0.008037846552
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        
        12327BAA4
        
          
        
        870582.36000000
        PA
        USD
        876180.47000000
        0.101551463803
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31406D7D2
        
          
        
        29751.65000000
        PA
        USD
        32990.66000000
        0.003823698347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        
        655664AY6
        
          
        
        481000.00000000
        PA
        USD
        505456.34000000
        0.058583628571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563AE5
        
          
        
        220000.00000000
        PA
        USD
        255317.13000000
        0.029591881094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        
        05523RAE7
        
          
        
        239000.00000000
        PA
        USD
        240284.98000000
        0.027849618069
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2050-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KGS-Alpha SBA COOF Trust
        N/A
        
        48247KAA5
        
          
        
        893720.46000000
        PA
        USD
        18102.31000000
        0.002098102093
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2038-08-25
          Variable
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BUWM6
        
          
        
        628572.46000000
        PA
        USD
        648372.81000000
        0.075147997701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-01-25
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVELERS PPTY CASUALTY
        N/A
        
        893939AE8
        
          
        
        200000.00000000
        PA
        USD
        259267.40000000
        0.030049727068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        
        433674AA6
        
          
        
        1383715.22000000
        PA
        USD
        1399683.29000000
        0.162226723635
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-25
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AU4
        
          
        
        225000.00000000
        PA
        USD
        282131.56000000
        0.032699739248
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376WBQ7
        
          
        
        90296.40000000
        PA
        USD
        84795.29000000
        0.009827981926
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396QKF5
        
          
        
        45269.12000000
        PA
        USD
        6712.36000000
        0.000777978974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396N2Q8
        
          
        
        107181.22000000
        PA
        USD
        127213.12000000
        0.014744312380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        
        001192AM5
        
          
        
        85000.00000000
        PA
        USD
        92529.25000000
        0.010724366844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAJ9
        
          
        
        170000.00000000
        PA
        USD
        217729.97000000
        0.025235437132
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        549300BSAMDSBFTN8J04
        
        31396L7E4
        
          
        
        85397.38000000
        PA
        USD
        96589.93000000
        0.011195009608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397EMU6
        
          
        
        26626.25000000
        PA
        USD
        3734.21000000
        0.000432804090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-15
          Floating
          6.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31392A7A0
        
          
        
        135787.61000000
        PA
        USD
        167422.88000000
        0.019404722109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKD3
        
          
        
        1340000.00000000
        PA
        USD
        1337401.15000000
        0.155008070968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61750WAA1
        
          
        
        297469.30000000
        PA
        USD
        2.32000000
        0.000000268893
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-12-15
          Variable
          0.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        America Movil SAB de CV
        5493000FNR3UCEAONM59
        
        02364WBD6
        
          
        
        236000.00000000
        PA
        USD
        241832.99000000
        0.028029036221
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-07-16
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416YJB5
        
          
        
        23662.21000000
        PA
        USD
        23925.19000000
        0.002772988156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Energy Indiana LLC
        6URPHM2EAWGJ2C6ISB97
        
        26443TAA4
        
          
        
        200000.00000000
        PA
        USD
        230425.08000000
        0.026706831494
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WW Grainger Inc
        549300TWZSP6O1IH2V34
        
        384802AB0
        
          
        
        198000.00000000
        PA
        USD
        261877.69000000
        0.030352266077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        
        29364WAX6
        
          
        
        189000.00000000
        PA
        USD
        205882.29000000
        0.023862261984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2S9
        
          
        
        250000.00000000
        PA
        USD
        251905.00000000
        0.029196406865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FTC5
        
          
        
        66473.79000000
        PA
        USD
        11495.51000000
        0.001332357782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Standard Chartered PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BK5
        
          
        
        300000.00000000
        PA
        USD
        334142.16000000
        0.038727895254
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2033-03-15
          Fixed
          4.87000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CZ6
        
          
        
        600000.00000000
        PA
        USD
        615209.13000000
        0.071304245912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Florida Power & Light Co
        A89MY1K3YLIGJMYWVX50
        
        341081FE2
        
          
        
        112000.00000000
        PA
        USD
        151846.41000000
        0.017599371062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        9292275C6
        
          
        
        3963.80000000
        PA
        USD
        4706.72000000
        0.000545520383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Floating
          17.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARIZONA PUBLIC SERVICE
        YG6VT0TPHRH4TFVAQV64
        
        040555CM4
        
          
        
        303000.00000000
        PA
        USD
        402770.12000000
        0.046682044011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828WJ5
        
          
        
        148000.00000000
        PA
        USD
        157024.53000000
        0.018199527860
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410QPY1
        
          
        
        22258.59000000
        PA
        USD
        22322.36000000
        0.002587216231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Floating
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A6CE0
        
          
        
        225179.90000000
        PA
        USD
        10474.69000000
        0.001214042242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          Floating
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLCC Mortgage Investors Inc
        N/A
        
        59020UNN1
        
          
        
        75715.77000000
        PA
        USD
        76913.58000000
        0.008914472420
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        
        91087BAB6
        
          
        
        183000.00000000
        PA
        USD
        192704.49000000
        0.022334922668
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-01-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAF5
        
          
        
        265000.00000000
        PA
        USD
        294597.51000000
        0.034144573404
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-06
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CAE1
        
          
        
        690000.00000000
        PA
        USD
        656254.69000000
        0.076061526910
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31395BTU7
        
          
        
        149836.97000000
        PA
        USD
        139972.32000000
        0.016223134930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410F6J9
        
          
        
        19075.68000000
        PA
        USD
        21075.82000000
        0.002442739190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822BK9
        
          
        
        430000.00000000
        PA
        USD
        495875.65000000
        0.057473203120
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2039-07-18
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXA7
        
          
        
        450000.00000000
        PA
        USD
        554795.81000000
        0.064302194064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-04-23
          Fixed
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHQ71
        
          
        
        24268.80000000
        PA
        USD
        25356.30000000
        0.002938857312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Floating
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375Y6G2
        
          
        
        33382.50000000
        PA
        USD
        4678.33000000
        0.000542229912
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-20
          Floating
          5.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396H2D0
        
          
        
        78663.84000000
        PA
        USD
        73585.61000000
        0.008528752541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        
        362341LL1
        
          
        
        563459.33000000
        PA
        USD
        481153.53000000
        0.055766873331
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        
        03065FAG7
        
          
        
        462720.66000000
        PA
        USD
        466029.71000000
        0.054013985528
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-01-18
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375DYP7
        
          
        
        171955.26000000
        PA
        USD
        26116.75000000
        0.003026995331
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-12-20
          Floating
          7.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK
        F8SB4JFBSYQFRQEH3Z21
        
        632525AS0
        
          
        
        590000.00000000
        PA
        USD
        646582.50000000
        0.074940496385
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-08-02
          Fixed
          3.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodgreen Trust
        N/A
        
        38218QAA8
        
          
        
        895982.49000000
        PA
        USD
        938968.59000000
        0.108828760792
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2053-10-15
          Fixed
          3.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBD7
        
          
        
        510000.00000000
        PA
        USD
        549493.27000000
        0.063687616683
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-18
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A1Y82
        
          
        
        829497.73000000
        PA
        USD
        1004035.83000000
        0.116370213373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMER
        549300IYGAS4GE6VDL07
        
        42225UAH7
        
          
        
        280000.00000000
        PA
        USD
        277005.37000000
        0.032105601263
        Long
        DBT
        
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        
        86562MBP4
        
          
        
        1240000.00000000
        PA
        USD
        1338276.92000000
        0.155109574858
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2029-07-16
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIB Group PLC
        635400AKJBGNS5WNQL34
        
        00135TAA2
        
          
        
        700000.00000000
        PA
        USD
        758346.84000000
        0.087894257301
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hilton Grand Vacations Trust
        N/A
        
        43283AAA3
        
          
        
        131762.69000000
        PA
        USD
        134881.88000000
        0.015633140458
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128287C8
        
          
        
        2500000.00000000
        PA
        USD
        2539648.45000000
        0.294351479489
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394FVU6
        
          
        
        26643.04000000
        PA
        USD
        37072.92000000
        0.004296842285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-25
          Floating
          16.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833PA2
        
          
        
        100000.00000000
        PA
        USD
        95993.78000000
        0.011125914362
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Time Warner Cable LLC
        549300U5NFR7S6E3GM41
        
        88732JBB3
        
          
        
        400000.00000000
        PA
        USD
        505298.68000000
        0.058565355390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B1XJ8
        
          
        
        1138000.00000000
        PA
        USD
        1268488.54000000
        0.147020930579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Variable
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LYU6
        
          
        
        116279.88000000
        PA
        USD
        105768.89000000
        0.012258873567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376JMG6
        
          
        
        166147.48000000
        PA
        USD
        178813.52000000
        0.020724925201
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-16
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31393FH90
        
          
        
        66364.25000000
        PA
        USD
        75643.84000000
        0.008767306442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        
        71644EAE2
        
          
        
        100000.00000000
        PA
        USD
        127069.75000000
        0.014727695445
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B6QJ3
        
          
        
        426249.06000000
        PA
        USD
        363213.30000000
        0.042097311628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        69357PAA6
        
          
        
        955666.83000000
        PA
        USD
        961344.73000000
        0.111422210257
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-25
          Variable
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3129413U9
        
          
        
        153913.12000000
        PA
        USD
        176064.15000000
        0.020406266480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        
        042735BG4
        
          
        
        175000.00000000
        PA
        USD
        186209.61000000
        0.021582150158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-08
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38377LK72
        
          
        
        190514.50000000
        PA
        USD
        227767.88000000
        0.026398855502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-16
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374L7K1
        
          
        
        472291.42000000
        PA
        USD
        535089.46000000
        0.062018179803
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHRV7
        
          
        
        6187.46000000
        PA
        USD
        6223.20000000
        0.000721284131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Floating
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        
        20030NCN9
        
          
        
        525000.00000000
        PA
        USD
        741218.68000000
        0.085909061580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-10-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESSIVE CORP
        529900TACNVLY9DCR586
        
        743315AU7
        
          
        
        245000.00000000
        PA
        USD
        256025.00000000
        0.029673924962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL LEASE FINANCE CORP
        N/A
        
        459745GN9
        
          
        
        154000.00000000
        PA
        USD
        162255.86000000
        0.018805851828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413GLM0
        
          
        
        22863.68000000
        PA
        USD
        23411.12000000
        0.002713406183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Floating
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AC5
        
          
        
        1253000.00000000
        PA
        USD
        1391374.45000000
        0.161263708715
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-09-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128S42Q9
        
          
        
        18408.24000000
        PA
        USD
        18639.52000000
        0.002160366049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Floating
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        
        92857WBM1
        
          
        
        260000.00000000
        PA
        USD
        345884.13000000
        0.040088818354
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2048-05-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375QK73
        
          
        
        32691.69000000
        PA
        USD
        5111.87000000
        0.000592478261
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-06-20
          Floating
          6.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO Funding Trust
        N/A
        
        42770XAA5
        
          
        
        186093.21000000
        PA
        USD
        192958.39000000
        0.022364350300
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-09-20
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        
        49271VAC4
        
          
        
        162000.00000000
        PA
        USD
        208667.92000000
        0.024185123328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-05-25
          Fixed
          4.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBS9
        
          
        
        4015000.00000000
        PA
        USD
        4088399.22000000
        0.473855489389
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-03-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thornburg Mortgage Securities Trust
        N/A
        
        885220EW9
        
          
        
        21501.09000000
        PA
        USD
        21515.07000000
        0.002493649341
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-03-25
          Variable
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        
        693577AA6
        
          
        
        1563211.46000000
        PA
        USD
        1567584.23000000
        0.181686854070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-25
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGE4
        
          
        
        184000.00000000
        PA
        USD
        231026.57000000
        0.026776545659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-11-04
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523BZ2
        
          
        
        367000.00000000
        PA
        USD
        419092.09000000
        0.048573800335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITRIX SYSTEMS INC
        HCTKJGUQOPZ5NBK7NP58
        
        177376AG5
        
          
        
        150000.00000000
        PA
        USD
        149163.34000000
        0.017288396673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416BXJ2
        
          
        
        14925.55000000
        PA
        USD
        15384.87000000
        0.001783144138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lockheed Martin Corp
        DPRBOZP0K5RM2YE8UU08
        
        539830BK4
        
          
        
        300000.00000000
        PA
        USD
        383681.17000000
        0.044469587923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666AAD0
        
          
        
        1800000.00000000
        PA
        USD
        1925605.62000000
        0.223182410605
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          4.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        
        91087BAD2
        
          
        
        200000.00000000
        PA
        USD
        216310.00000000
        0.025070859129
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2048-02-10
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LBE0
        
          
        
        233000.00000000
        PA
        USD
        270396.39000000
        0.031339604284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        
        25470DAT6
        
          
        
        335000.00000000
        PA
        USD
        423931.91000000
        0.049134747335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-20
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BD2
        
          
        
        350000.00000000
        PA
        USD
        373283.61000000
        0.043264485237
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        
        03040WAP0
        
          
        
        172000.00000000
        PA
        USD
        207251.85000000
        0.024020997344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIWA SECURITIES GROUP
        353800WRC7Y23PWFJG38
        
        234064AB9
        
          
        
        244000.00000000
        PA
        USD
        248939.81000000
        0.028852734077
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-04-19
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWQ3
        
          
        
        725000.00000000
        PA
        USD
        777304.36000000
        0.090091480330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-29
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NYU HOSPITALS CENTER
        N/A
        
        62954RAA4
        
          
        
        300000.00000000
        PA
        USD
        328898.76000000
        0.038120172344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-07-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAA9
        
          
        
        565000.00000000
        PA
        USD
        599455.86000000
        0.069478403311
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        3139216U7
        
          
        
        18531.32000000
        PA
        USD
        19838.01000000
        0.002299273977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-25
          Variable
          5.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31393CX24
        
          
        
        148128.39000000
        PA
        USD
        147969.09000000
        0.017149980171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-25
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        
        251526BL2
        
          
        
        200000.00000000
        PA
        USD
        206795.51000000
        0.023968106420
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-11-16
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KROGER CO
        6CPEOKI6OYJ13Q6O7870
        
        501044BV2
        
          
        
        175000.00000000
        PA
        USD
        249813.89000000
        0.028954042091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAB9
        
          
        
        460000.00000000
        PA
        USD
        459952.53000000
        0.053309625472
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-09-02
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410Q2C4
        
          
        
        57140.18000000
        PA
        USD
        61001.62000000
        0.007070237259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BS7
        
          
        
        1007000.00000000
        PA
        USD
        1067641.39000000
        0.123742253661
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-18
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        P4 SFR HOLDCO LLC
        N/A
        
        000000000
        
          
        
        1400000.00000000
        PA
        USD
        1400000.00000000
        0.162263431100
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2026-10-11
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413HJP4
        
          
        
        34212.18000000
        PA
        USD
        39080.71000000
        0.004529550067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376CXX2
        
          
        
        32614.31000000
        PA
        USD
        30921.70000000
        0.003583900812
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-11-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Headlands Residential
        N/A
        
        42210AAA3
        
          
        
        1980000.00000000
        PA
        USD
        1995804.56000000
        0.231318639793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-11-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        
        049560AU9
        
          
        
        165000.00000000
        PA
        USD
        165042.60000000
        0.019128841824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAJ1
        
          
        
        315000.00000000
        PA
        USD
        312845.81000000
        0.036259596097
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-01-20
          Fixed
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833BX7
        
          
        
        119000.00000000
        PA
        USD
        159707.59000000
        0.018510501090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-02-23
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CK HUTCHISON INTL 16 LTD
        254900OULDVPV9SGEO05
        
        12563TAB6
        
          
        
        350000.00000000
        PA
        USD
        376264.00000000
        0.043609919742
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-10-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FAQR4
        
          
        
        114475.19000000
        PA
        USD
        108997.88000000
        0.012633121422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCY3
        
          
        
        300000.00000000
        PA
        USD
        367772.59000000
        0.042625744512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397NGH2
        
          
        
        31748.01000000
        PA
        USD
        5191.77000000
        0.000601738866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-03-25
          Floating
          6.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833Y20
        
          
        
        100000.00000000
        PA
        USD
        77544.12000000
        0.008987553552
        Long
        DBT
        UST
        US
        N
        
        2
        
          2036-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659T2B6
        
          
        
        200000.00000000
        PA
        USD
        197258.11000000
        0.022862698386
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2035-08-12
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDP Finance BV
        5299007L43AQDFOW5739
        
        26835PAF7
        
          
        
        300000.00000000
        PA
        USD
        323120.20000000
        0.037450423078
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-07-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140GTF39
        
          
        
        1050605.34000000
        PA
        USD
        1150479.60000000
        0.133343405219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Colony American Finance Ltd
        N/A
        
        21872NAA8
        
          
        
        1047294.46000000
        PA
        USD
        1100947.67000000
        0.127602533140
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          2.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        
        053332BA9
        
          
        
        350000.00000000
        PA
        USD
        337935.51000000
        0.039167553816
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L7CT1
        
          
        
        984277.07000000
        PA
        USD
        1085808.99000000
        0.125847923026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-01
          Fixed
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-1 A PTT
        N/A
        
        90931EAA2
        
          
        
        505992.03000000
        PA
        USD
        547001.87000000
        0.063398857317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-25
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JR9
        
          
        
        1265000.00000000
        PA
        USD
        1266351.36000000
        0.146773226180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-15
          Floating
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBD1
        
          
        
