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Form NPORT-P TRUST FOR PROFESSIONAL For: May 31

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StreetInsider.com Top Tickers, 4/19/2024

1. NFLX
2. TSM
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4. INFY
5. SNV
6. TSLA
7. SPY
8. SLB
9. PPG
10. JWN


July 30, 2021 2:09 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0001141819
          XXXXXXXX
        
      
      
      
      
        S000029835
        C000091754
        C000207405
        C000207406
      
      
      
    
  
  
    
      Trust for Professional Managers
      811-10401
      0001141819
      549300O1N816L3GGRD45
      615 East Michigan Street
      Milwaukee
      
      53202
      513-629-8104
      Performance Trust Strategic Bond Fund
      S000029835
      254900NYB6EW786MJS87
      2021-08-31
      2021-05-31
      N
    
    
      5779464221.910000000000
      61138017.590000000000
      5718326204.320000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      41098600.000000000000
      0.000000000000
      0.000000000000
      663336.430000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-2
        126384BX3
        
          
          
        
        206523.120000000000
        PA
        USD
        167886.710000000000
        0.0029359415
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-3
        12638PCC1
        
          
          
        
        546726.400000000000
        PA
        USD
        524877.030000000000
        0.0091788578
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-3
        12638PCQ0
        
          
          
        
        764877.440000000000
        PA
        USD
        734252.130000000000
        0.0128403331
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Series 2011-12R
        12645VCA3
        
          
          
        
        1617876.580000000000
        PA
        USD
        1656214.430000000000
        0.0289632730
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-27
          Variable
          2.778050000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2013-2R
        12646PDL0
        
          
          
        
        2345753.670000000000
        PA
        USD
        1730747.260000000000
        0.0302666759
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-27
          Variable
          3.110020000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2019-GC44 Mortgage Trust
        12655TAC3
        
          
          
        
        19460000.000000000000
        PA
        USD
        1525000.410000000000
        0.0266686502
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Variable
          1.027235000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-6CB
        12667F5C5
        
          
          
        
        297316.580000000000
        PA
        USD
        296103.440000000000
        0.0051781488
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-6CB
        12667F5G6
        
          
          
        
        2535533.040000000000
        PA
        USD
        2507399.270000000000
        0.0438484826
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2004-27CB
        12667FWU5
        
          
          
        
        1203643.730000000000
        PA
        USD
        1194099.800000000000
        0.0208819811
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2004-28CB
        12667FYT6
        
          
          
        
        127195.450000000000
        PA
        USD
        127509.100000000000
        0.0022298326
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2004-28CB
        12667FYV1
        
          
          
        
        446227.860000000000
        PA
        USD
        449096.840000000000
        0.0078536415
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-13CB
        12667GAA1
        
          
        
        1311071.650000000000
        PA
        USD
        1144831.440000000000
        0.0200203941
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-9CB
        12667GEK5
        
          
          
        
        2842073.250000000000
        PA
        USD
        2611053.620000000000
        0.0456611520
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-9CB
        12667GES8
        
          
          
        
        8135253.000000000000
        PA
        USD
        5724784.860000000000
        0.1001129466
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-21CB
        12667GKC6
        
          
          
        
        3704703.780000000000
        PA
        USD
        3548607.570000000000
        0.0620567530
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-21CB
        12667GKS1
        
          
          
        
        2235712.940000000000
        PA
        USD
        2200486.150000000000
        0.0384812980
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-20CB
        12667GPV9
        
          
          
        
        1477035.980000000000
        PA
        USD
        1413187.410000000000
        0.0247133052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-J6
        12667GVG5
        
          
          
        
        4248296.930000000000
        PA
        USD
        3410596.500000000000
        0.0596432658
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-43
        12668AAX3
        
          
          
        
        234497.710000000000
        PA
        USD
        226417.580000000000
        0.0039595079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          3.366854000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-J13
        12668AD28
        
          
          
        
        587543.640000000000
        PA
        USD
        519721.360000000000
        0.0090886973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-75CB
        12668AG33
        
          
          
        
        1819658.760000000000
        PA
        USD
        1584521.180000000000
        0.0277095276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-54CB
        12668APS8
        
          
          
        
        693667.970000000000
        PA
        USD
        533339.040000000000
        0.0093268383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        Chubb INA Holdings Inc
        171239AG1
        
          
        
        6726000.000000000000
        PA
        USD
        6318545.380000000000
        0.1104964137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHULA VISTA CA PENSN OBLG
        N/A
        City of Chula Vista CA
        17131RAY2
        
          
        
        2235000.000000000000
        PA
        USD
        2186707.460000000000
        0.0382403413
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.728000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-73CB
        12668AV44
        
          
          
        
        409702.080000000000
        PA
        USD
        315355.760000000000
        0.0055148263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-63
        12668AXF7
        
          
          
        
        1074501.910000000000
        PA
        USD
        1029564.950000000000
        0.0180046558
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          2.904303000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHULA VISTA CA PENSN OBLG
        N/A
        City of Chula Vista CA
        17131RAZ9
        
          
        
        2000000.000000000000
        PA
        USD
        1946826.800000000000
        0.0340453960
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          1.828000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        54930076OPDXR0U68E20
        CIFC Funding 2016-I Ltd
        17180TAS1
        
          
        
        5000000.000000000000
        PA
        USD
        5025395.000000000000
        0.0878822722
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-21
          Floating
          2.986000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-65CB
        12668AY25
        
          
          
        
        140283.100000000000
        PA
        USD
        124444.490000000000
        0.0021762398
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-65CB
        12668AZ73
        
          
          
        
        936497.170000000000
        PA
        USD
        515403.650000000000
        0.0090131908
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2016-C1
        17290YAU2
        
          
          
        
        3000000.000000000000
        PA
        USD
        3285690.600000000000
        0.0574589571
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-05-10
          Fixed
          4.117000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2016-C1
        17290YAV0
        
          
          
        
        6840000.000000000000
        PA
        USD
        7628571.290000000000
        0.1334056683
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-05-10
          Variable
          4.949265000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-C5
        17291DAE3
        
          
          
        
        4300000.000000000000
        PA
        USD
        4833985.180000000000
        0.0845349672
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-10
          Variable
          4.148000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-C5
        17291DAU7
        
          
          
        
        94438684.530000000000
        PA
        USD
        3675071.960000000000
        0.0642683161
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-10
          Variable
          .592087000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-86CB
        12668BFH1
        
          
          
        
        1185399.730000000000
        PA
        USD
        961193.700000000000
        0.0168090043
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-86CB
        12668BFK4
        
          
          
        
        164267.880000000000
        PA
        USD
        133197.730000000000
        0.0023293133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-C5
        17291DAV5
        
          
          
        
        28400000.000000000000
        PA
        USD
        646801.480000000000
        0.0113110280
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-10
          Variable
          .211520000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2016-P6
        17291EAZ4
        
          
          
        
        6835000.000000000000
        PA
        USD
        7577249.560000000000
        0.1325081727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-10
          Variable
          4.237611000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2005-80CB
        12668BGD9
        
          
        
        6298194.680000000000
        PA
        USD
        6405760.290000000000
        0.1120215962
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-6CB
        12668BSD6
        
          
          
        
        128946.410000000000
        PA
        USD
        125788.990000000000
        0.0021997519
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-1
        1729734V8
        
          
          
        
        134645.160000000000
        PA
        USD
        139484.250000000000
        0.0024392496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2006-AR7
        172987AW9
        
          
          
        
        1878629.480000000000
        PA
        USD
        1844187.630000000000
        0.0322504797
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Variable
          2.939720000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-12CB
        12668BWY5
        
          
          
        
        629082.110000000000
        PA
        USD
        465709.860000000000
        0.0081441639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-J5
        12668EAA5
        
          
        
        2320809.790000000000
        PA
        USD
        1841926.240000000000
        0.0322109333
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2006-WF1
        17307G4E5
        
          
          
        
        30644337.530000000000
        PA
        USD
        20768476.550000000000
        0.3631915321
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          5.171096000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2006-WF1
        17307G4J4
        
          
          
        
        480490.780000000000
        PA
        USD
        304246.760000000000
        0.0053205562
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          4.833412000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-J5
        12668EAE7
        
          
        
        11235237.710000000000
        PA
        USD
        8916921.680000000000
        0.1559358694
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-20
        126694FN3
        
          
          
        
        29618.280000000000
        PA
        USD
        25275.860000000000
        0.0004420150
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2027-12-25
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7
        17307GA57
        
          
          
        
        547504.790000000000
        PA
        USD
        525156.300000000000
        0.0091837416
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.371630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GJY5
        
          
          
        
        514824.360000000000
        PA
        USD
        524995.180000000000
        0.0091809239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          2.829104000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GMR6
        
          
          
        
        36800.540000000000
        PA
        USD
        38249.450000000000
        0.0006688924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Fixed
          9.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GPG7
        
          
          
        
        2742379.860000000000
        PA
        USD
        2850725.800000000000
        0.0498524515
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Variable
          5.830000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-6
        126694K31
        
          
          
        
        704563.260000000000
        PA
        USD
        534173.440000000000
        0.0093414300
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-27
        126694NT1
        
          
        
        1381421.670000000000
        PA
        USD
        1290780.520000000000
        0.0225726983
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-27
        126694NV6
        
          
          
        
        716060.110000000000
        PA
        USD
        492159.140000000000
        0.0086066993
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-30
        126694TX6
        
          
          
        
        79029.520000000000
        PA
        USD
        65685.150000000000
        0.0011486779
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GPU6
        
          
          
        
        508522.260000000000
        PA
        USD
        509245.330000000000
        0.0089054963
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Variable
          2.468990000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GRE0
        
          
          
        
        650528.150000000000
        PA
        USD
        673059.450000000000
        0.0117702178
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Variable
          2.578550000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-31
        126694UT3
        
          
          
        
        1506642.880000000000
        PA
        USD
        1440194.960000000000
        0.0251856034
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          2.807619000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-HY10
        126694VH8
        
          
          
        
        145680.710000000000
        PA
        USD
        127361.870000000000
        0.0022272579
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-20
          Variable
          2.985408000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GT40
        
          
          
        
        1463548.300000000000
        PA
        USD
        1162112.380000000000
        0.0203225968
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          2.713160000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GYQ5
        
          
          
        
        2555195.370000000000
        PA
        USD
        2587529.580000000000
        0.0452497722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citimortgage Alternative Loan
        N/A
        CitiMortgage Alternative Loan Trust Series 2006-A2
        17309CAE5
        
          
          
        
        539213.550000000000
        PA
        USD
        467821.030000000000
        0.0081810833
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          .691630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citimortgage Alternative Loan
        N/A
        CitiMortgage Alternative Loan Trust Series 2006-A4
        17309VAA1
        
          
          
        
        1282116.410000000000
        PA
        USD
        1261159.700000000000
        0.0220547002
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-HY10
        126694VP0
        
          
          
        
        2011833.230000000000
        PA
        USD
        1994792.200000000000
        0.0348841974
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-20
          Variable
          3.326841000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-HY10
        126694VR6
        
          
          
        
        78152.170000000000
        PA
        USD
        64272.490000000000
        0.0011239738
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-20
          Variable
          2.928503000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-3
        17310BAD6
        
          
        
        1768090.920000000000
        PA
        USD
        1780355.110000000000
        0.0311341999
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-3
        17310BAJ3
        
          
          
        
        504098.350000000000
        PA
        USD
        502527.930000000000
        0.0087880249
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-3
        17310BAK0
        
          
        
        1106972.740000000000
        PA
        USD
        1126109.420000000000
        0.0196929902
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-3
        17310BAW4
        
          
          
        
        52477.050000000000
        PA
        USD
        44243.090000000000
        0.0007737070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2021-06-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-9
        126694W95
        
          
        
        1346287.580000000000
        PA
        USD
        971853.900000000000
        0.0169954260
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2003-42
        12669EH74
        
          
          
        
        1187569.000000000000
        PA
        USD
        1208866.150000000000
        0.0211402097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Variable
          2.462051000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2006-7
        17311AAA3
        
          
        
        3434895.010000000000
        PA
        USD
        3411192.170000000000
        0.0596536827
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        Citigroup Mortgage Loan Trust 2007-AR4
        17311WAA5
        
          
        
        1703142.610000000000
        PA
        USD
        1702880.670000000000
        0.0297793552
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          3.199720000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2007-3
        17312FAD5
        
          
          
        
        869921.100000000000
        PA
        USD
        877197.210000000000
        0.0153401044
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citicorp Mortgage Securities,
        N/A
        Citicorp Mortgage Securities Trust Series 2007-3
        17312FAR4
        
          
          
        
        40708.580000000000
        PA
        USD
        42222.800000000000
        0.0007383769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2003-44
        12669EN93
        
          
          
        
        401000.000000000000
        PA
        USD
        405343.790000000000
        0.0070885041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-HYB5
        12669F3B7
        
          
          
        
        832728.120000000000
        PA
        USD
        886032.800000000000
        0.0154946180
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-20
          Variable
          2.769415000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-4
        12669FRM7
        
          
          
        
        524372.180000000000
        PA
        USD
        527916.830000000000
        0.0092320167
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-14
        12669FT45
        
          
        
        2814195.610000000000
        PA
        USD
        2850240.950000000000
        0.0498439727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          3.245688000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC17
        17321RAL0
        
          
          
        
        5000000.000000000000
        PA
        USD
        5269925.000000000000
        0.0921585235
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          5.108776000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2014-GC19
        17322AAG7
        
          
          
        
        3030000.000000000000
        PA
        USD
        3300697.170000000000
        0.0577213865
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Variable
          4.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-J3
        12669G4W8
        
          
          
        
        87975.240000000000
        PA
        USD
        87489.630000000000
        0.0015299867
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-21
        12669GAG6
        
          
          
        
        809673.590000000000
        PA
        USD
        823308.490000000000
        0.0143977182
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2014-GC19
        17322AAH5
        
          
          
        
        2757579.000000000000
        PA
        USD
        2996810.560000000000
        0.0524071285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Variable
          5.092054000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2016-P5
        17325DAE3
        
          
        
        1900000.000000000000
        PA
        USD
        2006008.220000000000
        0.0350803390
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-10
          Fixed
          2.841000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-P7
        17325HBV5
        
          
          
        
        45124000.000000000000
        PA
        USD
        1520015.480000000000
        0.0265814755
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-14
          Variable
          .533812000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        CGMS Commercial Mortgage Trust 2017-B1
        17326CBA1
        
          
        
        1570000.000000000000
        PA
        USD
        1703258.770000000000
        0.0297859672
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.243000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        CGMS Commercial Mortgage Trust 2017-B1
        17326CBF0
        
          
          
        
        38016000.000000000000
        PA
        USD
        463985.280000000000
        0.0081140051
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Variable
          .207337000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-P8
        17326DAG7
        
          
        
        4160000.000000000000
        PA
        USD
        4672004.480000000000
        0.0817023079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          4.192000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-13
        12669GC66
        
          
        
        2261186.190000000000
        PA
        USD
        1840654.630000000000
        0.0321886959
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-24
        12669GCS8
        
          
          
        
        3058031.570000000000
        PA
        USD
        3057554.820000000000
        0.0534694019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2004-J9
        12669GFK2
        
          
          
        
        705229.830000000000
        PA
        USD
        718010.850000000000
        0.0125563115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        Resecuritization Pass-Through Trust 2005-8R
        12669GQG9
        
          
          
        
        2307365.870000000000
        PA
        USD
        2352444.180000000000
        0.0411386846
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-P8
        17326DAH5
        
          
        
        10740000.000000000000
        PA
        USD
        11864304.010000000000
        0.2074786150
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Variable
          4.266390000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-C4
        17326FAE7
        
          
          
        
        4500000.000000000000
        PA
        USD
        4888962.900000000000
        0.0854963975
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Fixed
          3.297000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-C4
        17326FAF4
        
          
          
        
        32049647.040000000000
        PA
        USD
        1579153.410000000000
        0.0276156580
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Variable
          1.083302000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-C4
        17326FAG2
        
          
          
        
        42746500.000000000000
        PA
        USD
        750893.570000000000
        0.0131313525
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Variable
          .305545000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2005-HYB2
        12669GWU1
        
          
          
        
        976662.690000000000
        PA
        USD
        1017181.500000000000
        0.0177880985
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-20
          Variable
          2.804171000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-J4
        12669YAD4
        
          
          
        
        120483.290000000000
        PA
        USD
        75369.150000000000
        0.0013180282
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-B2
        17327FBH8
        
          
          
        
        49202000.000000000000
        PA
        USD
        1293087.600000000000
        0.0226130436
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Variable
          .391345000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup COmmercial Mortgage Trust 2018-C6
        17327GAU8
        
          
          
        
        23958491.810000000000
        PA
        USD
        1224578.410000000000
        0.0214149799
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-10
          Variable
          .778936000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup COmmercial Mortgage Trust 2018-C6
        17327GAY0
        
          
          
        
        3000000.000000000000
        PA
        USD
        3495188.400000000000
        0.0611225781
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-10
          Fixed
          4.412000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup COmmercial Mortgage Trust 2018-C6
        17327GAZ7
        
          
          
        
        5000000.000000000000
        PA
        USD
        5742270.000000000000
        0.1004187204
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-10
          Fixed
          4.343000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        California Housing Finance Age
        549300BOPCVLBA552Z14
        California Housing Finance
        13033DAF2
        
          
        
        28931711.610000000000
        PA
        USD
        2021458.690000000000
        0.0353505312
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-20
          Variable
          .795566000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST POLL CONTROL FIN
        N/A
        California Pollution Control Financing Authority
        13053CAE2
        
          
        
        7000000.000000000000
        PA
        USD
        7002113.300000000000
        0.1224503998
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catskill Park CLO, LTD.
        549300QY7L9WFVGWC115
        Catskill Park CLO Ltd
        149420AJ0
        
          
        
        1000000.000000000000
        PA
        USD
        1000000.000000000000
        0.0174876347
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-20
          Floating
          3.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cayuga Park CLO, Ltd.
        549300SVH2QJEV4A2G21
        Cayuga Park CLO Ltd
        149791AG0
        
          
        
        3100000.000000000000
        PA
        USD
        3106041.900000000000
        0.0543173262
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-17
          Floating
          2.889750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-C7
        17328CAG7
        
          
          
        
        4000000.000000000000
        PA
        USD
        4343880.400000000000
        0.0759641938
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2072-12-15
          Variable
          3.667000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-C7
        17328CAJ1
        
          
          
        
        76518671.650000000000
        PA
        USD
        4776081.230000000000
        0.0835223641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2072-12-15
          Variable
          .876318000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-C7
        17328CAK8
        
          
          
        
        50711000.000000000000
        PA
        USD
        1240923.530000000000
        0.0217008174
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2072-12-15
          Variable
          .285129000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-C7
        17328CAM4
        
          
          
        
        31520000.000000000000
        PA
        USD
        2897337.310000000000
        0.0506675766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2072-12-15
          Variable
          1.202129000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRL PLAINS ENERGY PROJ NE G
        SVQOT7V5CPLIGNP5BE29
        Central Plains Energy Project
        154871CK1
        
          
          
        
        5700000.000000000000
        PA
        USD
        7874572.800000000000
        0.1377076529
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-09-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRL PUGET SOUND WA REGL TRA
        N/A
        Central Puget Sound Regional Transit Authority
        155048DL2
        
          
        
        11000000.000000000000
        PA
        USD
        16856315.300000000000
        0.2947770851
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL STORAGE TRUST
        N/A
        Central Storage Safety Project Trust
        155431AA7
        
          
        
        6896960.000000000000
        PA
        USD
        7506553.950000000000
        0.1312718737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-02-01
          Fixed
          4.823000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHAFFEY CA JT UNION HIGH SCH D
        N/A
        Chaffey Joint Union High School District
        157411TX7
        
          
        
        2620000.000000000000
        PA
        USD
        2681115.690000000000
        0.0468863719
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.143000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Charlie Mac
        N/A
        Charlie Mac Trust 2004-2
        160762AW0
        
          
        
        39103.810000000000
        PA
        USD
        39537.980000000000
        0.0006914258
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Funding Mortgage Loan As
        N/A
        Chase Funding Trust Series 2004-1
        161546JA5
        
          
          
        
        361911.690000000000
        PA
        USD
        360797.400000000000
        0.0063094931
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Floating
          .841630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2005-S2
        16162WLM9
        
          
          
        
        866200.170000000000
        PA
        USD
        864721.570000000000
        0.0151219350
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2005-S3
        16162WNK1
        
          
          
        
        7512443.280000000000
        PA
        USD
        7123566.160000000000
        0.1245743231
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2019-GC41
        17328FBB0
        
          
          
        
        49831456.500000000000
        PA
        USD
        3332359.060000000000
        0.0582750781
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-10
          Variable
          1.057536000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2020-GC46
        17328RAA7
        
          
          
        
        92457000.000000000000
        PA
        USD
        2705800.330000000000
        0.0473180479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          .319374000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2020-GC46
        17328RBE8
        
          
          
        
        89782657.590000000000
        PA
        USD
        6361316.770000000000
        0.1112443842
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          .986884000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARK CNTY NV ARPT REVENUE
        549300LDD8NZB2EOVG83
        County of Clark Department of Aviation
        18085PRX4
        
          
          
        
        1500000.000000000000
        PA
        USD
        1893053.700000000000
        0.0331050317
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARK CNTY NV SCH DIST
        N/A
        Clark County School District
        181059QF6
        
          
          
        
        5495000.000000000000
        PA
        USD
        5893993.600000000000
        0.1030720073
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.510000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLIFTON TX HGR EDU FIN CORP ED
        N/A
        Clifton Higher Education Finance Corp
        187145LQ8
        
          
        
        10000000.000000000000
        PA
        USD
        9999387.000000000000
        0.1748656275
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-08-15
          Variable
          .750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COACHELLA VLY CA UNIF SCH DIST
        N/A
        Coachella Valley Unified School District/CA
        189849FP2
        
          
          
        
        1100000.000000000000
        PA
        USD
        849035.550000000000
        0.0148476236
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COAST CA CMNTY CLG DIST
        N/A
        Coast Community College District
        190335KT5
        
          
        
        15000000.000000000000
        PA
        USD
        15958228.500000000000
        0.2790716711
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-08-01
          Fixed
          2.957000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216DK3
        
          
        
        10000000.000000000000
        PA
        USD
        9934566.500000000000
        0.1737320703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-05
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY TX ECON DEV CORP SALES
        N/A
        Colony Economic Development Corp
        19625CAD0
        
          
          
        
        5000000.000000000000
        PA
        USD
        5403803.000000000000
        0.0944997331
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-10-01
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2005-A1
        16162WPD5
        
          
          
        
        1033659.540000000000
        PA
        USD
        1036618.490000000000
        0.0181280055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          3.034922000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2005-A1
        16162WPE3
        
          
          
        
        1056337.630000000000
        PA
        USD
        1059361.500000000000
        0.0185257270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          3.034922000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLORADO ST HLTH FACS AUTH HOS
        5493002JB6DRFRZPEQ21
        Colorado Health Facilities Authority
        19648FNV2
        
          
        
        6500000.000000000000
        PA
        USD
        6789096.600000000000
        0.1187252416
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-11-01
          Fixed
          3.796000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLORADO ST BRD OF GOVERNORS U
        N/A
        Board of Governors of Colorado State University System
        196707F32
        
          
          
        
        4560000.000000000000
        PA
        USD
        4620866.420000000000
        0.0808080241
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-03-01
          Fixed
          2.594000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2006-S3
        16162XAA5
        
          
          
        
        7537542.840000000000
        PA
        USD
        5083287.990000000000
        0.0888946837
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2006-S4
        16162YAC9
        
          
          
        
        1148464.330000000000
        PA
        USD
        787068.910000000000
        0.0137639736
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLORADO ST BRD OF GOVERNORS U
        N/A
        Board of Governors of Colorado State University System
        196707F40
        
          
          
        
        6275000.000000000000
        PA
        USD
        6330384.410000000000
        0.1107034503
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-03-01
          Fixed
          2.644000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAB9
        
          
          
        
        2235000.000000000000
        PA
        USD
        2399774.660000000000
        0.0419663827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.347000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2006-S4
        16162YAF2
        
          
          
        
        4349150.890000000000
        PA
        USD
        2980572.700000000000
        0.0521231667
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2007-S1
        16163FAG0
        
          
          
        
        4467790.780000000000
        PA
        USD
        2572885.440000000000
        0.0449936808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        CommonSpirit Health
        20268JAD5
        
          
          
        
        2150000.000000000000
        PA
        USD
        2327799.710000000000
        0.0407077111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.817000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMWLTH FING AUTH PA
        N/A
        Commonwealth Financing Authority
        20281PKL5
        
          
          
        
        3775000.000000000000
        PA
        USD
        4334204.340000000000
        0.0757949824
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          4.014000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMWLTH FING AUTH PA
        N/A
        Commonwealth Financing Authority
        20281PKV3
        
          
          
        
        5820000.000000000000
        PA
        USD
        6482793.240000000000
        0.1133687203
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-06-01
          Fixed
          3.657000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMWLTH FING AUTH PA
        N/A
        Commonwealth Financing Authority
        20281PKW1
        
          
          
        
        6110000.000000000000
        PA
        USD
        6731795.760000000000
        0.1177231854
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.807000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMWLTH FING AUTH PA
        N/A
        Commonwealth Financing Authority
        20281PMA7
        
          
          
        
        4500000.000000000000
        PA
        USD
        4692161.700000000000
        0.0820548100
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.758000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CMWLTH FING AUTH PA
        N/A
        Commonwealth Financing Authority
        20281PMP4
        
          
          
        
        1040000.000000000000
        PA
        USD
        1084410.700000000000
        0.0189637782
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.758000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2007-S3
        16163HAK7
        
          
          
        
        781774.790000000000
        PA
        USD
        536253.020000000000
        0.0093777969
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2007-S3
        16163HAQ4
        
          
          
        
        2382065.490000000000
        PA
        USD
        1663460.890000000000
        0.0290899965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPEER FIN FLCA / PCA
        N/A
        Compeer Financial FLCA/Compeer Financial PCA
        20454PAA1
        
          
        
        5000000.000000000000
        PA
        USD
        5009179.900000000000
        0.0875987085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPEER FIN FLCA / PCA
        N/A
        Compeer Financial FLCA/Compeer Financial PCA
        20454PAC7
        
          
        
        4750000.000000000000
        PA
        USD
        4792014.420000000000
        0.0838009979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-01
          Variable
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chase Mortgage Finance Corpora
        N/A
        Chase Mortgage Finance Trust Series 2007-A2
        16163LAP7
        
          
        
        1129504.520000000000
        PA
        USD
        1091663.970000000000
        0.0190906208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Variable
          2.873421000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChaseFlex Trust
        N/A
        ChaseFlex Trust Series 2006-2
        16165MAE8
        
          
          
        
        3281240.710000000000
        PA
        USD
        3302742.020000000000
        0.0577571461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          4.514540000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONNECTICUT ST
        5493007GRO6CU0IKP741
        State of Connecticut
        20772KNR6
        
          
        
        5000000.000000000000
        PA
        USD
        6603853.000000000000
        0.1154857692
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cook Park CLO, Ltd
        N/A
        Cook Park CLO Ltd
        21623PAE7
        
          
        
        6500000.000000000000
        PA
        USD
        6490009.500000000000
        0.1134949156
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-17
          Floating
          1.589750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNING INC
        549300X2937PB0CJ7I56
        Corning Inc
        219350AV7
        
          
        
        722000.000000000000
        PA
        USD
        950794.310000000000
        0.0166271436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8
        22541SV70
        
          
          
        
        159250.760000000000
        PA
        USD
        160781.700000000000
        0.0028116916
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChaseFlex Trust
        N/A
        ChaseFlex Trust Series 2005-1
        16165TAC7
        
          
          
        
        418180.820000000000
        PA
        USD
        382409.050000000000
        0.0066874298
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ChaseFlex Trust
        5493006ND0ASVXWQFQ18
        ChaseFlex Trust Series 2007-M1
        16165YAT9
        
          
        
        1880275.520000000000
        PA
        USD
        1828019.280000000000
        0.0319677335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Variable
          4.132563000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        Credit Suisse First Boston Mortgage Securities Corp
        2254582H0
        
          
          
        
        2816863.630000000000
        PA
        USD
        1876521.310000000000
        0.0328159193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9
        2254585R5
        
          
          
        
        683712.500000000000
        PA
        USD
        489022.900000000000
        0.0085518539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3
        225458KN7
        
          
          
        
        1031942.850000000000
        PA
        USD
        1082823.820000000000
        0.0189360275
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
        225470EE9
        
          
          
        
        532379.310000000000
        PA
        USD
        488283.500000000000
        0.0085389235
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
        225470EF6
        
          
          
        
        2098576.040000000000
        PA
        USD
        1924757.070000000000
        0.0336594486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse First Boston Mor
        N/A
        CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10
        225470FM0
        
          
          
        
        855409.630000000000
        PA
        USD
        352796.080000000000
        0.0061695690
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chenango Park CLO, Ltd.
        N/A
        Chenango Park CLO Ltd
        16409TAE9
        
          
          
        
        7000000.000000000000
        PA
        USD
        7014133.000000000000
        0.1226605959
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.733750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chenango Park CLO, Ltd.
        N/A
        Chenango Park CLO Ltd
        16409TAG4
        
          
          
        
        5500000.000000000000
        PA
        USD
        5490864.500000000000
        0.0960222328
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          2.033750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chenango Park CLO, Ltd.
        N/A
        Chenango Park CLO Ltd
        16409TAJ8
        
          
        
        1000000.000000000000
        PA
        USD
        999984.000000000000
        0.0174873549
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          3.183750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL MET WTR RECLAMATION
        N/A
        Metropolitan Water Reclamation District of Greater Chicago
        167560UM1
        
          
          
        
        2570000.000000000000
        PA
        USD
        3098254.250000000000
        0.0541811387
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL WTR REVENUE
        N/A
        City of Chicago IL Waterworks Revenue
        167736VK0
        
          
          
        
        2485000.000000000000
        PA
        USD
        3091073.360000000000
        0.0540555619
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-11-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE CHILDRENS TRUST FUND PR TO
        N/A
        Children's Trust Fund
        16876QBE8
        
          
          
        
        2035000.000000000000
        PA
        USD
        2047538.250000000000
        0.0358066010
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2033-05-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-1
        170255AN3
        
          
          
        
        2562417.550000000000
        PA
        USD
        1964379.020000000000
        0.0343523428
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-16
        170257AC3
        
          
          
        
        652159.230000000000
        PA
        USD
        417292.820000000000
        0.0072974644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Trust 2006-CF1
        225470UD3
        
          
          
        
        2565000.000000000000
        PA
        USD
        2617263.410000000000
        0.0457697465
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust Series 2006-1
        225470UK7
        
          
          
        
        455001.380000000000
        PA
        USD
        458152.540000000000
        0.0080120043
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust Series 2006-1
        225470WW9
        
          
          
        
        54534.480000000000
        PA
        USD
        54633.250000000000
        0.0009554063
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust Series 2006-2
        225470YM9
        
          
          
        
        643217.980000000000
        PA
        USD
        541124.240000000000
        0.0094629831
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-17
        17025AAF9
        
          
          
        
        2662420.740000000000
        PA
        USD
        1758198.490000000000
        0.0307467330
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-17
        17025AAH5
        
          
        
        3600826.400000000000
        PA
        USD
        2403874.620000000000
        0.0420380813
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust Series 2006-2
        225470ZC0
        
          
          
        
        4640731.940000000000
        PA
        USD
        2931276.560000000000
        0.0512610938
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2006-7
        22942KBJ8
        
          
          
        
        944536.300000000000
        PA
        USD
        881851.020000000000
        0.0154214885
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-HY6
        17025MAA4
        
          
          
        
        406506.560000000000
        PA
        USD
        387195.140000000000
        0.0067711272
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-25
          Variable
          3.144083000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHRISTUS HEALTH
        OQUVMAC1TV7BMO6XVW61
        CHRISTUS Health
        17108JAA1
        
          
          
        
        3285000.000000000000
        PA
        USD
        3762013.500000000000
        0.0657887180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-01
          Fixed
          4.341000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-J6
        23244EAD9
        
          
        
        2342308.920000000000
        PA
        USD
        1753150.300000000000
        0.0306584521
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-J6
        23244EAE7
        
          
        
        3155158.060000000000
        PA
        USD
        2361544.310000000000
        0.0412978243
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
        94983RAD6
        
          
        
        1921484.680000000000
        PA
        USD
        1903535.130000000000
        0.0332883271
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Variable
          2.633458000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2007-AR3 Trust
        94983UAA5
        