        214000.00000000
        PA
        USD
        215691.12000000
        0.024999129420
        Long
        DBT
        
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HJHS3
        
          
        
        623890.45000000
        PA
        USD
        667407.58000000
        0.077354174195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397F2P6
        
          
        
        6473.92000000
        PA
        USD
        6487.41000000
        0.000751906718
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR Issuer Trust
        N/A
        
        30259RAH8
        
          
        
        1700000.00000000
        PA
        USD
        1699803.48000000
        0.197011389186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-07-25
          Variable
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAN3
        
          
        
        69000.00000000
        PA
        USD
        81875.94000000
        0.009489622106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Alt-A Securities INC Mortgage Loan Trust
        N/A
        
        251510CX9
        
          
        
        6754.96000000
        PA
        USD
        6711.76000000
        0.000777909433
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2020-02-25
          Variable
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTIS INC
        549300MQYQ9Y065XPR71
        
        349553AM9
        
          
        
        620000.00000000
        PA
        USD
        671991.87000000
        0.077885504641
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-10-04
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OKLAHOMA G&E CO
        549300VJ8YXGPO8EV472
        
        678858BW0
        
          
        
        275000.00000000
        PA
        USD
        275149.51000000
        0.031890502541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31392GWB7
        
          
        
        83448.23000000
        PA
        USD
        92798.67000000
        0.010755593282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Variable
          5.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M6KG2
        
          
        
        120916.56000000
        PA
        USD
        136522.84000000
        0.015823331744
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137GARP4
        
          
        
        172291.64000000
        PA
        USD
        26359.67000000
        0.003055150354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-15
          Floating
          5.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        
        62955MAB2
        
          
        
        3010000.00000000
        PA
        USD
        3002053.60000000
        0.347945369630
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-25
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541SUD8
        
          
        
        53926.92000000
        PA
        USD
        56450.31000000
        0.006542729276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAM7
        
          
        
        345000.00000000
        PA
        USD
        360928.02000000
        0.041832442075
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIG SUNAMER GLOB FIN X
        549300Q3UB1GMKCGGR05
        
        00139PAA6
        
          
        
        400000.00000000
        PA
        USD
        577820.23000000
        0.066970780770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA Group Ltd
        ZP5ILWVSYE4LJGMMVD57
        
        00131LAH8
        
          
        
        200000.00000000
        PA
        USD
        224637.32000000
        0.026036015925
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2029-04-09
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        World Financial Network Credit Card Master Trust
        N/A
        
        981464HA1
        
          
        
        1385000.00000000
        PA
        USD
        1407080.92000000
        0.163084127082
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          3.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAW2
        
          
        
        294000.00000000
        PA
        USD
        357642.22000000
        0.041451609802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NiSource Inc
        549300D8GOWWH0SJB189
        
        65473QAZ6
        
          
        
        600000.00000000
        PA
        USD
        823181.02000000
        0.095408697658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0ML6
        
          
        
        363328.03000000
        PA
        USD
        433110.30000000
        0.050198545230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-15
          Variable
          7.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38377WFA7
        
          
        
        169809.74000000
        PA
        USD
        23102.85000000
        0.002677676935
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Floating
          6.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        
        64952WCH4
        
          
        
        226000.00000000
        PA
        USD
        239055.93000000
        0.027707168161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-14
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Banc of America Mortgage Securities
        N/A
        
        0605067V8
        
          
        
        25661.40000000
        PA
        USD
        26217.14000000
        0.003038630778
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-25
          Variable
          2.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        
        04685A2K6
        
          
        
        1340000.00000000
        PA
        USD
        1442698.40000000
        0.167212280304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-12
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CQ9
        
          
        
        377000.00000000
        PA
        USD
        464257.70000000
        0.053808605226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375JJ71
        
          
        
        25559.64000000
        PA
        USD
        3771.38000000
        0.000437112184
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-05-20
          Floating
          6.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        
        52532XAH8
        
          
        
        200000.00000000
        PA
        USD
        198292.00000000
        0.022982528771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31295NJF6
        
          
        
        191516.16000000
        PA
        USD
        191909.67000000
        0.022242801082
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Floating
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396WQH2
        
          
        
        386565.20000000
        PA
        USD
        76292.01000000
        0.008842430934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          6.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LQT8
        
          
        
        159645.00000000
        PA
        USD
        146118.26000000
        0.016935464438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359HG81
        
          
        
        25591.39000000
        PA
        USD
        27033.22000000
        0.003133216450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-17
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PMT3
        
          
        
        1466368.53000000
        PA
        USD
        1621576.16000000
        0.187944651080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-02-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DE2
        
          
        
        885000.00000000
        PA
        USD
        887250.09000000
        0.102834459891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        06051GHD4
        
          
        
        470000.00000000
        PA
        USD
        516289.77000000
        0.059839249658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        
        49271VAH3
        
          
        
        112000.00000000
        PA
        USD
        126035.26000000
        0.014607795519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-25
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828B66
        
          
        
        6000000.00000000
        PA
        USD
        6376875.00000000
        0.739095440855
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAF5
        
          
        
        585000.00000000
        PA
        USD
        617029.72000000
        0.071515256755
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2041-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        549300818AKCJ4Q9TD76
        
        12649AAN9
        
          
        
        500000.00000000
        PA
        USD
        480088.10000000
        0.055643387383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          4.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375QFE4
        
          
        
        17665.02000000
        PA
        USD
        2990.09000000
        0.000346558759
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-04-16
          Floating
          7.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
        
        1125000.00000000
        PA
        USD
        1497534.32000000
        0.173567897824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAF0
        
          
        
        390000.00000000
        PA
        USD
        395351.39000000
        0.045822195022
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-09-02
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgages Trust
        N/A
        
        576433UE4
        
          
        
        96753.37000000
        PA
        USD
        96929.53000000
        0.011234370080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-21
          Variable
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02665XAD1
        
          
        
        270000.00000000
        PA
        USD
        291823.99000000
        0.033823115639
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          5.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128334T4
        
          
        
        4725000.00000000
        PA
        USD
        4044127.03000000
        0.468724234066
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Headlands Residential
        N/A
        
        42210CAA9
        
          
        
        2410000.00000000
        PA
        USD
        2426703.95000000
        0.281260935136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-08-25
          Variable
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Welltower Inc
        T6IZ0MBEG5ACZDTR7D06
        
        95040QAC8
        
          
        
        250000.00000000
        PA
        USD
        282447.68000000
        0.032736378330
        Long
        DBT
        
        US
        N
        
        2
        
          2026-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LE8
        
          
        
        5000000.00000000
        PA
        USD
        4999924.60000000
        0.579503514884
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128QSPN0
        
          
        
        11223.21000000
        PA
        USD
        11465.21000000
        0.001328845937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Floating
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBJ0
        
          
        
        495000.00000000
        PA
        USD
        554999.76000000
        0.064325832369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Masco Corp
        5GCSNMQXHEYA1JO8QN11
        
        574599AY2
        
          
        
        410000.00000000
        PA
        USD
        553070.73000000
        0.064102253064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        
        06051GGA1
        
          
        
        183000.00000000
        PA
        USD
        199373.67000000
        0.023107896975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A8J33
        
          
        
        780309.17000000
        PA
        USD
        910318.51000000
        0.105508146304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGQ7
        
          
        
        202000.00000000
        PA
        USD
        262652.81000000
        0.030442104384
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-17
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBR5
        
          
        
        290000.00000000
        PA
        USD
        291715.59000000
        0.033810551813
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JS7
        
          
        
        625000.00000000
        PA
        USD
        624554.63000000
        0.072387412266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAL5
        
          
        
        280000.00000000
        PA
        USD
        306038.03000000
        0.035470557710
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        
        90269CAD2
        
          
        
        650000.00000000
        PA
        USD
        661869.52000000
        0.076712299468
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-05-10
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LT5
        
          
        
        1600000.00000000
        PA
        USD
        1577604.70000000
        0.182848251101
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Toorak Mortgage Corp.
        N/A
        
        89052LAA1
        
          
        
        1548000.00000000
        PA
        USD
        1563012.66000000
        0.181156997903
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-09-25
          Variable
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEMORIAL HEALTH SERVICES
        549300FTIZOMIONZZ882
        
        58601VAC6
        
          
        
        720000.00000000
        PA
        USD
        802200.25000000
        0.092976974996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LJ5E6
        
          
        
        3797000.00000000
        PA
        USD
        4275144.48000000
        0.495499722695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396X4C5
        
          
        
        123513.26000000
        PA
        USD
        27992.79000000
        0.003244432965
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-25
          Floating
          6.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBL6
        
          
        
        665000.00000000
        PA
        USD
        653697.96000000
        0.075765195637
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SY5
        
          
        
        2440000.00000000
        PA
        USD
        2617662.50000000
        0.303393499080
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABL8
        
          
        
        310000.00000000
        PA
        USD
        312861.30000000
        0.036261391426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        
        25272XAA3
        
          
        
        252653.06000000
        PA
        USD
        256483.08000000
        0.029727017557
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-10-22
          Fixed
          3.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371NGL3
        
          
        
        189943.20000000
        PA
        USD
        213082.45000000
        0.024696778174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        92922FBV9
        
          
        
        71628.92000000
        PA
        USD
        72836.18000000
        0.008441891767
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Variable
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBS8
        
          
        
        545000.00000000
        PA
        USD
        694522.41000000
        0.080496849444
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2049-06-19
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State of California
        N/A
        
        13063A7D0
        
          
        
        520000.00000000
        PA
        USD
        844434.03000000
        0.097871973604
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-10-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189TAD6
        
          
        
        90000.00000000
        PA
        USD
        139260.44000000
        0.016140626293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-01
          Fixed
          7.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NUEF7
        
          
        
        5589.21000000
        PA
        USD
        5605.33000000
        0.000649671484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Floating
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        
        880591ES7
        
          
        
        365000.00000000
        PA
        USD
        533388.76000000
        0.061821064505
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2065-09-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        
        682680AY9
        
          
        
        495000.00000000
        PA
        USD
        533905.76000000
        0.061880986072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7EG5
        
          
        
        947709.09000000
        PA
        USD
        1045351.37000000
        0.121158785715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128286F2
        
          
        
        215000.00000000
        PA
        USD
        233023.05000000
        0.027007942584
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAV2
        
          
        
        210000.00000000
        PA
        USD
        248531.50000000
        0.028805409947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CK3
        
          
        
        580000.00000000
        PA
        USD
        586125.95000000
        0.067933434074
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-08-18
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PDB2
        
          
        
        1855387.18000000
        PA
        USD
        1989774.73000000
        0.230619767718
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-06-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties LP
        BVHHEFJI6SHNOKQT2572
        
        10112RAZ7
        
          
        
        228000.00000000
        PA
        USD
        244540.83000000
        0.028342881514
        Long
        DBT
        
        US
        N
        
        2
        
          2025-01-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        
        09062XAH6
        
          
        
        572000.00000000
        PA
        USD
        582238.58000000
        0.067482878364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        
        53079EBJ2
        
          
        
        300000.00000000
        PA
        USD
        339529.60000000
        0.039352312754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio Edison Co
        N/A
        
        677347CE4
        
          
        
        150000.00000000
        PA
        USD
        218039.67000000
        0.025271332121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          6.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTTAGE HEALTH SYSTEM
        N/A
        
        22170QAA8
        
          
        
        360000.00000000
        PA
        USD
        396933.60000000
        0.046005577039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJZ6
        
          
        
        972000.00000000
        PA
        USD
        1031426.65000000
        0.119544876540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHQ97
        
          
        
        41807.69000000
        PA
        USD
        44735.04000000
        0.005184900772
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A8N20
        
          
        
        149673.00000000
        PA
        USD
        177646.21000000
        0.020589631111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        
        30285FAG4
        
          
        
        853000.00000000
        PA
        USD
        919755.01000000
        0.106601859781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Variable
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WISC ELEC POWER
        AENKIFMULUAWOUU8Q584
        
        976656CE6
        
          
        
        144000.00000000
        PA
        USD
        162721.49000000
        0.018859819486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        
        20030NCS8
        
          
        
        335000.00000000
        PA
        USD
        375631.26000000
        0.043536583625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31394MWC0
        
          
        
        26002.56000000
        PA
        USD
        27663.75000000
        0.003206296422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-15
          Floating
          8.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        
        73358WCW2
        
          
        
        485000.00000000
        PA
        USD
        699074.30000000
        0.081024424651
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394AJV9
        
          
        
        1121732.33000000
        PA
        USD
        1280945.97000000
        0.148464777247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        
        855244AZ2
        
          
        
        390000.00000000
        PA
        USD
        410548.03000000
        0.047583522842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodgreen Trust
        N/A
        
        38218EAA5
        
          
        
        1085045.64000000
        PA
        USD
        1118366.74000000
        0.129621446043
        Long
        ABS-O
        CORP
        KY
        
        N
        
        2
        
          2055-04-15
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        
        89153VAU3
        
          
        
        200000.00000000
        PA
        USD
        220346.76000000
        0.025538729506
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2049-07-12
          Fixed
          3.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376RLL8
        
          
        
        2346976.77000000
        PA
        USD
        2369670.39000000
        0.274650605755
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-11-20
          Floating
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397P4L1
        
          
        
        15717.35000000
        PA
        USD
        3185.88000000
        0.000369251299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-15
          Floating
          6.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABS5
        
          
        
        180000.00000000
        PA
        USD
        178928.52000000
        0.020738253983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAG4
        
          
        
        200000.00000000
        PA
        USD
        201512.08000000
        0.023355743934
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-12-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308HA8
        
          
        
        130000.00000000
        PA
        USD
        118936.89000000
        0.013785077039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541QPB2
        
          
        
        25575.16000000
        PA
        USD
        26323.49000000
        0.003050957004
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA SOUTHERN POWER GRI
        N/A
        
        16892DAC2
        
          
        
        480000.00000000
        PA
        USD
        532481.88000000
        0.061715954891
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-05-08
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LK4
        
          
        
        3100000.00000000
        PA
        USD
        3094962.22000000
        0.358713706387
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61747YDY8
        
          
        
        280000.00000000
        PA
        USD
        349478.72000000
        0.040505440145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-01-27
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FPB1
        
          
        
        16315.65000000
        PA
        USD
        18768.91000000
        0.002175362667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374L5X5
        
          
        
        18369.91000000
        PA
        USD
        19525.30000000
        0.002263030122
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-16
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Aviation Ltd
        254900H06V5RMEB3KE72
        
        09681LAJ9
        
          
        
        200000.00000000
        PA
        USD
        213034.58000000
        0.024691229924
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2024-10-10
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        
        858119BK5
        
          
        
        522000.00000000
        PA
        USD
        576136.94000000
        0.066775683334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENABLE MIDSTREAM PARTNER
        549300TLGDBYE711G509
        
        292480AM2
        
          
        
        395000.00000000
        PA
        USD
        438552.52000000
        0.050829311866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        92922FAS7
        
          
        
        14460.61000000
        PA
        USD
        14925.24000000
        0.001729871894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LEGT2
        
          
        
        1238108.95000000
        PA
        USD
        1339367.72000000
        0.155236001251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        31364HT56
        
          
        
        38471.75000000
        PA
        USD
        37852.47000000
        0.004387194041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BYMQ0
        
          
        
        4140000.00000000
        PA
        USD
        4388771.77000000
        0.508669404083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RAW2
        
          
        
        391000.00000000
        PA
        USD
        412725.65000000
        0.047835914337
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-01-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        
        161630AC2
        
          
        
        218776.18000000
        PA
        USD
        221749.39000000
        0.025701297761
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        
        68327LAA4
        
          
        
        314000.00000000
        PA
        USD
        318941.25000000
        0.036966072531
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2022-03-20
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate Mortgage Trust
        N/A
        
        07384MVR0
        
          
        
        16679.43000000
        PA
        USD
        17370.60000000
        0.002013295111
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-25
          Variable
          2.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374XBQ7
        
          
        
        24273.42000000
        PA
        USD
        4275.62000000
        0.000495554836
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-03-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31392DP97
        
          
        
        193386.40000000
        PA
        USD
        232705.07000000
        0.026971087923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominion Energy Inc
        ILUL7B6Z54MRYCF6H308
        
        257469AJ5
        
          
        
        500000.00000000
        PA
        USD
        638518.29000000
        0.074005834682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        
        92277GAL1
        
          
        
        203000.00000000
        PA
        USD
        228824.73000000
        0.026521347007
        Long
        DBT
        
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJX1
        
          
        
        600000.00000000
        PA
        USD
        628037.56000000
        0.072791092389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31392CT61
        
          
        
        90182.03000000
        PA
        USD
        103910.01000000
        0.012043424820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FRR4
        
          
        
        48723.77000000
        PA
        USD
        45798.94000000
        0.005308209389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO EDISON COMPANY
        N/A
        
        889175BD6
        
          
        
        200000.00000000
        PA
        USD
        277147.35000000
        0.032122057093
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-15
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BA8
        
          
        
        462000.00000000
        PA
        USD
        530438.65000000
        0.061479139526
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-04-05
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        
        595017AV6
        
          
        
        530000.00000000
        PA
        USD
        530960.88000000
        0.061539667263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393UZG1
        
          
        
        6584.21000000
        PA
        USD
        7204.77000000
        0.000835050500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-25
          Floating
          16.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        
        67077MAU2
        
          
        
        140000.00000000
        PA
        USD
        188888.68000000
        0.021892660937
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2049-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        
        161630AU2
        
          
        
        38607.88000000
        PA
        USD
        39594.26000000
        0.004589071771
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394UN81
        
          
        
        37133.88000000
        PA
        USD
        53607.46000000
        0.006213235994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-25
          Floating
          24.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418MCX8
        
          
        
        26693.32000000
        PA
        USD
        27897.74000000
        0.003233416437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Floating
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 18-1 A PTT
        N/A
        
        11043HAA6
        
          
        
        441557.82000000
        PA
        USD
        452430.34000000
        0.052437785215
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-20
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        
        91533BAC4
        
          
        
        1260000.00000000
        PA
        USD
        1295795.59000000
        0.150185884598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        
        878091BF3
        
          
        
        260000.00000000
        PA
        USD
        319366.00000000
        0.037015302097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-15
          Fixed
          4.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828J43
        
          
        
        13790000.00000000
        PA
        USD
        13923590.63000000
        1.613778277757
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-02-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgage Trust
        549300MZIB10PDVAE312
        
        95000FAT3
        
          
        
        1915000.00000000
        PA
        USD
        2046136.52000000
        0.237152237310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QEEC2
        
          
        
        1681706.76000000
        PA
        USD
        1817674.94000000
        0.210672980278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128334Z0
        
          
        
        715000.00000000
        PA
        USD
        570267.74000000
        0.066095428670
        Long
        DBT
        UST
        US
        N
        
        2
        
          2035-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        3622AAXX7
        
          
        
        1891101.76000000
        PA
        USD
        2077936.07000000
        0.240837883089
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398TGY1
        
          
        
        67178.74000000
        PA
        USD
        59813.04000000
        0.006932477924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FHB0
        
          
        
        23557.43000000
        PA
        USD
        3793.88000000
        0.000439719989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-25
          Floating
          5.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137F1G44
        
          
        
        1097000.00000000
        PA
        USD
        1225012.33000000
        0.141981931289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-25
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359X6B0
        
          
        
        18853.32000000
        PA
        USD
        18807.07000000
        0.002179785505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-10-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCZ2
        
          
        
        95000.00000000
        PA
        USD
        105931.47000000
        0.012277716988
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412CBL3
        
          
        
        95562.33000000
        PA
        USD
        102253.94000000
        0.011851482248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Floating
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JL2
        
          
        
        325000.00000000
        PA
        USD
        339025.53000000
        0.039293889805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP TRANSMISSION CO LLC
        549300X123Z1I0LA3Y84
        
        00115AAL3
        
          
        
        165000.00000000
        PA
        USD
        178094.97000000
        0.020641643495
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DG7
        
          
        
        540000.00000000
        PA
        USD
        544752.37000000
        0.063138134754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BB-UBS Trust
        N/A
        
        05538UAA1
        
          
        
        1500000.00000000
        PA
        USD
        1593403.80000000
        0.184679405511
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-05
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES HLDGS LLC
        549300XU3XH6F05YEQ93
        
        057224AZ0
        
          
        
        200000.00000000
        PA
        USD
        259505.84000000
        0.030077362849
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31349UJY5
        
          
        
        170271.15000000
        PA
        USD
        181304.65000000
        0.021013653273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Floating
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396KJ52
        
          
        
        120497.60000000
        PA
        USD
        112298.76000000
        0.013015701504
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410GVM2
        
          
        
        84460.68000000
        PA
        USD
        95782.19000000
        0.011101390562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAM3
        
          
        
        250000.00000000
        PA
        USD
        251128.22000000
        0.029106376159
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-02-21
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7JZ7
        
          
        
        47010.06000000
        PA
        USD
        52447.05000000
        0.006078741631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRITISH AIR 19-1 AA PTT
        N/A
        
        11043XAA1
        
          
        
        419737.49000000
        PA
        USD
        431786.64000000
        0.050045129792
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-12-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396QAF6
        
          
        
        263969.00000000
        PA
        USD
        40814.99000000
        0.004730557369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-25
          Floating
          5.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emera US Finance LP
        N/A
        
        29103DAM8
        
          
        
        350000.00000000
        PA
        USD
        424090.96000000
        0.049153181620
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX INTERMEDIATE HOLDCO
        549300290TQIGM30A243
        
        33939HAA7
        
          
        
        310000.00000000
        PA
        USD
        318534.65000000
        0.036918946595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-30
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        
        30295RAS0
        
          
        
        920000.00000000
        PA
        USD
        1007147.74000000
        0.116730891369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-25
          Variable
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Texas Health Resources
        54930008C10TUBW7Z611
        
        882484AA6
        
          
        
        175000.00000000
        PA
        USD
        237562.02000000
        0.027534020331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-11-15
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394VX47
        
          
        
        733158.25000000
        PA
        USD
        156391.01000000
        0.018126101339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-25
          Floating
          6.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        
        01626PAN6
        
          
        
        445000.00000000
        PA
        USD
        490646.33000000
        0.056867112116
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2050-01-25
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89179TAA2
        
          
        
        2382363.39000000
        PA
        USD
        2457741.37000000
        0.284858248180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-30
          Variable
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York State Dormitory Authority
        549300C8XO7EXTX2XU71
        
        649902T37
        
          
        
        280000.00000000
        PA
        USD
        387078.13000000
        0.044863303912
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-03-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAP0
        
          
        
        1225000.00000000
        PA
        USD
        1310858.29000000
        0.151931688444
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23342WAG3
        
          
        
        231003.23000000
        PA
        USD
        232201.88000000
        0.026912766969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          3.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        
        11120VAA1
        
          
        
        400000.00000000
        PA
        USD
        436403.34000000
        0.050580216637
        Long
        DBT
        
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137FCJK1
        
          
        
        965000.00000000
        PA
        USD
        1088399.86000000
        0.126148211209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Variable
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHYS6
        
          
        
        85720.85000000
        PA
        USD
        92015.68000000
        0.010664842822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Floating
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PLJ6
        
          
        
        955631.79000000
        PA
        USD
        1115490.93000000
        0.129288132616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOLLYFRONTIER CORP
        549300J3U2WK73C9ZK26
        
        436106AB4
        
          
        
        425000.00000000
        PA
        USD
        439644.06000000
        0.050955824027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36200QW59
        
          
        
        29129.64000000
        PA
        USD
        34194.89000000
        0.003963271555
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIATION CAPITAL GROUP
        549300ODEK8HY3445C77
        
        05369AAH4
        
          
        
        558000.00000000
        PA
        USD
        632197.68000000
        0.073273260493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132FYA80
        
          
        
        1248187.11000000
        PA
        USD
        1377220.90000000
        0.159623277583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YALE-NEW HAVEN HLTH SRVC
        549300AVJD56IH6OKW11
        
        98459HAA0
        
          
        
        390000.00000000
        PA
        USD
        372471.84000000
        0.043170399104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAE9
        
          
        
        600000.00000000
        PA
        USD
        632873.68000000
        0.073351610549
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563AJ4
        
          
        
        679000.00000000
        PA
        USD
        681168.88000000
        0.078949142591
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG Energy Inc
        5E2UPK5SW04M13XY7I38
        
        629377CL4
        
          
        
        375000.00000000
        PA
        USD
        422440.18000000
        0.048961852172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396X6G4
        
          
        
        40463.98000000
        PA
        USD
        1702.74000000
        0.000197351739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Floating
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JE8
        
          
        
        2310000.00000000
        PA
        USD
        2306836.89000000
        0.267368049114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-16
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SK5
        
          
        
        4745000.00000000
        PA
        USD
        5239888.70000000
        0.607315942175
        Long
        DBT
        UST
        US
        N
        
        2
        
          2049-11-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PJE0
        
          
        
        2005734.37000000
        PA
        USD
        2216461.03000000
        0.256893265448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-07-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR ISSUER TRUST
        N/A
        
        30259RAE5
        
          
        
        1700000.00000000
        PA
        USD
        1719229.72000000
        0.199262938012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-25
          Variable
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        6174468G7
        
          
        
        457000.00000000
        PA
        USD
        536559.93000000
        0.062188610880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCU1
        
          
        
        162000.00000000
        PA
        USD
        166688.90000000
        0.019319652028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Synchrony Card Issuance Trust
        N/A
        
        87166PAE1
        
          
        
        3013000.00000000
        PA
        USD
        3064685.91000000
        0.355204607858
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        
        251526CE7
        
          
        
        335000.00000000
        PA
        USD
        342240.64000000
        0.039666528934
        Long
        DBT
        CORP
        DE
        Y
        
        2
        
          2026-11-24
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CL1
        
          
        
        705000.00000000
        PA
        USD
        713225.52000000
        0.082664585731
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-09-22
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137BSRZ8
        
          
        
        235276.60000000
        PA
        USD
        239773.65000000
        0.027790353668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-25
          Fixed
          2.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398TGV7
        
          
        
        395031.00000000
        PA
        USD
        55676.58000000
        0.006453052073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          Floating
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409JVS6
        
          
        
        34077.65000000
        PA
        USD
        36191.98000000
        0.004194739180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398GL23
        
          
        
        117472.52000000
        PA
        USD
        134037.18000000
        0.015535237658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Variable
          6.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Independence Plaza Trust
        N/A
        
        45378YAA2
        
          
        
        1590000.00000000
        PA
        USD
        1686635.11000000
        0.195485142830
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-10
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        
        756109AX2
        
          
        
        285000.00000000
        PA
        USD
        315695.00000000
        0.036589824200
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS
        WPTL2Z3FIYTHSP5V2253
        
        20825CAZ7
        
          
        
        255000.00000000
        PA
        USD
        265864.36000000
        0.030814330900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        
        880591EJ7
        
          
        
        451000.00000000
        PA
        USD
        689691.07000000
        0.079936885298
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2060-09-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAN0
        
          
        
        345000.00000000
        PA
        USD
        321598.65000000
        0.037274071704
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2061-05-24
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        
        22535WAG2
        
          
        
        360000.00000000
        PA
        USD
        368415.15000000
        0.042700218791
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Fixed
          1.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYALTY PHARMA PLC
        549300FGFN7VOK8BZR03
        
        78081BAA1
        
          
        
        465000.00000000
        PA
        USD
        466665.71000000
        0.054087699486
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-09-02
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AX8
        
          
        
        460000.00000000
        PA
        USD
        442864.31000000
        0.051329058894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308HL4
        
          
        
        220000.00000000
        PA
        USD
        208134.66000000
        0.024123317187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        9292274D5
        
          
        
        96093.29000000
        PA
        USD
        99622.67000000
        0.011546511606
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M52J8
        
          
        
        72207.12000000
        PA
        USD
        86703.54000000
        0.010049152777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        
        913903AV2
        
          
        
        320000.00000000
        PA
        USD
        325216.00000000
        0.037693331434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABW6
        
          
        
        515000.00000000
        PA
        USD
        514110.38000000
        0.059586653016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricolor Auto Securitization Trust
        N/A
        
        89615AAA5
        
          
        
        949188.30000000
        PA
        USD
        964479.44000000
        0.111785530828
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        
        81744FGA9
        
          
        
        62298.91000000
        PA
        USD
        60411.43000000
        0.007001832792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-20
          Floating
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        
        501894AA7
        
          
        
        810000.00000000
        PA
        USD
        808799.01000000
        0.093741787452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418MRU8
        
          
        
        22358.79000000
        PA
        USD
        25057.26000000
        0.002904197843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO CITY ARPT TRUST
        N/A
        
        59284MAD6
        
          
        
        200000.00000000
        PA
        USD
        202000.00000000
        0.023412295058
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-07-31
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375PCK5
        
          
        
        70186.95000000
        PA
        USD
        66418.13000000
        0.007698024043
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-01-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BDXP8
        
          
        
        2652439.28000000
        PA
        USD
        2654175.04000000
        0.307625391950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBU8
        
          
        
        300000.00000000
        PA
        USD
        297903.99000000
        0.034527802539
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-09-25
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HollyFrontier Corp
        549300J3U2WK73C9ZK26
        
        436106AA6
        
          
        
        224000.00000000
        PA
        USD
        259372.85000000
        0.030061948982
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398JSS3
        
          
        
        86676.14000000
        PA
        USD
        13278.59000000
        0.001539021123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-15
          Floating
          6.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lloyds Banking Group PLC
        549300PPXHEU2JF0AM85
        
        539439AP4
        
          
        
        200000.00000000
        PA
        USD
        205989.26000000
        0.023874660069
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-07
          Fixed
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128284S6
        
          
        
        334000.00000000
        PA
        USD
        349708.44000000
        0.040532065256
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-31
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eni SpA
        BUCRF72VH5RBN7X3VL35
        
        26874RAC2
        
          
        
        500000.00000000
        PA
        USD
        658380.01000000
        0.076307856707
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2040-10-01
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397YS69
        
          
        
        177176.24000000
        PA
        USD
        204945.89000000
        0.023753730929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AD2
        
          
        
        221000.00000000
        PA
        USD
        215848.32000000
        0.025017349286
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247ER0
        
          
        
        1563.69000000
        PA
        USD
        1626.12000000
        0.000188471293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIX Corp
        35380016EMHNBOVYE123
        
        686330AH4
        
          
        
        201000.00000000
        PA
        USD
        206009.88000000
        0.023877049978
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2022-07-18
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SART 2018 1
        N/A
        
        000000000
        
          
        
        1163575.68000000
        PA
        USD
        1164157.47000000
        0.134928703873
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CBH3
        
          
        
        290000.00000000
        PA
        USD
        286658.20000000
        0.033224387917
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AHAX6
        
          
        
        224813.25000000
        PA
        USD
        248919.73000000
        0.028850406755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        
        62928CAA0
        
          
        
        335000.00000000
        PA
        USD
        348898.18000000
        0.040438154136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lincoln National Corp
        EFQMQROEDSNBRIP7LE47
        
        534187BD0
        
          
        
        300000.00000000
        PA
        USD
        321563.42000000
        0.037269988461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74160MDK5
        
          
        
        28660.43000000
        PA
        USD
        29110.76000000
        0.003374008428
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375BWP3
        
          
        
        9075.60000000
        PA
        USD
        9098.70000000
        0.001054561628
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-03-20
          Floating
          0.54000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        
        06738EAE5
        
          
        
        223000.00000000
        PA
        USD
        242297.41000000
        0.028082863638
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-16
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128QGH21
        
          
        
        12903.10000000
        PA
        USD
        13103.00000000
        0.001518669812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Floating
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DXC Technology Co
        549300DOVZ3EDJB7O259
        
        23355LAC0
        
          
        
        172000.00000000
        PA
        USD
        186340.03000000
        0.021597266156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418MEQ1
        
          
        
        0.34000000
        PA
        USD
        0.34000000
        0.000000039406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128337N4
        
          
        
        110000.00000000
        PA
        USD
        96872.85000000
        0.011227800729
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        
        96145DAF2
        
          
        
        300000.00000000
        PA
        USD
        328848.10000000
        0.038114300726
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conagra Brands Inc
        54930035UDEIH090K650
        
        205887CD2
        
          
        
        130000.00000000
        PA
        USD
        167629.64000000
        0.019428686100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGU8
        
          
        
        419000.00000000
        PA
        USD
        537707.00000000
        0.062321559104
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376F4W9
        
          
        
        263063.26000000
        PA
        USD
        50621.18000000
        0.005867118823
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-20
          Floating
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31393XGQ4
        
          
        
        52801.81000000
        PA
        USD
        62105.28000000
        0.007198154158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31393JLU0
        
          
        
        233784.39000000
        PA
        USD
        269488.95000000
        0.031234429764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC HOLDINGS CORP
        549300HTO5U9D3SLE207
        
        465685AQ8
        
          
        
        230000.00000000
        PA
        USD
        245666.05000000
        0.028473297269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-14
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        20048JAA8
        
          
        
        2410000.00000000
        PA
        USD
        2698673.66000000
        0.312782891065
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-10
          Variable
          3.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254BZ2
        
          
        
        255000.00000000
        PA
        USD
        253722.22000000
        0.029407027116
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-01-14
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LJF62
        
          
        
        853328.39000000
        PA
        USD
        971561.27000000
        0.112606332281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A0GK7
        
          
        
        136671.17000000
        PA
        USD
        137876.84000000
        0.015980263662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-25
          Floating
          0.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac Secured Assets Corp.
        N/A
        
        45254TTN4
        
          
        
        59693.65000000
        PA
        USD
        59530.16000000
        0.006899691439
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LSE9
        
          
        
        18620.77000000
        PA
        USD
        17568.63000000
        0.002036247273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAT8
        
          
        
        635000.00000000
        PA
        USD
        636049.84000000
        0.073719735277
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        
        55037AAB4
        
          
        
        200000.00000000
        PA
        USD
        204328.46000000
        0.023682169279
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AZ9
        
          
        
        415000.00000000
        PA
        USD
        431798.43000000
        0.050046496282
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31395BZL0
        
          
        
        13950.72000000
        PA
        USD
        13140.32000000
        0.001522995292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        
        961214EG4
        
          
        
        335000.00000000
        PA
        USD
        403669.88000000
        0.046786328400
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2039-07-24
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anthem Inc
        8MYN82XMYQH89CTMTH67
        
        036752AD5
        
          
        
        110000.00000000
        PA
        USD
        137693.37000000
        0.015958999039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY LOUISIANA LLC
        0V5453U14HDZO63CGH17
        
        29364WBD9
        
          
        
        210000.00000000
        PA
        USD
        213273.56000000
        0.024718928291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arrow Electronics Inc
        549300YNNLBXT8N8R512
        
        042735BD1
        
          
        