          
          
        
        1219163.360000000000
        PA
        USD
        1193277.470000000000
        0.0208676005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Variable
          2.677350000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Alternative Loan T
        N/A
        Wells Fargo Alternative Loan 2007-PA1 Trust
        94984TAD1
        
          
          
        
        918350.930000000000
        PA
        USD
        924163.170000000000
        0.0161614280
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Alternative Loan T
        N/A
        Wells Fargo Alternative Loan 2007-PA6 Trust
        94985KAA5
        
          
          
        
        5683794.010000000000
        PA
        USD
        5618795.850000000000
        0.0982594495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-28
          Variable
          3.043977000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493002S7XBI8CVRR075
        Wells Fargo Commercial Mortgage Trust 2015-NXS1
        94989HBF6
        
          
          
        
        1320000.000000000000
        PA
        USD
        1405116.500000000000
        0.0245721641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Variable
          3.658000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2015-C30
        94989NBG1
        
          
          
        
        10000000.000000000000
        PA
        USD
        11041496.000000000000
        0.1930896491
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-09-15
          Variable
          4.067000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2015-C30
        94989NBK2
        
          
          
        
        5100000.000000000000
        PA
        USD
        5619866.970000000000
        0.0982781809
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-09-15
          Variable
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2015-C31
        94989WAT4
        
          
        
        2404380.520000000000
        PA
        USD
        2556396.520000000000
        0.0447053286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          3.487000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493007OD9MH69ES1S63
        Wells Fargo Commercial Mortgage Trust 2016-LC24
        95000HBK7
        
          
          
        
        66264075.000000000000
        PA
        USD
        3176381.690000000000
        0.0555474028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Variable
          1.002294000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-RB1
        95000TBW5
        
          
          
        
        69254209.000000000000
        PA
        USD
        2767889.900000000000
        0.0484038476
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-03-15
          Variable
          .713203000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-SMP
        95001CAA0
        
          
          
        
        6875000.000000000000
        PA
        USD
        6861476.880000000000
        0.1199910015
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-15
          Floating
          .976000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C42
        95001GAJ2
        
          
          
        
        116750000.000000000000
        PA
        USD
        2582113.050000000000
        0.0451550499
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Variable
          .325057000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300AGZIS1CJS4RM30
        Wells Fargo Commercial Mortgage Trust 2018-C44
        95001JAY3
        
          
          
        
        94533246.890000000000
        PA
        USD
        3991335.480000000000
        0.0697990170
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-15
          Variable
          .743561000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493006021R83VCLAO08
        Wells Fargo Commercial Mortgage Trust 2018-C45
        95001NAW8
        
          
          
        
        5388000.000000000000
        PA
        USD
        6058777.980000000000
        0.1059536963
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          4.147000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2018-C46
        95001QAS0
        
          
          
        
        5040000.000000000000
        PA
        USD
        5699126.660000000000
        0.0996642454
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          4.086000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300REQJRID6TODX95
        Wells Fargo Commercial Mortgage Trust 2018-C48
        95001RAV1
        
          
          
        
        7000000.000000000000
        PA
        USD
        7955439.800000000000
        0.1391218254
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          4.245000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300REQJRID6TODX95
        Wells Fargo Commercial Mortgage Trust 2018-C48
        95001RAZ2
        
          
          
        
        138642000.000000000000
        PA
        USD
        2876585.810000000000
        0.0503046820
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Variable
          .241798000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C51
        95001VAV2
        
          
        
        26758919.030000000000
        PA
        USD
        2257465.360000000000
        0.0394777297
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Variable
          1.370918000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C51
        95001VAW0
        
          
          
        
        130394000.000000000000
        PA
        USD
        6556536.310000000000
        0.1146583122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-06-15
          Variable
          .686821000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C49
        95001WAZ1
        
          
          
        
        5000000.000000000000
        PA
        USD
        5658463.000000000000
        0.0989531341
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.933000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C49
        95001WBD9
        
          
          
        
        125812000.000000000000
        PA
        USD
        5702957.310000000000
        0.0997312344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Variable
          .602978000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C49
        95001WBF4
        
          
          
        
        4647000.000000000000
        PA
        USD
        5328918.440000000000
        0.0931901793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.546000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C50
        95001XBG0
        
          
          
        
        36427311.000000000000
        PA
        USD
        2402479.510000000000
        0.0420136841
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-15
          Variable
          .868479000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C54
        95001YAF1
        
          
          
        
        39031352.940000000000
        PA
        USD
        2366529.480000000000
        0.0413850032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Variable
          .838829000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C53
        95002BAG8
        
          
          
        
        105325000.000000000000
        PA
        USD
        4068315.050000000000
        0.0711452076
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Variable
          .453663000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C53
        95002BAJ2
        
          
          
        
        5000000.000000000000
        PA
        USD
        5371761.000000000000
        0.0939393943
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Variable
          3.514000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300VHRKFNCWVN9Y77
        Wells Fargo Commercial Mortgage Trust 2018-C47
        95002DBA6
        
          
          
        
        5625000.000000000000
        PA
        USD
        6445672.880000000000
        0.1127195730
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-09-15
          Fixed
          4.365000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300VHRKFNCWVN9Y77
        Wells Fargo Commercial Mortgage Trust 2018-C47
        95002DBN8
        
          
          
        
        164144000.000000000000
        PA
        USD
        2140404.930000000000
        0.0374306196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-09-15
          Variable
          .156992000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300VHRKFNCWVN9Y77
        Wells Fargo Commercial Mortgage Trust 2018-C47
        95002DBR9
        
          
        
        8000000.000000000000
        PA
        USD
        9260276.800000000000
        0.1619403383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-09-15
          Variable
          4.673000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C55
        95002EBE6
        
          
          
        
        5691000.000000000000
        PA
        USD
        5904533.150000000000
        0.1032563191
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          3.542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C55
        95002EBG1
        
          
          
        
        58030370.000000000000
        PA
        USD
        3685375.330000000000
        0.0644484977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          .817040000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C52
        95002MAY5
        
          
          
        
        60859151.370000000000
        PA
        USD
        6260739.140000000000
        0.1094855193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          1.614932000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2019-C52
        95002MAZ2
        
          
          
        
        86124292.000000000000
        PA
        USD
        7010198.710000000000
        0.1225917945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          1.093497000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C56
        95002RAV0
        
          
        
        2250000.000000000000
        PA
        USD
        2372396.630000000000
        0.0414876057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-06-15
          Fixed
          2.422000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C56
        95002RBC1
        
          
        
        127035000.000000000000
        PA
        USD
        3296494.730000000000
        0.0576478958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-06-15
          Variable
          .314258000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C58
        95002UBF7
        
          
        
        109974000.000000000000
        PA
        USD
        10547782.300000000000
        0.1844557642
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Variable
          1.128817000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C57
        95002XBB0
        
          
        
        6000000.000000000000
        PA
        USD
        6052532.400000000000
        0.1058444759
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          1.914000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2020-C57
        95002XBJ3
        
          
        
        74972000.000000000000
        PA
        USD
        4625922.340000000000
        0.0808964402
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-08-15
          Variable
          .733672000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust
        95003CAW0
        
          
        
        7648000.000000000000
        PA
        USD
        7796254.950000000000
        0.1363380589
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          3.284000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust
        95003CBA7
        
          
        
        40274000.000000000000
        PA
        USD
        4953911.420000000000
        0.0866321935
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.583600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust
        95003CBV1
        
          
        
        65782000.000000000000
        PA
        USD
        5337584.370000000000
        0.0933417259
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.040600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W CONTRA COSTA CA UNIF SCH DIS
        N/A
        West Contra Costa Unified School District
        952347WS7
        
          
          
        
        4485000.000000000000
        PA
        USD
        3262736.590000000000
        0.0570575457
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W SONOMA CNTY CA UNION HIGH SC
        N/A
        West Sonoma County Union High School District
        956101EJ4
        
          
        
        1840000.000000000000
        PA
        USD
        1327939.220000000000
        0.0232225160
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN ALLIANCE BANK
        SI7YQSVPFZBSQ878IC17
        Western Alliance Bank
        95763PEF4
        
          
        
        5000000.000000000000
        PA
        USD
        5359633.900000000000
        0.0937273200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WSTRN MN MUNI PWR AGY
        549300LFJK9CQSN2NJ11
        Western Minnesota Municipal Power Agency
        958697LB8
        
          
        
        17500000.000000000000
        PA
        USD
        18428240.250000000000
        0.3222663344
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-01-01
          Fixed
          3.156000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHITE SETTLEMENT TX INDEP SCHD
        549300B8PVL52E9C8O15
        White Settlement Independent School District
        964559X78
        
          
        
        1420000.000000000000
        PA
        USD
        1185610.680000000000
        0.0207335265
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-15
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILDFLOWER IMPROV ASSN
        N/A
        Wildflower Improvement Association
        96812GAA8
        
          
        
        7924420.240000000000
        PA
        USD
        7939441.060000000000
        0.1388420453
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM S HART CA UNION HIGH S
        N/A
        William S Hart Union High School District
        969268AW1
        
          
        
        2380000.000000000000
        PA
        USD
        1873289.430000000000
        0.0327594013
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAM S HART CA UNION HIGH S
        N/A
        William S Hart Union High School District
        969268AY7
        
          
          
        
        1000000.000000000000
        PA
        USD
        745162.000000000000
        0.0130311209
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYETH LLC
        549300Q9GR3WRH4N4836
        Wyeth LLC
        983024AN0
        
          
        
        8000000.000000000000
        PA
        USD
        11183614.880000000000
        0.1955749721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YOSEMITE CA CMNTY CLG DIST
        N/A
        Yosemite Community College District
        987388DQ5
        
          
          
        
        6110000.000000000000
        PA
        USD
        4268893.860000000000
        0.0746528566
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUBA CA CMNTY CLG DIST
        N/A
        Yuba Community College District
        988176HX4
        
          
          
        
        5055000.000000000000
        PA
        USD
        3490056.920000000000
        0.0610328406
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FL6G4
        
          
          
        
        149767374.880000000000
        PA
        USD
        5548342.080000000000
        0.0970273797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Variable
          .506754000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FL6T6
        
          
          
        
        53965000.000000000000
        PA
        USD
        1899163.260000000000
        0.0332118734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-25
          Variable
          .452694000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLMX9
        
          
          
        
        77881298.330000000000
        PA
        USD
        3970131.580000000000
        0.0694282110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-25
          Variable
          .705165000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLMZ4
        
          
          
        
        50517000.000000000000
        PA
        USD
        2385069.220000000000
        0.0417092194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Variable
          .621189000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLN59
        
          
          
        
        65055506.310000000000
        PA
        USD
        1720444.910000000000
        0.0300865122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-25
          Variable
          .647731000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLND2
        
          
          
        
        53659000.000000000000
        PA
        USD
        2044992.780000000000
        0.0357620868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Variable
          .485986000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FLYL2
        
          
          
        
        42973483.070000000000
        PA
        USD
        3287918.380000000000
        0.0574979157
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-03-25
          Variable
          .777321000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMCT7
        
          
          
        
        54608082.490000000000
        PA
        USD
        3649327.090000000000
        0.0638180992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Variable
          .951467000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMTU6
        
          
          
        
        47635677.650000000000
        PA
        USD
        4160433.400000000000
        0.0727561397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-25
          Variable
          .910664000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMU26
        
          
          
        
        194988347.890000000000
        PA
        USD
        12356782.080000000000
        0.2160908916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Variable
          .880078000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMU83
        
          
          
        
        59475488.360000000000
        PA
        USD
        2555435.730000000000
        0.0446885267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-25
          Variable
          .957161000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMUA8
        
          
          
        
        70547000.000000000000
        PA
        USD
        4572306.270000000000
        0.0799588220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-25
          Variable
          1.363102000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FMUR1
        
          
          
        
        63340000.000000000000
        PA
        USD
        3368433.870000000000
        0.0589059412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Variable
          .802112000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX70
        
          
          
        
        72930582.150000000000
        PA
        USD
        5770880.280000000000
        0.1009190465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-25
          Variable
          1.089330000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FNX96
        
          
          
        
        66115000.000000000000
        PA
        USD
        6699624.680000000000
        0.1171605893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-25
          Variable
          1.348395000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPHM0
        
          
          
        
        62146213.960000000000
        PA
        USD
        5151057.300000000000
        0.0900798086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.144066000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPHS7
        
          
          
        
        33000000.000000000000
        PA
        USD
        2348448.300000000000
        0.0410688061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.018213000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPJA4
        
          
          
        
        76067350.820000000000
        PA
        USD
        6383709.000000000000
        0.1116359713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-25
          Variable
          .859159000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPJJ5
        
          
          
        
        66791328.390000000000
        PA
        USD
        4329814.650000000000
        0.0757182171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Variable
          .885625000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQ3E1
        
          
          
        
        62086000.000000000000
        PA
        USD
        4389430.530000000000
        0.0767607578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Variable
          .910097000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQ3H4
        
          
          
        
        73896941.940000000000
        PA
        USD
        3543291.860000000000
        0.0619637938
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Variable
          .649159000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQ4D2
        
          
          
        
        65686000.000000000000
        PA
        USD
        5534873.140000000000
        0.0967918398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Variable
          1.093106000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQK28
        
          
          
        
        76871882.860000000000
        PA
        USD
        4736476.440000000000
        0.0828297699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-25
          Variable
          .579584000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQKE2
        
          
          
        
        101297058.140000000000
        PA
        USD
        6266306.920000000000
        0.1095828866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Variable
          .824447000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQKQ5
        
          
          
        
        125374318.660000000000
        PA
        USD
        6158160.860000000000
        0.1076916678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-25
          Variable
          .637847000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FQXN8
        
          
          
        
        20050000.000000000000
        PA
        USD
        1044119.790000000000
        0.0182591855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Variable
          1.004257000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRUN9
        
          
          
        
        64122000.000000000000
        PA
        USD
        8927180.260000000000
        0.1561152677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-25
          Variable
          1.766711000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FRZD6
        
          
          
        
        59449000.000000000000
        PA
        USD
        7340703.070000000000
        0.1283715340
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Variable
          1.548544000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTBP1
        
          
        
        16051595.830000000000
        PA
        USD
        2086225.910000000000
        0.0364831567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Variable
          1.690329000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTBR7
        
          
          
        
        70599514.740000000000
        PA
        USD
        9389714.280000000000
        0.1642038937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-25
          Variable
          1.660214000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTFW2
        
          
        
        24099000.000000000000
        PA
        USD
        1796746.730000000000
        0.0314208505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          1.367528000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multiclass Certifi
        N/A
        Freddie Mac Multiclass Certificates Series 2020-RR09
        3137FTGA9
        
          
        
        42360000.000000000000
        PA
        USD
        6975662.650000000000
        0.1219878405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-27
          Variable
          2.675870000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FTZM2
        
          
        
        59930811.480000000000
        PA
        USD
        9373178.920000000000
        0.1639147293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-25
          Variable
          1.512821000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZE7
        
          
        
        74200044.960000000000
        PA
        USD
        9031777.870000000000
        0.1579444325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.572124000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZK3
        
          
        
        41911939.890000000000
        PA
        USD
        6931920.520000000000
        0.1212228941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-25
          Variable
          1.512122000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZX5
        
          
        
        41876064.960000000000
        PA
        USD
        4696815.260000000000
        0.0821361897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.432596000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZZ0
        
          
        
        44272000.000000000000
        PA
        USD
        5987708.310000000000
        0.1047108559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.662497000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVEE8
        
          
        
        15600000.000000000000
        PA
        USD
        1650595.440000000000
        0.0288650102
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.380880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNJ7
        
          
        
        58935574.170000000000
        PA
        USD
        5224108.230000000000
        0.0913572966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.118215000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVNL2
        
          
        
        42500000.000000000000
        PA
        USD
        4679432.750000000000
        0.0818322107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.341742000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWG95
        
          
        
        54176165.580000000000
        PA
        USD
        5651744.280000000000
        0.0988356396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.327639000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWGB0
        
          
        
        22290414.000000000000
        PA
        USD
        2836535.430000000000
        0.0496042955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Variable
          1.547341000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHG8
        
          
        
        81946419.280000000000
        PA
        USD
        11914066.980000000000
        0.2083488516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-25
          Variable
          1.333810000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHX1
        
          
        
        23000000.000000000000
        PA
        USD
        3074520.400000000000
        0.0537660898
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-25
          Variable
          1.600023000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXQT8
        
          
        
        51000000.000000000000
        PA
        USD
        4896974.100000000000
        0.0856364944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Variable
          1.134154000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FXZ76
        
          
        
        186332000.000000000000
        PA
        USD
        8431038.540000000000
        0.1474389225
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Variable
          .502949000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUL8
        
          
        
        154985993.700000000000
        PA
        USD
        7023949.740000000000
        0.1228322675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          .529397000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FYUN4
        
          
        
        37700000.000000000000
        PA
        USD
        2533628.500000000000
        0.0443071698
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-03-25
          Variable
          .740550000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C5
        05492JBB7
        
          
          
        
        174774000.000000000000
        PA
        USD
        4797389.000000000000
        0.0838949866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          .371630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0LJ6
        
          
          
        
        4697147.380000000000
        PA
        USD
        4885329.200000000000
        0.0854328526
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-03-25
          Floating
          3.891630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H0GZ5
        
          
        
        89849000.000000000000
        PA
        USD
        5473412.400000000000
        0.0957170368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          1.016290000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First American Government Obli
        549300R5MYM6VZF1RM44
        First American Government Obligations Fund
        31846V336
        
          
          
        
        240366880.040000000000
        NS
        USD
        240366880.040000000000
        4.2034482024
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST BUSEY CORPORATION
        549300X4ZNLYSX7GUY60
        First Busey Corp
        319383AD7
        
          
        
        4000000.000000000000
        PA
        USD
        4209545.560000000000
        0.0736149952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2020-C6
        05492TAE0
        
          
          
        
        93674267.310000000000
        PA
        USD
        6999491.130000000000
        0.1224045443
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          1.057231000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2020-C6
        05492TAF7
        
          
          
        
        59000000.000000000000
        PA
        USD
        3342202.500000000000
        0.0584472166
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          .678089000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST CITIZENS BANCSHARE
        549300N3Z00ZHE2XC526
        First Citizens BancShares Inc/NC
        31946MAA1
        
          
          
        
        7500000.000000000000
        PA
        USD
        7660260.900000000000
        0.1339598447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Variable
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST FINANCIAL BANCORP
        549300D3F5B3EZMY7P77
        First Financial Bancorp
        320209AB5
        
          
          
        
        4000000.000000000000
        PA
        USD
        4133242.040000000000
        0.0722806271
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2020-C7
        05492VAG0
        
          
        
        22127640.070000000000
        PA
        USD
        2348833.500000000000
        0.0410755423
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-15
          Variable
          1.629667000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2020-C7
        05492VAH8
        
          
        
        17140000.000000000000
        PA
        USD
        1413366.110000000000
        0.0247164303
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-04-15
          Variable
          .988106000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2021-C9
        05493EAW2
        
          
        
        13500000.000000000000
        PA
        USD
        13756105.800000000000
        0.2405617537
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          1.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2021-C9
        05493EBA9
        
          
        
        68467000.000000000000
        PA
        USD
        5968631.270000000000
        0.1043772436
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          .995418000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2021-C9
        05493EBB7
        
          
        
        5000000.000000000000
        PA
        USD
        5082141.000000000000
        0.0888746255
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          2.534000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCAP LLC Trust
        N/A
        BCAP LLC Trust 2007-AA2
        05530NAR8
        
          
          
        
        350186.270000000000
        PA
        USD
        263656.010000000000
        0.0046107200
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C3
        05550MAW4
        
          
          
        
        56340000.000000000000
        PA
        USD
        3347136.860000000000
        0.0585335068
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-15
          Variable
          .774672000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALDWIN PARK CA MONROVIA SCH F
        N/A
        Baldwin Park/Monrovia School Facilities Grant Financing Authority
        058228AZ0
        
          
          
        
        2800000.000000000000
        PA
        USD
        3609102.280000000000
        0.0631146624
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        549300C1T80OPZQ1IW57
        First Horizon Alternative Mortgage Securities Trust 2006-FA2
        32051G2X2
        
          
          
        
        2687442.000000000000
        PA
        USD
        1773971.060000000000
        0.0310225579
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        549300C1T80OPZQ1IW57
        First Horizon Alternative Mortgage Securities Trust 2006-FA2
        32051G2Z7
        
          
          
        
        1705859.010000000000
        PA
        USD
        1126031.560000000000
        0.0196916286
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        Ball Corp
        058498AW6
        
          
        
        12000000.000000000000
        PA
        USD
        11555160.000000000000
        0.2020724175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-B Trust
        058928AL6
        
          
          
        
        841637.390000000000
        PA
        USD
        775782.630000000000
        0.0135666033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-20
          Variable
          2.457264000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-8 Trust
        05946X2Z5
        
          
          
        
        4257406.330000000000
        PA
        USD
        4290231.780000000000
        0.0750260063
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2003-3 Trust
        05946XDL4
        
          
          
        
        314416.770000000000
        PA
        USD
        322017.230000000000
        0.0056313197
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2004-AA6
        32051GCB9
        
          
          
        
        389615.930000000000
        PA
        USD
        399513.110000000000
        0.0069865393
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Variable
          2.293676000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2004-AA7
        32051GFB6
        
          
          
        
        1227470.390000000000
        PA
        USD
        1249568.780000000000
        0.0218520024
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          2.260009000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-5 Trust
        05946XE58
        
          
          
        
        321682.580000000000
        PA
        USD
        340793.680000000000
        0.0059596754
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-5 Trust
        05946XE74
        
          
          
        
        2224690.800000000000
        PA
        USD
        2407504.770000000000
        0.0421015641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2005-FA11
        32051GM69
        
          
          
        
        697.810000000000
        PA
        USD
        .010000000000
        0.0000000002
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2005-AA5
        32051GPM1
        
          
          
        
        2125975.600000000000
        PA
        USD
        2081951.540000000000
        0.0364084081
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          2.514900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2004-1 Trust
        05946XFV0
        
          
          
        
        908677.730000000000
        PA
        USD
        999306.340000000000
        0.0174755043
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2004-1 Trust
        05946XFX6
        
          
          
        
        4931219.030000000000
        PA
        USD
        5478078.400000000000
        0.0957986342
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Th
        N/A
        First Horizon Mortgage Pass-Through Trust 2005-AR3
        32051GQP3
        
          
        
        1733559.680000000000
        PA
        USD
        1785249.920000000000
        0.0312197985
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          3.282934000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        5493005TE20WPW8O1W08
        First Horizon Alternative Mortgage Securities Trust 2006-FA1
        32051GS63
        
          
          
        
        2229956.730000000000
        PA
        USD
        1507492.230000000000
        0.0263624735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2005-AA7
        32051GSQ9
        
          
          
        
        1853460.410000000000
        PA
        USD
        1813935.370000000000
        0.0317214392
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.387795000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        5493005TE20WPW8O1W08
        First Horizon Alternative Mortgage Securities Trust 2006-FA1
        32051GT70
        
          
          
        
        516131.550000000000
        PA
        USD
        358804.490000000000
        0.0062746419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2005-FA8
        32051GYU3
        
          
          
        
        1514524.640000000000
        PA
        USD
        1142762.150000000000
        0.0199842071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        549300KOHW56HILAN819
        First Horizon Alternative Mortgage Securities Trust 2006-FA3
        32051HAH6
        
          
          
        
        7419807.030000000000
        PA
        USD
        5083856.640000000000
        0.0889046280
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        549300KOHW56HILAN819
        First Horizon Alternative Mortgage Securities Trust 2006-FA3
        32051HAJ2
        
          
          
        
        1070815.040000000000
        PA
        USD
        733694.300000000000
        0.0128305779
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2006-FA6
        32052FAE6
        
          
          
        
        7054565.280000000000
        PA
        USD
        4764548.980000000000
        0.0833206923
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2004-B Trust
        05946XJK0
        
          
          
        
        2346058.280000000000
        PA
        USD
        2400683.200000000000
        0.0419822709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-20
          Variable
          2.602744000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-7 Trust
        05946XR88
        
          
          
        
        4356542.380000000000
        PA
        USD
        4407905.140000000000
        0.0770838351
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2006-FA6
        32052FAM8
        
          
          
        
        1446931.470000000000
        PA
        USD
        823384.460000000000
        0.0143990467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2006-FA6
        32052FAQ9
        
          
          
        
        1141508.100000000000
        PA
        USD
        629352.230000000000
        0.0110058819
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-7 Trust
        05946XT60
        
          
          
        
        101513.150000000000
        PA
        USD
        106136.340000000000
        0.0018560735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-7 Trust
        05946XU43
        
          
          
        
        20407.850000000000
        PA
        USD
        21626.320000000000
        0.0003781932
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2006-FA6
        32052FBD7
        
          
          
        
        1193.840000000000
        PA
        USD
        989.560000000000
        0.0000173051
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2021-11-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Th
        549300YB0SYOI7JLTH61
        First Horizon Mortgage Pass-Through Trust 2006-4
        32052UAF0
        
          
          
        
        1570270.790000000000
        PA
        USD
        1078840.730000000000
        0.0188663726
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Th
        549300YB0SYOI7JLTH61
        First Horizon Mortgage Pass-Through Trust 2006-4
        32052UAQ6
        
          
          
        
        950854.940000000000
        PA
        USD
        670201.740000000000
        0.0117202432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2007-FA4
        32052WAF6
        
          
          
        
        2248073.460000000000
        PA
        USD
        1535120.120000000000
        0.0268456199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Floating
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-3 Trust
        05946XWC3
        
          
          
        
        103650.410000000000
        PA
        USD
        111152.690000000000
        0.0019437976
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2005-4 Trust
        05946XZZ9
        
          
          
        
        47393.830000000000
        PA
        USD
        50671.610000000000
        0.0008861266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-6
        059487AE8
        
          
          
        
        1430807.880000000000
        PA
        USD
        1395143.560000000000
        0.0243977610
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2005-11
        05948KW54
        
          
          
        
        1055679.070000000000
        PA
        USD
        1048688.260000000000
        0.0183390772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Th
        N/A
        First Horizon Mortgage Pass-Through Trust 2006-AR4
        32053AAB2
        
          
          
        
        3474386.190000000000
        PA
        USD
        2825803.060000000000
        0.0494166118
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          2.877659000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Alternative Mort
        N/A
        First Horizon Alternative Mortgage Securities Trust 2007-AA1
        32053BAB0
        
          
        
        3275146.250000000000
        PA
        USD
        2751864.020000000000
        0.0481235928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Variable
          2.684121000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2005-11
        05948KW62
        
          
          
        
        195585.650000000000
        PA
        USD
        194290.460000000000
        0.0033976806
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-9
        059494AA2
        
          
          
        
        257924.540000000000
        PA
        USD
        256826.680000000000
        0.0044912912
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Th
        N/A
        First Horizon Mortgage Pass-Through Trust 2007-AR1
        32053EAA6
        
          
          
        
        631211.260000000000
        PA
        USD
        375699.090000000000
        0.0065700885
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Variable
          2.805384000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        First Horizon Mortgage Pass-Th
        N/A
        First Horizon Mortgage Pass-Through Trust 2007-AR2
        32055GAB7
        
          
          
        
        2869099.040000000000
        PA
        USD
        1608864.790000000000
        0.0281352398
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Variable
          3.025536000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-9
        059494AG9
        
          
          
        
        1209036.940000000000
        PA
        USD
        934755.060000000000
        0.0163466551
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          .491630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Secur
        N/A
        Banc of America Mortgage 2005-A Trust
        05949AH86
        
          
          
        
        2376579.750000000000
        PA
        USD
        2464328.540000000000
        0.0430952774
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          2.580540000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST INTERSTATE BANCSYS
        549300WRWYTYX0RCNJ43
        First Interstate BancSystem Inc
        32055YAA0
        
          
        
        5000000.000000000000
        PA
        USD
        5366523.800000000000
        0.0938478081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST MID BANCSHARES INC
        N/A
        First Mid Bancshares Inc
        320866AA4
        
          
        
        5000000.000000000000
        PA
        USD
        5144252.200000000000
        0.0899608035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Variable
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Secur
        N/A
        Banc of America Mortgage 2005-F Trust
        05949CBZ8
        
          
          
        
        1149708.660000000000
        PA
        USD
        1151510.940000000000
        0.0201372027
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          3.148292000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-4
        05950AAR7
        
          
        
        1246715.430000000000
        PA
        USD
        1251251.480000000000
        0.0218814289
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTBANK
        549300OBO7DOF2KOP535
        FirstBank/Nashville TN
        33766NAJ3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5181729.900000000000
        0.0906161998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA DEV FIN CORP SURFACE T
        549300HC854CNBLMWC48
        Florida Development Finance Corp
        34061YAH3
        
          
        
        7000000.000000000000
        PA
        USD
        7600159.000000000000
        0.1329088046
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-01-01
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-4
        05950AAU0
        
          
          
        
        1025163.810000000000
        PA
        USD
        1025013.930000000000
        0.0179250692
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-4
        05950AAV8
        
          
          
        
        1545534.370000000000
        PA
        USD
        1546197.400000000000
        0.0270393354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA ST BRD OF ADMIN FIN CO
        549300S34SOJ0RULXM35
        State Board of Administration Finance Corp
        341271AF1
        
          
        
        15000000.000000000000
        PA
        USD
        15129940.500000000000
        0.2645868731
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.154000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORT LAUDERDALE FL SPL OBLG
        N/A
        City of Fort Lauderdale FL
        347622CY6
        
          
        
        5000000.000000000000
        PA
        USD
        4946367.500000000000
        0.0865002681
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-01-01
          Fixed
          1.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORT LAUDERDALE FL SPL OBLG
        N/A
        City of Fort Lauderdale FL
        347622CZ3
        
          
        
        15085000.000000000000
        PA
        USD
        14715823.290000000000
        0.2573449426
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-01
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANKLIN CNTY OH CONVENTION FA
        N/A
        Franklin County Convention Facilities Authority
        353174JF3
        
          
        
        5485000.000000000000
        PA
        USD
        5497943.500000000000
        0.0961460278
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          2.022000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Alternative Lo
        N/A
        Banc of America Alternative Loan Trust 2006-5
        05950BAS3
        
          
          
        
        382265.040000000000
        PA
        USD
        377155.800000000000
        0.0065955629
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-F Trust
        05950HAD3
        
          
        
        7781159.820000000000
        PA
        USD
        7344111.530000000000
        0.1284311399
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-20
          Variable
          2.899688000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-5 Trust
        05950NBF4
        
          
          
        
        461924.790000000000
        PA
        USD
        476794.800000000000
        0.0083380133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Secur
        N/A
        Banc of America Mortgage 2006-B Trust
        05950TAE5
        
          
          
        
        1033570.870000000000
        PA
        USD
        1001808.310000000000
        0.0175192578
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-20
          Variable
          2.532505000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-3 Trust
        059515AF3
        
          
          
        
        1233587.570000000000
        PA
        USD
        1185010.870000000000
        0.0207230373
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Floating
          .521630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006 J Trust
        05951EAM9
        
          
          
        
        197463.960000000000
        PA
        USD
        190048.240000000000
        0.0033234942
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-20
          Variable
          3.372775000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRANKLIN CNTY OH CONVENTION FA
        N/A
        Franklin County Convention Facilities Authority
        353174JJ5
        
          
        
        22100000.000000000000
        PA
        USD
        22092691.530000000000
        0.3863489200
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-12-01
          Fixed
          2.472000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300L8K4CLYS7FCQ06
        Freddie Mac STACR Trust 2018-DNA2
        35563TAV3
        
          
        
        5000000.000000000000
        PA
        USD
        5177385.500000000000
        0.0905402265
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-12-25
          Floating
          3.791630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-1 Trust
        05951FAJ3
        
          
          
        
        935245.390000000000
        PA
        USD
        957270.420000000000
        0.0167403955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          6.189000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-2 Trust
        05951GAA0
        
          
          
        
        539663.400000000000
        PA
        USD
        512949.410000000000
        0.0089702719
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Floating
          .151630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-7 Trust
        05951KAK9
        
          
          
        
        708591.300000000000
        PA
        USD
        707026.450000000000
        0.0123642203
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-I Trust
        05951VAA7
        
          
          
        
        957138.160000000000
        PA
        USD
        992388.510000000000
        0.0173545278
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-20
          Variable
          2.320891000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-I Trust
        05951VAD1
        
          
          
        
        3922015.900000000000
        PA
        USD
        3949732.790000000000
        0.0690714844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-20
          Variable
          1.977846000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2006-I Trust
        05951VAE9
        
          
          
        
        682216.330000000000
        PA
        USD
        675250.360000000000
        0.0118085317
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-20
          Variable
          1.977846000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        549300YG8OJES76WL398
        STACR Trust 2018-HRP2
        35564ACB5
        
          
        
        5000000.000000000000
        PA
        USD
        5290236.500000000000
        0.0925137236
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-25
          Floating
          4.291630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        549300LI8XT0ZWPV2P54
        FREMF 2018-KF50 Mortgage Trust
        35709BAC9
        
          
        
        4835557.560000000000
        PA
        USD
        4779351.460000000000
        0.0835795526
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-07-25
          Floating
          2.007250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-5 Trust
        059523AB6
        
          
          
        
        2114921.550000000000
        PA
        USD
        2124876.700000000000
        0.0371590676
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-6 Trust
        059526AB9
        
          
        
        1371030.710000000000
        PA
        USD
        1331858.720000000000
        0.0232910588
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          .381630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRETE 2020-ML07 TRUST
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily ML Certificates
        35833FAC9
        
          
        
        25416722.690000000000
        PA
        USD
        4713022.890000000000
        0.0824196228
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-10-25
          Variable
          2.006000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRUITA CO HLTHCARE REVENUE
        N/A
        City of Fruita CO Healthcare Revenue
        359427AD3
        
          
          
        
        3025000.000000000000
        PA
        USD
        3074770.330000000000
        0.0537704604
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-6 Trust
        059526AC7
        
          
          
        
        6000759.710000000000
        PA
        USD
        5825833.360000000000
        0.1018800459
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          .371630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Mortgage Secur
        N/A
        Banc of America Mortgage 2007-1 Trust
        05952HBB4
        
          
          
        
        2610884.290000000000
        PA
        USD
        2633918.560000000000
        0.0460610057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2007-4
        52521LAC8
        
          
          
        
        2599496.880000000000
        PA
        USD
        1941500.010000000000
        0.0339522430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2007-5
        52521RAE1
        
          
          
        
        2349456.840000000000
        PA
        USD
        2404396.540000000000
        0.0420472085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2007-4 Trust
        05953YBV2
        
          
          
        
        442658.500000000000
        PA
        USD
        441831.660000000000
        0.0077265907
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        N/A
        Banc of America Funding 2010-R3 Trust
        05955YAY5
        
          
        
        7900979.650000000000
        PA
        USD
        8002437.710000000000
        0.1399437077
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-26
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2007-5
        52521RCE9
        
          
          
        
        2503228.200000000000
        PA
        USD
        1113325.510000000000
        0.0194694299
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2007-5
        52521RCF6
        
          
          
        
        6837067.300000000000
        PA
        USD
        3040826.020000000000
        0.0531768548
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY UNIVERSITY
        N/A
        Liberty University Inc
        531543AF3
        
          
          
        
        15000000.000000000000
        PA
        USD
        15476403.300000000000
        0.2706456880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-03-01
          Fixed
          3.338000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AF0
        
          
        
        3000000.000000000000
        PA
        USD
        3176985.000000000000
        0.0555579533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        549300MRF4Q4NF7TRB58
        Banc of America Funding 2014-R3 Trust
        05990NAB6
        
          
          
        
        1615478.000000000000
        PA
        USD
        1608628.370000000000
        0.0281311054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-26
          Variable
          2.760409000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        549300MRF4Q4NF7TRB58
        Banc of America Funding 2014-R3 Trust
        05990NAD2
        
          
          
        
        3424684.000000000000
        PA
        USD
        3332719.250000000000
        0.0582813769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-26
          Variable
          2.613859000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2018-BNK14
        06035RAQ9
        
          
          
        
        6500000.000000000000
        PA
        USD
        7372612.000000000000
        0.1289295458
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-15
          Fixed
          4.185000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2018-BNK14
        06035RBH8
        
          
          
        
        94686404.230000000000
        PA
        USD
        2745470.170000000000
        0.0480117795
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-15
          Variable
          .512534000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2018-BNK15
        06036FBA8
        
          
          
        
        5000000.000000000000
        PA
        USD
        5695536.000000000000
        0.0996014532
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-11-15
          Variable
          4.285000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJP5
        
          
        
        10000000.000000000000
        PA
        USD
        10108805.700000000000
        0.1767791018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-11
          Variable
          2.651000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AG8
        
          
        
        4750000.000000000000
        PA
        USD
        4890172.500000000000
        0.0855175505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Point Park CLO Ltd
        549300639DPKTBUSCC77
        Long Point Park CLO Ltd
        542798AE3
        
          
          
        
        11750000.000000000000
        PA
        USD
        11729837.000000000000
        0.2051271050
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-17
          Floating
          1.564750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK NT BUTTERFIELD&SON
        549300V8RVM0EMTDPF28
        Bank of NT Butterfield and Son Ltd/The
        064227AB7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3158548.710000000000
        0.0552355462
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2028-06-01
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK NT BUTTERFIELD&SON
        549300V8RVM0EMTDPF28
        Bank of NT Butterfield & Son Ltd/The
        064227AC5
        
          
        
        5000000.000000000000
        PA
        USD
        5347596.400000000000
        0.0935168126
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2030-06-15
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Point Park CLO Ltd
        549300639DPKTBUSCC77
        Long Point Park CLO Ltd
        542798AJ2
        
          
          
        
        4000000.000000000000
        PA
        USD
        3905888.000000000000
        0.0683047427
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-17
          Floating
          2.589750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CA
        549300E7TO710PTXPJ65
        City of Los Angeles CA
        544351KW8
        
          
          
        
        3000000.000000000000
        PA
        USD
        3361990.500000000000
        0.0587932619
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-09-01
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        549300664283JRAXM588
        BANK 2018-BNK13
        06539LAZ3
        
          
          
        
        5500000.000000000000
        PA
        USD
        6158062.350000000000
        0.1076899451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-08-15
          Variable
          4.193000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK25
        06539WBC9
        
          
          
        
        109213106.720000000000
        PA
        USD
        7128678.040000000000
        0.1246637178
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-01-15
          Variable
          .885906000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CA CMNTY CLG DIST
        N/A
        Los Angeles Community College District/CA
        54438CYN6
        
          
        
        10000000.000000000000
        PA
        USD
        9959487.000000000000
        0.1741678709
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-01
          Fixed
          1.806000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CA DEPT OF ARPTS
        N/A
        City of Los Angeles Department of Airports
        544435C32
        
          
          
        
        5070000.000000000000
        PA
        USD
        6668511.170000000000
        0.1166164876
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-05-15
          Fixed
          6.582000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK17
        065403AA5
        
          
          
        
        11541000.000000000000
        PA
        USD
        1274592.660000000000
        0.0222896109
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Variable
          1.595453000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2017-BNK4
        065403BE6
        
          
          
        
        123653000.000000000000
        PA
        USD
        5349438.990000000000
        0.0935490351
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-04-15
          Variable
          .567164000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CA DEPT WTR & PWR
        N/A
        Los Angeles Department of Water & Power Power System Revenue
        544495VY7
        
          
        
        2000000.000000000000
        PA
        USD
        3204404.400000000000
        0.0560374537
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-01
          Fixed
          6.574000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CA HSG AUTH MTGE R
        N/A
        Los Angeles Housing Authority
        54456FCX8
        
          
        
        6510000.000000000000
        PA
        USD
        7694075.910000000000
        0.1345511892
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK16
        065405AJ1
        
          
          
        
        80461408.960000000000
        PA
        USD
        4810449.700000000000
        0.0841233873
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-15
          Variable
          .959135000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK20
        06540AAB7
        
          
          
        
        2100000.000000000000
        PA
        USD
        2269672.440000000000
        0.0396912026
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-09-15
          Fixed
          2.933000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK21
        06540BAA7
        
          
          
        
        18699333.000000000000
        PA
        USD
        1527239.970000000000
        0.0267078148
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-17
          Variable
          1.112283000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK21
        06540BBA6
        
          
          
        
        11582000.000000000000
        PA
        USD
        12503433.810000000000
        0.2186554835
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-17
          Fixed
          2.808000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CA UNIF SCH DIST
        N/A
        Los Angeles Unified School District/CA
        544646XZ0
        
          
        
        12605000.000000000000
        PA
        USD
        16884142.880000000000
        0.2952637236
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-07-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CNTY CA MET TRANSP
        54930051IHTXE1N9RB42
        Los Angeles County Metropolitan Transportation Authority
        5447122H4
        
          
          
        
        12775000.000000000000
        PA
        USD
        16665147.190000000000
        0.2914340070
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-06-01
          Fixed
          5.735000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FULLERTON CA PUBLIC FING AUTH
        N/A
        Fullerton Public Financing Authority
        35981TAB1
        
          
          
        
        1380000.000000000000
        PA
        USD
        1764016.330000000000
        0.0308484733
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-05-01
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        GS Mortgage Securities Corp II
        36192RAG7
        
          
          
        
        6608000.000000000000
        PA
        USD
        6596081.810000000000
        0.1153498694
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-05
          Fixed
          3.255000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK26
        06540JAZ5
        
          
          
        
        5200000.000000000000
        PA
        USD
        5327968.880000000000
        0.0931735737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          2.041000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK26
        06540JBN1
        
          
          
        
        226593000.000000000000
        PA
        USD
        11368759.950000000000
        0.1988127215
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Variable
          .600988000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2003-5F
        36228FTD8
        
          
          
        
        1661052.610000000000
        PA
        USD
        1669569.490000000000
        0.0291968214
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-08-25
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-15
        3622E8AE5
        
          
          
        
        2257273.990000000000
        PA
        USD
        916778.510000000000
        0.0160322877
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          6.691650000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOUISIANA ST GAS & FUELS TAX R
        N/A
        State of Louisiana Gasoline & Fuels Tax Revenue
        546475TZ7
        
          
        
        7000000.000000000000
        PA
        USD
        6767712.700000000000
        0.1183512877
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.230000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOUISIANA ST GAS & FUELS TAX R
        N/A
        State of Louisiana Gasoline & Fuels Tax Revenue
        546475UA0
        
          
        
        5500000.000000000000
        PA
        USD
        5318749.150000000000
        0.0930123424
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOUISIANA ST GAS & FUELS TAX R
        N/A
        State of Louisiana Gasoline & Fuels Tax Revenue
        546475UT9
        
          
        
        8000000.000000000000
        PA
        USD
        7879336.000000000000
        0.1377909500
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-05-01
          Fixed
          2.830000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOUISIANA ST HIGHWAY IMPT REVE
        N/A
        State of Louisiana
        546486CC3
        
          
        
        2500000.000000000000
        PA
        USD
        2442284.750000000000
        0.0427097836
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-06-15
          Fixed
          1.742000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2006-18
        3622ELAG1
        
          
          
        
        1853930.600000000000
        PA
        USD
        708286.580000000000
        0.0123862570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Variable
          5.681590000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2006-2F
        362334BN3
        
          
          
        
        624526.860000000000
        PA
        USD
        641484.390000000000
        0.0112180447
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-6F
        362341DQ9
        
          
        
        133535.830000000000
        PA
        USD
        137114.510000000000
        0.0023978085
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-AR4
        362341FQ7
        
          
          
        
        239906.140000000000
        PA
        USD
        225114.150000000000
        0.0039367140
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          3.374679000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOUISIANA ST HIGHWAY IMPT REVE
        N/A
        State of Louisiana
        546486CD1
        
          
        
        1900000.000000000000
        PA
        USD
        1843785.270000000000
        0.0322434433
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-15
          Fixed
          1.792000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWER COLORADO RIVER TX AUTH T
        549300QJFPW2NNBYR215
        Lower Colorado River Authority
        54811BVA6
        
          
        
        7160000.000000000000
        PA
        USD
        8916863.520000000000
        0.1559348523
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWER COLORADO RIVER TX AUTH T
        549300QJFPW2NNBYR215
        Lower Colorado River Authority
        54811BVB4
        
          
        
        10210000.000000000000
        PA
        USD
        12651869.550000000000
        0.2212512735
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWER COLORADO RIVER TX AUTH T
        549300QJFPW2NNBYR215
        Lower Colorado River Authority
        54811BWW7
        
          
        
        8875000.000000000000
        PA
        USD
        11268489.880000000000
        0.1970592351
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-AR5
        362341LF4
        
          
          
        
        369075.640000000000
        PA
        USD
        357772.400000000000
        0.0062565931
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Variable
          3.249904000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-7F
        362341NB1
        
          
          
        
        25299.910000000000
        PA
        USD
        26461.820000000000
        0.0004627546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-AR7
        362341XG9
        
          
          
        
        733217.350000000000
        PA
        USD
        732875.740000000000
        0.0128162633
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          2.856086000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2004-15F
        36242DQX4
        
          
          
        
        1733412.500000000000
        PA
        USD
        1829952.830000000000
        0.0320015467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Trust
        36242DSV6
        
          
          
        
        2050000.000000000000
        PA
        USD
        2000144.410000000000
        0.0349777949
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Variable
          6.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-1F
        36242DVJ9
        
          
          
        
        20848.760000000000
        PA
        USD
        21136.800000000000
        0.0003696326
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK24
        06540VBD6
        
          
          
        
        174693000.000000000000
        PA
        USD
        3110531.150000000000
        0.0543958326
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-11-15
          Variable
          .185559000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK28
        06540YAP4
        
          
        
        29969467.000000000000
        PA
        USD
        2486542.700000000000
        0.0434837505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Variable
          .971159000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK31
        06541ABA7
        
          
        
        7250000.000000000000
        PA
        USD
        7308846.800000000000
        0.1278144432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          1.739000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK33
        06541CBE5
        
          
        
        12599000.000000000000
        PA
        USD
        12993341.140000000000
        0.2272228039
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-05-15
          Fixed
          2.218000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSR Mortgage Loan Trust
        N/A
        GSR Mortgage Loan Trust 2005-4F
        36242DW33
        
          
          
        
        49018.070000000000
        PA
        USD
        49004.790000000000
        0.0008569779
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2500-12-31
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAA Home Equity Trust
        N/A
        GSAA Home Equity Trust 2007-7
        36249BAB6
        
          
          
        
        1521178.080000000000
        PA
        USD
        1500423.130000000000
        0.0262388517
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          .451630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK23
        06541RBD4
        
          
          
        
        238421000.000000000000
        PA
        USD
        3845539.990000000000
        0.0672493987
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Variable
          .176506000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK29
        06541TBM0
        
          
        
        132417000.000000000000
        PA
        USD
        7459354.170000000000
        0.1304464611
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Variable
          .653785000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK30
        06541UAJ5
        
          
        
        3950000.000000000000
        PA
        USD
        3608955.820000000000
        0.0631121012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-15
          Variable
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK30
        06541UCK0
        
          
        
        2450000.000000000000
        PA
        USD
        2426815.410000000000
        0.0424392615
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-15
          Variable
          2.757000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MB FINANCIAL BANK NA
        YJMYTIGWK1HM7EQ06C15
        MB Financial Bank NA
        55266CXM3
        
          
          
        
        3000000.000000000000
        PA
        USD
        3111635.670000000000
        0.0544151480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Securitization Tru
        N/A
        MASTR Asset Securitization Trust 2006-2
        55274QAK1
        
          
          
        
        1576983.240000000000
        PA
        USD
        1339818.520000000000
        0.0234302569
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Floating
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK32
        06542BAJ6
        
          
        
        5000000.000000000000
        PA
        USD
        4592101.500000000000
        0.0803049937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK32
        06542BBA4
        
          
        
        10727500.000000000000
        PA
        USD
        11113463.650000000000
        0.1943481930
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          2.332000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANNER CORP
        N/A
        Banner Corp
        06652VAA7
        
          
        
        5000000.000000000000
        PA
        USD
        5026442.700000000000
        0.0879005940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Variable
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAPTIST HLTH SO FLOR INC
        K6I7TB5M0RZYIMZN1Q07
        Baptist Health South Florida Inc
        066836AA5
        
          
          
        
        645000.000000000000
        PA
        USD
        650565.630000000000
        0.0113768541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-08-15
          Fixed
          4.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300L45M7638EL0H21
        GS Mortgage Securities Corp II
        36250GAU9
        
          
          
        
        2960000.000000000000
        PA
        USD
        3178411.590000000000
        0.0555829009
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-05-10
          Variable
          4.029094000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        54930066YOFVQE068N73
        GS Mortgage Securities Trust 2015-GC32
        36250PAJ4
        
          
          
        
        5100000.000000000000
        PA
        USD
        5603029.830000000000
        0.0979837391
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Variable
          4.411883000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Basswood Park CLO Ltd
        5493005HSAGIQZIVAS94
        Basswood Park CLO Ltd
        070252AC5
        
          
        
        5625000.000000000000
        PA
        USD
        5583133.130000000000
        0.0976357929
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.610620000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM 26 Ltd
        50200FAE9
        
          
          
        
        7900000.000000000000
        PA
        USD
        7880605.500000000000
        0.1378131505
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.588250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAH3
        
          
        
        5000000.000000000000
        PA
        USD
        5192400.000000000000
        0.0908027946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI Inc
        55354GAM2
        
          
        
        5000000.000000000000
        PA
        USD
        5052100.000000000000
        0.0883492795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        M-S-R CA ENERGY AUTH GAS REVEN
        549300UEMSS1JTK5YB98
        M-S-R Energy Authority
        55374SAE0
        
          
          
        
        3500000.000000000000
        PA
        USD
        5537659.050000000000
        0.0968405588
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-11-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300NJNSVWVLHGRY73
        Magnetite VIII Ltd
        55952YAV9
        
          
          
        
        3900000.000000000000
        PA
        USD
        3899941.500000000000
        0.0682007525
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          3.083750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        GS Mortgage Securities Corp II
        36250SAP4
        
          
          
        
        24049000.000000000000
        PA
        USD
        2236619.530000000000
        0.0391131854
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-10
          Variable
          1.410122000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2016-GS3
        36251PAJ3
        
          
          
        
        10417000.000000000000
        PA
        USD
        10845614.760000000000
        0.1896641495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-10
          Variable
          3.395000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC38
        36252SAC1
        
          
          
        
        20916000.000000000000
        PA
        USD
        2680042.380000000000
        0.0468676022
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-02-10
          Variable
          1.834471000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2017-GS8
        36254KAR3
        
          
          
        
        44642000.000000000000
        PA
        USD
        1067908.070000000000
        0.0186751863
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-10
          Variable
          .382625000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300B3V0K3DX0M2K31
        Magnetite XV Ltd
        55953MAW2
        
          
        
        2000000.000000000000
        PA
        USD
        1998786.000000000000
        0.0349540395
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-25
          Floating
          2.925750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300WG00K34O9YA435
        Magnetite XXIII Ltd
        55954RAA8
        
          
        
        2750000.000000000000
        PA
        USD
        2769835.750000000000
        0.0484378759
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-25
          Floating
          6.925750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300P6T1S83Z2MDF55
        Magnetite XXIV Ltd
        55954WAE9
        
          
        
        6000000.000000000000
        PA
        USD
        6043392.000000000000
        0.1056846319
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          2.733750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300P6T1S83Z2MDF55
        Magnetite XXIV Ltd
        55954WAG4
        
          
        
        1700000.000000000000
        PA
        USD
        1717000.000000000000
        0.0300262689
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          3.983750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2017-FARM
        36254XAA2
        
          
          
        
        4135000.000000000000
        PA
        USD
        4565933.160000000000
        0.0798473714
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-01-10
          Variable
          3.540600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC40
        36257HAC0
        
          
          
        
        5920000.000000000000
        PA
        USD
        518556.480000000000
        0.0090683263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-10
          Variable
          1.159538000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-1
        36258XAA8
        
          
          
        
        3396145.800000000000
        PA
        USD
        3418628.960000000000
        0.0597837346
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.170000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC39
        36260JAG2
        
          
          
        
        69588000.000000000000
        PA
        USD
        3336876.820000000000
        0.0583540830
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-10
          Variable
          .637300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300F7COUCG1RROP29
        Magnetite XXVI Ltd
        55954YAG0
        
          
        
        1500000.000000000000
        PA
        USD
        1505250.000000000000
        0.0263232622
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          4.743750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        5493003N6WY184N72D84
        Magnetite XXVII Ltd
        55955EAJ7
        
          
        
        2750000.000000000000
        PA
        USD
        2758008.000000000000
        0.0482310365
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-20
          Floating
          4.188250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        5493003N6WY184N72D84
        Magnetite XXVII Ltd
        55955FAA3
        
          
        
        5250000.000000000000
        PA
        USD
        5266065.000000000000
        0.0920910213
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-07-20
          Floating
          7.668250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        54930077HHZ1QV5CPQ30
        Magnetite XXVIII Ltd
        55955MAA8
        
          
        
        2000000.000000000000
        PA
        USD
        2015110.000000000000
        0.0352395076
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-25
          Floating
          7.255750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARYLAND ST DEPT OF TRANSPRTN
        N/A
        State of Maryland Department of Transportation
        57421FAH0
        
          
        
        2040000.000000000000
        PA
        USD
        1982178.650000000000
        0.0346636162
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-08-01
          Fixed
          1.686000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARYLAND ST STADIUM AUTH REVEN
        549300VA283TTQRDNF71
        Maryland Stadium Authority
        574296CN7
        
          
        
        7000000.000000000000
        PA
        USD
        6932746.800000000000
        0.1212373438
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-05-01
          Fixed
          2.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GC39
        36260JAN7
        
          
          
        
        8215000.000000000000
        PA
        USD
        938020.740000000000
        0.0164037641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-10
          Variable
          1.624313000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2019-GSA1
        36261PAV4
        
          
          
        
        72875381.720000000000
        PA
        USD
        4342345.210000000000
        0.0759373470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-10
          Variable
          .829552000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARYLAND ST STADIUM AUTH REVEN
        549300VA283TTQRDNF71
        Maryland Stadium Authority
        574296CR8
        
          
        
        7000000.000000000000
        PA
        USD
        10339064.400000000000
        0.1808057818
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST BAY TRANSPRTN
        549300D2U0XBUXGX8P68
        Massachusetts Bay Transportation Authority
        575579M53
        
          
        
        8795000.000000000000
        PA
        USD
        9055033.850000000000
        0.1583511246
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-07-01
          Fixed
          2.235000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2020-GSA2
        36264KAY6
        
          
        
        73324000.000000000000
        PA
        USD
        5964672.760000000000
        0.1043080186
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-12
          Variable
          .940822000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINESVILLE FL PENSN OBLG REVE
        N/A
        City of Gainesville FL
        362832AZ0
        
          
          
        
        4610000.000000000000
        PA
        USD
        4106088.280000000000
        0.0718057721
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-10-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST EDUCTNL FING
        5493007K5OP7V6CL0Y88
        Massachusetts Educational Financing Authority
        57563RPK9
        
          
          
        
        450000.000000000000
        PA
        USD
        487046.250000000000
        0.0085172869
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          3.831000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST EDUCTNL FING
        5493007K5OP7V6CL0Y88
        Massachusetts Educational Financing Authority
        57563RQH5
        
          
          
        
        2000000.000000000000
        PA
        USD
        2175648.600000000000
        0.0380469480
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-07-01
          Fixed
          3.455000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINESVILLE FL PENSN OBLG REVE
        N/A
        City of Gainesville FL
        362832BA4
        
          
          
        
        1300000.000000000000
        PA
        USD
        1118326.950000000000
        0.0195568932
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-10-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAINESVILLE FL UTILITIES SYS R
        N/A
        City of Gainesville FL Utilities System Revenue
        362848UQ4
        
          
          
        
        7000000.000000000000
        PA
        USD
        8810230.800000000000
        0.1540700982
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Galaxy CLO Ltd
        5493000B2531UL3WQV87
        Galaxy XIX CLO Ltd
        36319QBQ4
        
          
        
        4000000.000000000000
        PA
        USD
        3999984.000000000000
        0.0699502592
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-24
          Floating
          1.575750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATEWAY CA UNIF SCH DIST
        N/A
        Gateway Unified School District/CA
        36759RBZ9
        
          
        
        2315000.000000000000
        PA
        USD
        1804217.940000000000
        0.0315515043
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATEWAY CA UNIF SCH DIST
        N/A
        Gateway Unified School District/CA
        36759RCB1
        
          
        
        2315000.000000000000
        PA
        USD
        1702441.050000000000
        0.0297716673
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GATEWAY CA UNIF SCH DIST
        N/A
        Gateway Unified School District/CA
        36759RCC9
        
          
        
        2315000.000000000000
        PA
        USD
        1651586.750000000000
        0.0288823458
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST
        5493001N1YCXNI1O7K10
        Commonwealth of Massachusetts
        57582RD52
        
          
        
        8590000.000000000000
        PA
        USD
        11080969.430000000000
        0.1937799460
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST
        5493001N1YCXNI1O7K10
        Commonwealth of Massachusetts
        57582RK39
        
          
        
        8000000.000000000000
        PA
        USD
        10395084.000000000000
        0.1817854321
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST CLG BLDG AUTH
        N/A
        Massachusetts State College Building Authority
        575832TX8
        
          
          
        
        550000.000000000000
        PA
        USD
        759927.360000000000
        0.0132893321
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.932000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST TRANSPRTN FUN
        N/A
        Commonwealth of Massachusetts Transportation Fund Revenue
        57604TAC0
        
          
          
        
        1050000.000000000000
        PA
        USD
        1305943.280000000000
        0.0228378591
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          5.631000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCS IN SCH BLDG CORP ONE
        N/A
        GCS School Building Corp One
        36828VHH1
        
          
        
        2100000.000000000000
        PA
        USD
        2644210.800000000000
        0.0462409927
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GDB DEBT RECOVERY AUTH OF CMWL
        N/A
        GDB Debt Recovery Authority of Puerto Rico
        36829QAA3
        
          
          
        
        9870336.000000000000
        PA
        USD
        8710571.520000000000
        0.1523272931
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2040-08-20
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST TRANSPRTN FUN
        N/A
        Commonwealth of Massachusetts Transportation Fund Revenue
        57604THJ8
        
          
        
        5000000.000000000000
        PA
        USD
        6349307.000000000000
        0.1110343617
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS ST WTR RESOURCES
        549300GBS2G3YGHOYO19
        Massachusetts Water Resources Authority
        576051XN1
        
          
        
        5000000.000000000000
        PA
        USD
        6476513.500000000000
        0.1132589025
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        General Dynamics Corp
        369550BP2
        
          
        
        10000000.000000000000
        PA
        USD
        10114814.700000000000
        0.1768841850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILBERT PARK CLO LTD
        N/A
        Gilbert Park CLO Ltd
        375415AG1
        
          
        
        8475000.000000000000
        PA
        USD
        8488432.880000000000
        0.1484426137
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          3.133750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Issuer Trust 2020-2
        38014RAC8
        
          
        
        4500000.000000000000
        PA
        USD
        4676014.800000000000
        0.0817724389
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-16
          Fixed
          3.160000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300BE2068MP2P8N06
        Goldentree Loan Management US CLO 1 Ltd
        38136FBJ1
        
          
        
        6250000.000000000000
        PA
        USD
        6228825.000000000000
        0.1089274165
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.699960000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300UYD6YMBA6XSE43
        Goldentree Loan Management US Clo 2 Ltd
        38136MAG3
        
          
        
        8750000.000000000000
        PA
        USD
        8758408.750000000000
        0.1531638531
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-28
          Floating
          1.638250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300LOEERRNVSKVY31
        Goldentree Loan Management US Clo 8 Ltd
        38136NAA4
        
          
        
        833333.330000000000
        PA
        USD
        833333.330000000000
        0.0145730289
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.038250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300LOEERRNVSKVY31
        Goldentree Loan Management US Clo 8 Ltd
        38136NAE6
        
          
        
        7000000.000000000000
        PA
        USD
        7036876.000000000000
        0.1230583172
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          2.938250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300UYD6YMBA6XSE43
        Goldentree Loan Management US Clo 2 Ltd
        38136PAA9
        
          
        
        1725000.000000000000
        PA
        USD
        1663700.400000000000
        0.0290941849
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-28
          Floating
          4.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Opportunities
        549300ZH5R2TCUAYC824
        Goldentree Loan Opportunities XI Ltd
        38137HCA4
        
          
        
        2250000.000000000000
        PA
        USD
        2225205.000000000000
        0.0389135723
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-18
          Floating
          2.589750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Opportunities
        549300IGEA8MXF2YEF61
        Goldentree Loan Opportunities X Ltd
        38137PAS9
        
          
          
        
        3250000.000000000000
        PA
        USD
        3251563.250000000000
        0.0568621505
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.638250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgage
        N/A
        MASTR Adjustable Rate Mortgages Trust 2004-4
        576433LZ7
        
          
          
        
        100432.560000000000
        PA
        USD
        99860.500000000000
        0.0017463239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-05-25
          Variable
          2.217854000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Adjustable Rate Mortgage
        N/A
        MASTR Adjustable Rate Mortgages Trust 2005-1
        576433XE1
        
          
          
        
        153522.120000000000
        PA
        USD
        158658.050000000000
        0.0027745540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          2.659993000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300H67V5FL4RU1Z53
        Goldentree Loan Management US Clo 4 Ltd
        38137YAS0
        
          
        
        5350000.000000000000
        PA
        USD
        5349989.300000000000
        0.0935586588
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-24
          Floating
          1.755130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300TB55YBQBSW5Z77
        Goldentree Loan Management US Clo 3 Ltd
        38138BAG5
        
          
          
        
        7865000.000000000000
        PA
        USD
        7877096.370000000000
        0.1377517842
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-20
          Floating
          1.738250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2003-5
        576434FU3
        
          
          
        
        841020.560000000000
        PA
        USD
        849888.450000000000
        0.0148625388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          5.931234000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2003-7
        576434HG2
        
          
          
        
        191197.810000000000
        PA
        USD
        198605.230000000000
        0.0034731357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-11-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2005-2
        576434K78
        
          
          
        
        2000000.000000000000
        PA
        USD
        2257016.400000000000
        0.0394698784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2004-6
        576434SL9
        
          
          
        
        232495.070000000000
        PA
        USD
        237241.640000000000
        0.0041487951
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300TB55YBQBSW5Z77
        Goldentree Loan Management US Clo 3 Ltd
        38138BAL4
        
          
          
        
        6300000.000000000000
        PA
        USD
        6314206.500000000000
        0.1104205370
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-20
          Floating
          2.088250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300H67V5FL4RU1Z53
        Goldentree Loan Management US Clo 4 Ltd
        38138CAA6
        
          
        
        8150000.000000000000
        PA
        USD
        7813519.100000000000
        0.1366399681
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-24
          Floating
          4.925750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2004-6
        576434SN5
        
          
          
        
        212265.930000000000
        PA
        USD
        221822.610000000000
        0.0038791528
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2005-6
        576434V68
        
          
          
        
        410988.320000000000
        PA
        USD
        371351.410000000000
        0.0064940578
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300DO8S88M0JNL340
        Goldentree Loan Management US Clo 7 Ltd
        38138LAN8
        
          
        
        5750000.000000000000
        PA
        USD
        5770320.500000000000
        0.1009092573
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        Golub Capital Partners CLO Ltd
        38176VAA7
        
          
          
        
        15000000.000000000000
        PA
        USD
        15026760.000000000000
        0.2627824902
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-05-05
          Floating
          1.856380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLUB CAPITAL BDC 3 CLO 1 LLC
        254900GKK16EMNSQ3D94
        Golub Capital BDC 3 CLO 1 LLC
        38177XAE4
        
          
        
        7000000.000000000000
        PA
        USD
        6999832.000000000000
        0.1224105053
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.910710000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT LAKES MI WTR AUTH SEWAGE
        N/A
        Great Lakes Water Authority Sewage Disposal System Revenue
        39081HCQ3
        
          
        
        3500000.000000000000
        PA
        USD
        3591598.150000000000
        0.0628085566
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-07-01
          Fixed
          2.365000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2004-11
        576434XB5
        
          
          
        
        695729.330000000000
        PA
        USD
        742131.140000000000
        0.0129781183
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-10-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Securitization Tru
        N/A
        MASTR Asset Securitization Trust 2006-1
        57643MMM3
        
          
          
        
        657592.330000000000
        PA
        USD
        129984.570000000000
        0.0022731227
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          .541630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Alternative Loans Trust
        N/A
        MASTR Alternative Loan Trust 2006-3
        57645DAH5
        
          
          
        
        1161388.460000000000
        PA
        USD
        638918.810000000000
        0.0111731788
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED CENTER GA HOSP AUTH
        N/A
        Medical Center Hospital Authority
        584521EM6
        