        100000.00000000
        PA
        USD
        101517.35000000
        0.011766109662
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HBK0
        
          
        
        200000.00000000
        PA
        USD
        221736.13000000
        0.025699760894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-28
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ARVZ6
        
          
        
        2182482.00000000
        PA
        USD
        2614581.57000000
        0.303036411742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        
        56585ABH4
        
          
        
        94000.00000000
        PA
        USD
        105874.09000000
        0.012271066505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397S2U7
        
          
        
        388040.07000000
        PA
        USD
        435218.87000000
        0.050442933661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31300LJJ5
        
          
        
        106012.41000000
        PA
        USD
        113303.97000000
        0.013132207806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Floating
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        
        01626PAQ9
        
          
        
        410000.00000000
        PA
        USD
        442776.73000000
        0.051318908157
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-05-13
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBX6
        
          
        
        438000.00000000
        PA
        USD
        480399.00000000
        0.055679421455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374TAH7
        
          
        
        71324.73000000
        PA
        USD
        10169.19000000
        0.001178634043
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-20
          Floating
          5.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AQV80
        
          
        
        3426568.66000000
        PA
        USD
        3682461.72000000
        0.426806338273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-25
          Variable
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828SA9
        
          
        
        3455725.32000000
        PA
        USD
        3524974.81000000
        0.408553219437
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-01-15
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAE1
        
          
        
        215000.00000000
        PA
        USD
        219172.56000000
        0.025402636849
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-05-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AR26
        
          
        
        629706.42000000
        PA
        USD
        683893.24000000
        0.079264902591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        
        404119BT5
        
          
        
        500000.00000000
        PA
        USD
        583063.01000000
        0.067578431821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Corning Inc
        549300X2937PB0CJ7I56
        
        219350BK0
        
          
        
        230000.00000000
        PA
        USD
        318121.64000000
        0.036871077724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L5RM4
        
          
        
        393022.96000000
        PA
        USD
        440039.31000000
        0.051001634471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKH4
        
          
        
        940000.00000000
        PA
        USD
        936022.31000000
        0.108487279719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITHFIELD FOODS INC
        CVTIPZRZJC0JQEZLL598
        
        832248BC1
        
          
        
        700000.00000000
        PA
        USD
        714852.11000000
        0.082853111498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA 2013-1A PTT
        N/A
        
        009089AA1
        
          
        
        445750.99000000
        PA
        USD
        459371.45000000
        0.053242276876
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398KQQ6
        
          
        
        68653.78000000
        PA
        USD
        62169.37000000
        0.007205582346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373AQT6
        
          
        
        156424.91000000
        PA
        USD
        21188.27000000
        0.002455772420
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-16
          Floating
          5.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        3136AV6R5
        
          
        
        2034988.70000000
        PA
        USD
        2234550.07000000
        0.258989829516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        
        86359BBS9
        
          
        
        36405.09000000
        PA
        USD
        36489.61000000
        0.004229235227
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397BRF0
        
          
        
        40173.24000000
        PA
        USD
        40193.87000000
        0.004658568039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-15
          Floating
          0.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTP ACQUISITION PARTNERS
        N/A
        
        36246MAU3
        
          
        
        81000.00000000
        PA
        USD
        86187.30000000
        0.009989319296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          3.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394BMK7
        
          
        
        37273.36000000
        PA
        USD
        42610.82000000
        0.004938698467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Floating
          17.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402RGW3
        
          
        
        46286.81000000
        PA
        USD
        51493.67000000
        0.005968242552
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397MRT6
        
          
        
        15642.98000000
        PA
        USD
        18329.03000000
        0.002124379497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-25
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31392W7B0
        
          
        
        98601.04000000
        PA
        USD
        122969.49000000
        0.014252465262
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Variable
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ACGA3
        
          
        
        551396.56000000
        PA
        USD
        584585.17000000
        0.067754853896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395WSE8
        
          
        
        20446.57000000
        PA
        USD
        29249.99000000
        0.003390145526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-15
          Floating
          19.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L6S66
        
          
        
        875249.43000000
        PA
        USD
        964573.49000000
        0.111796431454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UnitedHealth Group Inc
        549300GHBMY8T5GXDE41
        
        91324PCQ3
        
          
        
        234000.00000000
        PA
        USD
        300449.59000000
        0.034822843818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376R5A0
        
          
        
        1624749.30000000
        PA
        USD
        1634200.79000000
        0.189407876637
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-06-20
          Floating
          0.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398TDU2
        
          
        
        155134.98000000
        PA
        USD
        180432.28000000
        0.020912543452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137F1G51
        
          
        
        590000.00000000
        PA
        USD
        660814.51000000
        0.076590021223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-25
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        
        776743AJ5
        
          
        
        280000.00000000
        PA
        USD
        280674.09000000
        0.032530814903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp
        0NZWDMRCE180888QQE14
        
        278058AP7
        
          
        
        500000.00000000
        PA
        USD
        587838.69000000
        0.068131944837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          7.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        
        101137AX5
        
          
        
        998000.00000000
        PA
        USD
        1149262.95000000
        0.133202392502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KeyCorp
        RKPI3RZGV1V1FJTH5T61
        
        49326EEH2
        
          
        
        235000.00000000
        PA
        USD
        265696.99000000
        0.030794932307
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-29
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA FEMSA SAB CV
        5493008KEVFYPMGTXO33
        
        191241AJ7
        
          
        
        280000.00000000
        PA
        USD
        271790.40000000
        0.031501173460
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-09-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F020497
        
          
        
        195000.00000000
        PA
        USD
        202052.50000000
        0.023418379937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        
        92553PAU6
        
          
        
        100000.00000000
        PA
        USD
        139481.48000000
        0.016166245371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-01
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74160MDQ2
        
          
        
        2114.11000000
        PA
        USD
        1778.62000000
        0.000206146417
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN WATER CAPITAL C
        5IDHQUFVC8Q2KIBBFF06
        
        03040WAK1
        
          
        
        300000.00000000
        PA
        USD
        322427.90000000
        0.037370183811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376WBS3
        
          
        
        55395.39000000
        PA
        USD
        52062.84000000
        0.006034210750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-08-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        3139216A1
        
          
        
        111409.03000000
        PA
        USD
        129526.51000000
        0.015012439950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373MA91
        
          
        
        78932.07000000
        PA
        USD
        114092.78000000
        0.013223632818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-20
          Floating
          22.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBP4
        
          
        
        35000.00000000
        PA
        USD
        34242.61000000
        0.003968802420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        9292276K7
        
          
        
        39525.93000000
        PA
        USD
        40420.15000000
        0.004684794446
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LB-UBS Commercial Mortgage Trust
        N/A
        
        52108MEQ2
        
          
        
        911814.86000000
        PA
        USD
        101.85000000
        0.000011804664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-02-15
          Variable
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDUX9
        
          
        
        1012000.00000000
        PA
        USD
        1089661.56000000
        0.126294445331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        
        16163LAD4
        
          
        
        74956.97000000
        PA
        USD
        76104.27000000
        0.008820671408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Variable
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        
        36242DCH4
        
          
        
        89969.04000000
        PA
        USD
        92123.86000000
        0.010677381149
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400FV0
        
          
        
        300000.00000000
        PA
        USD
        326363.40000000
        0.037826317906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        53944YAP8
        
          
        
        330000.00000000
        PA
        USD
        332132.09000000
        0.038494923215
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-11
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L8V68
        
          
        
        1885263.15000000
        PA
        USD
        2079934.14000000
        0.241069464299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-01
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Pass-Through Trust
        N/A
        
        126650BV1
        
          
        
        134642.34000000
        PA
        USD
        160499.67000000
        0.018602305103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-10
          Fixed
          5.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Commercial Mortgage Securities Trust
        N/A
        
        07383F6S2
        
          
        
        3652.02000000
        PA
        USD
        4.70000000
        0.000000544741
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-06-11
          Variable
          0.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXR0
        
          
        
        290000.00000000
        PA
        USD
        285342.17000000
        0.033071856815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nevada Power Co
        MJZFGXRJ52U8U4MKJ519
        
        641423BZ0
        
          
        
        52000.00000000
        PA
        USD
        69607.84000000
        0.008067719249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396XC69
        
          
        
        110310.47000000
        PA
        USD
        108711.51000000
        0.012599930437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-27
          Floating
          0.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        
        808513BK0
        
          
        
        540000.00000000
        PA
        USD
        563625.00000000
        0.065325518824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396XXQ2
        
          
        
        56231.93000000
        PA
        USD
        11659.54000000
        0.001351369261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-25
          Floating
          6.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        
        456837AU7
        
          
        
        410000.00000000
        PA
        USD
        414253.09000000
        0.048012948376
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-01
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MOTOR CO
        353800DRBDH1LUTNAY26
        
        654744AB7
        
          
        
        788000.00000000
        PA
        USD
        844825.83000000
        0.097917384184
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-09-17
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HBJ3
        
          
        
        150000.00000000
        PA
        USD
        168169.23000000
        0.019491225903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ML-CFC Commercial Mortgage Trust
        N/A
        
        55312VBD9
        
          
        
        6365.39000000
        PA
        USD
        0.23000000
        0.000000026657
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-12
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAN5
        
          
        
        150000.00000000
        PA
        USD
        175564.81000000
        0.020348391750
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828VS6
        
          
        
        2000000.00000000
        PA
        USD
        2093515.62000000
        0.242643591116
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LC7C3
        
          
        
        2818158.80000000
        PA
        USD
        3034108.08000000
        0.351660562421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO Bank NV
        BFXS5XCH7N0Y05NIXW11
        
        00080QAF2
        
          
        
        600000.00000000
        PA
        USD
        674636.48000000
        0.078192021421
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-07-28
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        
        037833DD9
        
          
        
        500000.00000000
        PA
        USD
        594473.83000000
        0.068900973825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-09-12
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828G38
        
          
        
        3380000.00000000
        PA
        USD
        3582403.90000000
        0.415209391715
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        
        11134LAH2
        
          
        
        200000.00000000
        PA
        USD
        221726.47000000
        0.025698641277
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHFC Depositor, LLC
        N/A
        
        501878AA0
        
          
        
        2210000.00000000
        PA
        USD
        2226431.57000000
        0.258048875470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-07-25
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        549300NYN2EQDJFDHV88
        
        31395N5A1
        
          
        
        63656.68000000
        PA
        USD
        63653.84000000
        0.007377636057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-25
          Floating
          0.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0XM2
        
          
        
        256647.54000000
        PA
        USD
        311236.04000000
        0.036073019808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LNT1
        
          
        
        311878.65000000
        PA
        USD
        47972.74000000
        0.005560158136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-15
          Floating
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO LIFE INSUR
        549300I5OQCDADQSPI57
        
        86564CAB6
        
          
        
        250000.00000000
        PA
        USD
        273125.00000000
        0.031655856870
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2077-09-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGT1
        
          
        
        165000.00000000
        PA
        USD
        201168.78000000
        0.023315954623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61747YDU6
        
          
        
        150000.00000000
        PA
        USD
        159627.90000000
        0.018501264823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-22
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thornburg Mortgage Securities Trust
        N/A
        
        885220DW0
        
          
        
        60358.87000000
        PA
        USD
        61452.89000000
        0.007122540558
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-09-25
          Floating
          0.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Life Storage LP
        X0MIGH67XZCB7HL1A534
        
        53227JAB0
        
          
        
        522000.00000000
        PA
        USD
        597196.27000000
        0.069216511293
        Long
        DBT
        
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833PD6
        
          
        
        550000.00000000
        PA
        USD
        521027.14000000
        0.060388322451
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375BXT4
        
          
        
        938127.67000000
        PA
        USD
        948892.50000000
        0.109978966282
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-10-20
          Floating
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394EWU8
        
          
        
        7841.18000000
        PA
        USD
        10541.18000000
        0.001221748596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-25
          Floating
          16.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOMENTO ECONOMICO MEX
        549300A8MDWDJNMLV153
        
        344419AC0
        
          
        
        550000.00000000
        PA
        USD
        589418.50000000
        0.068315048688
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375JMV4
        
          
        
        56791.06000000
        PA
        USD
        8717.42000000
        0.001010370342
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-03-20
          Floating
          6.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESSEX PORTFOLIO LP
        5493003GN3O58H286O74
        
        29717PAV9
        
          
        
        400000.00000000
        PA
        USD
        415165.24000000
        0.048118668797
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828K74
        
          
        
        46800.00000000
        PA
        USD
        49496.48000000
        0.005736763337
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        
        26884TAE2
        
          
        
        141000.00000000
        PA
        USD
        197004.79000000
        0.022833337977
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Union Carbide Corp
        QE84C8O80MNLK8IFRL44
        
        905581AS3
        
          
        
        210000.00000000
        PA
        USD
        387212.20000000
        0.044878842954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2096-10-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412X5F7
        
          
        
        24878.35000000
        PA
        USD
        24984.72000000
        0.002895790280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Floating
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        
        337738AT5
        
          
        
        230000.00000000
        PA
        USD
        250275.54000000
        0.029007548457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO NACIONAL DE PANAMA
        529900H2Q7WMDKKIW109
        
        059626AC5
        
          
        
        300000.00000000
        PA
        USD
        290250.00000000
        0.033640686340
        Long
        DBT
        CORP
        PA
        N
        
        2
        
          2030-08-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413JLA0
        
          
        
        6298.73000000
        PA
        USD
        6352.68000000
        0.000736291181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        
        68902VAK3
        
          
        
        775000.00000000
        PA
        USD
        817999.14000000
        0.094808105066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397TXJ6
        
          
        
        29878.35000000
        PA
        USD
        35213.55000000
        0.004081336745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        
        91086QBG2
        
          
        
        615000.00000000
        PA
        USD
        692637.60000000
        0.080278395346
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2026-01-21
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HWSH6
        
          
        
        4165000.00000000
        PA
        USD
        4557498.85000000
        0.528225286169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2007-1
        N/A
        
        21079NAA9
        
          
        
        107665.43000000
        PA
        USD
        109713.40000000
        0.012716051944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-19
          Fixed
          5.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31392X2G2
        
          
        
        57840.28000000
        PA
        USD
        64536.81000000
        0.007479974444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128S4X28
        
          
        
        50003.28000000
        PA
        USD
        52087.79000000
        0.006037102517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Floating
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        92873BAA4
        
          
        
        618024.01000000
        PA
        USD
        618103.12000000
        0.071639666446
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AHNE6
        
          
        
        299380.09000000
        PA
        USD
        268509.51000000
        0.031120910268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suncor Energy Inc
        549300W70ZOQDVLCHY06
        
        867229AD8
        
          
        
        550000.00000000
        PA
        USD
        738241.71000000
        0.085564023461
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2034-12-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373QDV0
        
          
        
        535264.48000000
        PA
        USD
        568667.12000000
        0.065909912889
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        
        95040QAJ3
        
          
        
        330000.00000000
        PA
        USD
        355560.12000000
        0.041210289309
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403DRD3
        
          
        
        3848.38000000
        PA
        USD
        3885.83000000
        0.000450377220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Floating
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Truste I
        5493004YGM0MQZJOEJ36
        
        03027WAJ1
        
          
        
        400000.00000000
        PA
        USD
        401744.08000000
        0.046563123460
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        
        456837AV5
        
          
        
        225000.00000000
        PA
        USD
        229047.64000000
        0.026547182822
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2027-04-01
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        
        12326QAA2
        
          
        
        1622435.73000000
        PA
        USD
        1673973.54000000
        0.194017635836
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-07-15
          Fixed
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-1 B PTT
        N/A
        
        90933HAA3
        
          
        
        161053.24000000
        PA
        USD
        160304.87000000
        0.018579727305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-07
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Funding Mortgage Loan Asset-Backed CTFS
        N/A
        
        161546HA7
        
          
        
        126245.79000000
        PA
        USD
        132880.92000000
        0.015401224290
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-25
          Variable
          4.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        
        883556BR2
        
          
        
        161000.00000000
        PA
        USD
        175093.51000000
        0.020293766925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-19
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31392GVR3
        
          
        
        185688.10000000
        PA
        USD
        222579.70000000
        0.025797532725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        
        418056AZ0
        
          
        
        535000.00000000
        PA
        USD
        602084.14000000
        0.069783027405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-19
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61744YAK4
        
          
        
        1067000.00000000
        PA
        USD
        1188030.66000000
        0.137695665102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-22
          Fixed
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        
        264399ED4
        
          
        
        100000.00000000
        PA
        USD
        139320.76000000
        0.016147617529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WRKCo Inc
        549300JEB576INN13W07
        
        96145DAB1
        
          
        
        350000.00000000
        PA
        USD
        371456.14000000
        0.043052676985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38145GAH3
        
          
        
        184000.00000000
        PA
        USD
        200893.69000000
        0.023284071018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XILINX INC
        6EY4K7ZMF9UX1CU6KC79
        
        983919AK7
        
          
        
        360000.00000000
        PA
        USD
        370596.29000000
        0.042953018263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418XEZ7
        
          
        
        173720.90000000
        PA
        USD
        195971.48000000
        0.022713574816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        92922FNH7
        
          
        
        8616.22000000
        PA
        USD
        8869.96000000
        0.001028050102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Variable
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMILLO 2016 SFR1
        N/A
        
        133715AA0
        
          
        
        1822820.91000000
        PA
        USD
        1870669.96000000
        0.216815232975
        Long
        ABS-O
        CORP
        US
        N
        
        3
        
          2023-12-05
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376RRU2
        
          
        