          
          
        
        7520000.000000000000
        PA
        USD
        7912780.130000000000
        0.1383758087
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-08-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT LAKES MI WTR AUTH SEWAGE
        N/A
        Great Lakes Water Authority Sewage Disposal System Revenue
        39081HCV2
        
          
        
        1465000.000000000000
        PA
        USD
        1527846.890000000000
        0.0267184284
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-07-01
          Fixed
          3.056000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREAT SOUTHERN BANK
        1TMVIO1SD0RLIPEIW803
        Great Southern Bank
        390905AC1
        
          
        
        4000000.000000000000
        PA
        USD
        4363748.440000000000
        0.0763116388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Variable
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEMORIAL HEALTH SERVICES
        549300FTIZOMIONZZ882
        Memorial Health Services
        58601VAA0
        
          
          
        
        575000.000000000000
        PA
        USD
        591426.470000000000
        0.0103426501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-01
          Fixed
          3.496000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEMORIAL HEALTH SERVICES
        549300FTIZOMIONZZ882
        Memorial Health Services
        58601VAC6
        
          
          
        
        9820000.000000000000
        PA
        USD
        10384511.830000000000
        0.1816005499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.447000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        Greenwood Park CLO Ltd
        39729TAA2
        
          
        
        1750000.000000000000
        PA
        USD
        1684459.000000000000
        0.0294572037
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          5.133750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREER SC COMB UTILITY SYS
        N/A
        Commission of Public Works City of Greer
        397478GL6
        
          
          
        
        2000000.000000000000
        PA
        USD
        2739625.200000000000
        0.0479095648
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEMPHIS-SHELBY CNTY TN ARPT AU
        N/A
        Memphis-Shelby County Airport Authority
        586111PM2
        
          
        
        7000000.000000000000
        PA
        USD
        8936286.800000000000
        0.1562745195
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCER CNTY NJ IMPT AUTH
        N/A
        Mercer County Improvement Authority/The
        5878446W6
        
          
          
        
        4880000.000000000000
        PA
        USD
        7257766.340000000000
        0.1269211668
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-12-01
          Fixed
          8.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grippen Park CLO LTD
        549300P7KR0IARP7PG22
        Grippen Park CLO Ltd
        39862DAA4
        
          
        
        1150000.000000000000
        PA
        USD
        1141375.000000000000
        0.0199599491
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-20
          Floating
          5.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grippen Park CLO LTD
        549300P7KR0IARP7PG22
        Grippen Park Clo Ltd
        39862EAB0
        
          
          
        
        3000000.000000000000
        PA
        USD
        3002550.000000000000
        0.0525074977
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-20
          Floating
          1.838250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLCC Mortgage Investors Inc
        N/A
        Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D
        59020UGG4
        
          
          
        
        742526.460000000000
        PA
        USD
        726238.030000000000
        0.0127001854
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-09-25
          Floating
          .923750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7
        59020UH32
        
          
          
        
        5738596.560000000000
        PA
        USD
        5346908.650000000000
        0.0935047855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          3.167950000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grippen Park CLO LTD
        549300P7KR0IARP7PG22
        Grippen Park CLO Ltd
        39862EAD6
        
          
        
        7350000.000000000000
        PA
        USD
        7357408.800000000000
        0.1286636777
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-20
          Floating
          3.488250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HACKENSACK MERIDIAN HLTH
        5493001CB3OCWTEJY668
        Hackensack Meridian Health Inc
        404530AC1
        
          
        
        9920000.000000000000
        PA
        USD
        9439671.720000000000
        0.1650775311
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          2.675000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAMILTON CNTY OH HOSP FACS REV
        549300TO1E3N4E4YIO28
        County of Hamilton OH
        407272W25
        
          
        
        10880000.000000000000
        PA
        USD
        17062948.420000000000
        0.2983906096
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-11-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAMILTON CNTY OH HLTH CARE FAC
        549300TO1E3N4E4YIO28
        County of Hamilton OH
        40727TDK7
        
          
          
        
        8000000.000000000000
        PA
        USD
        8284960.800000000000
        0.1448843683
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.756000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWNIT Mortgage Loan Asset-Back
        N/A
        Ownit Mortgage Loan Trust Series 2005-1
        59020USF3
        
          
          
        
        3024021.830000000000
        PA
        USD
        3030264.620000000000
        0.0529921608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Floating
          1.186630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5
        59020UYT6
        
          
          
        
        385850.880000000000
        PA
        USD
        393233.250000000000
        0.0068767194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Variable
          2.975071000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        Merrill Lynch Mortgage Investors Trust Series 2006-F1
        590218AA1
        
          
          
        
        2618636.420000000000
        PA
        USD
        1867116.830000000000
        0.0326514571
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLCC Mortgage Investors Inc
        N/A
        Merrill Lynch Mortgage Investors Trust Series MLCC 2006-3
        59023PAB9
        
          
          
        
        675943.500000000000
        PA
        USD
        644574.520000000000
        0.0112720838
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          2.191177000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET WASHINGTON DC ARPTS AUTH D
        N/A
        Metropolitan Washington Airports Authority Dulles Toll Road Revenue
        592643BS8
        
          
          
        
        10200000.000000000000
        PA
        USD
        17654043.720000000000
        0.3087274683
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-10-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIAMI-DADE CNTY FL PROFESSIONA
        549300QG0NBD9HULR263
        County of Miami-Dade FL
        59333HCD6
        
          
          
        
        1550000.000000000000
        PA
        USD
        2257472.390000000000
        0.0394778526
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-10-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAMPTON ROADS VA TRANSPRTN ACC
        N/A
        Hampton Roads Transportation Accountability Commission
        409328AQ4
        
          
        
        17770000.000000000000
        PA
        USD
        22940424.950000000000
        0.4011737724
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        HarborView Mortgage Loan Trust 2006-6
        41161UAE2
        
          
          
        
        2868144.280000000000
        PA
        USD
        2844930.950000000000
        0.0497511133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-19
          Variable
          3.122187000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Harriman Park CLO
        N/A
        Harriman Park CLO LTD
        413717AS8
        
          
        
        7500000.000000000000
        PA
        USD
        7499970.000000000000
        0.1311567359
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.777130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARRIS CNTY TX MET TRANSIT AUT
        N/A
        Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
        41422EKW2
        
          
          
        
        17015000.000000000000
        PA
        USD
        17087095.960000000000
        0.2988128930
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-11-01
          Fixed
          2.599000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIAMI-DADE CNTY FL AVIATION RE
        N/A
        County of Miami-Dade FL Aviation Revenue
        59333P4P0
        
          
          
        
        1700000.000000000000
        PA
        USD
        1882698.320000000000
        0.0329239406
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.275000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIAMI-DADE CNTY FL TRANSIT SAL
        N/A
        County of Miami-Dade FL Transit System
        59334PJF5
        
          
        
        16095000.000000000000
        PA
        USD
        15670061.420000000000
        0.2740323105
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST FIN AUTH REVENUE
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TH97
        
          
        
        14000000.000000000000
        PA
        USD
        14750393.000000000000
        0.2579494851
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-06-01
          Fixed
          3.267000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST FIN AUTH REVENUE
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TJY0
        
          
          
        
        2180000.000000000000
        PA
        USD
        2333363.650000000000
        0.0408050112
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST FIN AUTH REVENUE
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TJZ7
        
          
          
        
        7145000.000000000000
        PA
        USD
        7665795.480000000000
        0.1340566314
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-11-01
          Fixed
          2.710000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST FIN AUTH REVENUE
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TKN2
        
          
          
        
        3000000.000000000000
        PA
        USD
        3231047.700000000000
        0.0565033820
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-11-01
          Fixed
          3.610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST FIN AUTH REVENUE
        54930022O46HOX5J1D14
        Michigan Finance Authority
        59447TXW8
        
          
          
        
        5000000.000000000000
        PA
        USD
        5317634.500000000000
        0.0929928498
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-12-01
          Fixed
          3.084000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICHIGAN ST TRUNK LINE
        N/A
        State of Michigan Trunk Line Revenue
        5946952F4
        
          
        
        29230000.000000000000
        PA
        USD
        37953383.660000000000
        0.6637149107
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAII ST ARPTS SYS REVENUE
        N/A
        State of Hawaii Airports System Revenue
        419794A44
        
          
        
        11450000.000000000000
        PA
        USD
        14148335.630000000000
        0.2474209257
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HAWAII ST ARPTS SYS REVENUE
        N/A
        State of Hawaii Airports System Revenue
        419794D66
        
          
        
        10295000.000000000000
        PA
        USD
        13057917.540000000000
        0.2283520924
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918BC7
        
          
        
        6076000.000000000000
        PA
        USD
        6864355.110000000000
        0.1200413349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-12
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILWAUKEE WI REDEV AUTH REVENU
        N/A
        Milwaukee Redevelopment Authority
        60242NDP3
        
          
          
        
        1000000.000000000000
        PA
        USD
        533165.700000000000
        0.0093238070
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-04-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSISSIPPI ST DEV BANK SPL OB
        549300122LOI8CB50V38
        Mississippi Development Bank
        60534QUE9
        
          
          
        
        5735000.000000000000
        PA
        USD
        7027515.300000000000
        0.1228946207
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-10-01
          Fixed
          5.460000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSISSIPPI ST GAMING TAX REVE
        549300JRWW5RFQUB7P94
        State of Mississippi
        605638BQ7
        
          
          
        
        7925000.000000000000
        PA
        USD
        9794334.740000000000
        0.1712797485
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-10-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONA SHORES MI PUBLIC SCHS
        N/A
        Mona Shores Public Schools
        608804DS6
        
          
        
        1800000.000000000000
        PA
        USD
        2367412.920000000000
        0.0414004524
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONTGOMERY CNTY PA INDL DEV AU
        N/A
        Montgomery County Industrial Development Authority/PA
        61360PCV0
        
          
        
        10000000.000000000000
        PA
        USD
        9899390.000000000000
        0.1731169165
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-11-15
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERITAGE COMMERCE CORP
        549300CLIS851ELSR406
        Heritage Commerce Corp
        426927AD1
        
          
          
        
        3935000.000000000000
        PA
        USD
        3950057.000000000000
        0.0690771540
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLTOP HOLDINGS INC
        54930010TA543US0PM65
        Hilltop Holdings Inc
        432748AE1
        
          
        
        9000000.000000000000
        PA
        USD
        10258432.380000000000
        0.1793957185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-05-15
          Variable
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
        61690AAB0
        
          
        
        3582785.250000000000
        PA
        USD
        3789305.590000000000
        0.0662659921
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          3.557000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27
        61690AAH7
        
          
          
        
        3000000.000000000000
        PA
        USD
        3290372.400000000000
        0.0575408307
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Variable
          4.507759000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076AS1
        
          
          
        
        5000000.000000000000
        PA
        USD
        6963017.600000000000
        0.1217667085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-16
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CF7
        
          
        
        10000000.000000000000
        PA
        USD
        9387503.300000000000
        0.1641652289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23
        61690QAH2
        
          
          
        
        3845000.000000000000
        PA
        USD
        4126766.600000000000
        0.0721673870
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Variable
          4.144154000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2016-BNK2
        61690YBW1
        
          
          
        
        58680000.000000000000
        PA
        USD
        1650263.510000000000
        0.0288592055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-15
          Variable
          .540491000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2019-1 Trust
        43731QAA6
        
          
          
        
        2720653.790000000000
        PA
        USD
        2794681.420000000000
        0.0488723679
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-09-17
          Fixed
          2.908000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2019-2 Trust
        43732TAA9
        
          
          
        
        3599970.360000000000
        PA
        USD
        3748847.850000000000
        0.0655584819
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-10-19
          Fixed
          2.703000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Homebanc Mortgage Trust
        N/A
        HomeBanc Mortgage Trust 2006-1
        43739ECT2
        
          
          
        
        8418.260000000000
        PA
        USD
        9073.630000000000
        0.0001586763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Variable
          2.597605000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORMEL FOODS CORP
        MSD54751OJP1FS2ND863
        Hormel Foods Corp
        440452AH3
        
          
        
        10000000.000000000000
        PA
        USD
        10002403.600000000000
        0.1749183807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-03
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX
        549300C64URYS0WQQY42
        City of Houston TX
        442331HW7
        
          
          
        
        4900000.000000000000
        PA
        USD
        6489337.050000000000
        0.1134831561
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-03-01
          Fixed
          5.508000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX
        549300C64URYS0WQQY42
        City of Houston TX
        442331QN7
        
          
          
        
        920000.000000000000
        PA
        USD
        1153885.710000000000
        0.0201787318
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-03-01
          Fixed
          6.290000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX ARPT SYS REVENUE
        N/A
        City of Houston TX Airport System Revenue
        442348P36
        
          
          
        
        2085000.000000000000
        PA
        USD
        2424451.970000000000
        0.0423979305
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          6.880000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX ARPT SYS REVENUE
        N/A
        City of Houston TX Airport System Revenue
        442349ET9
        
          
        
        15000000.000000000000
        PA
        USD
        15176359.500000000000
        0.2653986317
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-07-01
          Fixed
          2.385000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOUSTON TX UTILITY SYS REVENUE
        N/A
        City of Houston TX Combined Utility System Revenue
        44244CXH5
        
          
        
        2000000.000000000000
        PA
        USD
        2558184.600000000000
        0.0447365979
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-11-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANGOOD CALIFORNIA
        N/A
        HumanGood California Obligated Group
        44487HAA0
        
          
          
        
        5740000.000000000000
        PA
        USD
        5854006.620000000000
        0.1023727296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNTINGTON BEACH CA PENSN OBLI
        N/A
        City of Huntington Beach CA
        446201AK1
        
          
        
        4000000.000000000000
        PA
        USD
        4084206.000000000000
        0.0714231027
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.453000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST FIN AUTH REVENUE
        549300ZG6UBPNNNRN315
        Illinois Finance Authority
        45204FED3
        
          
        
        7000000.000000000000
        PA
        USD
        6864680.900000000000
        0.1200470322
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-05-15
          Fixed
          3.510000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        54930048FV8RWPR02D67
        State of Illinois
        452152F48
        
          
          
        
        3000000.000000000000
        PA
        USD
        3765593.100000000000
        0.0658513167
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-01-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac CMB Trust
        N/A
        Impac CMB Trust Series 2005-5
        45254NPW1
        
          
          
        
        685323.800000000000
        PA
        USD
        695829.810000000000
        0.0121684176
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac Secured Assets Corp.
        N/A
        Impac Secured Assets CMN Owner Trust
        45254TLD4
        
          
          
        
        1227531.320000000000
        PA
        USD
        1263951.190000000000
        0.0221035167
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-04-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impac Secured Assets Corp.
        N/A
        Impac Secured Assets CMN Owner Trust
        45254TPL2
        
          
          
        
        619226.460000000000
        PA
        USD
        630379.780000000000
        0.0110238513
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          4.541817000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corp
        549300F8C2GVHBFFH173
        AMMC CLO 18 Ltd
        001746AN6
        
          
        
        2736617.370000000000
        PA
        USD
        2737539.610000000000
        0.0478730928
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-26
          Floating
          1.240880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corp
        549300ZW9D4NPX7LOC22
        AMMC CLO 22 Ltd
        00177HAC3
        
          
          
        
        9750000.000000000000
        PA
        USD
        9721344.750000000000
        0.1700033262
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-25
          Floating
          1.625750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corp
        549300LDRXVT7PCHV066
        Ammc Clo 20 Ltd
        00177TAC7
        
          
        
        1650000.000000000000
        PA
        USD
        1649991.750000000000
        0.0288544531
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-17
          Floating
          1.789750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        549300BC3E2Y44TL8536
        Ares XXVII CLO Ltd
        00190YAV7
        
          
          
        
        2000000.000000000000
        PA
        USD
        2004150.000000000000
        0.0350478432
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-28
          Floating
          2.584000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adjustable Rate Mortgage Trust
        N/A
        Adjustable Rate Mortgage Trust 2006-2
        007034AA9
        
          
          
        
        1085212.190000000000
        PA
        USD
        1063557.540000000000
        0.0185991058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Variable
          3.174356000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adjustable Rate Mortgage Trust
        N/A
        Adjustable Rate Mortgage Trust 2005-3
        007036HV1
        
          
          
        
        381241.900000000000
        PA
        USD
        384065.950000000000
        0.0067164051
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          2.865634000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Adjustable Rate Mortgage Trust
        N/A
        Adjustable Rate Mortgage Trust 2005-10
        007036TK2
        
          
        
        6517647.160000000000
        PA
        USD
        5849247.450000000000
        0.1022895029
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          2.817689000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVOCATE HEALTH CORP
        549300AEHU3PPOUCIL87
        Advocate Health and Hospitals Corp
        007589AA2
        
          
          
        
        1000000.000000000000
        PA
        USD
        1120040.750000000000
        0.0195868635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.829000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00774CAB3
        
          
        
        10000000.000000000000
        PA
        USD
        11075000.000000000000
        0.1936755548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALASKA ST MUNI BOND BANK AUTH
        N/A
        Alaska Municipal Bond Bank Authority
        01179RL84
        
          
        
        5000000.000000000000
        PA
        USD
        4998867.500000000000
        0.0874183690
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          2.022000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALASKA ST MUNI BOND BANK AUTH
        N/A
        Alaska Municipal Bond Bank Authority
        01179RL92
        
          
        
        3500000.000000000000
        PA
        USD
        3502624.300000000000
        0.0612526144
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.122000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        013817AJ0
        
          
        
        10000000.000000000000
        PA
        USD
        11636450.000000000000
        0.2034939873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegany Park CLO, Ltd.
        N/A
        Allegany Park CLO Ltd
        017154AJ4
        
          
        
        5900000.000000000000
        PA
        USD
        5959000.000000000000
        0.1042088154
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          3.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-J2
        020908AE9
        
          
        
        7872273.920000000000
        PA
        USD
        7893514.890000000000
        0.1380389052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-16CB
        021460AB6
        
          
          
        
        451712.270000000000
        PA
        USD
        364120.290000000000
        0.0063676026
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-16CB
        021460AD2
        
          
        
        1183987.440000000000
        PA
        USD
        954399.250000000000
        0.0166901855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-16CB
        021460AF7
        
          
        
        1028072.850000000000
        PA
        USD
        828662.080000000000
        0.0144913398
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-14CB
        021468AD5
        
          
          
        
        2829641.310000000000
        PA
        USD
        2172644.160000000000
        0.0379944075
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-J3
        021469AM3
        
          
          
        
        582223.640000000000
        PA
        USD
        577091.920000000000
        0.0100919727
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-24CB
        02146TAL1
        
          
        
        4810397.190000000000
        PA
        USD
        3766236.500000000000
        0.0658625683
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-24CB
        02146TAM9
        
          
          
        
        2984073.970000000000
        PA
        USD
        2336341.030000000000
        0.0408570786
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-30T1
        02146VAN2
        
          
        
        9056599.620000000000
        PA
        USD
        4257742.950000000000
        0.0744578535
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-19CB
        02147QAD4
        
          
          
        
        1210652.880000000000
        PA
        USD
        987276.410000000000
        0.0172651292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-19CB
        02147QAQ5
        
          
          
        
        168533.010000000000
        PA
        USD
        137388.830000000000
        0.0024026057
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-19CB
        02147QAR3
        
          
          
        
        4692371.780000000000
        PA
        USD
        3828193.150000000000
        0.0669460435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-19CB
        02147QAW2
        
          
          
        
        3070729.370000000000
        PA
        USD
        2504378.780000000000
        0.0437956614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-19CB
        02147QAY8
        
          
          
        
        805381.520000000000
        PA
        USD
        428084.360000000000
        0.0074861829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          .491630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-23CB
        02147RAF7
        
          
          
        
        899848.090000000000
        PA
        USD
        910580.940000000000
        0.0159239069
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-23CB
        02147RAN0
        
          
        
        6092994.560000000000
        PA
        USD
        3156985.210000000000
        0.0552082042
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-26CB
        02147WAS8
        
          
          
        
        5827013.200000000000
        PA
        USD
        4088890.330000000000
        0.0715050206
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-32CB
        02147XAJ6
        
          
          
        
        3086502.080000000000
        PA
        USD
        2532248.720000000000
        0.0442830407
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-32CB
        02147XAK3
        
          
          
        
        1026683.650000000000
        PA
        USD
        842318.680000000000
        0.0147301614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-32CB
        02147XAL1
        
          
          
        
        3132147.510000000000
        PA
        USD
        2569697.450000000000
        0.0449379304
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-32CB
        02147XAW7
        
          
          
        
        202509.370000000000
        PA
        USD
        158499.810000000000
        0.0027717868
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust Resecuritization 2008-2R
        021482AE4
        
          
          
        
        8113715.980000000000
        PA
        USD
        5865077.490000000000
        0.1025663329
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-25
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-4CB
        02148FAF2
        
          
        
        2171224.070000000000
        PA
        USD
        2157952.460000000000
        0.0377374844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-4CB
        02148FAG0
        
          
          
        
        1633199.420000000000
        PA
        USD
        1623216.490000000000
        0.0283862171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-31CB
        02148HAG6
        
          
          
        
        253680.780000000000
        PA
        USD
        204085.810000000000
        0.0035689781
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-31CB
        02148HAH4
        
          
        
        2288111.670000000000
        PA
        USD
        1799380.170000000000
        0.0314669032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-39CB
        02148JAU1
        
          
          
        
        3123072.480000000000
        PA
        USD
        3132093.790000000000
        0.0547729122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-41CB
        02149CAG6
        
          
          
        
        630153.110000000000
        PA
        USD
        493303.830000000000
        0.0086267172
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2006-43CB
        02149FAG9
        
          
          
        
        3675145.630000000000
        PA
        USD
        2859669.040000000000
        0.0500088477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-2CB
        02149HBE9
        
          
          
        
        6930774.420000000000
        PA
        USD
        5410870.840000000000
        0.0946233329
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-8CB
        02150FAA8
        
          
        
        7244167.310000000000
        PA
        USD
        5740241.230000000000
        0.1003832420
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-8CB
        02150FAJ9
        
          
          
        
        978818.890000000000
        PA
        USD
        814599.310000000000
        0.0142454152
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-13
        02150MAA3
        
          
          
        
        2952420.150000000000
        PA
        USD
        2232450.350000000000
        0.0390402763
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        N/A
        Alternative Loan Trust 2007-23CB
        02151EAA0
        
          
        
        5011425.360000000000
        PA
        USD
        3761359.380000000000
        0.0657772790
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALVORD CA UNIF SCH DIST
        549300Q9J0UCO75DL276
        Alvord Unified School District
        022555UN4
        
          
          
        
        1975000.000000000000
        PA
        USD
        2546828.070000000000
        0.0445379990
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BY1
        
          
        
        5000000.000000000000
        PA
        USD
        5034427.700000000000
        0.0880402328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-12
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Home Mortgage Investm
        N/A
        American Home Mortgage Investment Trust 2006-2
        02660YAX0
        
          
          
        
        2820534.070000000000
        PA
        USD
        753569.420000000000
        0.0131781468
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MUNI PWR-OHIO INC OH
        EARKGGZJJEMVD66XQ486
        American Municipal Power Inc
        02765UDV3
        
          
        
        3255000.000000000000
        PA
        USD
        5282234.180000000000
        0.0923737820
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-02-15
          Fixed
          7.499000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MUNI PWR-OHIO INC OH
        EARKGGZJJEMVD66XQ486
        American Municipal Power Inc
        02765UEJ9
        
          
        
        1380000.000000000000
        PA
        USD
        2242623.510000000000
        0.0392181808
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-02-15
          Fixed
          7.834000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANCHORAGE AK PORT REVENUE
        N/A
        Municipality of Anchorage AK
        033252AA5
        
          
        
        8000000.000000000000
        PA
        USD
        9613964.800000000000
        0.1681255049
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300M5NMLBQJXUO195
        Apidos CLO XII
        03764DAJ0
        
          
        
        2000000.000000000000
        PA
        USD
        1993894.000000000000
        0.0348684900
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.583750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300M5NMLBQJXUO195
        Apidos CLO XII
        03764FAD8
        
          
        
        2650000.000000000000
        PA
        USD
        2457742.500000000000
        0.0429801031
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          5.583750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300HXW2GBYSKFE344
        Apidos CLO XV
        03764QBJ0
        
          
          
        
        5000000.000000000000
        PA
        USD
        4958070.000000000000
        0.0867049172
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          2.038250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300HXW2GBYSKFE344
        Apidos CLO XV
        03764WAG4
        
          
        
        3000000.000000000000
        PA
        USD
        2909679.000000000000
        0.0508834036
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          5.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        5493008YDOADR1DMZM86
        Apidos CLO XX
        03765LAR3
        
          
          
        
        10000000.000000000000
        PA
        USD
        10005250.000000000000
        0.1749681575
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          1.733630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        5493008YDOADR1DMZM86
        Apidos CLO XX
        03765LAV4
        
          
          
        
        1250000.000000000000
        PA
        USD
        1249991.250000000000
        0.0218593904
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          2.133630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300336HZNKBNFER56
        Apidos CLO XXI
        03765PAQ6
        
          
        
        3500000.000000000000
        PA
        USD
        3483119.500000000000
        0.0609115216
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-18
          Floating
          2.639750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        635400C39IXGGYE6DH05
        Apidos CLO XXIII
        03765YAW4
        
          
          
        
        6500000.000000000000
        PA
        USD
        6536855.000000000000
        0.1143141326
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          1.783750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300RV409NJP65MP20
        Apidos CLO XXVI
        03766FAA2
        
          
        
        4500000.000000000000
        PA
        USD
        4504621.500000000000
        0.0787751754
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-18
          Floating
          3.889750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300QCAOUF4OXOI275
        Apidos CLO XXVIII
        03767CAB6
        
          
        
        2000000.000000000000
        PA
        USD
        1986830.000000000000
        0.0347449573
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.338250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300AVJUID3QNR9M59
        Apidos CLO XXIX
        03767MAG3
        
          
          
        
        4250000.000000000000
        PA
        USD
        4252248.250000000000
        0.0743617642
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-25
          Floating
          1.725750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300AVJUID3QNR9M59
        Apidos CLO XXIX
        03767MAJ7
        
          
          
        
        7600000.000000000000
        PA
        USD
        7556117.600000000000
        0.1321386247
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-25
          Floating
          2.075750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300AVJUID3QNR9M59
        Apidos CLO XXIX
        03767MAL2
        
          
          
        
        6250000.000000000000
        PA
        USD
        6257468.750000000000
        0.1094283279
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-25
          Floating
          2.925750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300IG6PHVJ3WBR394
        Apidos CLO XXXI
        03767VAL2
        
          
        
        4000000.000000000000
        PA
        USD
        3999992.000000000000
        0.0699503991
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.705130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        N/A
        Apidos CLO XXX
        03768CAJ8
        
          
          
        
        2000000.000000000000
        PA
        USD
        1999984.000000000000
        0.0349749897
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-18
          Floating
          2.189750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300DDYHDQJDDDWB27
        Apidos CLO XXXIII
        03768MAD9
        
          
        
        4470000.000000000000
        PA
        USD
        4492524.330000000000
        0.0785636246
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-24
          Floating
          4.495750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        N/A
        Apidos CLO XXXIV
        03768WAJ4
        
          
        
        2000000.000000000000
        PA
        USD
        2019010.000000000000
        0.0353077094
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          3.839310000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833ED8
        
          
        
        20000000.000000000000
        PA
        USD
        19420623.400000000000
        0.3396207685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-08
          Fixed
          1.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EE6
        
          
        
        10000000.000000000000
        PA
        USD
        9357189.600000000000
        0.1636351139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-08
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923AL2
        
          
          
        
        4000000.000000000000
        PA
        USD
        4023252.520000000000
        0.0703571705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARBOR REALTY TRUST INC
        549300ASFUWYQO0RW077
        Arbor Realty Trust Inc
        038923AQ1
        
          
          
        
        5000000.000000000000
        PA
        USD
        4920894.650000000000
        0.0860548082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHER-DANIELS-MIDLAND C
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039482AB0
        
          
        
        10900000.000000000000
        PA
        USD
        11918859.300000000000
        0.2084326580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-27
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        ARES XLVI CLO Ltd
        04016UAJ6
        
          
          
        
        3600000.000000000000
        PA
        USD
        3600000.000000000000
        0.0629554851
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Fixed
          3.570000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        ARES XLVI CLO Ltd
        04016UAN7
        
          
          
        
        1436843.000000000000
        PA
        USD
        1422575.150000000000
        0.0248774746
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          1.883750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        5493005WFBSWHJ1WGQ35
        Ares XLVIII CLO
        04017FAC3
        
          
          
        
        7000000.000000000000
        PA
        USD
        7003472.000000000000
        0.1224741603
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.488250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        Ares XXXIR CLO Ltd
        04017TAC3
        
          
          
        
        13000000.000000000000
        PA
        USD
        12999987.000000000000
        0.2273390243
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-05-24
          Floating
          1.450130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        Ares XXXIR CLO Ltd
        04017TAE9
        
          
        
        2000000.000000000000
        PA
        USD
        1999996.000000000000
        0.0349751995
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-05-24
          Floating
          1.750130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENSION HEALTH
        N/A
        Ascension Health
        04352EAB1
        
          
        
        15000000.000000000000
        PA
        USD
        15639798.450000000000
        0.2735030827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-15
          Fixed
          3.106000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN ACHIEVE PUBLIC SC
        N/A
        Austin Achieve Public Schools Inc
        05217MAA7
        
          
        
        2000000.000000000000
        PA
        USD
        2002500.000000000000
        0.0350189886
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTIN TX ELEC UTILITY SYS REV
        N/A
        City of Austin TX Electric Utility Revenue
        052414SS9
        
          
          
        
        13250000.000000000000
        PA
        USD
        16851456.000000000000
        0.2946921074
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-11-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOMATIC DATA PROCESSNG
        HGBOLILQXWER4SAL2I23
        Automatic Data Processing Inc
        053015AG8
        
          
        
        8000000.000000000000
        PA
        USD
        8064996.640000000000
        0.1410377154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2018-C2
        05491UBA5
        
          
        
        7210000.000000000000
        PA
        USD
        8195462.080000000000
        0.1433192474
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.236000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C5
        05492JAL6
        
          
          
        
        12996000.000000000000
        PA
        USD
        1237745.540000000000
        0.0216452419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          1.351325000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
        863579Q92
        
          
          
        
        389923.850000000000
        PA
        USD
        375785.840000000000
        0.0065716055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Variable
          2.937074000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        863579SS8
        
          
          
        
        837194.460000000000
        PA
        USD
        738081.940000000000
        0.0129073074
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Variable
          2.730034000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2006-4
        86360BAL2
        
          
          
        
        750257.270000000000
        PA
        USD
        627226.260000000000
        0.0109687037
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Variable
          3.199522000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2006-12
        86362RAC5
        
          
          
        
        705333.610000000000
        PA
        USD
        644574.970000000000
        0.0112720916
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          3.607121000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2007-5
        86363XAA5
        
          
        
        2298703.660000000000
        PA
        USD
        2219458.840000000000
        0.0388130855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          .311630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2007-6
        86364CAC6
        
          
        
        5882038.340000000000
        PA
        USD
        5808701.090000000000
        0.1015804430
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Floating
          .281630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2007-9
        86364JAA5
        
          
          
        
        1149344.130000000000
        PA
        USD
        1127650.030000000000
        0.0197199318
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-25
          Floating
          1.706380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Alternative Loan Trus
        N/A
        Suntrust Alternative Loan Trust Series 2005-1F
        86789MAN7
        
          
          
        
        1324008.080000000000
        PA
        USD
        1318925.740000000000
        0.0230648916
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Alternative Loan Trus
        N/A
        Suntrust Alternative Loan Trust Series 2005-1F
        86789MAT4
        
          
          
        
        3057421.070000000000
        PA
        USD
        3067802.240000000000
        0.0536486050
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Alternative Loan Trus
        N/A
        Suntrust Alternative Loan Trust Series 2005-1F
        86789MAV9
        
          
          
        
        3196415.150000000000
        PA
        USD
        3264535.230000000000
        0.0570889997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYCAMORE OH CMNTY SCH DIST
        N/A
        Sycamore Community City School District
        87122NEP0
        
          
          
        
        605000.000000000000
        PA
        USD
        769831.520000000000
        0.0134625324
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-01
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAMPA FL WTR & WSTWTR SYS REVE
        N/A
        City of Tampa FL Water & Wastewater System Revenue
        875291AP1
        
          
        
        10000000.000000000000
        PA
        USD
        12988021.000000000000
        0.2271297673
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARRANT TX REGL WTR DIST WTR T
        N/A
        Tarrant Regional Water District
        876448EC1
        
          
        
        6720000.000000000000
        PA
        USD
        6671857.920000000000
        0.1166750144
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-09-01
          Fixed
          1.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TBW Mortgage Backed Pass Throu
        N/A
        TBW Mortgage-Backed Trust Series 2006-2
        878048AG2
        
          
          
        
        90128.210000000000
        PA
        USD
        21327.730000000000
        0.0003729716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEMPE AZ INDL DEV AUTH REVENUE
        N/A
        Tempe Industrial Development Authority
        87972MBA9
        
          
          
        
        850000.000000000000
        PA
        USD
        850379.700000000000
        0.0148711296
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS CAPITAL BANCSHARES
        549300466Q2SXRX0YM48
        Texas Capital Bancshares Inc
        88224QAA5
        
          
        
        10590000.000000000000
        PA
        USD
        10833570.000000000000
        0.1894535151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-06
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST PUBLIC FIN AUTH
        N/A
        Texas Public Finance Authority
        8827562Q1
        
          
        
        30040000.000000000000
        PA
        USD
        30296094.000000000000
        0.5298070260
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST TRANSPRTN COMMISSION
        5493006JSGNPGVJS7691
        Texas Transportation Commission
        882830BE1
        
          
        
        5150000.000000000000
        PA
        USD
        4866764.420000000000
        0.0851081986
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-10-01
          Fixed
          1.963000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST TRANSPRTN COMMISSION
        5493006JSGNPGVJS7691
        Texas Transportation Commission
        882830BF8
        
          
        
        6295000.000000000000
        PA
        USD
        5917029.320000000000
        0.1034748475
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-10-01
          Fixed
          2.013000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST TRANSPRTN COMMISSION
        5493006JSGNPGVJS7691
        Texas Transportation Commission
        882830BG6
        
          
        
        6445000.000000000000
        PA
        USD
        6038276.670000000000
        0.1055951769
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-10-01
          Fixed
          2.063000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS ST WTR DEV BRD
        N/A
        Texas Water Development Board
        882854Q70
        
          
          
        
        30000000.000000000000
        PA
        USD
        37784706.000000000000
        0.6607651374
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-04-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THORNAPPLE KELLOGG MI SCH DIST
        N/A
        Thornapple Kellogg School District
        885205PJ7
        
          
        
        2345000.000000000000
        PA
        USD
        3014086.420000000000
        0.0527092424
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOBACCO SETTLEMENT FIN AUTH WV
        N/A
        Tobacco Settlement Finance Authority
        88880LAM5
        
          
        
        2770000.000000000000
        PA
        USD
        2845824.040000000000
        0.0497667314
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.701000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        Toledo Hospital/The
        889184AG2
        
          
          
        
        6980000.000000000000
        PA
        USD
        9633053.680000000000
        0.1684593242
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-15
          Fixed
          6.015000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWNEBANK/PORTSMOUTH VA
        54930039UO39UJGI7078
        Towne Bank/Portsmouth VA
        89214PBD0
        
          
          
        
        4000000.000000000000
        PA
        USD
        4103783.720000000000
        0.0717654708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-30
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUSTMARK CORP
        5493000HPQ4D2RZ79739
        Trustmark Corp
        898402AA0
        
          
        
        6000000.000000000000
        PA
        USD
        6108417.000000000000
        0.1068217654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Variable
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TUCSON AZ COPS
        N/A
        City of Tucson AZ
        898735UT0
        
          
        
        11605000.000000000000
        PA
        USD
        11405310.440000000000
        0.1994519031
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-07-01
          Fixed
          2.232000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C1
        90276EAG2
        
          
          
        
        13000000.000000000000
        PA
        USD
        674988.600000000000
        0.0118039541
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Variable
          .914287000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C10
        90276FAX2
        
          
          
        
        47935737.250000000000
        PA
        USD
        2508261.420000000000
        0.0438635596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-05-15
          Variable
          .943454000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C6
        90276UBB6
        
          
          
        
        63420500.000000000000
        PA
        USD
        1906889.540000000000
        0.0333469878
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Variable
          .360687000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C7
        90276WAU1
        
          
          
        
        170396000.000000000000
        PA
        USD
        3793577.270000000000
        0.0663406937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Variable
          .361824000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMB FINANCIAL CORP
        549300MGEH3N3CUCV828
        UMB Financial Corp
        902788AA6
        
          
        
        5000000.000000000000
        PA
        USD
        5125850.000000000000
        0.0896389925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-17
          Variable
          3.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C14
        90278KBC4
        
          
          
        
        114392000.000000000000
        PA
        USD
        2835423.060000000000
        0.0495848428
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Variable
          .301497000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust
        90278MBC0
        
          
          
        
        128213000.000000000000
        PA
        USD
        8252942.600000000000
        0.1443244457
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-15
          Variable
          .852710000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2019-C18
        90278PAY6
        
          
          
        
        4500000.000000000000
        PA
        USD
        4899946.500000000000
        0.0856884747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Fixed
          2.987200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2019-C18
        90278PBD1
        
          
          
        
        4000000.000000000000
        PA
        USD
        4305654.400000000000
        0.0752957115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Variable
          3.378400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        UBS-Barclays Commercial Mortgage Trust 2012-C3
        90349DAN2
        
          
          
        
        6000000.000000000000
        PA
        USD
        6244612.800000000000
        0.1092035078
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Variable
          4.365000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C12
        90353DBA2
        
          
          
        
        48995163.820000000000
        PA
        USD
        2293101.050000000000
        0.0401009136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Variable
          .815294000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C12
        90353DBB0
        
          
          
        
        139858000.000000000000
        PA
        USD
        2985590.680000000000
        0.0522109193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Variable
          .228348000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C13
        90353KAA7
        
          
          
        
        16442000.000000000000
        PA
        USD
        2148606.030000000000
        0.0375740375
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-15
          Variable
          1.979850000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C13
        90353KAW9
        
          
          
        
        3100000.000000000000
        PA
        USD
        3520289.320000000000
        0.0615615338
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-15
          Fixed
          4.241000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C13
        90353KBA6
        
          
          
        
        128678000.000000000000
        PA
        USD
        3111086.610000000000
        0.0544055463
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-15
          Variable
          .255638000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INT DEVELOPMENT FIN CORP
        254900QI8QTIK0FY6E92
        United States International Development Finance Corp
        90376PBK6
        
          
        
        5000000.000000000000
        PA
        USD
        4759587.150000000000
        0.0832339216
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2035-03-15
          Fixed
          1.320000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION CITY CA
        549300Y6CPHG6CN8ME20
        City of Union City CA
        905649DK2
        
          
          
        
        2105000.000000000000
        PA
        USD
        1938564.810000000000
        0.0339009133
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-07-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION CNTY PA HOSP AUTH
        N/A
        Union County Hospital Authority
        906460DR8
        
          
          
        
        840000.000000000000
        PA
        USD
        869754.820000000000
        0.0152099546
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-08-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION CNTY PA HOSP AUTH
        N/A
        Union County Hospital Authority
        906460DS6
        
          
          
        
        1060000.000000000000
        PA
        USD
        1186384.540000000000
        0.0207470595
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-01
          Fixed
          4.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SW9
        
          
        
        25000000.000000000000
        PA
        USD
        23734375.000000000000
        0.4150580808
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284N7
        
          
        
        50000000.000000000000
        PA
        USD
        55458984.500000000000
        0.9698464641
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBZ3
        
          
        
        100000000.000000000000
        PA
        USD
        100046875.000000000000
        1.7495832071
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-04-30
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF CALIFORNIA CA REVENUES
        N/A
        University of California
        91412HDF7
        
          
        
        2500000.000000000000
        PA
        USD
        3179474.000000000000
        0.0556014800
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2058-05-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF DELAWARE DE
        KPIOJCFMR70NWLS6O145
        University of Delaware
        914245DS1
        
          
        
        1990000.000000000000
        PA
        USD
        2957762.870000000000
        0.0517242767
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF OREGON OR GEN REVENUE
        549300FHOP2K4GYRPY40
        University of Oregon
        914767AD0
        
          
          
        
        15000000.000000000000
        PA
        USD
        18970083.000000000000
        0.3317418825
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF TEXAS TX
        TEHUYFNKZR6XVWLGEU86
        Board of Regents of the University of Texas System
        9151375F6
        
          
        
        2500000.000000000000
        PA
        USD
        3337576.250000000000
        0.0583663144
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-08-15
          Fixed
          5.134000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF TEXAS TX
        TEHUYFNKZR6XVWLGEU86
        Board of Regents of the University of Texas System
        9151375R0
        
          
        
        1515000.000000000000
        PA
        USD
        1963335.470000000000
        0.0343340936
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-08-15
          Fixed
          4.794000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIV OF TEXAS TX UNIV REVENUES
        TEHUYFNKZR6XVWLGEU86
        University of Texas System/The
        91514AJX4
        
          
        
        2750000.000000000000
        PA
        USD
        4049816.650000000000
        0.0708217143
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-08-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH CNTY UT HOSP REVENUE
        N/A
        County of Utah UT
        917393DB3
        
          
        
        2500000.000000000000
        PA
        USD
        3221295.250000000000
        0.0563328347
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH CNTY UT HOSP REVENUE
        N/A
        County of Utah UT
        917393DD9
        
          
        
        10310000.000000000000
        PA
        USD
        13111103.280000000000
        0.2292821852
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALDOSTA & LOWNDES CNTY GA HOS
        N/A
        Valdosta & Lowndes County Hospital Authority
        919112FD9
        
          
          
        
        2000000.000000000000
        PA
        USD
        2179156.200000000000
        0.0381082877
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALDOSTA & LOWNDES CNTY GA HOS
        N/A
        Valdosta & Lowndes County Hospital Authority
        919112FE7
        
          
          
        
        2000000.000000000000
        PA
        USD
        2084318.400000000000
        0.0364497989
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.604000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALLEY NATIONAL BANCORP
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794AE7
        
          
        
        5000000.000000000000
        PA
        USD
        5035096.000000000000
        0.0880519197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Variable
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verde CLO Ltd
        N/A
        VERDE CLO Ltd
        92338BAQ8
        
          
        
        2000000.000000000000
        PA
        USD
        1999990.000000000000
        0.0349750946
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-15
          Floating
          1.783750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ST CMWLTH TRANSPRTN B
        N/A
        Virginia Commonwealth Transportation Board
        927793TC3
        
          
          
        
        3755000.000000000000
        PA
        USD
        4577456.520000000000
        0.0800488877
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-05-15
          Fixed
          5.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Tra
        N/A
        VOLT XCV LLC
        92873BAB2
        
          
        
        1650000.000000000000
        PA
        USD
        1653268.980000000000
        0.0289117641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          4.948700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2003-S4
        9292275Q5
        
          
          
        
        2225405.120000000000
        PA
        USD
        2283587.450000000000
        0.0399345432
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-06-25
          Variable
          5.633710000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust
        92922F4B1
        
          
        
        6466785.720000000000
        PA
        USD
        6549684.740000000000
        0.1145384944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          2.915432000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust
        92922FEA2
        
          
          
        
        10166767.210000000000
        PA
        USD
        10283018.090000000000
        0.1798256644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Variable
          2.574594000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust
        92922FQP6
        
          
          
        
        72588.920000000000
        PA
        USD
        74976.140000000000
        0.0013111554
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
        92922FX86
        
          
          
        
        414266.750000000000
        PA
        USD
        413416.760000000000
        0.0072296813
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
        92922FX94
        
          
          
        
        3809863.120000000000
        PA
        USD
        3783512.200000000000
        0.0661646794
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
        92922FY85
        
          
          
        
        832886.120000000000
        PA
        USD
        827125.460000000000
        0.0144644679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust
        92922FZ27
        
          
        
        1667596.130000000000
        PA
        USD
        1643278.910000000000
        0.0287370614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust
        92925GAA1
        
          
          
        
        1301940.040000000000
        PA
        USD
        1287253.110000000000
        0.0225110122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Variable
          2.711236000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust
        92926UAA9
        
          
        
        17181543.690000000000
        PA
        USD
        17230043.750000000000
        0.3013127117
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Variable
          3.058570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WSFS FINANCIAL CORP
        549300SU7VQHD6QRG886
        WSFS Financial Corp
        929328AF9
        
          
        
        4000000.000000000000
        PA
        USD
        3983566.000000000000
        0.0696631472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        WFRBS Commercial Mortgage Trust 2013-UBS1
        92938JAK8
        
          
          
        
        7500000.000000000000
        PA
        USD
        8061847.500000000000
        0.1409826444
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-15
          Variable
          5.039570000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust
        92990GAJ2
        
          
          
        
        1620832.920000000000
        PA
        USD
        1592160.870000000000
        0.0278431277
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Variable
          2.889572000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142CK7
        
          
        
        10000000.000000000000
        PA
        USD
        14922069.800000000000
        0.2609517063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALLED LAKE MI CONSOL SCH DIST
        N/A
        Walled Lake Consolidated School District
        932423VE3
        
          
        
        3500000.000000000000
        PA
        USD
        4534415.200000000000
        0.0792961968
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust
        93362FAA1
        
          
        
        1993975.350000000000
        PA
        USD
        1984187.720000000000
        0.0346987501
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-25
          Variable
          3.076714000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust
        93363EAF2
        
          
          
        
        1304158.920000000000
        PA
        USD
        1261909.520000000000
        0.0220678128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          3.073847000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust
        93364FAA9
        
          
          
        
        251561.210000000000
        PA
        USD
        200091.460000000000
        0.0034991264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Variable
          3.157545000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WARREN CNTY KY INDL BLDG REVEN
        N/A
        County of Warren KY
        934867DH2
        
          
          
        
        825000.000000000000
        PA
        USD
        933959.650000000000
        0.0163327452
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.921000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WARREN CNTY KY INDL BLDG REVEN
        N/A
        County of Warren KY
        934867DJ8
        
          
          
        
        1540000.000000000000
        PA
        USD
        1781055.430000000000
        0.0311464468
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-12-01
          Fixed
          4.397000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON DC MET AREA TRANSIT
        549300ADKOK76HQMJS30
        Washington Metropolitan Area Transit Authority
        93878YAV1
        
          
        
        10000000.000000000000
        PA
        USD
        12910796.000000000000
        0.2257792847
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust
        9393362N2
        
          
        
        1457272.580000000000
        PA
        USD
        1457988.680000000000
        0.0254967735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust
        9393366X6
        
          
          
        
        1304882.560000000000
        PA
        USD
        1296843.960000000000
        0.0226787335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust
        939348AA6
        
          
          
        
        1524300.260000000000
        PA
        USD
        1030976.940000000000
        0.0180293482
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Variable
          3.382442000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust
        93934FAD4
        
          
          
        
        1409650.060000000000
        PA
        USD
        1402254.330000000000
        0.0245221115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust
        93934FEZ1
        
          
          
        
        514352.130000000000
        PA
        USD
        505574.450000000000
        0.0088413013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust
        93935EAH7
        
          
          
        
        2602995.670000000000
        PA
        USD
        1342554.370000000000
        0.0234781004
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Variable
          4.208882000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust
        93936AAB7
        
          
        
        2484526.530000000000
        PA
        USD
        2237994.420000000000
        0.0391372290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Floating
          .251630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust
        93936FAA8
        
          
        
        4638202.940000000000
        PA
        USD
        4711606.210000000000
        0.0823948485
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-25
          Floating
          .331630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Washington Mutual Mortgage Pas
        N/A
        Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust
        93936LAC1
        
          
          
        
        3852598.650000000000
        PA
        USD
        3778432.660000000000
        0.0660758503
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Floating
          .401630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON ST
        549300X3TODFMUKLQ364
        State of Washington
        93974EEQ5
        
          
          
        
        25000000.000000000000
        PA
        USD
        32177600.000000000000
        0.5627101157
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON ST
        549300X3TODFMUKLQ364
        State of Washington
        93974EER3
        
          
          
        
        5000000.000000000000
        PA
        USD
        6421393.000000000000
        0.1122949753
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON ST
        549300X3TODFMUKLQ364
        State of Washington
        93974ELY0
        
          
        
        17885000.000000000000
        PA
        USD
        23364729.710000000000
        0.4085938590
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON ST HSG FIN COMMISSI
        549300YL1HU59NREG764
        Washington State Housing Finance Commission
        939783ZD1
        
          
          
        
        8500000.000000000000
        PA
        USD
        8500770.100000000000
        0.1486583625
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON ST HSG FIN COMMISSI
        549300YL1HU59NREG764
        Washington State Housing Finance Commission
        93978TS67
        
          
        
        21250000.000000000000
        PA
        USD
        1347250.000000000000
        0.0235602159
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-12-20
          Fixed
          .725000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHOE CNTY NV HIGHWAY REVENUE
        N/A
        County of Washoe NV
        940839DD2
        
          
        
        8000000.000000000000
        PA
        USD
        9947864.800000000000
        0.1739646261
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Webster Park CLO Ltd
        N/A
        Webster Park CLO Ltd
        948214AQ4
        
          
        
        4000000.000000000000
        PA
        USD
        3999984.000000000000
        0.0699502592
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.538250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Webster Park CLO Ltd
        N/A
        Webster Park CLO Ltd
        948214AU5
        
          
          
        
        10300000.000000000000
        PA
        USD
        10276433.600000000000
        0.1797105173
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.988250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Webster Park CLO Ltd
        N/A
        Webster Park CLO Ltd
        948214AW1
        
          
          
        
        4800000.000000000000
        PA
        USD
        4805587.200000000000
        0.0840383537
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          3.088250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR19 Trust
        949789AA9
        
          
          
        
        2738262.320000000000
        PA
        USD
        2731175.420000000000
        0.0477617982
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Variable
          2.812645000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2004-J Trust
        949813AA7
        
          
        
        6204428.060000000000
        PA
        USD
        6236805.250000000000
        0.1090669722
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Variable
          2.884734000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Alternative Loan T
        N/A
        Wells Fargo Alternative Loan 2005-1 Trust
        94981FAG7
        
          
          
        
        1009119.790000000000
        PA
        USD
        981285.240000000000
        0.0171603579
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Alternative Loan T
        N/A
        Wells Fargo Alternative Loan 2005-1 Trust
        94981FAJ1
        
          
          
        
        679106.720000000000
        PA
        USD
        660939.800000000000
        0.0115582738
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2005-AR14 Trust
        94982DAA4
        
          
        
        999345.860000000000
        PA
        USD
        1013598.130000000000
        0.0177254339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Variable
          2.881529000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR1 Trust
        94983JAA0
        
          
          
        
        2051483.600000000000
        PA
        USD
        2050936.670000000000
        0.0358660314
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          2.663762000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Mortgage Backed Se
        N/A
        Wells Fargo Mortgage Backed Securities 2006-AR5 Trust
        94983RAA2
        
          
        
        4111978.900000000000
        PA
        USD
        4143413.330000000000
        0.0724584989
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Variable
          2.620574000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDEPENDENT BANK GRP INC
        N/A
        Independent Bank Group Inc
        45384BAC0
        
          
        
        6000000.000000000000
        PA
        USD
        6163274.220000000000
        0.1077810884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANA FIN AUTH IN WSTWTR UTI
        549300PS0PAS7NDSSI20
        Indiana Finance Authority
        45505MJA5
        
          
        
        1875000.000000000000
        PA
        USD
        2390375.440000000000
        0.0418020126
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANA ST FIN AUTH REVENUE
        549300PS0PAS7NDSSI20
        Indiana Finance Authority
        45506DVD4
        
          
          
        
        3000000.000000000000
        PA
        USD
        3690378.900000000000
        0.0645359983
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-07-15
          Fixed
          4.807000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANAPOLIS IN LOCAL PUBLIC I
        549300LX8ESJHDSESB87
        Indianapolis Local Public Improvement Bond Bank
        45528S4Y9
        
          
          
        
        1810000.000000000000
        PA
        USD
        2192426.210000000000
        0.0383403488
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.854000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIANAPOLIS IN LOCAL PUBLIC I
        549300LX8ESJHDSESB87
        Indianapolis Local Public Improvement Bond Bank
        45528UR37
        
          
        
        2500000.000000000000
        PA
        USD
        2459941.500000000000
        0.0430185584
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-01-01
          Fixed
          2.473000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDUSTRY CA SALES TAX REVENUE
        N/A
        City of Industry CA
        45656RCT7
        
          
          
        
        2885000.000000000000
        PA
        USD
        3178914.280000000000
        0.0555916918
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR35
        45660L2F5
        
          
          
        
        1375074.390000000000
        PA
        USD
        1310863.780000000000
        0.0229239070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Variable
          2.972420000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2005-A15
        45660L4G1
        
          
          
        
        3864186.970000000000
        PA
        USD
        2433861.250000000000
        0.0425624766
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2006-AR3
        45660L5P0
        
          
          
        
        7183389.160000000000
        PA
        USD
        6466491.950000000000
        0.1130836493
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Variable
          2.925715000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2005-A11CB
        45660LA41
        
          
          
        
        3979058.160000000000
        PA
        USD
        2491925.760000000000
        0.0435778875
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Fixed
          4.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2005-A11CB
        45660LA82
        
          
          
        
        452946.700000000000
        PA
        USD
        331594.350000000000
        0.0057988009
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR23
        45660LF53
        
          
          
        
        804642.130000000000
        PA
        USD
        786634.640000000000
        0.0137563793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          2.666484000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR23
        45660LF95
        
          
          
        
        1366339.290000000000
        PA
        USD
        1334849.810000000000
        0.0233433659
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          2.835857000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR3
        45660LFN4
        
          
          
        
        1011600.630000000000
        PA
        USD
        1009326.650000000000
        0.0176507358
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Variable
          2.747766000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2005-A5
        45660LKD0
        
          
          
        
        1264723.810000000000
        PA
        USD
        1119696.670000000000
        0.0195808464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR9
        45660LMV8
        
          
          
        
        3358527.830000000000
        PA
        USD
        2492110.940000000000
        0.0435811259
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          3.213953000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2005-AR25
        45660LQ93
        
          
          
        
        2430608.530000000000
        PA
        USD
        1967427.880000000000
        0.0344056601
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          2.927843000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2005-A11CB
        45660LZZ5
        
          
          
        
        300036.460000000000
        PA
        USD
        268717.000000000000
        0.0046992247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2004-AR11
        45660N6Q3
        
          
          
        
        1350668.250000000000
        PA
        USD
        1390739.070000000000
        0.0243207369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Variable
          2.582158000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2004-AR4
        45660NQ40
        
          
        
        3226287.620000000000
        PA
        USD
        3284301.430000000000
        0.0574346638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Variable
          3.025259000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2003-A9
        45660NSX4
        
          
          
        
        1277717.000000000000
        PA
        USD
        1280327.890000000000
        0.0223899065
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2004-R2
        45660NW68
        
          
          
        
        2115008.610000000000
        PA
        USD
        2207559.480000000000
        0.0386049939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2006-AR9
        45661EGG3
        
          
          
        
        1832149.880000000000
        PA
        USD
        1832594.730000000000
        0.0320477473
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Variable
          2.974578000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2006-AR25
        45661HAE7
        
          
          
        
        2364664.740000000000
        PA
        USD
        1926959.150000000000
        0.0336979578
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          3.213583000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2006-AR25
        45661HAJ6
        
          
          
        
        1639311.340000000000
        PA
        USD
        1548376.940000000000
        0.0270774504
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          3.088274000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac IMSC Mortgage Loan Tru
        N/A
        IndyMac IMSC Mortgage Loan Trust 2007-AR1
        456672AC8
        
          
          
        
        451938.730000000000
        PA
        USD
        373461.780000000000
        0.0065309632
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-06-25
          Variable
          2.953020000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        IndyMac INDX Mortgage Loan Trust 2006-AR31
        45667QAE1
        
          
          
        
        4926445.820000000000
        PA
        USD
        4914121.330000000000
        0.0859363589
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Variable
          3.164397000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDA Mortgage Loan Tru
        N/A
        IndyMac INDA Mortgage Loan Trust 2007-AR1
        45669AAB0
        
          
          
        
        421095.540000000000
        PA
        USD
        401833.790000000000
        0.0070271225
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Variable
          3.042962000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INLAND EMPIRE CA TOBACCO SECUR
        N/A
        Inland Empire Tobacco Securitization Corp
        45734TAJ3
        
          
        
        18545000.000000000000
        PA
        USD
        19188834.180000000000
        0.3355673233
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-06-01
          Fixed
          3.678000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BR0
        
          
        
        10000000.000000000000
        PA
        USD
        11458921.800000000000
        0.2003894390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Invesco High Income Trust II
        NWTWTK5C3HWITJJQZG91
        Invesco High Income Trust II
        46131F101
        
          
          
        
        71475.000000000000
        NS
        USD
        1020663.000000000000
        0.0178489817
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Invesco Municipal Opportunity
        WERC5RXCUSU16MOTZ848
        Invesco Municipal Opportunity Trust
        46132C107
        
          
          
        
        172200.000000000000
        NS
        USD
        2353974.000000000000
        0.0411654375
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        IOWA ST FIN AUTH REVENUE
        549300NQVL49BTHOW391
        Iowa Finance Authority
        46246K7W6
        
          
        
        2280000.000000000000
        PA
        USD
        2980345.090000000000
        0.0521191863
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRVING TX HOTEL OCCUPANCY TAX
        5493002R7BX8XPQ92O37
        City of Irving TX
        463805BN0
        
          
          
        
        3500000.000000000000
        PA
        USD
        3683886.850000000000
        0.0644224677
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-08-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C32
        46590JAC1
        
          
          
        
        23066000.000000000000
        PA
        USD
        428764.650000000000
        0.0074980796
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Variable
          .500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1
        46590KAK0
        
          
          
        
        5485000.000000000000
        PA
        USD
        6033911.380000000000
        0.1055188383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-01-15
          Variable
          4.730703000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2
        46590MAS9
        
          
        
        2017000.000000000000
        PA
        USD
        2113029.980000000000
        0.0369518965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.713000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2005-S3
        466247ZS5
        
          
          
        
        55279.820000000000
        PA
        USD
        37763.470000000000
        0.0006603938
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Alternative Loan T
        N/A
        JP Morgan Alternative Loan Trust 2006-S4
        466302AG1
        
          
          
        
        887342.280000000000
        PA
        USD
        891257.230000000000
        0.0155859809
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Variable
          5.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. Morgan Alternative Loan T
        N/A
        JP Morgan Alternative Loan Trust
        466309AA9
        
          
          
        
        6170061.920000000000
        PA
        USD
        4612817.270000000000
        0.0806672636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-27
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Acquisition
        N/A
        JP Morgan Mortgage Acquisition Trust 2007-CH1
        46630LAE4
        
          
          
        
        1478952.230000000000
        PA
        USD
        1479676.030000000000
        0.0258760339
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Variable
          4.785397000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        JP Morgan Mortgage Trust 2007-A3
        46630UAE4
        
          
          
        
        3842227.530000000000
        PA
        USD
        3391441.260000000000
        0.0593082860
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Variable
          2.657411000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20
        46631QAK8
        
          
          
        
        11019302.230000000000
        PA
        USD
        110.190000000000
        0.0000019270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-12
          Variable
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan ReRemic
        N/A
        JP Morgan Resecuritization Trust Series 2009-7
        46633PBG6
        
          
          
        
        126996.310000000000
        PA
        USD
        127244.240000000000
        0.0022252008
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-27
          Variable
          5.233950000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX
        46637WAH6
        
          
          
        
        6680000.000000000000
        PA
        USD
        6087892.820000000000
        0.1064628460
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-06-15
          Variable
          5.066369000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C28
        46644FAE1
        
          
        
        1254642.880000000000
        PA
        USD
        1309797.230000000000
        0.0229052555
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.042000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C28
        46644FAH4
        
          
          
        
        5000000.000000000000
        PA
        USD
        5355996.000000000000
        0.0936637017
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.532300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C33
        46645JAE2
        
          
          
        
        5409700.420000000000
        PA
        USD
        5750179.390000000000
        0.1005570369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          3.562300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE
        46646GAE7
        
          
          
        
        7000000.000000000000
        PA
        USD
        7372414.700000000000
        0.1289260954
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-09-06
          Variable
          2.854100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMDB Commercial Mortgage Secu
        N/A
        JPMDB Commercial Mortgage Securities Trust 2016-C4
        46646RAP8
        
          
          
        
        5500000.000000000000
        PA
        USD
        5836372.850000000000
        0.1020643566
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Variable
          3.637800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCJ3
        
          
        
        5000000.000000000000
        PA
        USD
        5023615.450000000000
        0.0878511521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Variable
          2.069000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jay Park CLO, Ltd.
        N/A
        Jay Park CLO Ltd
        47206VAQ7
        
          
        
        1124000.000000000000
        PA
        USD
        1124503.550000000000
        0.0196649073
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-20
          Floating
          2.838250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jefferies & Co
        N/A
        Jefferies Resecuritization Trust 2009-R1
        47232CAB0
        
          
          
        
        1008837.540000000000
        PA
        USD
        1008424.620000000000
        0.0176349614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-26
          Variable
          2.856090000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JENISON MI PUBLIC SCHS
        N/A
        Jenison Public Schools
        476034TF0
        
          
        
        1275000.000000000000
        PA
        USD
        1658767.350000000000
        0.0290079175
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JENISON MI PUBLIC SCHS
        N/A
        Jenison Public Schools
        476034TG8
        
          
        
        1665000.000000000000
        PA
        USD
        2159434.900000000000
        0.0377634088
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOBSOHIO BEVERAGE SYS STWD LIQ
        N/A
        JobsOhio Beverage System
        47770VAZ3
        
          
          
        
        19535000.000000000000
        PA
        USD
        23958237.770000000000
        0.4189729112
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Fixed
          4.532000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOBSOHIO BEVERAGE SYS STWD LIQ
        N/A
        JobsOhio Beverage System
        47770VBQ2
        
          
        
        7175000.000000000000
        PA
        USD
        7443386.620000000000
        0.1301672265
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-01-01
          Fixed
          2.833000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        Johnson & Johnson
        478160AT1
        
          
        
        8180000.000000000000
        PA
        USD
        11675642.260000000000
        0.2041793672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-15
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        48128KAW1
        
          
          
        
        68830000.000000000000
        PA
        USD
        2545223.270000000000
        0.0445099349
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Variable
          .656189000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY MO LAND CLEARANCE
        N/A
        Kansas City Land Clearance Redevelopment Authority
        48504MAA9
        
          
          
        
        8000000.000000000000
        PA
        USD
        8096564.800000000000
        0.1415897679
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-10-15
          Fixed
          6.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY MO INDL DEV AUTH A
        549300QWDXL46XQC8110
        Kansas City Industrial Development Authority
        48504NBD0
        
          
          
        
        11085000.000000000000
        PA
        USD
        13626394.770000000000
        0.2382934146
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS ST DEPT OF TRANSPRTN HI
        5493001635XK841MIO47
        State of Kansas Department of Transportation
        485424NF8
        
          
        
        3480000.000000000000
        PA
        USD
        4242311.050000000000
        0.0741879861
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-09-01
          Fixed
          4.596000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS ST DEV FIN AUTH REVENUE
        549300WTL7BL8KBDPR87
        Kansas Development Finance Authority
        485428ZX7
        
          
          
        
        6155000.000000000000
        PA
        USD
        6970945.580000000000
        0.1219053501
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.371000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENTUCKY ST HGR EDU STUDENT LO
        N/A
        Kentucky Higher Education Student Loan Corp
        49130NDW6
        
          
          
        
        2000000.000000000000
        PA
        USD
        2199001.800000000000
        0.0384553403
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.860000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KENTUCKY ST PROPERTY & BLDGS C
        N/A
        Kentucky State Property and Building Commission
        49151FML1
        
          
          
        
        1150000.000000000000
        PA
        USD
        1360988.890000000000
        0.0238004766
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300RB1XGNK3FHRH35
        LCM XVI LP
        50181GBG4
        
          
          
        
        4000000.000000000000
        PA
        USD
        4004296.000000000000
        0.0700256658
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          1.933750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300RB1XGNK3FHRH35
        LCM XVI LP
        50181GBJ8
        
          
          
        
        5100000.000000000000
        PA
        USD
        5069961.000000000000
        0.0886616261
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          2.333750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300WD241FFLNM0E69
        LCM XIII LP
        50184KAY4
        
          
        
        5500000.000000000000
        PA
        USD
        5504724.500000000000
        0.0962646114
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-19
          Floating
          4.239750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300HV40B88JRNJD93
        LCM XV LP
        50184NAQ5
        