        2520973.71000000
        PA
        USD
        2553716.12000000
        0.295981956919
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-03-20
          Floating
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBD0
        
          
        
        680000.00000000
        PA
        USD
        705960.46000000
        0.081822547471
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-05-25
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M8RN6
        
          
        
        4464571.52000000
        PA
        USD
        4971042.11000000
        0.576155963509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Digital Realty Trust LP
        CD4SPTZ3YBTHY0C1AH38
        
        25389JAR7
        
          
        
        154000.00000000
        PA
        USD
        173443.42000000
        0.020102517450
        Long
        DBT
        
        US
        N
        
        2
        
          2027-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American General Mortgage Loan Trust
        N/A
        
        02639MAL0
        
          
        
        1037.43000000
        PA
        USD
        1089.11000000
        0.000126230518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02666AAE8
        
          
        
        825000.00000000
        PA
        USD
        905999.08000000
        0.105007513781
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-04-17
          Fixed
          5.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392DA93
        
          
        
        132328.34000000
        PA
        USD
        149686.59000000
        0.017349042630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        
        22003BAM8
        
          
        
        523000.00000000
        PA
        USD
        534863.21000000
        0.061991956874
        Long
        DBT
        
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        
        20268JAF0
        
          
        
        240000.00000000
        PA
        USD
        253519.36000000
        0.029383515145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283LA48
        
          
        
        3305.24000000
        PA
        USD
        3581.15000000
        0.000415064061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828XG0
        
          
        
        1000000.00000000
        PA
        USD
        1018593.75000000
        0.118057511980
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-06-30
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412EJ23
        
          
        
        6159.70000000
        PA
        USD
        6297.19000000
        0.000729859754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        
        67103HAF4
        
          
        
        247000.00000000
        PA
        USD
        279373.53000000
        0.032380076811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        
        124857AJ2
        
          
        
        150000.00000000
        PA
        USD
        186789.75000000
        0.021649389806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        92873CAA2
        
          
        
        2257134.60000000
        PA
        USD
        2256129.50000000
        0.261490938340
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAM5
        
          
        
        161000.00000000
        PA
        USD
        253234.53000000
        0.029350502650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        
        00817YAJ7
        
          
        
        153000.00000000
        PA
        USD
        187139.55000000
        0.021689932483
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Mortgage Investments Inc
        N/A
        
        86359LDX4
        
          
        
        141374.57000000
        PA
        USD
        138958.66000000
        0.016105649251
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-19
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687CP9
        
          
        
        200000.00000000
        PA
        USD
        228600.44000000
        0.026495351246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-26
          Fixed
          8.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESTEE LAUDER CO INC
        549300VFZ8XJ9NUPU221
        
        29736RAQ3
        
          
        
        549000.00000000
        PA
        USD
        587498.00000000
        0.068092458031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374ECZ8
        
          
        
        332148.80000000
        PA
        USD
        362893.32000000
        0.042060225161
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        
        281020AN7
        
          
        
        350000.00000000
        PA
        USD
        403284.12000000
        0.046741617871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TUUU0
        
          
        
        18024.96000000
        PA
        USD
        20572.91000000
        0.002384450688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396N7B6
        
          
        
        15304.71000000
        PA
        USD
        14201.39000000
        0.001645975905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36225BPM4
        
          
        
        56654.99000000
        PA
        USD
        66124.24000000
        0.007663961472
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDL7
        
          
        
        360000.00000000
        PA
        USD
        368294.99000000
        0.042686291953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HANOVER INSURANCE GROUP
        JJYR6MFKFF6CF8DBZ078
        
        410867AG0
        
          
        
        250000.00000000
        PA
        USD
        255169.79000000
        0.029574804027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        
        68327LAB2
        
          
        
        325000.00000000
        PA
        USD
        363179.14000000
        0.042093352400
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-20
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA 2017-1A PTT
        N/A
        
        00908PAB3
        
          
        
        342792.00000000
        PA
        USD
        336478.80000000
        0.038998717557
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-01-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        
        37940XAC6
        
          
        
        460000.00000000
        PA
        USD
        541342.05000000
        0.062742870308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAY9
        
          
        
        161000.00000000
        PA
        USD
        193691.18000000
        0.022449282457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        
        50249AAF0
        
          
        
        130000.00000000
        PA
        USD
        130726.03000000
        0.015151467258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        N/A
        
        05946XXQ1
        
          
        
        1853.05000000
        PA
        USD
        1852.06000000
        0.000214658293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-20
          Variable
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967ME8
        
          
        
        850000.00000000
        PA
        USD
        967450.05000000
        0.112129831807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRCD Mortgage Trust
        N/A
        
        55348UAQ1
        
          
        
        1443000.00000000
        PA
        USD
        1459776.90000000
        0.169191720310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308HP5
        
          
        
        205000.00000000
        PA
        USD
        209647.51000000
        0.024298660210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEY BANK NA
        HUX2X73FUCYHUVH1BK78
        
        49306SAA4
        
          
        
        250000.00000000
        PA
        USD
        256025.30000000
        0.029673959733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-22
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132HBH65
        
          
        
        1316936.01000000
        PA
        USD
        1453806.51000000
        0.168499737477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAE3
        
          
        
        200000.00000000
        PA
        USD
        204918.45000000
        0.023750550566
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-15
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BL4
        
          
        
        570000.00000000
        PA
        USD
        662668.33000000
        0.076804883505
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-05-08
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31395NXA0
        
          
        
        76396.04000000
        PA
        USD
        76703.13000000
        0.008890080749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-25
          Floating
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396NGH3
        
          
        
        24068.91000000
        PA
        USD
        22866.80000000
        0.002650318161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBT2
        
          
        
        180000.00000000
        PA
        USD
        203838.46000000
        0.023625377078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810RE0
        
          
        
        4790000.00000000
        PA
        USD
        6376126.16000000
        0.739008648464
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        
        56585ABG6
        
          
        
        156000.00000000
        PA
        USD
        165950.64000000
        0.019234085885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31300LLL7
        
          
        
        125826.53000000
        PA
        USD
        132450.32000000
        0.015351316695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Floating
          2.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDE3
        
          
        
        499000.00000000
        PA
        USD
        498857.77000000
        0.057818838136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-2 AA PTT
        N/A
        
        90932EAA1
        
          
        
        488989.90000000
        PA
        USD
        503751.87000000
        0.058386076320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-07
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371MVC8
        
          
        
        42288.15000000
        PA
        USD
        47423.73000000
        0.005496526532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410GGB3
        
          
        
        1665.55000000
        PA
        USD
        1677.93000000
        0.000194476199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        
        233851DD3
        
          
        
        300000.00000000
        PA
        USD
        313332.18000000
        0.036315967572
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-22
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LZP6
        
          
        
        39942.11000000
        PA
        USD
        37401.63000000
        0.004334940580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578AAP3
        
          
        
        435000.00000000
        PA
        USD
        432442.89000000
        0.050121190775
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-01-20
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36241LZH2
        
          
        
        170615.57000000
        PA
        USD
        197438.88000000
        0.022883650072
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-20
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468Q5
        
          
        
        450000.00000000
        PA
        USD
        467023.96000000
        0.054129221539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBP4
        
          
        
        305000.00000000
        PA
        USD
        372154.05000000
        0.043133566464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAR2
        
          
        
        270000.00000000
        PA
        USD
        265366.73000000
        0.030756654364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBG4
        
          
        
        490000.00000000
        PA
        USD
        480609.50000000
        0.055703818921
        Long
        DBT
        
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247K93
        
          
        
        76962.00000000
        PA
        USD
        77750.25000000
        0.009011444524
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP Capital Markets PLC
        549300CRVT18MXX0AG93
        
        05565QDN5
        
          
        
        321000.00000000
        PA
        USD
        354745.05000000
        0.041115820699
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-09-19
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        549300TPZNMN50BJ3745
        
        161175BR4
        
          
        
        400000.00000000
        PA
        USD
        476969.04000000
        0.055281880685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-30
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DA0
        
          
        
        580000.00000000
        PA
        USD
        606431.34000000
        0.070286878539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374XSE6
        
          
        
        20043.43000000
        PA
        USD
        3138.80000000
        0.000363794612
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-20
          Floating
          7.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ENZ93
        
          
        
        822776.48000000
        PA
        USD
        893576.09000000
        0.103567658794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137A0Y41
        
          
        
        155617.06000000
        PA
        USD
        190572.18000000
        0.022087782713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ventas Realty LP
        32SXKSJ72K64GM3HOU64
        
        92277GAD9
        
          
        
        300000.00000000
        PA
        USD
        321725.59000000
        0.037288784361
        Long
        DBT
        
        US
        N
        
        2
        
          2024-05-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148LAC0
        
          
        
        178000.00000000
        PA
        USD
        192633.79000000
        0.022326728365
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LA5W5
        
          
        
        1803900.64000000
        PA
        USD
        1940573.15000000
        0.224917184014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appalachian Power Co
        3SCHO1ABYYIG382BEI70
        
        037735CK1
        
          
        
        200000.00000000
        PA
        USD
        291990.46000000
        0.033842409920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23345EAE5
        
          
        
        761000.00000000
        PA
        USD
        765031.85000000
        0.088669066344
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        
        124857AR4
        
          
        
        250000.00000000
        PA
        USD
        268613.72000000
        0.031132988462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403JMK9
        
          
        
        191573.76000000
        PA
        USD
        218130.84000000
        0.025281898947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAT6
        
          
        
        195000.00000000
        PA
        USD
        214825.31000000
        0.024898779919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRH America Inc
        549300RN11MJ182CNF63
        
        12626PAN3
        
          
        
        200000.00000000
        PA
        USD
        265773.13000000
        0.030803757120
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-05-18
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410F3Q6
        
          
        
        2039.42000000
        PA
        USD
        2070.90000000
        0.000240022385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Floating
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CE2
        
          
        
        307000.00000000
        PA
        USD
        330537.37000000
        0.038310091259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375DUZ9
        
          
        
        260952.25000000
        PA
        USD
        42002.01000000
        0.004868135896
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-20
          Floating
          5.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418VUQ3
        
          
        
        177816.32000000
        PA
        USD
        202283.77000000
        0.023445184697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NY STATE ELECTRIC & GAS
        549300GEC6J0YHUXA160
        
        649840CQ6
        
          
        
        151000.00000000
        PA
        USD
        165568.94000000
        0.019189845920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409GMT0
        
          
        
        13105.58000000
        PA
        USD
        15109.48000000
        0.001751225762
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBC5
        
          
        
        150000.00000000
        PA
        USD
        152382.84000000
        0.017661544613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-31
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395WV87
        
          
        
        43961.23000000
        PA
        USD
        76930.61000000
        0.008916446239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-15
          Floating
          24.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        
        58013MEZ3
        
          
        
        465000.00000000
        PA
        USD
        588139.78000000
        0.068166841906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-12-09
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B2HA3
        
          
        
        2032000.00000000
        PA
        USD
        2310258.22000000
        0.267764589646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Variable
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNICREDIT SPA
        549300TRUWO2CD2G5692
        
        904678AW9
        
          
        
        400000.00000000
        PA
        USD
        400856.79000000
        0.046460284375
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2027-06-03
          Fixed
          1.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
        
        290000.00000000
        PA
        USD
        325142.19000000
        0.037684776674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA 2015-1A PTT
        N/A
        
        009090AA9
        
          
        
        445873.72000000
        PA
        USD
        456322.19000000
        0.052888860169
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ABB59
        
          
        
        276591.52000000
        PA
        USD
        300499.65000000
        0.034828645895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-15
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AQ0
        
          
        
        520000.00000000
        PA
        USD
        504214.59000000
        0.058439706703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual MSC Mortgage Pass-Through CTFS
        N/A
        
        939336R54
        
          
        
        32295.00000000
        PA
        USD
        35014.33000000
        0.004058246659
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        
        74762EAF9
        
          
        
        640000.00000000
        PA
        USD
        671798.01000000
        0.077863035792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corporation
        N/A
        
        05946XLS0
        
          
        
        18935.10000000
        PA
        USD
        19617.89000000
        0.002273761530
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-20
          Variable
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02665UAE5
        
          
        
        200000.00000000
        PA
        USD
        219921.58000000
        0.025489450102
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-17
          Fixed
          6.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELMARVA PWR & LIGHT CO
        NJ98T8DDD027ZFXUDB24
        
        247109BR1
        
          
        
        294000.00000000
        PA
        USD
        343291.94000000
        0.039788377181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BC7
        
          
        
        150000.00000000
        PA
        USD
        225261.70000000
        0.026108383098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-10-23
          Fixed
          6.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAIF BOND ISSUER P/L
        2138007UNQRHCRSBNZ86
        
        361435AA8
        
          
        
        353000.00000000
        PA
        USD
        387502.22000000
        0.044912456982
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2026-09-30
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        
        126408HN6
        
          
        
        215000.00000000
        PA
        USD
        283176.10000000
        0.032820803994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFT6
        
          
        
        427000.00000000
        PA
        USD
        417537.68000000
        0.048393640407
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828U24
        
          
        
        469000.00000000
        PA
        USD
        499301.80000000
        0.057870302301
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Keurig Dr Pepper Inc
        DYTQ8KRTKO7Y2BVU5K74
        
        26138EAX7
        
          
        
        120000.00000000
        PA
        USD
        133442.75000000
        0.015466341764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31393U4Q3
        
          
        
        202624.08000000
        PA
        USD
        238992.91000000
        0.027699863989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        N/A
        
        59020ULR4
        
          
        
        32988.28000000
        PA
        USD
        33453.66000000
        0.003877361181
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO Funding Trust
        549300Z5C0ID42MSJA91
        
        42771AAB2
        
          
        
        687133.44000000
        PA
        USD
        719366.39000000
        0.083376327614
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2048-09-20
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Southern Power Co
        5LADC78JBG2BMZD5XF57
        
        843646AH3
        
          
        
        260000.00000000
        PA
        USD
        324147.94000000
        0.037569540663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTACT US HOLDINGS INC
        N/A
        
        68245JAB6
        
          
        
        500000.00000000
        PA
        USD
        523096.66000000
        0.060628184891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-09
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410PXH1
        
          
        
        58766.24000000
        PA
        USD
        61211.53000000
        0.007094566343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Floating
          2.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBT1
        
          
        
        195000.00000000
        PA
        USD
        195607.73000000
        0.022671415299
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHILDREN'S HOSPITAL/DC
        549300C1PQZDYQ6KZS51
        
        16876DAA6
        
          
        
        340000.00000000
        PA
        USD
        350979.27000000
        0.040679357568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374UF97
        
          
        
        30852.45000000
        PA
        USD
        3893.46000000
        0.000451261556
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-20
          Floating
          5.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        
        01F022691
        
          
        
        4470000.00000000
        PA
        USD
        4644085.54000000
        0.538260895745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        617451CU1
        
          
        
        3307274.14000000
        PA
        USD
        906.52000000
        0.000105067889
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-12
          Variable
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398GJB6
        
          
        
        86321.63000000
        PA
        USD
        90279.17000000
        0.010463577057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-25
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-3 AA PTT
        N/A
        
        023771R91
        
          
        
        801409.97000000
        PA
        USD
        818299.44000000
        0.094842910572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICAL
        549300RCBFWIRX3HYQ56
        
        75886FAE7
        
          
        
        920000.00000000
        PA
        USD
        888600.50000000
        0.102990975719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        N/A
        
        589929W61
        
          
        
        29182.63000000
        PA
        USD
        28976.28000000
        0.003358421866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-25
          Variable
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBSSP Resecuritization Trust
        N/A
        
        74928DAA3
        
          
        
        26066.51000000
        PA
        USD
        26256.16000000
        0.003043153292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-26
          Variable
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375XHT4
        
          
        
        287156.86000000
        PA
        USD
        34931.08000000
        0.004048597780
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-07-20
          Floating
          6.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOF Securitization Trust
        N/A
        
        12631UAA3
        
          
        
        176540.84000000
        PA
        USD
        15365.06000000
        0.001780848110
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2040-06-25
          Variable
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828YX2
        
          
        
        780000.00000000
        PA
        USD
        820858.59000000
        0.095139522329
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-12-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA Finance LLC
        LTKX5ODQW6Z7BQ2K1V47
        
        26884TAD4
        
          
        
        175000.00000000
        PA
        USD
        175261.00000000
        0.020313179427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARTFORD HEALTHCARE CORP
        549300W3L482NUDOFF24
        
        41652PAC3
        
          
        
        780000.00000000
        PA
        USD
        815064.30000000
        0.094467949918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2054-07-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31393LFM0
        
          
        
        119638.88000000
        PA
        USD
        145179.24000000
        0.016826629719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128S42W6
        
          
        
        5217.40000000
        PA
        USD
        5316.07000000
        0.000616145541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-01
          Floating
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398PKD0
        
          
        
        76979.80000000
        PA
        USD
        12545.64000000
        0.001454070422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-25
          Floating
          6.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397ARM7
        
          
        
        135094.18000000
        PA
        USD
        153418.54000000
        0.017781584781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        
        842400FP3
        
          
        
        130000.00000000
        PA
        USD
        165106.40000000
        0.019136236400
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        
        251526BY4
        
          
        
        700000.00000000
        PA
        USD
        749572.73000000
        0.086877316449
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-05-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio State University/The
        JFC10ZULKO4X2E3HBY86
        
        677632PA3
        
          
        
        1370000.00000000
        PA
        USD
        2035206.38000000
        0.235885407297
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2111-06-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396HVT3
        