          
          
        
        6950000.000000000000
        PA
        USD
        6888492.500000000000
        0.1204634408
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          3.888250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300NGJ6CPPJRPGL08
        LCM XIV LP
        50184VAS3
        
          
          
        
        10800000.000000000000
        PA
        USD
        10799946.000000000000
        0.1888655109
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          1.768250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300NGJ6CPPJRPGL08
        LCM XIV LP
        50184VAT1
        
          
          
        
        6000000.000000000000
        PA
        USD
        5986356.000000000000
        0.1046872072
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          2.038250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300PYL1KC7BYM8G75
        LCM XVIII LP
        50188HAC5
        
          
        
        2480000.000000000000
        PA
        USD
        2340477.680000000000
        0.0409294188
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          6.138250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300PYL1KC7BYM8G75
        LCM XVIII LP
        50188QAE1
        
          
        
        4000000.000000000000
        PA
        USD
        4014400.000000000000
        0.0702023609
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-15
          Floating
          2.883750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300PYL1KC7BYM8G75
        LCM XVIII LP
        50188QAL5
        
          
        
        2500000.000000000000
        PA
        USD
        2501330.000000000000
        0.0437423454
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-15
          Floating
          1.933750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM XXII Ltd
        50189GAG7
        
          
          
        
        5000000.000000000000
        PA
        USD
        5005930.000000000000
        0.0875418754
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          1.638250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM XXII Ltd
        50189GAJ1
        
          
        
        2000000.000000000000
        PA
        USD
        1930478.000000000000
        0.0337594941
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-20
          Floating
          2.988250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM 26 Ltd
        50200FAJ8
        
          
        
        1000000.000000000000
        PA
        USD
        952483.000000000000
        0.0166566748
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          2.688250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM 26 Ltd
        50200GAA5
        
          
        
        4000000.000000000000
        PA
        USD
        3699412.000000000000
        0.0646939658
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          5.488250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM Loan Income Fund I Income Note Issuer Ltd
        50200JAC5
        
          
        
        4000000.000000000000
        PA
        USD
        4002684.000000000000
        0.0699974758
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          1.263630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM Loan Income Fund I Income Note Issuer Ltd
        50200JAJ0
        
          
          
        
        2700000.000000000000
        PA
        USD
        2661911.100000000000
        0.0465505290
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          2.133630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM Loan Income Fund I Income Note Issuer Ltd
        50200JAL5
        
          
        
        4000000.000000000000
        PA
        USD
        3908312.000000000000
        0.0683471327
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          3.133630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM 30 Ltd
        50201AAA7
        
          
        
        4700000.000000000000
        PA
        USD
        4700000.000000000000
        0.0821918833
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          7.138250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        LCM 29 Ltd
        50201MAL7
        
          
        
        2700000.000000000000
        PA
        USD
        2699929.800000000000
        0.0472153862
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          4.033750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2006-3
        52520CAD7
        
          
          
        
        3674330.220000000000
        PA
        USD
        2587679.390000000000
        0.0452523920
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2006-3
        52520CAG0
        
          
          
        
        8152640.570000000000
        PA
        USD
        5725220.370000000000
        0.1001205627
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2005-2
        52520MBQ5
        
          
          
        
        679980.860000000000
        PA
        USD
        542919.020000000000
        0.0094943695
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2005-2
        52520MCE1
        
          
          
        
        1717121.870000000000
        PA
        USD
        1264854.460000000000
        0.0221193128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2005-3
        52520MDN0
        
          
          
        
        1054036.620000000000
        PA
        USD
        218368.980000000000
        0.0038187570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          4.643870000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2005-3
        52520MDR1
        
          
          
        
        264927.920000000000
        PA
        USD
        201737.970000000000
        0.0035279199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2005-3
        52520MDS9
        
          
          
        
        1054036.580000000000
        PA
        USD
        547661.700000000000
        0.0095773078
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          .606130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2006-1
        52520MFA6
        
          
          
        
        441557.380000000000
        PA
        USD
        352279.030000000000
        0.0061605270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lehman Mortgage Trust
        N/A
        Lehman Mortgage Trust 2007-4
        52521LAB0
        
          
          
        
        1189701.090000000000
        PA
        USD
        888558.360000000000
        0.0155387840
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C4
        07335CAK0
        
          
          
        
        56108325.400000000000
        PA
        USD
        5850431.920000000000
        0.1023102165
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          1.592745000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        Barclays Commercial Mortgage Trust 2019-C4
        07335CAL8
        
          
          
        
        43170000.000000000000
        PA
        USD
        3671267.460000000000
        0.0642017844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          1.145964000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bean Creek CLO LTD
        635400STD6UUTEW5KM07
        Bean Creek CLO Ltd
        07378WAQ1
        
          
          
        
        13000000.000000000000
        PA
        USD
        13004303.000000000000
        0.2274145009
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.208250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bean Creek CLO LTD
        635400STD6UUTEW5KM07
        Bean Creek CLO Ltd
        07378WAS7
        
          
          
        
        3200000.000000000000
        PA
        USD
        3201660.800000000000
        0.0559894746
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.638250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate M
        N/A
        Bear Stearns ARM Trust 2004-12
        07384M6Q0
        
          
          
        
        53267.300000000000
        PA
        USD
        53746.830000000000
        0.0009399049
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Variable
          2.893932000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Alt-A Trust
        N/A
        Bear Stearns ALT-A Trust 2006-6
        073868AM3
        
          
          
        
        967127.600000000000
        PA
        USD
        663499.440000000000
        0.0116030359
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Variable
          3.393868000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities I Trust 2005-AC5
        073879ZW1
        
          
          
        
        641807.720000000000
        PA
        USD
        487303.610000000000
        0.0085217875
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          1.091630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities I Trust 2006-AC4
        07388WAA4
        
          
          
        
        4352402.920000000000
        PA
        USD
        3860910.870000000000
        0.0675181991
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          .341630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        Bear Stearns Asset Backed Securities I Trust 2006-AC4
        07388WAB2
        
          
          
        
        1005447.400000000000
        PA
        USD
        1396877.120000000000
        0.0244280769
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          33.583000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B9 Mortgage Trust
        08160JAG2
        
          
          
        
        29840654.970000000000
        PA
        USD
        2025419.540000000000
        0.0354197971
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Variable
          1.041527000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B9 Mortgage Trust
        08160JAN7
        
          
          
        
        11513000.000000000000
        PA
        USD
        1545801.000000000000
        0.0270324033
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Variable
          2.001720000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B16 Mortgage Trust
        08161NAG2
        
          
          
        
        103009062.530000000000
        PA
        USD
        7101269.660000000000
        0.1241844100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          .927357000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B16 Mortgage Trust
        08161NAL1
        
          
          
        
        70467000.000000000000
        PA
        USD
        1425512.180000000000
        0.0249288363
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Variable
          .240168000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B13 Mortgage Trust
        08162DAK4
        
          
          
        
        82774000.000000000000
        PA
        USD
        2600345.210000000000
        0.0454738872
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Variable
          .404321000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B13 Mortgage Trust
        08162DAM0
        
          
          
        
        12071000.000000000000
        PA
        USD
        1306552.970000000000
        0.0228485211
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-15
          Variable
          1.505326000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B12 Mortgage Trust
        08162FAL7
        
          
          
        
        93260000.000000000000
        PA
        USD
        2986847.350000000000
        0.0522328955
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-08-15
          Variable
          .416326000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAE7
        
          
        
        5000000.000000000000
        PA
        USD
        5041343.000000000000
        0.0881611650
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          1.766000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAF4
        
          
        
        29972112.940000000000
        PA
        USD
        2867144.310000000000
        0.0501395724
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          1.279471000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAV9
        
          
        
        105441000.000000000000
        PA
        USD
        8473112.230000000000
        0.1481746918
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Variable
          .904397000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        BENCHMARK 2018-B7 Mortgage Trust
        08162TBC6
        
          
          
        
        114748330.240000000000
        PA
        USD
        2919518.820000000000
        0.0510554787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-05-15
          Variable
          .439254000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B20 Mortgage Trust
        08162XBK9
        
          
        
        79394000.000000000000
        PA
        USD
        3754891.590000000000
        0.0656641726
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-10-15
          Variable
          .582309000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2019-B14 Mortgage Trust
        08162YAK8
        
          
          
        
        79341849.260000000000
        PA
        USD
        3764231.220000000000
        0.0658275007
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-12-15
          Variable
          .785831000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B24 Mortgage Trust
        08163CBD0
        
          
        
        5400000.000000000000
        PA
        USD
        5595175.440000000000
        0.0978463844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Fixed
          2.255900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B24 Mortgage Trust
        08163CBE8
        
          
        
        63935288.290000000000
        PA
        USD
        5561513.350000000000
        0.0972577141
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          1.156678000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B24 Mortgage Trust
        08163CBF5
        
          
        
        99123000.000000000000
        PA
        USD
        5529824.360000000000
        0.0967035486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Variable
          .591708000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B25 Mortgage Trust
        08163DAG2
        
          
        
        79729530.660000000000
        PA
        USD
        6957270.600000000000
        0.1216662071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.114019000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B25 Mortgage Trust
        08163DAH0
        
          
        
        93350000.000000000000
        PA
        USD
        5722560.370000000000
        0.1000740455
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          .661518000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B26 Mortgage Trust
        08163EAX3
        
          
        
        10836000.000000000000
        PA
        USD
        1308839.260000000000
        0.0228885029
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          1.481000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B26 Mortgage Trust
        08163EBG9
        
          
        
        6000000.000000000000
        PA
        USD
        6056898.000000000000
        0.1059208199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          2.688000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKS CNTY PA INDL DEV AUTH HL
        N/A
        Berks County Industrial Development Authority
        08452RAF3
        
          
          
        
        720000.000000000000
        PA
        USD
        733602.960000000000
        0.0128289806
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKS CNTY PA INDL DEV AUTH HL
        N/A
        Berks County Industrial Development Authority
        08452RAG1
        
          
          
        
        800000.000000000000
        PA
        USD
        818944.560000000000
        0.0143214033
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-05-15
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Betony CLO 2, Ltd.
        5493000QRX4XEMRJZO43
        Betony CLO 2 Ltd
        08763QAE2
        
          
          
        
        1200000.000000000000
        PA
        USD
        1199992.800000000000
        0.0209850358
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-30
          Floating
          2.035500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackrock Investment Quality M
        HIQUII1IK2OOB2XHIJ72
        BlackRock Investment Quality Municipal Trust Inc
        09247D105
        
          
          
        
        24400.000000000000
        NS
        USD
        468480.000000000000
        0.0081926071
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BLUEHUB LOAN FUND
        N/A
        BlueHub Loan Fund Inc
        095623AB0
        
          
          
        
        3000000.000000000000
        PA
        USD
        2884710.840000000000
        0.0504467695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-01
          Fixed
          3.099000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300NUS8PQQUZMPR50
        BlueMountain CLO 2014-2 Ltd
        09626QBC0
        
          
          
        
        5500000.000000000000
        PA
        USD
        5499967.000000000000
        0.0961814140
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          1.938250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300KGXMRFX2DKIX03
        BlueMountain CLO 2013-2 Ltd
        09626YAS9
        
          
          
        
        2750000.000000000000
        PA
        USD
        2751300.750000000000
        0.0481137426
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-22
          Floating
          1.783750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300EY8WEC9D18YD37
        BlueMountain Fuji US Clo III Ltd
        09628FAE9
        
          
          
        
        6800000.000000000000
        PA
        USD
        6777566.800000000000
        0.1185236126
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-15
          Floating
          1.558750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        BlueMountain CLO 2018-1 Ltd
        09629TAG3
        
          
          
        
        6996770.000000000000
        PA
        USD
        7004256.540000000000
        0.1224878800
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-30
          Floating
          1.885500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        N/A
        BlueMountain CLO 2018-2 Ltd
        09629VAE3
        
          
          
        
        8500000.000000000000
        PA
        USD
        8508806.000000000000
        0.1487988914
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-08-15
          Floating
          1.855880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOTETOURT CNTY VA RSDL CARE FA
        N/A
        County of Botetourt VA
        101271AM6
        
          
          
        
        4485000.000000000000
        PA
        USD
        5026874.110000000000
        0.0879081383
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-07-01
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Braemar Hotels & Resorts Trust
        N/A
        Braemar Hotels & Resorts Trust 2018-Prime
        10482TAJ1
        
          
          
        
        3000000.000000000000
        PA
        USD
        2913660.600000000000
        0.0509530323
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-15
          Floating
          1.351000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD ASSET MAN INC
        C6J3FGIWG6MBDGTE8F80
        Brookfield Asset Management Inc
        10549PAG6
        
          
        
        3000000.000000000000
        PA
        USD
        4238356.560000000000
        0.0741188314
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2033-03-01
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWARD CNTY FL SCH DIST
        5493006KVNQDJ1D0OD92
        School District of Broward County/FL
        115067KV1
        
          
        
        5480000.000000000000
        PA
        USD
        7196275.170000000000
        0.1258458317
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRYN MAWR BANK CORP
        4NOIGQXI7NPP6IUQF087
        Bryn Mawr Bank Corp
        117665AD1
        
          
          
        
        3500000.000000000000
        PA
        USD
        3594635.840000000000
        0.0628616786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Variable
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUCKEYE OH TOBACCO SETTLEMENT
        N/A
        Buckeye Tobacco Settlement Financing Authority
        118217CF3
        
          
        
        2020000.000000000000
        PA
        USD
        2094029.160000000000
        0.0366196171
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-06-01
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUCKEYE OH TOBACCO SETTLEMENT
        N/A
        Buckeye Tobacco Settlement Financing Authority
        118217CY2
        
          
          
        
        1170000.000000000000
        PA
        USD
        1170000.000000000000
        0.0204605326
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-06-01
          Fixed
          1.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLEIGH CNTY ND HEALH CARE RE
        549300O9YPNGKFXM8354
        County of Burleigh ND
        120906FU1
        
          
        
        7000000.000000000000
        PA
        USD
        7002064.300000000000
        0.1224495429
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-02-01
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Burnham Park CLO Ltd.
        549300BOEG5O4MSO7220
        Burnham Park Clo Ltd
        12232KAL4
        
          
        
        5250000.000000000000
        PA
        USD
        5249952.750000000000
        0.0918092561
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-20
          Floating
          2.338250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        CCUBS Commercial Mortgage Trust 2017-C1
        12508GAW6
        
          
          
        
        40062667.000000000000
        PA
        USD
        780476.840000000000
        0.0136486939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-15
          Variable
          .289012000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2018-CD7 Mortgage Trust
        12512JAT1
        
          
          
        
        3236000.000000000000
        PA
        USD
        3662711.900000000000
        0.0640521679
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          4.213000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        CD 2017-CD3 Mortgage Trust
        12515GAK3
        
          
          
        
        61857000.000000000000
        PA
        USD
        1984088.020000000000
        0.0346970066
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-10
          Variable
          .574035000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate
        N/A
        Cantor Commercial Real Estate Lending 2019-CF2
        12528YAH6
        
          
          
        
        134736000.000000000000
        PA
        USD
        6602077.470000000000
        0.1154547193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          .670456000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAQ4
        
          
        
        70387500.000000000000
        PA
        USD
        4703482.800000000000
        0.0822527892
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Variable
          .837880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YAW1
        
          
        
        6627000.000000000000
        PA
        USD
        6918012.110000000000
        0.1209796689
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Fixed
          3.102000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2021-L5
        61691YBN0
        
          
        
        3500000.000000000000
        PA
        USD
        3127023.900000000000
        0.0546842518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-05-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2005-7
        61748HPH8
        
          
          
        
        1313520.450000000000
        PA
        USD
        1344382.660000000000
        0.0235100729
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2005-7
        61748HPN5
        
          
          
        
        421847.490000000000
        PA
        USD
        413515.580000000000
        0.0072314094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2006-2
        61748HVW8
        
          
          
        
        991443.640000000000
        PA
        USD
        715090.330000000000
        0.0125052385
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-21
        12543PAE3
        
          
          
        
        827319.240000000000
        PA
        USD
        613223.910000000000
        0.0107238358
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-21
        12543PAL7
        
          
          
        
        1569187.700000000000
        PA
        USD
        1131413.830000000000
        0.0197857518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX AZ INDL DEV AUTH EDU R
        549300A62PWFBDWB8332
        Industrial Development Authority of the City of Phoenix/The
        71885FDP9
        
          
        
        4285000.000000000000
        PA
        USD
        4685839.040000000000
        0.0819442416
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PINNACLE FINANCIAL PARTN
        54930098EZ8JMSAZGS24
        Pinnacle Financial Partners Inc
        72346QAC8
        
          
          
        
        6000000.000000000000
        PA
        USD
        6078515.940000000000
        0.1062988665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Variable
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-21
        12543PAN3
        
          
          
        
        3623468.310000000000
        PA
        USD
        2685779.930000000000
        0.0469679384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2006-18
        12543WAJ7
        
          
          
        
        320220.210000000000
        PA
        USD
        249489.040000000000
        0.0043629732
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLACENTIA-YORBA LINDA CA UNIF
        N/A
        Placentia-Yorba Linda Unified School District
        725894JY6
        
          
          
        
        7600000.000000000000
        PA
        USD
        5829119.440000000000
        0.1019375116
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWAY CA UNIF SCH DIST
        N/A
        Poway Unified School District
        738850QZ2
        
          
          
        
        5735000.000000000000
        PA
        USD
        4472973.680000000000
        0.0782217299
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2006-2
        61748HVY4
        
          
          
        
        826737.150000000000
        PA
        USD
        654869.410000000000
        0.0114521170
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Variable
          5.521029000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2006-11
        61749WAN7
        
          
          
        
        2157955.880000000000
        PA
        USD
        1416122.080000000000
        0.0247646257
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREFERRED BANK LA CALIF
        5493007K6HGI9G0ECX16
        Preferred Bank/Los Angeles CA
        740367ES2
        
          
          
        
        4500000.000000000000
        PA
        USD
        4510056.780000000000
        0.0788702256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENCE RI PUBLIC BLDGS AUT
        N/A
        Providence Public Building Authority
        74381MCQ6
        
          
          
        
        6365000.000000000000
        PA
        USD
        7934927.890000000000
        0.1387631206
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-09-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC FIN AUTH WI REVENUE
        5493004S6D3NA627K012
        Public Finance Authority
        74442PMD4
        
          
          
        
        5750000.000000000000
        PA
        USD
        5741107.050000000000
        0.1003983831
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-06-01
          Variable
          9.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC FIN AUTH WI SENIOR LIVI
        5493004S6D3NA627K012
        Public Finance Authority
        74443UAY9
        
          
          
        
        1275000.000000000000
        PA
        USD
        1396048.120000000000
        0.0244135796
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-05-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC FIN AUTH WI LEASE REVEN
        5493004S6D3NA627K012
        Public Finance Authority
        74445HAJ9
        
          
          
        
        3635000.000000000000
        PA
        USD
        4001685.350000000000
        0.0699800118
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-05-15
          Fixed
          4.153000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUERTO RICO SALES TAX FING COR
        N/A
        Puerto Rico Sales Tax Financing Corp Sales Tax Revenue
        74529JQC2
        
          
          
        
        3237000.000000000000
        PA
        USD
        2909357.330000000000
        0.0508777783
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2027-07-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        Morgan Stanley Mortgage Loan Trust 2006-11
        61749WAU1
        
          
          
        
        1778882.290000000000
        PA
        USD
        1569330.490000000000
        0.0274438784
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        549300SRGEL7X4RBPX12
        Morgan Stanley Mortgage Loan Trust 2007-3XS
        61752RAM4
        
          
          
        
        7276576.990000000000
        PA
        USD
        3266396.470000000000
        0.0571215484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-25
          Variable
          5.763390000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS6 Trust
        74922EAD1
        
          
          
        
        1084704.060000000000
        PA
        USD
        1043755.610000000000
        0.0182528169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS6 Trust
        74922EAR0
        
          
          
        
        557142.140000000000
        PA
        USD
        536109.580000000000
        0.0093752885
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        549300NAJR4EOJG3S510
        Morgan Stanley Mortgage Loan Trust 2007-8XS
        61754PAC8
        
          
          
        
        1457157.680000000000
        PA
        USD
        723931.240000000000
        0.0126598451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley ReRemic Trust
        N/A
        Morgan Stanley Reremic Trust
        61761KAB2
        
          
          
        
        1191214.420000000000
        PA
        USD
        1152133.300000000000
        0.0201480863
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-26
          Variable
          2.618900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-HY5
        12544BAA1
        
          
          
        
        7031851.170000000000
        PA
        USD
        6624974.200000000000
        0.1158551290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-25
          Variable
          3.568931000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-HY5
        12544BAE3
        
          
          
        
        2800898.550000000000
        PA
        USD
        2741229.330000000000
        0.0479376173
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Variable
          3.182410000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2007-QS1 Trust
        74922KAL9
        
          
          
        
        1534228.130000000000
        PA
        USD
        1475717.580000000000
        0.0258068100
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2007-QS1 Trust
        74922KAM7
        
          
          
        
        494388.880000000000
        PA
        USD
        468919.700000000000
        0.0082002964
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
        61762XAW7
        
          
          
        
        5000000.000000000000
        PA
        USD
        5367638.000000000000
        0.0938672928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-15
          Variable
          4.482000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25
        61765TAM5
        
          
          
        
        5195000.000000000000
        PA
        USD
        5632187.300000000000
        0.0984936343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Variable
          4.524519000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-5
        12544VAB5
        
          
          
        
        1958635.410000000000
        PA
        USD
        1509851.520000000000
        0.0264037319
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-5
        12544VAD1
        
          
          
        
        690216.900000000000
        PA
        USD
        532066.880000000000
        0.0093045913
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-5
        12544VBE8
        
          
          
        
        933822.870000000000
        PA
        USD
        703661.400000000000
        0.0123053735
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-5
        12544VCN7
        
          
          
        
        6647440.520000000000
        PA
        USD
        5124306.490000000000
        0.0896120002
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-05-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-10
        12545CAX8
        
          
          
        
        2223573.690000000000
        PA
        USD
        1605085.110000000000
        0.0280691421
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-J2
        12545EAD8
        
          
        
        3254286.120000000000
        PA
        USD
        1886297.480000000000
        0.0329868813
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        CHL Mortgage Pass-Through Trust 2007-J2
        12545EAG1
        
          
          
        
        210174.810000000000
        PA
        USD
        121824.630000000000
        0.0021304246
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        254900S2BZHNDNVF2L25
        CIFC Funding 2017-III Ltd
        12548JAE2
        
          
          
        
        2100000.000000000000
        PA
        USD
        2104796.400000000000
        0.0368079107
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          1.988250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS17 Trust
        74922SAA6
        
          
          
        
        1080678.790000000000
        PA
        USD
        850746.870000000000
        0.0148775505
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          .441630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS17 Trust
        74922SAG3
        
          
          
        
        428647.810000000000
        PA
        USD
        420148.280000000000
        0.0073473997
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2007-QS10 Trust
        74924DAA7
        
          
          
        
        403024.660000000000
        PA
        USD
        392340.150000000000
        0.0068611012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBSCF Trust
        N/A
        RBS Commercial Funding Inc 2013-SMV Trust
        74932BAL7
        
          
        
        5000000.000000000000
        PA
        USD
        4775237.500000000000
        0.0835076092
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-03-11
          Variable
          3.584400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S9 Trust
        749577AC6
        
          
          
        
        1969905.620000000000
        PA
        USD
        1903111.240000000000
        0.0332809142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S5 Trust
        74957EAM9
        
          
          
        
        269478.460000000000
        PA
        USD
        270079.610000000000
        0.0047230536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S5 Trust
        74957EAP2
        
          
          
        
        554735.060000000000
        PA
        USD
        555972.560000000000
        0.0097226451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S5 Trust
        74957EAQ0
        
          
          
        
        2324767.640000000000
        PA
        USD
        2329953.730000000000
        0.0407453798
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S5 Trust
        74957EAT4
        
          
          
        
        288927.640000000000
        PA
        USD
        285993.550000000000
        0.0050013507
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S6 Trust
        74957VAK5
        
          
          
        
        148253.970000000000
        PA
        USD
        146956.630000000000
        0.0025699239
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31
        61766RAA4
        
          
          
        
        21212500.000000000000
        PA
        USD
        1233649.000000000000
        0.0215736031
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-15
          Variable
          1.289615000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
        61767EAJ3
        
          
        
        4814000.000000000000
        PA
        USD
        5283398.700000000000
        0.0923941467
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          4.111000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        635400VBVF8AYJQBI411
        CIFC Funding 2018-I Ltd
        12551RAE8
        
          
          
        
        3750000.000000000000
        PA
        USD
        3739545.000000000000
        0.0653957971
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-18
          Floating
          1.939750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300JZARV9CBLL1S14
        CIFC Funding 2013-III-R Ltd
        12552MAC2
        
          
          
        
        12225000.000000000000
        PA
        USD
        12224975.550000000000
        0.2137859072
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-24
          Floating
          1.155750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581GZ5
        
          
        
        3000000.000000000000
        PA
        USD
        3054915.000000000000
        0.0534232377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-13
          Variable
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        N/A
        CIFC Funding 2021-II
        12563YAC3
        
          
        
        2250000.000000000000
        PA
        USD
        2227698.000000000000
        0.0389571689
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          1.633750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citimortgage Alternative Loan
        N/A
        CitiMortgage Alternative Loan Trust Series 2007-A1
        12566QAE3
        
          
          
        
        1944159.840000000000
        PA
        USD
        1972159.630000000000
        0.0344884073
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citimortgage Alternative Loan
        N/A
        CitiMortgage Alternative Loan Trust Series 2007-A1
        12566QAG8
        
          
          
        
        3124429.600000000000
        PA
        USD
        3169427.640000000000
        0.0554257929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S6 Trust
        74957VAQ2
        
          
          
        
        763244.230000000000
        PA
        USD
        756565.230000000000
        0.0132305364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2007-S1 Trust
        749581AP9
        
          
          
        
        572481.100000000000
        PA
        USD
        571665.140000000000
        0.0099970712
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
        61767EAK0
        
          
        
        3500000.000000000000
        PA
        USD
        3772645.800000000000
        0.0659746518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          4.178986000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
        61767EAU8
        
          
        
        4000000.000000000000
        PA
        USD
        3548902.000000000000
        0.0620619019
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-H3
        61767YAA8
        
          
          
        
        15363500.000000000000
        PA
        USD
        1707863.500000000000
        0.0298664931
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Variable
          1.849107000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-H3
        61767YAW0
        
          
          
        
        5000000.000000000000
        PA
        USD
        5590488.000000000000
        0.0977644122
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S7 Trust
        74958AAF1
        
          
          
        
        1425170.250000000000
        PA
        USD
        1405854.630000000000
        0.0245850723
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S7 Trust
        74958AAJ3
        
          
          
        
        852054.170000000000
        PA
        USD
        841698.810000000000
        0.0147193214
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS9 Trust
        75115CAE7
        
          
          
        
        1875472.210000000000
        PA
        USD
        1371918.420000000000
        0.0239916082
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-07-25
          Floating
          .791630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS13 Trust
        75115DAF2
        
          
          
        
        3000788.320000000000
        PA
        USD
        2862585.510000000000
        0.0500598498
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citimortgage Alternative Loan
        N/A
        CitiMortgage Alternative Loan Trust Series 2007-A4
        12566VAT9
        
          
          
        
        4220.600000000000
        PA
        USD
        4238.330000000000
        0.0000741184
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-04-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2017-C8 Commercial Mortgage Trust
        12595BAG6
        
          
          
        
        74773000.000000000000
        PA
        USD
        1588851.480000000000
        0.0277852543
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Variable
          .374049000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-H3
        61767YBB5
        
          
          
        
        135712000.000000000000
        PA
        USD
        3410361.130000000000
        0.0596391498
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Variable
          .357042000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-L2
        61768HAY2
        
          
          
        
        127093000.000000000000
        PA
        USD
        5852200.530000000000
        0.1023411453
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Variable
          .624980000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-H7
        61771MAY6
        
          
          
        
        130723000.000000000000
        PA
        USD
        6523326.070000000000
        0.1140775436
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-07-15
          Variable
          .661533000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Backed Securities
        N/A
        MASTR Asset Securitization Trust 2002-NC1
        61909QAF3
        
          
          
        
        269739.850000000000
        PA
        USD
        273369.360000000000
        0.0047805835
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-10-25
          Floating
          3.241630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2007-QS6 Trust
        75116CBE5
        
          
          
        
        3544233.240000000000
        PA
        USD
        3463706.840000000000
        0.0605720401
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2007-QS9 Trust
        75116FBH1
        
          
          
        
        3873879.690000000000
        PA
        USD
        3813175.220000000000
        0.0666834155
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MortgageIT Trust
        N/A
        MortgageIT Trust 2005-3
        61915RAK2
        
          
          
        
        7822182.800000000000
        PA
        USD
        7911431.560000000000
        0.1383522254
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          .691630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOUNTAIN VIEW CLO
        N/A
        Mountain View Clo XV Ltd
        62432PAC6
        
          
          
        
        3000000.000000000000
        PA
        USD
        3004272.000000000000
        0.0525376114
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Floating
          2.083750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBT BANCORP INC
        N/A
        NBT Bancorp Inc
        628778AB8
        
          
        
        7500000.000000000000
        PA
        USD
        7957816.880000000000
        0.1391633949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Variable
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receiv
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCT8
        
          
        
        1700000.000000000000
        PA
        USD
        1713629.920000000000
        0.0299673341
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          2.269200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RBSSP Resecuritization Trust
        N/A
        RBSSP Resecuritization Trust 2009-7
        75524MAK6
        
          
          
        
        4652028.550000000000
        PA
        USD
        3567208.060000000000
        0.0623820316
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-26
          Variable
          6.023870000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REEDY CREEK FL IMPT DIST
        549300DLSKH6SZ96KV94
        Reedy Creek Improvement District
        758449SH6
        
          
        
        12500000.000000000000
        PA
        USD
        12734177.500000000000
        0.2226906449
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-06-01
          Fixed
          2.731000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2019-C17 Commercial Mortgage Trust
        12597BAW9
        
          
          
        
        85754715.780000000000
        PA
        USD
        7533114.430000000000
        0.1317363536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Variable
          1.364266000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2019-C18 Commercial Mortgage Trust
        12597DAF2
        
          
          
        
        93296426.960000000000
        PA
        USD
        6250011.610000000000
        0.1092979202
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-12-15
          Variable
          1.075966000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Advance Receiv
        N/A
        New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
        62942QCU5
        
          
        
        4400000.000000000000
        PA
        USD
        4433395.120000000000
        0.0775295945
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-08-15
          Fixed
          3.011000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL FIN AUTH NH FEDERAL L
        N/A
        New Hampshire Business Finance Authority
        63607VAB2
        
          
        
        4980000.000000000000
        PA
        USD
        4678807.110000000000
        0.0818212698
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-10-01
          Fixed
          3.278000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNB FINANCIAL CORP/PA
        254900RUYUOKD91VNX69
        CNB Financial Corp/PA
        126128AB3
        
          
        
        5000000.000000000000
        PA
        USD
        5000000.000000000000
        0.0874381737
        Long
        SN
        CORP
        US
        N
        
        2
        
          2031-06-15
          Variable
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300BCCWSDWINK2593
        COMM 2013-CCRE11 Mortgage Trust
        12626LAF9
        
          
          
        
        50249442.230000000000
        PA
        USD
        902856.850000000000
        0.0157888308
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-10
          Variable
          .916445000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reese Park CLO, Ltd.
        N/A
        REESE PARK CLO LTD
        758465AA6
        
          
        
        5000000.000000000000
        PA
        USD
        5003760.000000000000
        0.0875039272
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          .933750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reese Park CLO, Ltd.
        N/A
        REESE PARK CLO LTD
        758465AL2
        
          
        
        4820000.000000000000
        PA
        USD
        4751175.220000000000
        0.0830868168
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Fixed
          2.219700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGL TRANSPRTN DIST CO SALES T
        N/A
        Regional Transportation District Sales Tax Revenue
        759136VG6
        
          
        
        10370000.000000000000
        PA
        USD
        10194898.400000000000
        0.1782846595
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-11-01
          Fixed
          1.837000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RENASANT CORP
        549300OVE6OZHW2UUH81
        Renasant Corp
        75970EAD9
        
          
        
        5000000.000000000000
        PA
        USD
        5078340.750000000000
        0.0888081681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-09-15
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURE CONSERVANCY (THE)
        549300GJ1IZME7V1JJ28
        Nature Conservancy/The
        63902HAP4
        