          
        
        58089.42000000
        PA
        USD
        54724.73000000
        0.006342730325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        
        86359BMB4
        
          
        
        54297.15000000
        PA
        USD
        54860.88000000
        0.006358510444
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-03-25
          Variable
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        
        78449RAA3
        
          
        
        1620000.00000000
        PA
        USD
        1713775.32000000
        0.198630759684
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENTERTAINMEN
        N/A
        
        88731EAJ9
        
          
        
        250000.00000000
        PA
        USD
        382834.65000000
        0.044371474180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          8.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        
        38376AAB9
        
          
        
        416000.00000000
        PA
        USD
        428335.70000000
        0.049645157389
        Long
        DBT
        
        US
        N
        
        2
        
          2022-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Albemarle Corp
        HDBLS2Q6GV1LSKQPBS54
        
        012725AD9
        
          
        
        200000.00000000
        PA
        USD
        263189.09000000
        0.030504260551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-01
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        549300QVJKB4ZVR88F06
        
        35041KAA0
        
          
        
        1220493.05000000
        PA
        USD
        1266782.69000000
        0.146823218384
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          3.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FTF 2019 1 A FRN 15 AUG 2020
        N/A
        
        000000000
        
          
        
        504447.44000000
        PA
        USD
        381866.71000000
        0.044259287562
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER INVESTMENT
        529900EZ29I5KXPV2J32
        
        806854AJ4
        
          
        
        400000.00000000
        PA
        USD
        425475.00000000
        0.049313595248
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-06-26
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXQS4
        
          
        
        1703680.71000000
        PA
        USD
        1858039.86000000
        0.215351373431
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375LUZ1
        
          
        
        271704.07000000
        PA
        USD
        305765.68000000
        0.035438991678
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CY9
        
          
        
        450000.00000000
        PA
        USD
        536651.82000000
        0.062199261156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375UDJ6
        
          
        
        1563301.31000000
        PA
        USD
        1573786.37000000
        0.182405697296
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2064-02-20
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393X5V5
        
          
        
        69760.69000000
        PA
        USD
        102767.59000000
        0.011911015542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-25
          Floating
          19.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M7VE3
        
          
        
        209838.53000000
        PA
        USD
        240861.06000000
        0.027916387152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31392JAA7
        
          
        
        113137.73000000
        PA
        USD
        132570.91000000
        0.015365293371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416BNZ7
        
          
        
        54710.24000000
        PA
        USD
        58611.25000000
        0.006793187518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Floating
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396LUS7
        
          
        
        725712.56000000
        PA
        USD
        842109.09000000
        0.097602507360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Mortgage Products, INC.
        N/A
        
        7609856C0
        
          
        
        66205.19000000
        PA
        USD
        70182.18000000
        0.008134286663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-10-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DJ4
        
          
        
        114000.00000000
        PA
        USD
        158932.63000000
        0.018420681326
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        466247DX8
        
          
        
        8608.05000000
        PA
        USD
        8481.20000000
        0.000982991865
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        
        11120VAK9
        
          
        
        320000.00000000
        PA
        USD
        328871.23000000
        0.038116981549
        Long
        DBT
        
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BS1
        
          
        
        545000.00000000
        PA
        USD
        541018.55000000
        0.062705375865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BV5
        
          
        
        375000.00000000
        PA
        USD
        378885.69000000
        0.043913780038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        
        91087BAE0
        
          
        
        1042000.00000000
        PA
        USD
        1143584.58000000
        0.132544255502
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2028-01-11
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Atmos Energy Corp
        QVLWEGTD2S8GJMO8D383
        
        049560AQ8
        
          
        
        570000.00000000
        PA
        USD
        713117.12000000
        0.082652021905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017AT6
        
          
        
        260000.00000000
        PA
        USD
        345142.09000000
        0.040002814100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-01
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        9128282U3
        
          
        
        398000.00000000
        PA
        USD
        416298.67000000
        0.048250036111
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-31
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397PGA2
        
          
        
        166411.73000000
        PA
        USD
        155206.53000000
        0.017988817204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        America Movil SAB de CV
        5493000FNR3UCEAONM59
        
        02364WBG9
        
          
        
        251000.00000000
        PA
        USD
        314638.54000000
        0.036467377897
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2049-04-22
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393EF61
        
          
        
        100206.78000000
        PA
        USD
        114669.78000000
        0.013290508533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investors Trust
        N/A
        
        5899293T3
        
          
        
        14310.02000000
        PA
        USD
        14374.05000000
        0.001665987622
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128QHUA6
        
          
        
        20891.36000000
        PA
        USD
        22019.97000000
        0.002552168489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Floating
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        
        00131LAK1
        
          
        
        200000.00000000
        PA
        USD
        208268.81000000
        0.024138865501
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2040-09-16
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vendee Mortgage Trust
        N/A
        
        911760LQ7
        
          
        
        137649.83000000
        PA
        USD
        157709.97000000
        0.018278972036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS
        N/A
        
        84346LAA8
        
          
        
        136000.00000000
        PA
        USD
        170368.64000000
        0.019746142913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Tower Corp
        5493006ORUSIL88JOE18
        
        03027XAD2
        
          
        
        139000.00000000
        PA
        USD
        153773.68000000
        0.017822746378
        Long
        DBT
        
        US
        N
        
        2
        
          2024-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBT4
        
          
        
        520000.00000000
        PA
        USD
        634735.32000000
        0.073567379188
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-10-06
          Fixed
          4.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828T67
        
          
        
        4300000.00000000
        PA
        USD
        4312595.17000000
        0.499840349450
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-10-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        
        023135BF2
        
          
        
        500000.00000000
        PA
        USD
        605384.49000000
        0.070165546058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-22
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBA6
        
          
        
        402000.00000000
        PA
        USD
        426239.06000000
        0.049402151674
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-09-13
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        313399TM9
        
          
        
        150.53000000
        PA
        USD
        150.45000000
        0.000017437523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKG6
        
          
        
        140000.00000000
        PA
        USD
        140097.02000000
        0.016237587965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        92922FNJ3
        
          
        
        88623.97000000
        PA
        USD
        91024.69000000
        0.010549984653
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Variable
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ENGLAND POWER CO
        549300DTVRGN9GYD5U85
        
        644188BF0
        
          
        
        140000.00000000
        PA
        USD
        157113.28000000
        0.018209814203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-12-05
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AWH7
        
          
        
        448455.16000000
        PA
        USD
        494452.92000000
        0.057308305226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38377ULE6
        
          
        
        667867.23000000
        PA
        USD
        711582.28000000
        0.082474130187
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393XZV2
        
          
        
        759067.50000000
        PA
        USD
        888103.05000000
        0.102933320045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corporation
        N/A
        
        161630AY4
        
          
        
        18755.87000000
        PA
        USD
        19097.48000000
        0.002213444735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31393BP33
        
          
        
        8899.90000000
        PA
        USD
        8360.01000000
        0.000968945647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31400AXF0
        
          
        
        142049.96000000
        PA
        USD
        164085.29000000
        0.019017887248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE BANK LTD
        4ZHCHI4KYZG2WVRT8631
        
        556079AD3
        
          
        
        405000.00000000
        PA
        USD
        408442.05000000
        0.047339434599
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2036-03-03
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TVUN4
        
          
        
        21695.03000000
        PA
        USD
        24571.28000000
        0.002847871570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dupont De Nemours Inc
        5493004JF0SDFLM8GD76
        
        26078JAE0
        
          
        
        145000.00000000
        PA
        USD
        193493.31000000
        0.022426348839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-11-15
          Fixed
          5.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XBK5
        
          
        
        141000.00000000
        PA
        USD
        138586.54000000
        0.016062519631
        Long
        DBT
        
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAM2
        
          
        
        467000.00000000
        PA
        USD
        458972.27000000
        0.053196010935
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        
        806851AK7
        
          
        
        170000.00000000
        PA
        USD
        190916.84000000
        0.022127729652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Realty Income Corp
        549300CUWDAUZSH43859
        
        756109AV6
        
          
        
        290000.00000000
        PA
        USD
        321284.97000000
        0.037237715423
        Long
        DBT
        
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403DFF1
        
          
        
        18269.68000000
        PA
        USD
        19080.35000000
        0.002211459326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Floating
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Florida Power & Light Co
        A89MY1K3YLIGJMYWVX50
        
        341081EU7
        
          
        
        100000.00000000
        PA
        USD
        135113.26000000
        0.015659957967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828M56
        
          
        
        367000.00000000
        PA
        USD
        392761.68000000
        0.045522041286
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31414AEX6
        
          
        
        63284.85000000
        PA
        USD
        72329.65000000
        0.008383183699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AY4
        
          
        
        790000.00000000
        PA
        USD
        795997.96000000
        0.092258114384
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BM2
        
          
        
        554000.00000000
        PA
        USD
        589125.55000000
        0.068281095065
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-11-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAE5
        
          
        
        249000.00000000
        PA
        USD
        306363.53000000
        0.035508283958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810QZ4
        
          
        
        1355000.00000000
        PA
        USD
        1668132.03000000
        0.193340590511
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DUQUESNE LIGHT HOLDINGS
        4CUJ1D8WDXK9X7QI6B93
        
        266233AG0
        
          
        
        460000.00000000
        PA
        USD
        503310.34000000
        0.058334901911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703TAD8
        
          
        
        793000.00000000
        PA
        USD
        954454.83000000
        0.110623653961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        
        166756AS5
        
          
        
        290000.00000000
        PA
        USD
        323470.38000000
        0.037491009798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828P79
        
          
        
        5000000.00000000
        PA
        USD
        5107812.50000000
        0.592007986905
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-28
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66 PARTNERS LP
        549300TL5L4IG0H4FX64
        
        718549AH1
        
          
        
        300000.00000000
        PA
        USD
        318433.44000000
        0.036907216108
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31394JY50
        
          
        
        117652.30000000
        PA
        USD
        139070.23000000
        0.016118580488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        
        014621AA4
        
          
        
        400000.00000000
        PA
        USD
        406702.15000000
        0.047137775924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413HZ35
        
          
        
        15891.62000000
        PA
        USD
        16152.20000000
        0.001872079565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Floating
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABG1
        
          
        
        215000.00000000
        PA
        USD
        229791.85000000
        0.026633438585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAA8
        
          
        
        1865000.00000000
        PA
        USD
        1945638.18000000
        0.225504233404
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nordea Bank Abp
        529900ODI3047E2LIV03
        
        65557FAD8
        
          
        
        384000.00000000
        PA
        USD
        399786.27000000
        0.046336208483
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2022-09-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        
        35563PFP9
        
          
        
        2543913.53000000
        PA
        USD
        2776404.08000000
        0.321792037244
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-11-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LNP9
        
          
        
        23.19000000
        PA
        USD
        0.13000000
        0.000000015067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        
        526057BZ6
        
          
        
        155000.00000000
        PA
        USD
        168562.50000000
        0.019536806860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-30
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alabama Power Co
        0RL818ELFOHP5JHOFU19
        
        010392EE4
        
          
        
        160000.00000000
        PA
        USD
        209403.41000000
        0.024270368421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        
        89153VAV1
        
          
        
        605000.00000000
        PA
        USD
        631034.30000000
        0.073138421899
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2050-05-29
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAY8
        
          
        
        515000.00000000
        PA
        USD
        541566.47000000
        0.062768881136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-16
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396J4X0
        
          
        
        20467.45000000
        PA
        USD
        20574.44000000
        0.002384628019
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-15
          Floating
          0.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR ISSUER TR
        N/A
        
        30259RAG0
        
          
        
        2835000.00000000
        PA
        USD
        2832074.28000000
        0.328244349859
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-02-25
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gold Key Resorts LLC
        549300MORAF4RGEXUA95
        
        38061LAA7
        
          
        
        27492.65000000
        PA
        USD
        27843.16000000
        0.003227090481
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Fixed
          3.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375BWA6
        
          
        
        5450.42000000
        PA
        USD
        5504.57000000
        0.000637993153
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-05-20
          Floating
          0.79000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        Chase Funding Mortgage Loan Asset-Backed CTFS
        N/A
        
        161546EW2
        
          
        
        395451.47000000
        PA
        USD
        383625.49000000
        0.044463134474
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-02-25
          Floating
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        
        12327FAA5
        
          
        
        473850.50000000
        PA
        USD
        484171.72000000
        0.056116688949
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        
        65535HAS8
        
          
        
        370000.00000000
        PA
        USD
        378626.18000000
        0.043883702193
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-07-16
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SART 2017 1 4.75 15 JUL 2024
        N/A
        
        000000000
        
          
        
        1012985.08000000
        PA
        USD
        1015011.05000000
        0.117642268269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ecopetrol SA
        254900IDGKCJICKBPA66
        
        279158AL3
        
          
        
        135000.00000000
        PA
        USD
        147622.50000000
        0.017109809541
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2026-06-26
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        
        252724AA7
        
          
        
        473115.97000000
        PA
        USD
        492418.39000000
        0.057072498213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-01-21
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        
        337738AV0
        
          
        
        220000.00000000
        PA
        USD
        270819.52000000
        0.031388646088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCF0
        
          
        
        390000.00000000
        PA
        USD
        403455.00000000
        0.046761423281
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38377EAA2
        
          
        
        141203.25000000
        PA
        USD
        158818.14000000
        0.018407411655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-10-20
          Variable
          5.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398LQC5
        
          
        
        121440.35000000
        PA
        USD
        19992.14000000
        0.002317138022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-15
          Floating
          6.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        
        30295AAN8
        
          
        
        750000.00000000
        PA
        USD
        788498.40000000
        0.091388897000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Variable
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        
        17307GBT4
        
          
        
        34956.71000000
        PA
        USD
        35524.58000000
        0.004117385885
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31396JF26
        
          
        
        31990.35000000
        PA
        USD
        32769.56000000
        0.003798072315
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOC Aviation Ltd
        254900H06V5RMEB3KE72
        
        09681LAD2
        
          
        
        270000.00000000
        PA
        USD
        274465.80000000
        0.031811258876
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2022-09-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        
        22535WAH0
        
          
        
        656000.00000000
        PA
        USD
        650669.27000000
        0.075414163044
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-26
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KGS-Alpha SBA COOF Trust
        N/A
        
        48249GAA2
        
          
        
        164723.82000000
        PA
        USD
        13496.65000000
        0.001564294812
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2040-04-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017CA5
        
          
        
        148000.00000000
        PA
        USD
        179185.90000000
        0.020768084956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398PQB8
        
          
        
        108492.18000000
        PA
        USD
        109434.81000000
        0.012683762680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-25
          Floating
          0.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398QK30
        
          
        
        758867.00000000
        PA
        USD
        801160.10000000
        0.092856419061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        31392A5M6
        
          
        
        89220.41000000
        PA
        USD
        105893.63000000
        0.012273331239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-25
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280AP4
        
          
        
        500000.00000000
        PA
        USD
        540362.07000000
        0.062629288224
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON SECOURS MERCY
        5493006NA7JSVYYYF398
        
        09778PAC9
        
          
        
        345000.00000000
        PA
        USD
        367958.79000000
        0.042647325549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TC PipeLines LP
        6HL0C5LCIE4TN8UZHL06
        
        87233QAC2
        
          
        
        141000.00000000
        PA
        USD
        157441.89000000
        0.018247900907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-25
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L2AF4
        
          
        
        1126602.90000000
        PA
        USD
        1229958.04000000
        0.142555151199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359VLW1
        
          
        
        102388.15000000
        PA
        USD
        115460.20000000
        0.013382120148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MQ1
        
          
        
        1000000.00000000
        PA
        USD
        1070578.31000000
        0.124082649887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396PAA9
        
          
        
        223603.85000000
        PA
        USD
        205607.30000000
        0.023830389969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-01-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BDXR4
        
          
        
        13622552.15000000
        PA
        USD
        1866548.47000000
        0.216337542183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-25
          Variable
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        
        46627QBE7
        
          
        
        1706689.22000000
        PA
        USD
        333.66000000
        0.000038672011
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-06-12
          Variable
          0.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        91835DAA9
        
          
        
        1021141.78000000
        PA
        USD
        1022457.11000000
        0.118505284872
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DL9
        
          
        
        370000.00000000
        PA
        USD
        494841.94000000
        0.057353393597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541QP89
        
          
        
        35532.32000000
        PA
        USD
        36021.55000000
        0.004174985926
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396WLY0
        
          
        
        89998.10000000
        PA
        USD
        16279.45000000
        0.001886828152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-25
          Floating
          6.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOMURA HOLDINGS INC
        549300B3CEAHYG7K8164
        
        65535HAP4
        
          
        
        603000.00000000
        PA
        USD
        635270.29000000
        0.073629383522
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-01-16
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Securitization Trust
        N/A
        
        55265K2U2
        
          
        
        150821.77000000
        PA
        USD
        153662.60000000
        0.017809871934
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FVM0
        
          
        
        100751.62000000
        PA
        USD
        110418.47000000
        0.012797771285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAL9
        
          
        
        400000.00000000
        PA
        USD
        406505.47000000
        0.047114980230
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-03-25
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        
        26208EAG9
        
          
        
        164092.18000000
        PA
        USD
        164647.45000000
        0.019083042970
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          3.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376RNP7
        
          
        
        2964077.53000000
        PA
        USD
        2991931.86000000
        0.346772235158
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-01-20
          Floating
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VCZ5
        
          
        
        385000.00000000
        PA
        USD
        502742.35000000
        0.058269070478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-03-15
          Fixed
          4.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGY METRO
        1128SIJQ26096WL7IO82
        