          
        
        1250000.000000000000
        PA
        USD
        1187127.040000000000
        0.0207600441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-01
          Fixed
          1.711000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURE CONSERVANCY (THE)
        549300GJ1IZME7V1JJ28
        Nature Conservancy/The
        63902HAQ2
        
          
        
        1150000.000000000000
        PA
        USD
        1087307.530000000000
        0.0190144369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-01
          Fixed
          1.811000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Renaissance Home Equity Loan T
        N/A
        Renaissance Home Equity Loan Trust 2005-1
        759950FE3
        
          
          
        
        373133.890000000000
        PA
        USD
        383909.330000000000
        0.0067136661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Variable
          5.016000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QS1 Trust
        761118SB5
        
          
          
        
        260434.730000000000
        PA
        USD
        259243.970000000000
        0.0045335639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURE CONSERVANCY (THE)
        549300GJ1IZME7V1JJ28
        Nature Conservancy/The
        63902HAR0
        
          
        
        1000000.000000000000
        PA
        USD
        940879.370000000000
        0.0164537548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-01
          Fixed
          1.861000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2019-2
        63941RAB6
        
          
          
        
        6930000.000000000000
        PA
        USD
        7106691.440000000000
        0.1242792241
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2068-02-27
          Floating
          1.091630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Accredit Loans, In
        N/A
        RALI Series 2006-QA1 Trust
        761118TD0
        
          
          
        
        323618.670000000000
        PA
        USD
        289403.050000000000
        0.0050609748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          5.318368000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S3 Trust
        76111XN74
        
          
          
        
        2909735.980000000000
        PA
        USD
        2832936.700000000000
        0.0495413623
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2005-SA4 Trust
        76111XYD9
        
          
          
        
        1997943.300000000000
        PA
        USD
        1516721.070000000000
        0.0265238641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          3.220497000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2005-SA4 Trust
        76111XYH0
        
          
          
        
        1705695.890000000000
        PA
        USD
        1316549.900000000000
        0.0230233438
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          3.360160000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        54930035ESY1D7J97S77
        Nelnet Student Loan Trust 2006-1
        64033HAA7
        
          
          
        
        9347495.240000000000
        PA
        USD
        9257349.870000000000
        0.1618891532
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-23
          Floating
          .600130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        549300YJLHTYDSFV8K03
        Neuberger Berman Loan Advisers CLO 25 Ltd
        64131JAN6
        
          
        
        5000000.000000000000
        PA
        USD
        4990630.000000000000
        0.0872743146
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-10-18
          Floating
          1.539750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neuberger Berman CLO Ltd
        5493009EGZQAPYYVLD80
        Neuberger Berman Loan Advisers CLO 34 Ltd
        64132YAN2
        
          
        
        1000000.000000000000
        PA
        USD
        1001837.000000000000
        0.0175197595
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          4.388250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW HOPE CULTURAL EDU FACS FIN
        N/A
        New Hope Cultural Education Facilities Finance Corp
        64542PAE5
        
          
          
        
        220000.000000000000
        PA
        USD
        78650.000000000000
        0.0013754025
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2500-12-31
          Fixed
          4.000000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300UFJ8EKD81Y8R30
        CSAIL 2015-C1 Commercial Mortgage Trust
        126281AC8
        
          
          
        
        62192000.000000000000
        PA
        USD
        990469.790000000000
        0.0173209739
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Variable
          .500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE18 Mortgage Trust
        12632QBA0
        
          
          
        
        4550700.000000000000
        PA
        USD
        4937322.010000000000
        0.0863420839
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-15
          Variable
          4.456000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY INSTITUTE OF TECHNO
        N/A
        New Jersey Institute of Technology/NJ
        64579RAW7
        
          
          
        
        1540000.000000000000
        PA
        USD
        1642605.270000000000
        0.0287252810
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2024-07-01
          Fixed
          3.323000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY INSTITUTE OF TECHNO
        N/A
        New Jersey Institute of Technology/NJ
        64579RCZ8
        
          
          
        
        3500000.000000000000
        PA
        USD
        3485336.050000000000
        0.0609502838
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.415000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST ECON DEV AUTH LE
        5493006JS6QWDVU4R678
        New Jersey Economic Development Authority
        645913AA2
        
          
          
        
        10000000.000000000000
        PA
        USD
        12846672.000000000000
        0.2246579076
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          7.425000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST ECON DEV AUTH LE
        5493006JS6QWDVU4R678
        New Jersey Economic Development Authority
        645913BD5
        
          
          
        
        19320000.000000000000
        PA
        USD
        18574495.300000000000
        0.3248239893
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-02-15
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2005-SA4 Trust
        76111XYJ6
        
          
          
        
        550514.330000000000
        PA
        USD
        536966.390000000000
        0.0093902721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          3.297317000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAAC Series
        N/A
        RAAC Series 2005-SP1 Trust
        76112BQS2
        
          
        
        3179.500000000000
        PA
        USD
        3169.070000000000
        0.0000554195
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ST TURNPIKE AUTH TU
        5493005YN67D71KSMI84
        New Jersey Turnpike Authority
        646140DU4
        
          
        
        10000000.000000000000
        PA
        USD
        9675193.000000000000
        0.1691962412
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-01-01
          Fixed
          1.863000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS LA SEWAGE SVC REVE
        N/A
        City of New Orleans LA Sewerage Service Revenue
        647719QE6
        
          
        
        1000000.000000000000
        PA
        USD
        967456.800000000000
        0.0169185311
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.791000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300FU8TZDHFLQZL50
        CSAIL 2016-C5 Commercial Mortgage Trust
        12636LAJ9
        
          
          
        
        46821000.000000000000
        PA
        USD
        1808152.110000000000
        0.0316203037
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-11-15
          Variable
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust Series 2006-4
        12637HAD0
        
          
          
        
        626505.600000000000
        PA
        USD
        498833.660000000000
        0.0087234208
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust Series 2006-4
        12637HAX6
        
          
          
        
        562909.110000000000
        PA
        USD
        184261.490000000000
        0.0032222976
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC Mortgage-Backed Trust 2007-2
        126384AU0
        
          
          
        
        1625696.740000000000
        PA
        USD
        1227521.500000000000
        0.0214664476
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2006-A5CB
        76112FAF8
        
          
          
        
        2430082.800000000000
        PA
        USD
        1547395.560000000000
        0.0270602884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2006-A10
        76113LAA5
        
          
          
        
        10917397.770000000000
        PA
        USD
        2901298.460000000000
        0.0507368477
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Floating
          .741630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS LA SEWAGE SVC REVE
        N/A
        City of New Orleans LA Sewerage Service Revenue
        647719QF3
        
          
        
        1575000.000000000000
        PA
        USD
        1514393.840000000000
        0.0264831663
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          1.891000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS LA WTR REVENUE
        N/A
        City of New Orleans LA Water System Revenue
        647753MF6
        
          
        
        720000.000000000000
        PA
        USD
        697074.700000000000
        0.0121901877
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-01
          Fixed
          1.841000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2006-A10
        76113LAB3
        
          
          
        
        10917397.790000000000
        PA
        USD
        3159845.370000000000
        0.0552582217
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Floating
          5.758370000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2006-A15
        76114DAK0
        
          
          
        
        17238150.580000000000
        PA
        USD
        4637036.650000000000
        0.0810908032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          .691630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ORLEANS LA WTR REVENUE
        N/A
        City of New Orleans LA Water System Revenue
        647753MG4
        
          
        
        885000.000000000000
        PA
        USD
        855202.490000000000
        0.0149554688
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-12-01
          Fixed
          1.941000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK NY
        549300ABYZD2SFD5JB29
        City of New York NY
        64966QCX6
        
          
          
        
        5000000.000000000000
        PA
        USD
        6276918.500000000000
        0.1097684580
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK NY
        549300ABYZD2SFD5JB29
        City of New York NY
        64966QJZ4
        
          
          
        
        1610000.000000000000
        PA
        USD
        2036769.140000000000
        0.0356182748
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK CITY NY INDL DEV AGY
        549300XR20ZR5DHL9534
        New York City Industrial Development Agency
        64971PLN3
        
          
        
        5850000.000000000000
        PA
        USD
        5673879.900000000000
        0.0992227393
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-01-01
          Fixed
          2.436000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST DORM AUTH REVENUES
        549300C8XO7EXTX2XU71
        New York State Dormitory Authority
        64990GGJ5
        
          
          
        
        3125000.000000000000
        PA
        USD
        3705384.690000000000
        0.0647984140
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-08-01
          Fixed
          5.096000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST DORM AUTH REVENUES
        549300C8XO7EXTX2XU71
        New York State Dormitory Authority
        64990GWU2
        
          
          
        
        6430000.000000000000
        PA
        USD
        6750573.440000000000
        0.1180515626
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.746000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securitizati
        N/A
        Residential Asset Securitization Trust 2006-A15
        76114DAL8
        
          
          
        
        17238150.580000000000
        PA
        USD
        4761823.620000000000
        0.0832730322
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          5.558370000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2007-S7 Trust
        76200RAG3
        
          
          
        
        1987398.550000000000
        PA
        USD
        1932659.230000000000
        0.0337976387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-07-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Funding Mtg Sec I
        N/A
        RFMSI Series 2006-S4 Trust
        762010AA4
        
          
          
        
        2416858.430000000000
        PA
        USD
        2360093.430000000000
        0.0412724519
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUTGERS NJ ST UNIV
        549300BOYDHNW8J60112
        Rutgers The State University of New Jersey
        783186UJ6
        
          
          
        
        2000000.000000000000
        PA
        USD
        2113006.000000000000
        0.0369514771
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Adjustable Rate Mortg
        N/A
        STARM Mortgage Loan Trust 2007-1
        78473NAC7
        
          
          
        
        6646703.170000000000
        PA
        USD
        6265721.460000000000
        0.1095726483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          2.396455000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Adjustable Rate Mortg
        N/A
        STARM Mortgage Loan Trust 2007-2
        78473TAA8
        
          
          
        
        576168.490000000000
        PA
        USD
        341951.790000000000
        0.0059799280
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-25
          Variable
          2.553901000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SACRAMENTO CA TRANSIENT OCCUPA
        N/A
        City of Sacramento CA Transient Occupancy Tax Revenue
        786073AE6
        
          
          
        
        3320000.000000000000
        PA
        USD
        3508963.110000000000
        0.0613634652
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.858000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAINT LOUIS MO SPL ADMIN BRD O
        N/A
        St Louis School District
        791697BR5
        
          
          
        
        3800000.000000000000
        PA
        USD
        4858232.740000000000
        0.0849589997
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-04-01
          Fixed
          6.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALT LAKE CNTY UT CONVENTION H
        N/A
        County of Salt Lake UT Convention Hotel Revenue
        79567VAE0
        
          
          
        
        5000000.000000000000
        PA
        USD
        4950448.000000000000
        0.0865716264
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN ANTONIO TX ELEC & GAS REVE
        5493002G2FEH20Q4GQ04
        City of San Antonio TX Electric & Gas Systems Revenue
        796253T93
        
          
        
        12000000.000000000000
        PA
        USD
        17021274.000000000000
        0.2976618226
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-02-01
          Fixed
          5.985000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN ANTONIO TX ELEC & GAS REVE
        5493002G2FEH20Q4GQ04
        City of San Antonio TX Electric & Gas Systems Revenue
        796253U91
        
          
        
        5645000.000000000000
        PA
        USD
        7819652.140000000000
        0.1367472204
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-02-01
          Fixed
          5.718000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN ANTONIO TX ELEC & GAS REVE
        5493002G2FEH20Q4GQ04
        City of San Antonio TX Electric & Gas Systems Revenue
        79625GCR2
        
          
        
        2150000.000000000000
        PA
        USD
        2737101.150000000000
        0.0478654252
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK ST URBAN DEV CORP REV
        54930039Y2EMGXN6LM88
        New York State Urban Development Corp
        650036CH7
        
          
        
        8460000.000000000000
        PA
        USD
        10768767.840000000000
        0.1883202786
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2047-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Niagara Park CLO, Ltd.
        N/A
        Niagara Park Clo Ltd
        65357KAA5
        
          
        
        2000000.000000000000
        PA
        USD
        1999860.000000000000
        0.0349728212
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-17
          Floating
          6.639750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN ANTONIO TX ELEC & GAS REVE
        5493002G2FEH20Q4GQ04
        City of San Antonio TX Electric & Gas Systems Revenue
        79625GCS0
        
          
        
        6650000.000000000000
        PA
        USD
        8421468.900000000000
        0.1472715721
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO CA TOBACCO SETTLEMEN
        N/A
        San Diego Tobacco Settlement Revenue Funding Corp
        797330AG2
        
          
          
        
        2155000.000000000000
        PA
        USD
        2268898.430000000000
        0.0396776670
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-01
          Fixed
          3.435000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO CA UNIF SCH DIST
        N/A
        San Diego Unified School District/CA
        797355M43
        
          
          
        
        1650000.000000000000
        PA
        USD
        1316260.610000000000
        0.0230182848
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2034-07-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO CA UNIF SCH DIST
        N/A
        San Diego Unified School District/CA
        797355M68
        
          
          
        
        7895000.000000000000
        PA
        USD
        5975309.430000000000
        0.1044940288
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-07-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1
        65535VKX5
        
          
          
        
        75493.860000000000
        PA
        USD
        76833.400000000000
        0.0013436344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-03-25
          Variable
          5.659000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3
        65535VMG0
        
          
          
        
        690653.600000000000
        PA
        USD
        704149.110000000000
        0.0123139024
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          5.687740000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO CNTY CA PENSN OBLG
        254900MKIGRAYVDUZ926
        County of San Diego CA
        797398EJ9
        
          
          
        
        705000.000000000000
        PA
        USD
        836108.780000000000
        0.0146215649
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-08-15
          Fixed
          6.029000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO CNTY CA REGL TRANSPR
        W4FR340A6EQ2SSI17B56
        San Diego County Regional Transportation Commission
        797400NX2
        
          
        
        7085000.000000000000
        PA
        USD
        9293862.820000000000
        0.1625276783
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1
        65538PAA6
        
          
          
        
        2023181.600000000000
        PA
        USD
        2024924.980000000000
        0.0354111484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          5.995000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-1
        65538PAC2
        
          
          
        
        1100260.450000000000
        PA
        USD
        1096638.830000000000
        0.0191776193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-25
          Variable
          5.669000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN FRANCISCO CA CITY & CNTY P
        N/A
        City of San Francisco CA Public Utilities Commission Water Revenue
        79771FCA3
        
          
        
        2000000.000000000000
        PA
        USD
        2013357.000000000000
        0.0352088518
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.845000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN FRANCISCO CITY & CNTY CA R
        N/A
        San Francisco City & County Redevelopment Financing Authority
        79771PF67
        
          
          
        
        5225000.000000000000
        PA
        USD
        3260860.850000000000
        0.0570247435
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN FRANCISCO CITY & CNTY CA R
        N/A
        San Francisco City & County Redevelopment Financing Authority
        79771PL45
        
          
        
        4400000.000000000000
        PA
        USD
        5860943.880000000000
        0.1024940458
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN FRANCISCO CITY & CNTY CA R
        N/A
        San Francisco City & County Redevelopment Financing Authority
        79771PU86
        
          
        
        2565000.000000000000
        PA
        USD
        4233841.840000000000
        0.0740398797
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-08-01
          Fixed
          8.406000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN MATEO CA UNION HIGH SCH DI
        N/A
        San Mateo Union High School District
        799017GU6
        
          
        
        10000000.000000000000
        PA
        USD
        11852704.000000000000
        0.2072757583
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-09-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDY SPRING BANCORP INC
        N/A
        Sandy Spring Bancorp Inc
        800363AB9
        
          
          
        
        5500000.000000000000
        PA
        USD
        5805444.650000000000
        0.1015234956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Variable
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTA ANA CA UNIF SCH DIST
        N/A
        Santa Ana Unified School District
        801155RQ7
        
          
          
        
        2500000.000000000000
        PA
        USD
        1739105.000000000000
        0.0304128330
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SARASOTA CNTY FL UTILITY SYS R
        N/A
        County of Sarasota FL Utility System Revenue
        803321QT8
        
          
        
        7250000.000000000000
        PA
        USD
        9321847.730000000000
        0.1630170682
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        Nomura Resecuritization Trust 2011-4R
        65539CAK2
        
          
          
        
        7321484.080000000000
        PA
        USD
        7226686.970000000000
        0.1263776621
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-26
          Variable
          2.768000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTH LAS VEGAS NV
        N/A
        City of North Las Vegas NV
        660393P86
        
          
          
        
        11290000.000000000000
        PA
        USD
        15324260.220000000000
        0.2679850654
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-06-01
          Fixed
          6.572000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHCRAFT MI CMNTY SCH DIST
        N/A
        Schoolcraft Community Schools
        807892JG0
        
          
        
        8315000.000000000000
        PA
        USD
        10533999.110000000000
        0.1842147288
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BP9
        
          
        
        10000000.000000000000
        PA
        USD
        10195442.000000000000
        0.1782941657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N TX TOLLWAY AUTH REVENUE
        PQGZGRE0F2WPMYQQ1B78
        North Texas Tollway Authority
        66285WBW5
        
          
          
        
        7850000.000000000000
        PA
        USD
        6709077.080000000000
        0.1173258894
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-01-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N TX TOLLWAY AUTH REVENUE
        PQGZGRE0F2WPMYQQ1B78
        North Texas Tollway Authority
        66285WYE0
        
          
          
        
        5090000.000000000000
        PA
        USD
        6881337.440000000000
        0.1203383157
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-02-01
          Fixed
          8.410000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BS3
        
          
        
        10000000.000000000000
        PA
        USD
        10034227.800000000000
        0.1754749107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sequoia Mortgage Trust
        N/A
        Sequoia Mortgage Trust 2013-4
        81744YAC0
        
          
          
        
        71515.000000000000
        PA
        USD
        71564.260000000000
        0.0012514896
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-04-25
          Variable
          1.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTHRN CA PWR AGY
        549300QYTU4PHD2XHS96
        Northern California Power Agency
        664845DG6
        
          
          
        
        9900000.000000000000
        PA
        USD
        12209960.070000000000
        0.2135233219
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-06-01
          Fixed
          5.679000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWELL HEALTHCARE INC
        54930073NUTKK4QD3P47
        Northwell Healthcare Inc
        667274AB0
        
          
          
        
        1000000.000000000000
        PA
        USD
        1060353.720000000000
        0.0185430786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          3.391000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565CE2
        
          
        
        5000000.000000000000
        PA
        USD
        5418500.000000000000
        0.0947567489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565CG7
        
          
        
        4750000.000000000000
        PA
        USD
        4846662.500000000000
        0.0847566635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        Northwestern Mutual Global Funding
        66815L2D0
        
          
        
        10000000.000000000000
        PA
        USD
        10005764.300000000000
        0.1749771514
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWALK-LA MIRADA CA UNIF SCH
        N/A
        Norwalk-La Mirada Unified School District
        669096RW1
        
          
          
        
        4200000.000000000000
        PA
        USD
        2667141.960000000000
        0.0466420044
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuveen Quality Municipal Incom
        549300RDIO25ZNWCOA97
        Nuveen Quality Municipal Income Fund
        67066V101
        
          
          
        
        183527.000000000000
        NS
        USD
        2877703.360000000000
        0.0503242253
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM XXIV Ltd
        67113DAA2
        
          
          
        
        4000000.000000000000
        PA
        USD
        4000000.000000000000
        0.0699505390
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.238250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAT
        TAFO772JB70PDRN5VS48
        Siemens Financieringsmaatschappij NV
        82620KBE2
        
          
        
        9650000.000000000000
        PA
        USD
        9579743.460000000000
        0.1675270546
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2031-03-11
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIGNATURE BANK NEW YORK
        VLP5AP0XK2GM6GKD1007
        Signature Bank/New York NY
        82669GCB8
        
          
          
        
        5000000.000000000000
        PA
        USD
        5186933.550000000000
        0.0907071994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-01
          Variable
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCEANFIRST FINANCIAL CP
        N/A
        OceanFirst Financial Corp
        675234AB4
        
          
          
        
        5000000.000000000000
        PA
        USD
        5171951.600000000000
        0.0904452005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Variable
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCEANSIDE CA UNIF SCH DIST
        N/A
        Oceanside Unified School District/CA
        675383JV6
        
          
          
        
        5225000.000000000000
        PA
        USD
        3346517.410000000000
        0.0585226741
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        Simon Property Group LP
        828807CE5
        
          
        
        6738000.000000000000
        PA
        USD
        9691236.220000000000
        0.1694767992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2019-3 Trust
        83405TAA1
        
          
          
        
        530462.140000000000
        PA
        USD
        533951.680000000000
        0.0093375520
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-05-25
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOFI CONSUMER LOAN PROGRAM TRU
        N/A
        SoFi Consumer Loan Program 2020-1 Trust
        83407AAA0
        
          
          
        
        1030508.870000000000
        PA
        USD
        1040048.500000000000
        0.0181879883
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-25
          Fixed
          2.020000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S LAKE TAHOE CA PENSN OBLIG
        N/A
        City of South Lake Tahoe CA
        83866PAH6
        
          
          
        
        1600000.000000000000
        PA
        USD
        1793457.600000000000
        0.0313633314
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 33
        549300IDWDG12HO3TO90
        Octagon Investment Partners 33 Ltd
        675711AC9
        
          
        
        1250000.000000000000
        PA
        USD
        1249993.750000000000
        0.0218594341
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          1.688250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners Lt
        N/A
        Octagon Investment Partners 18-R Ltd
        67576FAA7
        
          
        
        5000000.000000000000
        PA
        USD
        5004885.000000000000
        0.0875236008
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-16
          Floating
          1.143630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S PLACER CA WSTWTR AUTH WSTWTR
        549300FGO2EDNXECW829
        South Placer Wastewater Authority/CA
        839423CU2
        
          
          
        
        2935000.000000000000
        PA
        USD
        4145055.890000000000
        0.0724872234
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S WSTRN CITY OH SCH DIST FRANK
        N/A
        South-Western City School District
        840658QF8
        
          
          
        
        2735000.000000000000
        PA
        USD
        2363039.180000000000
        0.0413239661
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-12-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 26
        549300ZYOSZSIH0Y3392
        Octagon Investment Partners 26 Ltd
        67590YAS9
        
          
          
        
        6220000.000000000000
        PA
        USD
        6201781.620000000000
        0.1084544917
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          1.983750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGLETHORPE POWER CORP
        3EERXCUSWMS9GV5D9M98
        Oglethorpe Power Corp
        677050AC0
        
          
          
        
        6445000.000000000000
        PA
        USD
        8152568.200000000000
        0.1425691349
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-01
          Fixed
          6.191000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STHRN OH PORT EXEMPT FAC REVEN
        N/A
        Southern Ohio Port Authority
        84355AAC6
        
          
        
        4000000.000000000000
        PA
        USD
        4531011.200000000000
        0.0792366689
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-12-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHSIDE BANCSHARES INC
        549300TC83207VQA2K65
        Southside Bancshares Inc
        84470PAF6
        
          
        
        7000000.000000000000
        PA
        USD
        6928854.590000000000
        0.1211692783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          None
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BK3
        
          
        
        8780000.000000000000
        PA
        USD
        10283985.380000000000
        0.1798425800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPARTANBURG CNTY SC SCH DIST #
        N/A
        Spartanburg County School District No 7
        847082MN1
        
          
        
        5000000.000000000000
        PA
        USD
        6326482.000000000000
        0.1106352064
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-03-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Hill Credit Partners
        N/A
        Oak Hill Credit Partners X-R Ltd
        67707CAS7
        
          
        
        6750000.000000000000
        PA
        USD
        6749966.250000000000
        0.1180409443
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.738250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIO ST HGR EDUCTNL FAC COMMIS
        5493007MQT6NGNN6BR81
        Ohio Higher Educational Facility Commission
        67756DXS0
        
          
        
        4025000.000000000000
        PA
        USD
        4095615.810000000000
        0.0716226333
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Specialty Underwriting & Resid
        N/A
        Specialty Underwriting and Residential Finance Trust Series 2006-BC2
        84751PLP2
        
          
          
        
        911193.620000000000
        PA
        USD
        487925.230000000000
        0.0085326582
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-25
          Variable
          3.916275000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        85172FAR0
        
          
        
        5553000.000000000000
        PA
        USD
        5919886.710000000000
        0.1035248165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIO ST SPL OBLG
        5493005LEB5E170OMX59
        State of Ohio
        67759HML5
        
          
          
        
        1865000.000000000000
        PA
        USD
        2416822.350000000000
        0.0422645065
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIO ST SPL OBLG
        5493005LEB5E170OMX59
        State of Ohio
        67759HMM3
        
          
          
        
        4000000.000000000000
        PA
        USD
        5173962.400000000000
        0.0904803646
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2040-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHIO ST WTR DEV AUTH WTR POLLC
        N/A
        Ohio Water Development Authority Water Pollution Control Loan Fund
        67766WZD7
        
          
          
        
        10000000.000000000000
        PA
        USD
        12945151.000000000000
        0.2263800724
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OKLAHOMA ST DEV FIN AUTH HLTHS
        549300PXGPHUWC32DJ91
        Oklahoma Development Finance Authority
        67884XCP0
        
          
          
        
        4120000.000000000000
        PA
        USD
        4606207.380000000000
        0.0805516722
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OKLAHOMA ST TURNPIKE AUTH
        549300J83EP2PBDYH615
        Oklahoma Turnpike Authority
        679111ZX5
        
          
        
        3260000.000000000000
        PA
        USD
        3208658.910000000000
        0.0561118550
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-01-01
          Fixed
          1.722000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Opteum Mortgage Acceptance Cor
        N/A
        Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5
        68383NDP5
        
          
          
        
        304780.190000000000
        PA
        USD
        308196.960000000000
        0.0053896359
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBH7
        
          
          
        
        2825000.000000000000
        PA
        USD
        3068381.660000000000
        0.0536587377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XCD5
        
          
        
        10000000.000000000000
        PA
        USD
        10241020.000000000000
        0.1790912172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suntrust Adjustable Rate Mortg
        N/A
        STARM Mortgage Loan Trust 2007-S1
        855541AA6
        
          
          
        
        441077.270000000000
        PA
        USD
        388811.950000000000
        0.0067994014
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          2.541759000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stratus CLO Ltd
        549300Q25AW0J5PAWT42
        Stratus CLO 2020-2 Ltd
        863173AA8
        
          
        
        804599.510000000000
        PA
        USD
        804838.480000000000
        0.0140747214
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-10-15
          Floating
          .983750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        863579C30
        
          
          
        
        263452.870000000000
        PA
        USD
        252869.150000000000
        0.0044220833
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          3.363534000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust
        863579C63
        
          
          
        
        4040815.790000000000
        PA
        USD
        3272517.300000000000
        0.0572285872
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-25
          Variable
          3.300888000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORANGE CALIF PENSION OBLIG
        N/A
        City of Orange CA
        684100AJ9
        
          
        
        7500000.000000000000
        PA
        USD
        7584825.000000000000
        0.1326406492
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.220000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORANGE CALIF PENSION OBLIG
        N/A
        City of Orange CA
        684100AK6
        
          
        
        12370000.000000000000
        PA
        USD
        12453330.510000000000
        0.2177792953
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREGON ST HLTH & SCIENCE UNIV
        549300XTWOAGON8L2G98
        Oregon Health & Science University
        685869FU8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1059246.100000000000
        0.0185237089
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORLANDO HEALTH OBL GRP
        N/A
        Orlando Health Obligated Group
        686514AM2
        
          
        
        1000000.000000000000
        PA
        USD
        1011208.860000000000
        0.0176836512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-01
          Fixed
          2.891000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2004-18
        863579FV5
        
          
          
        
        641239.250000000000
        PA
        USD
        649318.740000000000
        0.0113550490
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Variable
          2.500299000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        Structured Adjustable Rate Mortgage Loan Trust Series 2006-1
        863579Q43
        
          
          
        
        1412235.790000000000
        PA
        USD
        1312217.440000000000
        0.0229475793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Variable
          2.936803000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWNIT Mortgage Loan Asset-Back
        N/A
        Ownit Mortgage Loan Trust Series 2006-2
        69121PDE0
        
          
          
        
        281352.210000000000
        PA
        USD
        285135.550000000000
        0.0049863464
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-01-25
          Variable
          6.132900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC CONTINENTAL CORP
        549300O1LD28IAZM0Y68
        Pacific Continental Corp
        69412VAA6
        
          
        
        5000000.000000000000
        PA
        USD
        5007849.550000000000
        0.0875754438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Variable
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC PREMIER BANCORP
        549300Q1KIC3KLI0XG98
        Pacific Premier Bancorp Inc
        69478XAD7
        
          
          
        
        4000000.000000000000
        PA
        USD
        4046583.160000000000
        0.0707651683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Variable
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC PREMIER BANCORP
        549300Q1KIC3KLI0XG98
        Pacific Premier Bancorp Inc
        69478XAE5
        
          
        
        4000000.000000000000
        PA
        USD
        4203117.640000000000
        0.0735025861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Variable
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMDALE CA ELEM SCH DIST SPL
        549300YBE1L2RGBY7L18
        Palmdale Elementary School District
        69671TCW7
        
          
          
        
        540000.000000000000
        PA
        USD
        471520.010000000000
        0.0082457697
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-08-01
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK NATIONAL CORP
        5493001T01TDELV5OO63
        Park National Corp
        700658AA5
        
          
        
        5100000.000000000000
        PA
        USD
        5208254.490000000000
        0.0910800522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PASADENA CA UNIF SCH DIST
        N/A
        Pasadena Unified School District
        702282QN7
        
          
        
        4445000.000000000000
        PA
        USD
        4723035.190000000000
        0.0825947143
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-05-01
          Fixed
          2.881000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PASCO CNTY FL
        N/A
        County of Pasco FL
        702503DW0
        
          
        
        1880000.000000000000
        PA
        USD
        2358866.080000000000
        0.0412509884
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PASCO CNTY FL SECOND LOCAL OPT
        N/A
        County of Pasco FL Second Local Option Fuel Tax Revenue
        70253VAX6
        
          
        
        14595000.000000000000
        PA
        USD
        19221625.220000000000
        0.3361407610
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2046-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEAPACK GLADSTONE FINANC
        549300G8DN2UK8K0ET30
        Peapack-Gladstone Financial Corp
        704699AE7
        
          
        
        7500000.000000000000
        PA
        USD
        7652718.300000000000
        0.1338279424
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-30
          Variable
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENN STATE HEALTH
        254900ZBDOI59F4TUB07
        Penn State Health
        707631AA5
        
          
          
        
        3500000.000000000000
        PA
        USD
        3886040.730000000000
        0.0679576609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.806000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ST ECON DEV FINGA
        N/A
        Pennsylvania Economic Development Financing Authority
        70869PHU4
        
          
          
        
        1000000.000000000000
        PA
        USD
        1181446.100000000000
        0.0206606979
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2030-12-31
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ST ECON DEV FINGA
        N/A
        Pennsylvania Economic Development Financing Authority
        70869PMX2
        
          
        
        6000000.000000000000
        PA
        USD
        6108210.600000000000
        0.1068181559
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-06-15
          Fixed
          2.502000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ST TURNPIKE COMMI
        549300J8LLBYEYEXZJ24
        Pennsylvania Turnpike Commission
        709224WQ8
        
          
          
        
        5000000.000000000000
        PA
        USD
        6015412.500000000000
        0.1051953366
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENNSYLVANIA ST UNIV
        549300QDK4O4XCJ47X56
        Pennsylvania State University/The
        709235T70
        
          
        
        21505000.000000000000
        PA
        USD
        21624985.000000000000
        0.3781698390
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-09-01
          Fixed
          2.790000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERALTA CA CMNTY CLG DIST LTD
        N/A
        Peralta Community College District
        713580AJ7
        
          
          
        
        4550000.000000000000
        PA
        USD
        4223969.750000000000
        0.0738672402
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-08-05
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHOENIX AZ CIVIC IMPT CORP DIS
        N/A
        City of Phoenix Civic Improvement Corp
        71884WCT6
        
          
          
        
        9000000.000000000000
        PA
        USD
        14243220.000000000000
        0.2490802289
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-07-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DFC HEL Trust
        N/A
        DFC HEL Trust 2001-1
        233205AC7
        
          
          
        
        1693722.120000000000
        PA
        USD
        1769758.050000000000
        0.0309488824
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-08-15
          Floating
          1.750880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLP Trust
        N/A
        DOLP Trust 2021-NYC
        23345LAA7
        