        485134BM1
        
          
        
        500000.00000000
        PA
        USD
        685225.19000000
        0.079419278861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LJD98
        
          
        
        5000000.00000000
        PA
        USD
        5601335.15000000
        0.649208471558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396X2X1
        
          
        
        251760.63000000
        PA
        USD
        46750.14000000
        0.005418455800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-25
          Floating
          6.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCENTRE GROUP TRUST 1/2
        N/A
        
        806213AB0
        
          
        
        500000.00000000
        PA
        USD
        539362.80000000
        0.062513470382
        Long
        DBT
        
        AU
        N
        
        2
        
          2025-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricolor Auto Securitization Trust
        N/A
        
        89615BAD7
        
          
        
        330000.00000000
        PA
        USD
        330088.31000000
        0.038258044104
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31392AJW9
        
          
        
        63548.28000000
        PA
        USD
        72738.23000000
        0.008430539122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410U2L5
        
          
        
        18356.67000000
        PA
        USD
        18858.11000000
        0.002185701166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Floating
          1.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359FC55
        
          
        
        40938.85000000
        PA
        USD
        40855.57000000
        0.004735260691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANR Pipeline Co
        N/A
        
        001814AR3
        
          
        
        200000.00000000
        PA
        USD
        204553.45000000
        0.023708246171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-11-01
          Fixed
          9.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Homes 4 Rent
        N/A
        
        02665XAE9
        
          
        
        725000.00000000
        PA
        USD
        795245.61000000
        0.092170915175
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-12-17
          Fixed
          6.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VM DEBT 2019 1 TR
        N/A
        
        91834VAA0
        
          
        
        1566218.47000000
        PA
        USD
        1566218.47000000
        0.181528559139
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CAV3
        
          
        
        2875000.00000000
        PA
        USD
        2790097.66000000
        0.323379156726
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TEXAS EASTERN TRANSMISSI
        549300SIOULUXXIDGA69
        
        882384AC4
        
          
        
        462000.00000000
        PA
        USD
        471463.27000000
        0.054643748448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12624KAE6
        
          
        
        1654557.23000000
        PA
        USD
        13778.99000000
        0.001597018710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Variable
          1.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        
        38937LAB7
        
          
        
        597000.00000000
        PA
        USD
        634368.47000000
        0.073524860374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQ INV IRELAND DA
        549300XK5HGW68R8K327
        
        82481LAD1
        
          
        
        778000.00000000
        PA
        USD
        847638.85000000
        0.098243420096
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2026-09-23
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397HKD9
        
          
        
        9562.86000000
        PA
        USD
        9038.11000000
        0.001047539099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541SU55
        
          
        
        102173.11000000
        PA
        USD
        103741.25000000
        0.012023865122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        
        86359BJT9
        
          
        
        54297.15000000
        PA
        USD
        54861.75000000
        0.006358611279
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-03-25
          Variable
          6.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31393VXN6
        
          
        
        487527.10000000
        PA
        USD
        544543.54000000
        0.063113930845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goodgreen Trust
        N/A
        
        38218AAA3
        
          
        
        1316984.63000000
        PA
        USD
        1310399.71000000
        0.151878537898
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BVRT Financing Trust
        N/A
        
        07326VAA1
        
          
        
        1568655.52000000
        PA
        USD
        1568655.52000000
        0.181811019206
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2022-11-10
          Floating
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398MRP3
        
          
        
        155624.53000000
        PA
        USD
        176726.05000000
        0.020482982312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-25
          Variable
          6.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38374MN88
        
          
        
        43769.84000000
        PA
        USD
        45362.33000000
        0.005257605220
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-02-20
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397THP0
        
          
        
        11264.72000000
        PA
        USD
        13024.72000000
        0.001509596968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        
        902494AZ6
        
          
        
        100000.00000000
        PA
        USD
        126043.37000000
        0.014608735488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-08-15
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        
        880591CS9
        
          
        
        2565000.00000000
        PA
        USD
        3879287.17000000
        0.449618890305
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-1 AA PTT
        N/A
        
        90931CAA6
        
          
        
        568742.55000000
        PA
        USD
        617146.29000000
        0.071528767504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-25
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31394VX39
        
          
        
        199952.26000000
        PA
        USD
        181313.79000000
        0.021014712622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398NXS8
        
          
        
        679295.88000000
        PA
        USD
        808521.26000000
        0.093709595546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRE TL 2017 A FRN 15 DEC 2020
        N/A
        
        000000000
        
          
        
        1140000.00000000
        PA
        USD
        1140000.00000000
        0.132128793895
        Long
        LON
        CORP
        US
        N
        
        2
        
          2021-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYA6
        
          
        
        1085000.00000000
        PA
        USD
        1090009.27000000
        0.126334745772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-09
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375BXV9
        
          
        
        745981.60000000
        PA
        USD
        748989.55000000
        0.086809724458
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-10-20
          Floating
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31396K4E9
        
          
        
        139852.02000000
        PA
        USD
        11904.69000000
        0.001379782746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Floating
          6.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418M2N1
        
          
        
        118179.23000000
        PA
        USD
        147961.19000000
        0.017149064542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AY2
        
          
        
        430000.00000000
        PA
        USD
        448215.97000000
        0.051949329404
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RAZ5
        
          
        
        870000.00000000
        PA
        USD
        866819.62000000
        0.100466518347
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-14
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LH1
        
          
        
        3905000.00000000
        PA
        USD
        3903659.65000000
        0.452443720469
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SA7
        
          
        
        430000.00000000
        PA
        USD
        530294.14000000
        0.061462390463
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Goodgreen Trust
        N/A
        
        38217VAA8
        
          
        
        176372.78000000
        PA
        USD
        187572.28000000
        0.021740086951
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-10-15
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        
        168863DN5
        
          
        
        218000.00000000
        PA
        USD
        223362.80000000
        0.025888295934
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2032-01-27
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        APT Pipelines Ltd
        261700SS8OEHDOCOUJ33
        
        00205GAD9
        
          
        
        386000.00000000
        PA
        USD
        442016.32000000
        0.051230774775
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2027-07-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CB3
        
          
        
        380000.00000000
        PA
        USD
        391952.00000000
        0.045428197390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBQ7
        
          
        
        604000.00000000
        PA
        USD
        606377.75000000
        0.070280667327
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-12-10
          Fixed
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credito Real USA Auto Receivables Trust
        N/A
        
        22551EAA4
        
          
        
        722507.11000000
        PA
        USD
        722882.16000000
        0.083783813973
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of Montreal
        NQQ6HPCNCCU6TUTQYE16
        
        06368BGS1
        
          
        
        223000.00000000
        PA
        USD
        248061.22000000
        0.028750903342
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-12-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967LS8
        
          
        
        400000.00000000
        PA
        USD
        440495.90000000
        0.051054554371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-27
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAA6
        
          
        
        270000.00000000
        PA
        USD
        301492.80000000
        0.034943754414
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2027-05-25
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        
        70014LAB6
        
          
        
        150000.00000000
        PA
        USD
        165290.30000000
        0.019157550861
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397KUV1
        
          
        
        25426.48000000
        PA
        USD
        23658.75000000
        0.002742107107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIFTH THIRD BANK
        QFROUN1UWUYU0DVIWD51
        
        31677AAB0
        
          
        
        200000.00000000
        PA
        USD
        223296.09000000
        0.025880564081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128QSVG8
        
          
        
        10912.80000000
        PA
        USD
        11579.32000000
        0.001342071566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Floating
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        
        16412XAG0
        
          
        
        295000.00000000
        PA
        USD
        345471.85000000
        0.040041034092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-30
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDCG6
        
          
        
        2524738.71000000
        PA
        USD
        2691784.92000000
        0.311984469216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-07-01
          Fixed
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        
        98389BAN0
        
          
        
        116000.00000000
        PA
        USD
        146048.21000000
        0.016927345471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Structured Pass Through Securities
        S6XOOCT0IEG5ABCC6L87
        
        31393RGG9
        
          
        
        645570.84000000
        PA
        USD
        742990.77000000
        0.086114451154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-25
          Fixed
          5.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828YY0
        
          
        
        505200.00000000
        PA
        USD
        527736.66000000
        0.061165972263
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-12-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBE0
        
          
        
        1000000.00000000
        PA
        USD
        1007750.76000000
        0.116800782865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91086QAZ1
        
          
        
        550000.00000000
        PA
        USD
        661177.00000000
        0.076632034703
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2110-10-12
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        929227T30
        
          
        
        111747.60000000
        PA
        USD
        114435.14000000
        0.013263313182
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        
        40414LAR0
        
          
        
        447000.00000000
        PA
        USD
        502806.55000000
        0.058276511416
        Long
        DBT
        
        US
        N
        
        2
        
          2029-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL RETAIL PROP INC
        5493008JKH5SOTI0JS97
        
        637417AK2
        
          
        
        150000.00000000
        PA
        USD
        163676.58000000
        0.018970516758
        Long
        DBT
        
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHSG9
        
          
        
        79762.50000000
        PA
        USD
        84047.93000000
        0.009741361070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Appalachian Power Co
        3SCHO1ABYYIG382BEI70
        
        037735CG0
        
          
        
        200000.00000000
        PA
        USD
        283673.31000000
        0.032878431851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H3XT5
        
          
        
        531833.94000000
        PA
        USD
        575739.31000000
        0.066729597042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AW7J0
        
          
        
        1700000.00000000
        PA
        USD
        1875445.27000000
        0.217368703107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AT5
        
          
        
        1255000.00000000
        PA
        USD
        1236455.94000000
        0.143308273734
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-02
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397YZP9
        
          
        
        95280.11000000
        PA
        USD
        92346.23000000
        0.010703154377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Comcast Corp
        51M0QTTNCGUN7KFCFZ59
        
        20030NCL3
        
          
        
        415000.00000000
        PA
        USD
        521738.48000000
        0.060470768501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-10-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376RMB9
        
          
        
        1047.18000000
        PA
        USD
        1053.34000000
        0.000122084687
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2065-10-20
          Floating
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128NHWZ2
        
          
        
        16285.98000000
        PA
        USD
        16341.24000000
        0.001893989764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Floating
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLN 14-1 A PTT
        N/A
        
        02377AAA6
        
          
        
        130190.40000000
        PA
        USD
        132414.74000000
        0.015347192886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMPS Mortgage Loan Trust
        N/A
        
        362341LM9
        
          
        
        422594.50000000
        PA
        USD
        50760.83000000
        0.005883304600
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          4.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        
        225313AN5
        
          
        
        250000.00000000
        PA
        USD
        241393.81000000
        0.027978134183
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2041-01-11
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        International Paper Co
        824LMFJDH41EY779Q875
        
        460146CC5
        
          
        
        120000.00000000
        PA
        USD
        203758.63000000
        0.023616124585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          8.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VNO Mortgage Trust
        N/A
        
        91830CAA6
        
          
        
        1000000.00000000
        PA
        USD
        1024847.20000000
        0.118782302161
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFE INSURANCE C
        8WC3XYHE06SQFW7CQK10
        
        69448FAA9
        
          
        
        198000.00000000
        PA
        USD
        232560.90000000
        0.026954378266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-10-24
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CCJ8
        
          
        
        1453000.00000000
        PA
        USD
        1465827.26000000
        0.169892971862
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        36202EVH9
        
          
        
        17853.93000000
        PA
        USD
        20164.79000000
        0.002337148580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-08-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA 2017-1AA PTT
        N/A
        
        00908PAA5
        
          
        
        579784.00000000
        PA
        USD
        592234.11000000
        0.068641384788
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-01-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31282YNU9
        
          
        
        217408.19000000
        PA
        USD
        54098.48000000
        0.006270146415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-15
          Floating
          7.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPPERDINE UNIV
        549300G0RVHY0VSFWD76
        
        71338QAC0
        
          
        
        310000.00000000
        PA
        USD
        321506.62000000
        0.037263405201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-12-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375B3P5
        
          
        
        916589.04000000
        PA
        USD
        919356.41000000
        0.106555661064
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-05-20
          Floating
          0.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays PLC
        213800LBQA1Y9L22JB70
        
        06738EAS4
        
          
        
        300000.00000000
        PA
        USD
        304259.77000000
        0.035264453018
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-01-10
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charter Communications Operating LLC / Charter Communications Operating Capital
        549300TPZNMN50BJ3745
        
        161175BT0
        
          
        
        315000.00000000
        PA
        USD
        369146.68000000
        0.042785004911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        
        38937LAA9
        
          
        
        250000.00000000
        PA
        USD
        255174.90000000
        0.029575396289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        40434LAB1
        
          
        
        335000.00000000
        PA
        USD
        361537.84000000
        0.041903121707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-17
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        
        01626PAP1
        
          
        
        370000.00000000
        PA
        USD
        391393.91000000
        0.045363513391
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-05-13
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WPLK1
        
          
        
        412183.91000000
        PA
        USD
        449608.21000000
        0.052110693432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395V4X4
        
          
        
        10880.12000000
        PA
        USD
        12658.15000000
        0.001467110607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-15
          Floating
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AA6
        
          
        
        320000.00000000
        PA
        USD
        347272.77000000
        0.040249765134
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2030-08-13
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828L24
        
          
        
        4000000.00000000
        PA
        USD
        4077031.24000000
        0.472537912646
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-08-31
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        
        23343JAE6
        
          
        
        1819000.00000000
        PA
        USD
        1851344.00000000
        0.214575306847
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137GARQ2
        
          
        
        175796.15000000
        PA
        USD
        34620.89000000
        0.004012645999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-15
          Floating
          5.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERO Funding Trust
        N/A
        
        42771XAC0
        
          
        
        518442.50000000
        PA
        USD
        546115.66000000
        0.063296143406
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2047-09-20
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Securitization Trust
        N/A
        
        57643MCH5
        
          
        
        15807.68000000
        PA
        USD
        15831.73000000
        0.001834936307
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        
        124857AQ6
        
          
        
        208000.00000000
        PA
        USD
        232077.94000000
        0.026898402019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nutrien Ltd
        5493002QQ7GD21OWF963
        
        67077MAN8
        
          
        
        450000.00000000
        PA
        USD
        524514.84000000
        0.060792555429
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-03-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MSDJ6
        
          
        
        186847.55000000
        PA
        USD
        192926.76000000
        0.022360684306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAA1
        
          
        
        400000.00000000
        PA
        USD
        409854.78000000
        0.047503173468
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Fixed
          3.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B1LF9
        
          
        
        815000.00000000
        PA
        USD
        927660.63000000
        0.107518140514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Variable
          3.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAH8
        
          
        
        310000.00000000
        PA
        USD
        313505.51000000
        0.036336056943
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2021-12-16
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON NATL LIFE GLOBAL
        635400PQXLYXWJI5QD78
        
        46849LSQ5
        
          
        
        303000.00000000
        PA
        USD
        327408.30000000
        0.037947424377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-29
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        
        17307GRM2
        
          
        
        70107.70000000
        PA
        USD
        72143.73000000
        0.008361635115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-BAMLL Trust
        N/A
        
        90269PAA9
        
          
        
        1000000.00000000
        PA
        USD
        1006435.10000000
        0.116648294646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-06-10
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CarNow Auto Receivables Trust
        N/A
        
        14369GAA8
        
          
        
        1464081.52000000
        PA
        USD
        1465036.10000000
        0.169801274479
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LAX0
        
          
        
        110036.14000000
        PA
        USD
        123447.73000000
        0.014307894450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VSE VOI Mortgage LLC
        549300E4XED7XGXU7L27
        
        918286AA3
        
          
        
        347858.78000000
        PA
        USD
        365988.59000000
        0.042418974540
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-02-20
          Fixed
          3.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912828P46
        
          
        
        88400.00000000
        PA
        USD
        92288.22000000
        0.010696430876
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        COMCAST CABLE HOLDINGS
        549300PBDHO6M483PB82
        
        879240AQ2
        
          
        
        414000.00000000
        PA
        USD
        441985.07000000
        0.051227152823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-04-15
          Fixed
          10.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        
        81744FFL6
        
          
        
        20126.61000000
        PA
        USD
        20094.49000000
        0.002329000638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-20
          Floating
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VCK8
        
          
        
        447000.00000000
        PA
        USD
        587688.56000000
        0.068114544402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-21
          Fixed
          4.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AQUG1
        
          
        
        284987.46000000
        PA
        USD
        285007.61000000
        0.033033080491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-15
          Floating
          0.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376RN28
        
          
        
        611183.06000000
        PA
        USD
        624184.33000000
        0.072344493589
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-12-20
          Floating
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        
        86358RXY8
        
          
        
        29471.72000000
        PA
        USD
        28220.28000000
        0.003270799613
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-02-25
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05583JAH5
        
          
        
        309000.00000000
        PA
        USD
        311813.11000000
        0.036139903636
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-10-06
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Group AG
        549300506SI9CRFV9Z86
        
        225401AC2
        
          
        
        400000.00000000
        PA
        USD
        448444.68000000
        0.051975837453
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-01-09
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aetna Inc
        549300QKBENKLBXQ8968
        
        00817YAG3
        
          
        
        305000.00000000
        PA
        USD
        456942.41000000
        0.052960745187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-12-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX Corp
        549300JVQR4N1MMP3Q88
        
        126408GH0
        
          
        
        340000.00000000
        PA
        USD
        479590.27000000
        0.055585687666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Halliburton Co
        ENYF8GB5SMQZ25S06U51
        
        406216AS0
        
          
        
        160000.00000000
        PA
        USD
        217107.05000000
        0.025163239177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2096-08-15
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Foundation Finance Trust
        5493002KPTN6JUQ40J20
        
        35041JAA3
        
          
        
        440363.64000000
        PA
        USD
        454577.30000000
        0.052686623141
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-11-15
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        91282CCB5
        
          
        
        340000.00000000
        PA
        USD
        352059.38000000
        0.040804544964
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RBC5
        
          
        
        310000.00000000
        PA
        USD
        311026.39000000
        0.036048720860
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-09
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        
        61744YAP3
        
          
        
        278000.00000000
        PA
        USD
        312372.34000000
        0.036204719763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LEWE7
        
          
        
        1858591.20000000
        PA
        USD
        1984188.46000000
        0.229972305335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-01
          Fixed
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        
        72650RBE1
        
          
        
        160000.00000000
        PA
        USD
        171474.25000000
        0.019874285821
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        
        38869PAP9
        
          
        
        457000.00000000
        PA
        USD
        458433.09000000
        0.053133518652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        
        98978VAS2
        
          
        
        410000.00000000
        PA
        USD
        415007.40000000
        0.048100374754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133TECM4
        
          
        
        16225.68000000
        PA
        USD
        17849.06000000
        0.002068749798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELMARVA PWR & LIGHT CO
        NJ98T8DDD027ZFXUDB24
        
        247109BT7
        
          
        
        270000.00000000
        PA
        USD
        332402.21000000
        0.038526230785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        
        44891ABT3
        
          
        
        345000.00000000
        PA
        USD
        343997.46000000
        0.039870148678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RAP4
        
          
        
        538000.00000000
        PA
        USD
        679109.01000000
        0.078710398609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410QWM9
        
          
        
        6374.74000000
        PA
        USD
        6436.61000000
        0.000746018873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Floating
          2.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCD5
        
          
        
        690000.00000000
        PA
        USD
        715908.13000000
        0.082975506804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX INTERMEDIATE HOLDCO
        549300290TQIGM30A243
        
        33939HAB5
        
          
        
        220000.00000000
        PA
        USD
        231043.64000000
        0.026778524114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-12-30
          Fixed
          4.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL INSURANCE CO
        X574KRZ6V5A7UBU45C31
        
        743917AH9
        
          
        
        900000.00000000
        PA
        USD
        1131668.98000000
        0.131163208260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          8.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LF5
        
          
        
        1250000.00000000
        PA
        USD
        1249814.56000000
        0.144856570531
        Long
        DBT
        UST
        US
        N
        
        2
        
          2021-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410KL69
        
          
        
        17246.44000000
        PA
        USD
        18000.44000000
        0.002086295111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AY6
        
          
        
        200000.00000000
        PA
        USD
        218997.93000000
        0.025382396804
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2050-09-10
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375KPE6
        
          
        
        85292.84000000
        PA
        USD
        81483.10000000
        0.009444090987
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-06-16
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Securities Corporation
        N/A
        
        86359BHL8
        
          
        
        184579.77000000
        PA
        USD
        188252.28000000
        0.021818900618
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Variable
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEP Texas Inc
        5493001L78U618KXNZ75
        
        0010EPAF5
        
          
        
        100000.00000000
        PA
        USD
        138209.49000000
        0.016018818612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912834KV9
        
          
        
        7200000.00000000
        PA
        USD
        4800479.04000000
        0.556387285682
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        
        682680BA0
        
          
        
        500000.00000000
        PA
        USD
        516788.21000000
        0.059897020076
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BBTD4
        
          
        
        14216529.57000000
        PA
        USD
        1834131.35000000
        0.212580318528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Variable
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398PU23
        
          
        
        59376.29000000
        PA
        USD
        57318.04000000
        0.006643301310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mortgage Securities
        N/A
        
        22541SZK7
        
          
        
        13644.84000000
        PA
        USD
        12585.75000000
        0.001458719269
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2019-08-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        
        3137FG6Q3
        
          
        
        970000.00000000
        PA
        USD
        1091106.25000000
        0.126461888442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        
        797440BJ2
        
          
        
        100000.00000000
        PA
        USD
        141807.20000000
        0.016435802019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-09-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376YT68
        
          
        
        305974.20000000
        PA
        USD
        60709.69000000
        0.007036401857
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-06-20
          Floating
          6.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        
        172967MF5
        
          
        
        175000.00000000
        PA
        USD
        186855.83000000
        0.021657048640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAI-ICHI LIFE INSURANCE
        3538001235ACEIORUV72
        
        23380YAD9
        
          
        
        421000.00000000
        PA
        USD
        457311.25000000
        0.053003494646
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-07-24
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398W2B9
        
          
        
        90117.15000000
        PA
        USD
        83867.66000000
        0.009720467335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE TELEKOM AG
        549300V9QSIG4WX4GJ96
        
        251566AA3
        
          
        
        164000.00000000
        PA
        USD
        177425.52000000
        0.020564052599
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2050-01-21
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398FDQ1
        
          
        
        277412.92000000
        PA
        USD
        315698.43000000
        0.036590221746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416BZV3
        
          
        
        21194.97000000
        PA
        USD
        21867.78000000
        0.002534529295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398CVX3
        
          
        
        28233.95000000
        PA
        USD
        4903.84000000
        0.000568367074
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-15
          Floating
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AS9
        
          
        
        200000.00000000
        PA
        USD
        216279.81000000
        0.025067360034
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-09-11
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376XA29
        
          
        
        211141.75000000
        PA
        USD
        24217.79000000
        0.002806901213
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-20
          Floating
          6.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        5493004BO35O1811XR94
        
        61751NAP7
        
          
        
        183435.45000000
        PA
        USD
        0.18000000
        0.000000020862
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-02-12
          Variable
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        
        05401AAK7
        
          
        
        890000.00000000
        PA
        USD
        1015632.20000000
        0.117714261077
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ASMM5
        
          
        
        568491.64000000
        PA
        USD
        615145.93000000
        0.071296920877
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38376RUS3
        
          
        
        471862.72000000
        PA
        USD
        473522.50000000
        0.054882418252
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2066-05-20
          Floating
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31392PBJ3
        
          
        
        36347.07000000
        PA
        USD
        42771.77000000
        0.004957352967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        
        62854AAN4
        
          
        
        185000.00000000
        PA
        USD
        205187.09000000
        0.023781686600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO FINANCIAL GROUP
        353800CI5L6DDAN5XZ33
        
        60687YBP3
        
          
        
        410000.00000000
        PA
        USD
        407615.47000000
        0.047243631951
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-05-22
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        
        92873EAA8
        
          
        
        978191.62000000
        PA
        USD
        979623.79000000
        0.113540798109
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-25
          Variable
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398GKH1
        
          
        
        166332.72000000
        PA
        USD
        30644.03000000
        0.003551718178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-25
          Floating
          6.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38375LV72
        
          
        
        27388.53000000
        PA
        USD
        3492.88000000
        0.000404833352
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-11-20
          Floating
          6.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Certificates
        N/A
        
        92922FQK7
        
          
        
        73526.39000000
        PA
        USD
        75605.49000000
        0.008762861583
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        
        50220PAC7
        
          
        
        765000.00000000
        PA
        USD
        783690.86000000
        0.090831691332
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-04-06
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        RCO Mortgage LLC
        N/A
        
        74937CAA4
        
          
        
        1153791.95000000
        PA
        USD
        1162803.53000000
        0.134771778909
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-09-25
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ELECTRIC
        549300XN8GZY5U5O1B96
        
        575634AT7
        
          
        
        201000.00000000
        PA
        USD
        230394.39000000
        0.026703274448
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        
        80413TAV1
        
          
        
        272000.00000000
        PA
        USD
        266943.52000000
        0.030939408189
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2033-02-02
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        549300RZ091I85JWZO63
        
        26207KAG6
        
          
        
        773817.44000000
        PA
        USD
        779779.94000000
        0.090378406119
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LDCE1
        
          
        
        1681690.88000000
        PA
        USD
        1791817.05000000
        0.207675987455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        
        576434KV5
        
          
        
        10773.49000000
        PA
        USD
        11183.31000000
        0.001296173036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        
        38373A2C9
        
          
        
        146947.75000000
        PA
        USD
        18766.45000000
        0.002175077547
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-07-16
          Floating
          6.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397TP89
        
          
        
        47651.76000000
        PA
        USD
        4383.00000000
        0.000508000441
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-05-15
          Floating
          5.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROV ST JOSEPH HLTH OBL
        N/A
        
        743756AB4
        
          
        
        168000.00000000
        PA
        USD
        180356.72000000
        0.020903785863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31392PAG0
        
          
        
        34715.22000000
        PA
        USD
        39333.60000000
        0.004558860638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FVR1
        
          
        
        95869.57000000
        PA
        USD
        98631.99000000
        0.011431689366
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Duke Realty LP
        2549009GZDBNY1KE9O81
        
        26441YAX5
        
          
        
        168000.00000000
        PA
        USD
        175421.48000000
        0.020331779452
        Long
        DBT
        
        US
        N
        
        2
        
          2023-04-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAY7
        
          
        
        996000.00000000
        PA
        USD
        1000603.03000000
        0.115972343440
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-12-08
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31359TCU0
        
          
        
        38844.84000000
        PA
        USD
        42416.33000000
        0.004916156600
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-18
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        
        36242D7M9
        
          
        
        6578.60000000
        PA
        USD
        6371.56000000
        0.000738479419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Floating
          0.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810RG5
        
          
        
        3000000.00000000
        PA
        USD
        3855937.50000000
        0.446912606327
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-05-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        
        31398F7A3
        
          
        
        286940.96000000
        PA
        USD
        332519.95000000
        0.038539877140
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJE0
        
          
        
        1172000.00000000
        PA
        USD
        1155411.79000000
        0.133915058127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31395NWL7
        
          
        
        22337.67000000
        PA
        USD
        20978.81000000
        0.002431495493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AX7E9
        
          
        
        1707978.57000000
        PA
        USD
        1900449.48000000
        0.220266752326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        549300BSAMDSBFTN8J04
        
        31396L5A4
        
          
        
        79066.85000000
        PA
        USD
        78261.25000000
        0.009070670676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-25
          Floating
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912810SS8
        
          
        
        4275000.00000000
        PA
        USD
        3994453.13000000
        0.462966907316
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac Secured Assets Corp.
        N/A
        
        45254TMS0
        
          
        
        29711.65000000
        PA
        USD
        28996.34000000
        0.003360746869
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411SM94
        
          
        
        36795.24000000
        PA
        USD
        38214.31000000
        0.004429132184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Floating
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ADLC9
        
          
        
        1000000.00000000
        PA
        USD
        1206023.50000000
        0.139781079355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31393WSZ3
        
          
        
        122305.33000000
        PA
        USD
        138738.23000000
        0.016080100874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Macquarie Group Ltd
        ACMHD8HWFMFUIQQ8Y590
        
        55608JAP3
        
          
        
        600000.00000000
        PA
        USD
        719905.42000000
        0.083438802512
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2030-01-15
          Fixed
          5.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTL AIRLINES 2012-2 A
        N/A
        
        210795QB9
        
          
        
        159480.73000000
        PA
        USD
        168898.93000000
        0.019575799922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-29
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RBD3
        
          
        
        720000.00000000
        PA
        USD
        734992.81000000
        0.085187467989
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-06-09
          Fixed
          2.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661DR5
        
          
        
        472000.00000000
        PA
        USD
        533766.18000000
        0.061864808408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-05
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AWWF0
        
          
        
        1357149.55000000
        PA
        USD
        1532030.08000000
        0.177566040949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-25
          Variable
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LY4
        
          
        
        500000.00000000
        PA
        USD
        483823.01000000
        0.056076272605
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Synchrony Card Issuance Trust
        N/A
        
        87166PAA9
        
          
        
        1580000.00000000
        PA
        USD
        1586503.75000000
        0.183879672806
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90351DAB3
        
          
        
        200000.00000000
        PA
        USD
        223869.77000000
        0.025947054999
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669FPC1
        
          
        
        104740.64000000
        PA
        USD
        109247.40000000
        0.012662041401
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-25
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411DUN7
        
          
        
        24472.27000000
        PA
        USD
        24521.40000000
        0.002842090356
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Floating
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        
        912833LN8
        
          
        
        4570000.00000000
        PA
        USD
        4557721.00000000
        0.528251033898
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
    
    
      
    
    
      2021-08-30
      TRANSAMERICA FUNDS
      Vincent Toner
      Vincent Toner
      Treasurer
    
  
  XXXX

Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

 

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Transamerica Core Bond

 

SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

INVESTMENT VALUATION:

 

Valuation Inputs ^(N)

 

		Level 1 - Unadjusted Quoted Prices				Level 2 - Other Significant Observable Inputs				Level 3 - Significant Unobservable Inputs (O)				Value
ASSETS
Investments
Asset-Backed Securities		$	—			$	60,769,887			$	4,034,134			$	64,804,021
Corporate Debt Securities			—				277,024,597				—				277,024,597
Foreign Government Obligations			—				5,398,573				—				5,398,573
Mortgage-Backed Securities			—				65,914,957				1,568,655				67,483,612
Municipal Government Obligations			—				7,293,198				—				7,293,198
U.S. Government Agency Obligations			—				222,516,743				—				222,516,743
U.S. Government Obligations			—				196,933,938				—				196,933,938
Other Investment Company			35,260,098				—				—				35,260,098
Repurchase Agreement			—				22,879,246				—				22,879,246
Total Investments		$	35,260,098			$	858,731,139			$	5,602,789			$	899,594,026

Transfers

 

Investments		Transfers from Level 1 to Level 3				Transfers from Level 3 to Level 1				Transfers from Level 2 to Level 3				Transfers from Level 3 to Level 2
Asset-Backed Securities (F)		$	—			$	—			$	—			$	2,274,879

FOOTNOTES TO SCHEDULE OF INVESTMENTS:

 

(A)		Floating or variable rate securities. The rates disclosed are as of July 31, 2021. For securities based on a published reference rate and spread, the reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and are based on current market conditions; these securities do not indicate a reference rate and spread in the description.
(B)		Securities are exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2021, the total value of 144A securities is $173,285,426, representing 20.1% of the Fund’s net assets.
(C)		Fair valued as determined in good faith in accordance with procedures established by the Board. At July 31, 2021, the total value of securities is $10,127,404, representing 1.2% of the Fund’s net assets.
(D)		Securities are Level 3 of the fair value hierarchy.
(E)		When-issued, delayed-delivery and/or forward commitment (including TBAs) securities. Securities to be settled and delivered after July 31, 2021. Securities may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.
(F)		Transferred from Level 2 to 3 due to utilizing significant unobservable inputs. As of prior reporting period, the security utilized significant observable inputs.
(G)		All or a portion of the securities are on loan. The total value of all securities on loan is $63,545,718, collateralized by cash collateral of $35,260,098 and non-cash collateral, such as U.S. government securities and irrevocable letters of credit, of $29,604,613. The amount of securities on loan indicated may not correspond with the securities on loan identified because securities with pending sales are in the process of recall from the brokers.
(H)		Perpetual maturity. The date displayed is the next call date.
(I)		Percentage rounds to less than 0.1% or (0.1)%.
(J)		Rounds to less than $1 or $(1).
(K)		Security deemed worthless.
(L)		Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of July 31, 2021; the maturity date disclosed is the ultimate maturity date.
(M)		Rates disclosed reflect the yields at July 31, 2021.
(N)		The Fund recognizes transfers in and out of Level 3 as of July 31, 2021. Please reference the Investment Valuation section of the Notes to Financial Statements for more information regarding investment valuation and pricing inputs.
(O)		Level 3 securities were not considered significant to the Fund.

PORTFOLIO ABBREVIATIONS:

 

CMT		Constant Maturity Treasury
LIBOR		London Interbank Offered Rate
STRIPS		Separate Trading of Registered Interest and Principal of Securities
TBA		To Be Announced

 

Transamerica Funds			Page    20

Transamerica Core Bond

 

NOTES TO SCHEDULE OF INVESTMENTS

At July 31, 2021

(unaudited)

 

INVESTMENT VALUATION

All investments in securities are recorded at their estimated fair value. The Fund values its investments at the official close of the New York Stock Exchange (“NYSE”) each day the NYSE is open for business.

The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels (“Levels”) of inputs of the fair value hierarchy are defined as follows:

Level 1 — Unadjusted quoted prices in active markets for identical securities.

Level 2 — Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include the Fund’s own assumptions used in determining the fair value of investments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value (“NAV”) per share, or its equivalent, using the “practical expedient” have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund’s investments at July 31, 2021, is disclosed within the Investment Valuation section of the Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

Fair value measurements: Descriptions of the valuation techniques applied to the Fund’s significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

Asset-backed securities: The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

Corporate debt securities: The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

Foreign government obligations: Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Mortgage-backed securities: The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

Municipal government obligations: The fair value of municipal government obligations and variable rate notes is estimated based on models that consider, among other factors, information received from market makers and broker-dealers, current trades, bid-want lists, offerings, market movements, the liquidity of the bond, state of issuance, benchmark yield curves, and bond or note insurance. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

 

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Transamerica Core Bond

 

NOTES TO SCHEDULE OF INVESTMENTS (continued)

At July 31, 2021

(unaudited)

 

U.S. government agency obligations: U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced (“TBA”) securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

U.S. government obligations: U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

Securities lending collateral: Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

Repurchase agreements: Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

 

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