          
        
        10000000.000000000000
        PA
        USD
        10517434.000000000000
        0.1839250442
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-05-10
          Fixed
          2.956000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS-FORT WORTH TX INTERNATI
        N/A
        Dallas/Fort Worth International Airport
        2350364W7
        
          
          
        
        15100000.000000000000
        PA
        USD
        15573256.650000000000
        0.2723394240
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2038-11-01
          Fixed
          2.994000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS TX
        N/A
        City of Dallas TX
        235218M35
        
          
          
        
        10000000.000000000000
        PA
        USD
        8008718.000000000000
        0.1400535351
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2031-02-15
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS TX
        N/A
        City of Dallas TX
        235218M43
        
          
          
        
        15000000.000000000000
        PA
        USD
        11582644.500000000000
        0.2025530564
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2032-02-15
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS TX AREA RAPID TRANSIT S
        75YWM81F2R6UQGJIEW47
        Dallas Area Rapid Transit
        235241UX2
        
          
        
        7620000.000000000000
        PA
        USD
        9762341.660000000000
        0.1707202652
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DALLAS TX WTRWKS & SWR SYS REV
        N/A
        City of Dallas TX Waterworks & Sewer System Revenue
        23542JSB2
        
          
        
        23135000.000000000000
        PA
        USD
        30053535.630000000000
        0.5255652538
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
        
        5000000.000000000000
        PA
        USD
        5325000.000000000000
        0.0931216550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AH9
        
          
        
        5000000.000000000000
        PA
        USD
        5168750.000000000000
        0.0903892121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361ZX9
        
          
        
        10595000.000000000000
        PA
        USD
        12326837.190000000000
        0.2155672263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DENVER CITY & CNTY CO ARPT REV
        N/A
        City & County of Denver CO Airport System Revenue
        249182LK0
        
          
          
        
        10750000.000000000000
        PA
        USD
        15077241.580000000000
        0.2636652937
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DETROIT MI
        549300BQRJP7MKKHOY28
        City of Detroit MI
        251093S84
        
          
        
        8700000.000000000000
        PA
        USD
        8262737.130000000000
        0.1444957289
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-04-01
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DETROIT MI CITY SCH DIST
        N/A
        Detroit City School District
        2511295D0
        
          
          
        
        9235000.000000000000
        PA
        USD
        12891568.700000000000
        0.2254430447
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-05-01
          Fixed
          7.747000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Alt-A Securities INC
        N/A
        Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-1
        251510CV3
        
          
          
        
        2509430.680000000000
        PA
        USD
        2457751.720000000000
        0.0429802644
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Alt-A Securities INC
        N/A
        Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3
        251510EC3
        
          
          
        
        1655941.320000000000
        PA
        USD
        1558907.130000000000
        0.0272615985
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Alt-A Securities INC
        N/A
        Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6
        251510JZ7
        
          
          
        
        1984592.280000000000
        PA
        USD
        1949199.260000000000
        0.0340868847
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Alt-A Securities INC
        N/A
        Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4
        251513AR8
        
          
          
        
        618265.600000000000
        PA
        USD
        484049.230000000000
        0.0084648761
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-25
          Floating
          .191630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dewolf Park clo, ltd
        N/A
        Dewolf Park CLO Ltd
        25211AAD1
        
          
        
        925000.000000000000
        PA
        USD
        925000.000000000000
        0.0161760621
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          3.333750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        25272KAR4
        
          
        
        6800000.000000000000
        PA
        USD
        10682350.930000000000
        0.1868090513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          8.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIST ENERGY CORP NE FAC REVENU
        N/A
        District Energy Corp
        254846FB9
        
          
        
        2830000.000000000000
        PA
        USD
        2840071.120000000000
        0.0496661264
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2036-07-01
          Fixed
          2.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dorchester Park CLO Ltd
        549300UGHN2HEE8W3M89
        Dorchester Park CLO DAC
        25820NAA2
        
          
        
        2172920.890000000000
        PA
        USD
        2172920.890000000000
        0.0379992468
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2028-04-20
          Floating
          1.088250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        26138EAJ8
        
          
          
        
        5000000.000000000000
        PA
        USD
        7595336.650000000000
        0.1328244731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-05-01
          Fixed
          7.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        549300KYL9TWDEEU3W90
        Dryden XXV Senior Loan Fund
        26250JAU4
        
          
        
        20000000.000000000000
        PA
        USD
        20006380.000000000000
        0.3498642660
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-10-15
          Floating
          1.533750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        Dryden 77 CLO Ltd
        26252VAU5
        
          
        
        8000000.000000000000
        PA
        USD
        8000000.000000000000
        0.1399010779
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-05-20
          Floating
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DURAND MI AREA SCHS
        N/A
        Durand Area Schools
        266381LL4
        
          
        
        4950000.000000000000
        PA
        USD
        6270991.650000000000
        0.1096648114
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUTCHESS CNTY NY LOCAL DEV COR
        N/A
        Dutchess County Local Development Corp
        267045EE8
        
          
          
        
        1055000.000000000000
        PA
        USD
        1096577.760000000000
        0.0191765513
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2022-07-01
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA FINANCE LLC
        LTKX5ODQW6Z7BQ2K1V47
        ERAC USA Finance LLC
        26882PBE1
        
          
          
        
        7957000.000000000000
        PA
        USD
        11634713.940000000000
        0.2034636277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAST BATON ROUGE PARISH LA CAP
        N/A
        Parish of East Baton Rouge Capital Improvements District
        270773AX2
        
          
        
        10000000.000000000000
        PA
        USD
        12459117.000000000000
        0.2178804873
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2048-08-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EBERT CO MET DIST
        N/A
        Ebert Metropolitan District
        278698AZ8
        
          
        
        10000000.000000000000
        PA
        USD
        12382015.000000000000
        0.2165321557
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2043-12-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL PASO TX
        N/A
        City of El Paso TX
        283734JD4
        
          
          
        
        3000000.000000000000
        PA
        USD
        4095996.900000000000
        0.0716292977
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-08-15
          Fixed
          6.018000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMBARQ CORP
        N/A
        Embarq Corp
        29078EAA3
        
          
        
        3500000.000000000000
        PA
        USD
        3959952.500000000000
        0.0692502029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-01
          Fixed
          7.995000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE COMMUNITY
        549300L4U1958WIM9C65
        Enterprise Community Loan Fund Inc
        29375EAA3
        
          
          
        
        5000000.000000000000
        PA
        USD
        5168884.250000000000
        0.0903915598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          4.152000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE COMMUNITY
        549300L4U1958WIM9C65
        Enterprise Community Loan Fund Inc
        29375EAB1
        
          
          
        
        5010000.000000000000
        PA
        USD
        5198870.440000000000
        0.0909159473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          3.685000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equity One ABS Inc
        N/A
        Equity One Mortgage Pass-Through Trust 2003-1
        294751BX9
        
          
          
        
        1060027.650000000000
        PA
        USD
        1092490.250000000000
        0.0191050705
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Variable
          4.860000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Equity One ABS Inc
        N/A
        Equity One Mortgage Pass-Through Trust 2003-3
        294751CT7
        
          
          
        
        1318928.750000000000
        PA
        USD
        1356123.730000000000
        0.0237153965
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Variable
          4.868000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-K734 Mortgage Trust
        302977AS2
        
          
          
        
        5000000.000000000000
        PA
        USD
        5541519.000000000000
        0.0969080602
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-25
          Variable
          4.051745000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-K735 Mortgage Trust
        30298FAJ3
        
          
          
        
        6000000.000000000000
        PA
        USD
        6660558.000000000000
        0.1164774055
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-05-25
          Variable
          4.018102000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-K101 Mortgage Trust
        30298YAE3
        
          
          
        
        10000000.000000000000
        PA
        USD
        10695738.000000000000
        0.1870431594
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-25
          Variable
          3.527106000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2018-KF48 Mortgage Trust
        30308EAG0
        
          
        
        9044497.230000000000
        PA
        USD
        8937859.890000000000
        0.1563020291
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-06-25
          Floating
          2.157250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2019-KF62 Mortgage Trust
        30310WAF8
        
          
        
        4532175.970000000000
        PA
        USD
        4513329.370000000000
        0.0789274555
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-04-25
          Floating
          2.157250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRETE 2019-ML06 TRUST
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily ML Certificates
        30312CAD5
        
          
          
        
        10100124.630000000000
        PA
        USD
        1078026.700000000000
        0.0188521372
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-06-25
          Fixed
          1.132000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRETE 2021-ML08 TRUST
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily ML Certificates
        30318LAK3
        
          
        
        33678322.770000000000
        PA
        USD
        6161785.930000000000
        0.1077550617
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2037-07-25
          Fixed
          1.846000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multifamily
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily ML Certificates
        30319NAA0
        
          
        
        44645922.430000000000
        PA
        USD
        6976371.840000000000
        0.1220002426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-25
          Variable
          1.488218000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBB9
        
          
          
        
        4718625.750000000000
        PA
        USD
        4861067.850000000000
        0.0850085790
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-07-25
          Floating
          5.091630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XBU7
        
          
          
        
        2139191.090000000000
        PA
        USD
        2276772.310000000000
        0.0398153625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-08-25
          Floating
          7.041630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XDK7
        
          
          
        
        2421799.310000000000
        PA
        USD
        2527873.880000000000
        0.0442065351
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-01-25
          Floating
          4.541630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XEC4
        
          
          
        
        2964448.090000000000
        PA
        USD
        3104802.260000000000
        0.0542956479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-05-25
          Floating
          4.441630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XEP5
        
          
          
        
        3437221.960000000000
        PA
        USD
        3569175.540000000000
        0.0624164382
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-07-25
          Floating
          3.641630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ62
        
          
        
        5000000.000000000000
        PA
        USD
        5178023.000000000000
        0.0905513749
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          3.841630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNW0
        
          
        
        6599636.000000000000
        PA
        USD
        6880518.490000000000
        0.1203239942
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-01-25
          Floating
          3.691630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137APPA2
        
          
          
        
        49415360.460000000000
        PA
        USD
        162625.950000000000
        0.0028439432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-01-25
          Variable
          1.224463000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137ASNK6
        
          
          
        
        83388694.750000000000
        PA
        USD
        508612.670000000000
        0.0088944326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-03-25
          Variable
          1.584743000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AUPF0
        
          
          
        
        69421437.340000000000
        PA
        USD
        620315.250000000000
        0.0108478465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-06-25
          Variable
          1.395011000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BFXU0
        
          
          
        
        116242799.620000000000
        PA
        USD
        3746947.150000000000
        0.0655252432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          Variable
          1.035823000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BJP72
        
          
        
        453379482.980000000000
        PA
        USD
        5791152.150000000000
        0.1012735535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-25
          Variable
          .357034000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BLN20
        
          
        
        94385553.710000000000
        PA
        USD
        2070214.980000000000
        0.0362031634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-25
          Variable
          .589705000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BPVP1
        
          
          
        
        30550013.530000000000
        PA
        USD
        2237284.420000000000
        0.0391248128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          .955741000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BSPY3
        
          
          
        
        72054522.190000000000
        PA
        USD
        1150271.190000000000
        0.0201155224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-08-25
          Variable
          .945658000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BSQ22
        
          
          
        
        61645000.000000000000
        PA
        USD
        1082313.590000000000
        0.0189271047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-25
          Variable
          .855043000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BTUR0
        
          
          
        
        72512000.000000000000
        PA
        USD
        377925.290000000000
        0.0066090194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-25
          Variable
          .045669000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BUXA1
        
          
          
        
        79423000.000000000000
        PA
        USD
        912133.440000000000
        0.0159510564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Variable
          .169540000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BVZA7
        
          
          
        
        378229080.680000000000
        PA
        USD
        5625476.760000000000
        0.0983762828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-25
          Variable
          .286471000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BXR20
        
          
          
        
        131441474.180000000000
        PA
        USD
        4197346.880000000000
        0.0734016691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Variable
          .604307000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F1G85
        
          
          
        
        57193000.000000000000
        PA
        USD
        1865675.700000000000
        0.0326262552
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-25
          Variable
          .547616000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F2LL8
        
          
          
        
        31689117.100000000000
        PA
        USD
        1278031.600000000000
        0.0223497498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          .749620000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62P1
        
          
        
        56170615.950000000000
        PA
        USD
        4347066.440000000000
        0.0760199101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          .961341000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F62R7
        
          
        
        35916184.000000000000
        PA
        USD
        3567680.260000000000
        0.0623902893
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-09-25
          Variable
          1.169847000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F64T1
        
          
        
        32621072.000000000000
        PA
        USD
        3042071.550000000000
        0.0531986361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          1.611828000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F82T9
        
          
        
        40175236.040000000000
        PA
        USD
        2869500.160000000000
        0.0501807707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          .883170000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F83S0
        
          
        
        49295389.910000000000
        PA
        USD
        4031934.020000000000
        0.0705089894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-10-25
          Variable
          1.028411000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F83U5
        
          
        
        49550000.000000000000
        PA
        USD
        5076447.050000000000
        0.0887750518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.194988000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84L4
        
          
        
        35211000.000000000000
        PA
        USD
        3262594.920000000000
        0.0570550683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          1.081133000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F84T7
        
          
        
        77473351.250000000000
        PA
        USD
        5274292.790000000000
        0.0922349058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Variable
          .853789000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F8ZZ9
        
          
        
        50000000.000000000000
        PA
        USD
        4238380.000000000000
        0.0741192413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-12-25
          Variable
          .976612000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9Z38
        
          
        
        54248000.000000000000
        PA
        USD
        4425161.250000000000
        0.0773856036
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          .936132000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9ZA2
        
          
        
        177416445.720000000000
        PA
        USD
        8765294.980000000000
        0.1532842770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          .586103000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137F9ZC8
        
          
        
        52600000.000000000000
        PA
        USD
        3663095.560000000000
        0.0640588772
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          .781859000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FAQF8
        
          
          
        
        16028505.920000000000
        PA
        USD
        617592.760000000000
        0.0108002366
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          .840279000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FAWU8
        
          
          
        
        40637379.900000000000
        PA
        USD
        1322563.850000000000
        0.0231285135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-25
          Variable
          .576287000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBBZ8
        
          
          
        
        104246587.060000000000
        PA
        USD
        2628139.860000000000
        0.0459599499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-25
          Variable
          .431135000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBTC0
        
          
          
        
        63724831.900000000000
        PA
        USD
        688655.140000000000
        0.0120429496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          .410130000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FBU95
        
          
          
        
        30256540.290000000000
        PA
        USD
        660763.510000000000
        0.0115551909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          .362869000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        FHLMC REMIC SERIES K-070 X1     20271125 FLT
        N/A
        
          
          
        
        278368545.610000000000
        PA
        USD
        5654249.740000000000
        0.0988794542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Variable
          .325505000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FCM68
        
          
          
        
        50665782.870000000000
        PA
        USD
        509196.180000000000
        0.0089046368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-10-25
          Variable
          .356416000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FEBS8
        
          
          
        
        61087725.720000000000
        PA
        USD
        1366599.620000000000
        0.0238985950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          .367861000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FETQ3
        
          
          
        
        156437790.940000000000
        PA
        USD
        3170649.860000000000
        0.0554471666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          .302447000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FETS9
        
          
          
        
        54203000.000000000000
        PA
        USD
        837159.910000000000
        0.0146399467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          .202447000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FG6U4
        
          
          
        
        246423746.760000000000
        PA
        USD
        3909685.240000000000
        0.0683711474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-25
          Variable
          .113429000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FGZJ7
        
          
          
        
        593580877.180000000000
        PA
        USD
        5369888.760000000000
        0.0939066532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-25
          Variable
          .094735000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FHPL1
        
          
          
        
        430281530.660000000000
        PA
        USD
        4595535.830000000000
        0.0803650520
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Variable
          .119155000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FJEK1
        
          
          
        
        155756010.200000000000
        PA
        USD
        1184680.210000000000
        0.0207172548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-25
          Variable
          .068607000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FJZB8
        
          
          
        
        338855946.260000000000
        PA
        USD
        5312007.470000000000
        0.0928944464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-25
          Variable
          .202965000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2021-06-25
      Trust for Professional Managers
      /s/ John Buckel
      John Buckel
      President
    
  
  XXXX
Performance Trust Strategic Bond Fund
      
Schedule of Investments
      
May 31, 2021 (Unaudited)
      
   
Principal
    
   
Amount
  
 Value
ASSET BACKED SECURITIES - 0.56%
      
GLS Auto Receivables Issuer Trust
      
2020-1A, 2.170%, 02/15/2024 (a)
3,396,146
  
 $         
 3,418,629
2020-2A, 3.160%, 06/16/2025 (a)
4,500,000
  
             4,676,015
Navient Student Loan Trust
      
2019-2A, 1.092% (1 Month LIBOR USD + 1.000%), 02/27/2068 (a)(b)
6,930,000
  
             7,106,691
Nelnet Student Loan Trust
      
2006-1, 0.600% (3 Month LIBOR USD + 0.450%), 08/23/2036 (a)(b)
9,347,495
  
             9,257,350
New Residential Advance Receivables Trust
      
2020-T1, 2.269%, 08/15/2053 (a)
1,700,000
  
             1,713,630
2020-T1, 3.011%, 08/15/2053 (a)
4,400,000
  
             4,433,395
SoFi Consumer Loan Program Trust
      
2019-3, 2.900%, 05/25/2028 (a)
530,462
  
                533,952
2020-1, 2.020%, 01/25/2029 (a)
1,030,509
  
             1,040,048
TOTAL ASSET BACKED SECURITIES (Cost $31,741,795)
    
           32,179,710
         
COLLATERALIZED LOAN OBLIGATIONS - 10.01%
      
Allegany Park CLO Ltd.
      
2019-1A, 3.888% (3 Month LIBOR USD + 3.700%), 01/20/2033 (a)(b)(c)
5,900,000
  
             5,959,000
AMMC CLO 18 Ltd.
      
2016-18A, 1.241% (3 Month LIBOR USD + 1.100%), 05/26/2031 (a)(b)(c)
2,736,617
  
             2,737,540
AMMC CLO 20 Ltd.
      
2017-20A, 1.790% (3 Month LIBOR USD + 1.600%), 04/17/2029 (a)(b)(c)
1,650,000
  
             1,649,992
AMMC CLO 22 Ltd.
      
2018-22A, 1.626% (3 Month LIBOR USD + 1.450%), 04/25/2031 (a)(b)(c)
9,750,000
  
             9,721,345
Apidos CLO XII
      
2013-12A, 1.584% (3 Month LIBOR USD + 1.400%), 04/15/2031 (a)(b)(c)
2,000,000
  
             1,993,894
2013-12A, 5.584% (3 Month LIBOR USD + 5.400%), 04/15/2031 (a)(b)(c)
2,650,000
  
             2,457,742
Apidos CLO XV
      
2013-15A, 2.038% (3 Month LIBOR USD + 1.850%), 04/20/2031 (a)(b)(c)
5,000,000
  
             4,958,070
2013-15A, 5.888% (3 Month LIBOR USD + 5.700%), 04/20/2031 (a)(b)(c)
3,000,000
  
             2,909,679
Apidos CLO XX
      
2015-20A, 1.734% (3 Month LIBOR USD + 1.550%), 07/16/2031 (a)(b)(c)
10,000,000
  
           10,005,250
2015-20A, 2.134% (3 Month LIBOR USD + 1.950%), 07/16/2031 (a)(b)(c)
1,250,000
  
             1,249,991
Apidos CLO XXI
      
2015-21A, 2.640% (3 Month LIBOR USD + 2.450%), 07/18/2027 (a)(b)(c)
3,500,000
  
             3,483,119
Apidos CLO XXIII
      
2015-23A, 1.784% (3 Month LIBOR USD + 1.600%), 04/15/2033 (a)(b)(c)
6,500,000
  
             6,536,855
Apidos CLO XXIX
      
2018-29A, 1.726% (3 Month LIBOR USD + 1.550%), 07/25/2030 (a)(b)(c)
4,250,000
  
             4,252,248
2018-29A, 2.076% (3 Month LIBOR USD + 1.900%), 07/25/2030 (a)(b)(c)
7,600,000
  
             7,556,118
2018-29A, 2.926% (3 Month LIBOR USD + 2.750%), 07/25/2030 (a)(b)(c)
6,250,000
  
             6,257,469
Apidos CLO XXVI
      
2017-26A, 3.890% (3 Month LIBOR USD + 3.700%), 07/18/2029 (a)(b)(c)
4,500,000
  
             4,504,621
Apidos CLO XXVIII
      
2017-28A, 1.338% (3 Month LIBOR USD + 1.150%), 01/20/2031 (a)(b)(c)
2,000,000
  
             1,986,830
Apidos CLO XXX
      
XXXA, 2.190% (3 Month LIBOR USD + 2.000%), 10/18/2031 (a)(b)(c)
2,000,000
  
             1,999,984
Apidos CLO XXXI
      
2019-31A, 1.679% (3 Month LIBOR USD + 1.550%), 04/15/2031 (a)(b)(c)
4,000,000
  
             3,999,992
Apidos CLO XXXIII
      
2020-33A, 4.496% (3 Month LIBOR USD + 4.320%), 07/24/2031 (a)(b)(c)
4,470,000
  
             4,492,524
Apidos CLO XXXIV
      
2020-34A, 3.839% (3 Month LIBOR USD + 3.600%), 01/20/2033 (a)(b)(c)
2,000,000
  
             2,019,010
Ares XLVI CLO Ltd.
      
2017-46A, 1.884% (3 Month LIBOR USD + 1.700%), 01/15/2030 (a)(b)(c)
1,436,843
  
             1,422,575
2017-46A, 3.570%, 01/15/2030 (a)(c)
3,600,000
  
             3,600,000
Ares XLVIII CLO Ltd.
      
2018-48A, 1.488% (3 Month LIBOR USD + 1.300%), 07/20/2030 (a)(b)(c)
7,000,000
  
             7,003,472
Ares XXVII CLO Ltd.
      
2013-2A, 2.584% (3 Month LIBOR USD + 2.400%), 07/28/2029 (a)(b)(c)
2,000,000
  
             2,004,150
Ares XXXIR CLO Ltd.
      
2014-31RA, 1.450% (3 Month LIBOR USD + 1.300%), 05/24/2030 (a)(b)(c)
13,000,000
  
           12,999,987
2014-31RA, 1.750% (3 Month LIBOR USD + 1.600%), 05/24/2030 (a)(b)(c)
2,000,000
  
             1,999,996
Basswood Park CLO Ltd.
      
2021-1A, 1.611% (3 Month LIBOR USD + 1.400%), 04/20/2034 (a)(b)(c)
5,625,000
  
             5,583,133
Bean Creek CLO Ltd.
      
2015-1A, 1.208% (3 Month LIBOR USD + 1.020%), 04/20/2031 (a)(b)(c)
13,000,000
  
           13,004,303
2015-1A, 1.638% (3 Month LIBOR USD + 1.450%), 04/20/2031 (a)(b)(c)
3,200,000
  
             3,201,661
Betony CLO 2 Ltd.
      
2018-1A, 2.036% (3 Month LIBOR USD + 1.850%), 04/30/2031 (a)(b)(c)
1,200,000
  
             1,199,993
BlueMountain CLO Ltd.
      
2018-1A, 1.886% (3 Month LIBOR USD + 1.700%), 07/30/2030 (a)(b)(c)
6,996,770
  
             7,004,256
2014-2A, 1.938% (3 Month LIBOR USD + 1.750%), 10/20/2030 (a)(b)(c)
5,500,000
  
             5,499,967
2013-2A, 1.784% (3 Month LIBOR USD + 1.600%), 10/22/2030 (a)(b)(c)
2,750,000
  
             2,751,301
2018-2A, 1.856% (3 Month LIBOR USD + 1.700%), 08/15/2031 (a)(b)(c)
8,500,000
  
             8,508,806
BlueMountain Fuji US CLO III Ltd.
      
2017-3A, 1.559% (3 Month LIBOR USD + 1.375%), 01/15/2030 (a)(b)(c)
6,800,000
  
             6,777,567
Burnham Park CLO Ltd.
      
2016-1A, 2.338% (3 Month LIBOR USD + 2.150%), 10/20/2029 (a)(b)(c)
5,250,000
  
             5,249,953
Catskill Park CLO Ltd.
      
2017-1A, 3.888% (3 Month LIBOR USD + 3.700%), 04/20/2029 (a)(b)(c)
1,000,000
  
             1,000,000
Cayuga Park CLO Ltd.
      
2020-1A, 2.890% (3 Month LIBOR USD + 2.700%), 07/17/2031 (a)(b)(c)
3,100,000
  
             3,106,042
Chenango Park CLO Ltd.
      
2018-1A, 1.734% (3 Month LIBOR USD + 1.550%), 04/15/2030 (a)(b)(c)
7,000,000
  
             7,014,133
2018-1A, 2.034% (3 Month LIBOR USD + 1.850%), 04/15/2030 (a)(b)(c)
5,500,000
  
             5,490,864
2018-1A, 3.184% (3 Month LIBOR USD + 3.000%), 04/15/2030 (a)(b)(c)
1,000,000
  
                999,984
CIFC Funding Ltd.
      
2017-3A, 1.988% (3 Month LIBOR USD + 1.800%), 07/20/2030 (a)(b)(c)
2,100,000
  
             2,104,796
2018-1A, 1.940% (3 Month LIBOR USD + 1.750%), 04/18/2031 (a)(b)(c)
3,750,000
  
             3,739,545
2013-3RA, 1.156% (3 Month LIBOR USD + 0.980%), 04/24/2031 (a)(b)(c)
12,225,000
  
           12,224,976
2016-1A, 2.986% (3 Month LIBOR USD + 2.800%), 10/21/2031 (a)(b)(c)
5,000,000
  
             5,025,395
2021-2A, 1.634% (3 Month LIBOR USD + 1.450%), 04/15/2034 (a)(b)(c)
2,250,000
  
             2,227,698
Cook Park CLO Ltd.
      
2018-1A, 1.590% (3 Month LIBOR USD + 1.400%), 04/17/2030 (a)(b)(c)
6,500,000
  
             6,490,009
Dewolf Park CLO Ltd.
      
2017-1A, 3.334% (3 Month LIBOR USD + 3.150%), 10/15/2030 (a)(b)(c)
925,000
  
                925,000
Dorchester Park CLO Ltd.
      
2015-1A, 1.088% (3 Month LIBOR USD + 0.900%), 04/20/2028 (a)(b)(c)
2,172,921
  
             2,172,921
Dryden 77 CLO Ltd.
      
2020-77A, 0.000% (3 Month LIBOR USD + 1.650%), 05/20/2034 (a)(b)(c)(d)
8,000,000
  
             8,000,000
Dryden XXV Senior Loan Fund
      
2012-25A, 1.534% (3 Month LIBOR USD + 1.350%), 10/15/2027 (a)(b)(c)
20,000,000
  
           20,006,380
Galaxy XIX CLO Ltd.
      
2015-19A, 1.576% (3 Month LIBOR USD + 1.400%), 07/24/2030 (a)(b)(c)
4,000,000
  
             3,999,984
Gilbert Park CLO Ltd.
      
2017-1A, 3.134% (3 Month LIBOR USD + 2.950%), 10/15/2030 (a)(b)(c)
8,475,000
  
             8,488,433
Goldentree Loan Management US CLO 1 Ltd.
      
2017-1A, 1.700% (3 Month LIBOR USD + 1.500%), 04/20/2034 (a)(b)(c)
6,250,000
  
             6,228,825
Goldentree Loan Management US CLO 2 Ltd.
      
2017-2A, 1.638% (3 Month LIBOR USD + 1.450%), 11/28/2030 (a)(b)(c)
8,750,000
  
             8,758,409
2017-2A, 4.888% (3 Month LIBOR USD + 4.700%), 11/28/2030 (a)(b)(c)
1,725,000
  
             1,663,700
Goldentree Loan Management US CLO 3 Ltd.
      
2018-3A, 1.738% (3 Month LIBOR USD + 1.550%), 04/20/2030 (a)(b)(c)
7,865,000
  
             7,877,096
2018-3A, 2.088% (3 Month LIBOR USD + 1.900%), 04/20/2030 (a)(b)(c)
6,300,000
  
             6,314,207
Goldentree Loan Management US CLO 4 Ltd.
      
2019-4A, 1.755% (3 Month LIBOR USD + 1.600%), 04/24/2031 (a)(b)(c)
5,350,000
  
             5,349,989
2019-4A, 4.926% (3 Month LIBOR USD + 4.750%), 04/24/2031 (a)(b)(c)
8,150,000
  
             7,813,519
Goldentree Loan Management US CLO 7 Ltd.
      
2020-7A, 1.888% (3 Month LIBOR USD + 1.700%), 04/20/2034 (a)(b)(c)
5,750,000
  
             5,770,320
Goldentree Loan Management US CLO 8 Ltd.
      
2020-8A, 1.038% (3 Month LIBOR USD + 0.850%), 07/20/2031 (a)(b)(c)
833,333
  
                833,333
2020-8A, 2.938% (3 Month LIBOR USD + 2.750%), 07/20/2031 (a)(b)(c)
7,000,000
  
             7,036,876
Goldentree Loan Opportunities X Ltd.
      
2015-10A, 1.638% (3 Month LIBOR USD + 1.450%), 07/20/2031 (a)(b)(c)
3,250,000
  
             3,251,563
Goldentree Loan Opportunities XI Ltd.
      
2015-11A, 2.590% (3 Month LIBOR USD + 2.400%), 01/18/2031 (a)(b)(c)
2,250,000
  
             2,225,205
Golub Capital BDC 3 CLO 1 LLC
      
2021-1A, 2.911% (3 Month LIBOR USD + 2.800%), 04/15/2033 (a)(b)(c)
7,000,000
  
             6,999,832
Golub Capital Partners CLO 47M Ltd.
      
2020-47A, 1.856% (3 Month LIBOR USD + 1.680%), 05/05/2032 (a)(b)(c)
15,000,000
  
           15,026,760
Greenwood Park CLO Ltd.
      
2018-1A, 5.134% (3 Month LIBOR USD + 4.950%), 04/15/2031 (a)(b)(c)
1,750,000
  
             1,684,459
Grippen Park CLO Ltd.
      
2017-1A, 1.838% (3 Month LIBOR USD + 1.650%), 01/20/2030 (a)(b)(c)
3,000,000
  
             3,002,550
2017-1A, 3.488% (3 Month LIBOR USD + 3.300%), 01/20/2030 (a)(b)(c)
7,350,000
  
             7,357,409
2017-1A, 5.888% (3 Month LIBOR USD + 5.700%), 01/20/2030 (a)(b)(c)
1,150,000
  
             1,141,375
Harriman Park CLO Ltd.
      
2020-1A, 1.777% (3 Month LIBOR USD + 1.600%), 04/20/2034 (a)(b)(c)
7,500,000
  
             7,499,970
Jay Park CLO Ltd.
      
2016-1A, 2.838% (3 Month LIBOR USD + 2.650%), 10/20/2027 (a)(b)(c)
1,124,000
  
             1,124,504
LCM 26 Ltd.
      
26A, 1.588% (3 Month LIBOR USD + 1.400%), 01/20/2031 (a)(b)(c)
7,900,000
  
             7,880,606
26A, 2.688% (3 Month LIBOR USD + 2.500%), 01/20/2031 (a)(b)(c)
1,000,000
  
                952,483
26A, 5.488% (3 Month LIBOR USD + 5.300%), 01/20/2031 (a)(b)(c)
4,000,000
  
             3,699,412
LCM 29 Ltd.
      
29A, 4.034% (3 Month LIBOR USD + 3.850%), 04/15/2031 (a)(b)(c)
2,700,000
  
             2,699,930
LCM 30 Ltd.
      
30A, 7.138% (3 Month LIBOR USD + 6.950%), 04/20/2031 (a)(b)(c)
4,700,000
  
             4,700,000
LCM Loan Income Fund I Income Note Issuer Ltd.
      
27A, 1.264% (3 Month LIBOR USD + 1.080%), 07/16/2031 (a)(b)(c)
4,000,000
  
             4,002,684
27A, 2.134% (3 Month LIBOR USD + 1.950%), 07/16/2031 (a)(b)(c)
2,700,000
  
             2,661,911
27A, 3.134% (3 Month LIBOR USD + 2.950%), 07/16/2031 (a)(b)(c)
4,000,000
  
             3,908,312
LCM XIII LP
      
13A, 4.240% (3 Month LIBOR USD + 4.050%), 07/19/2027 (a)(b)(c)
5,500,000
  
             5,504,724
LCM XIV LP
      
14A, 1.768% (3 Month LIBOR USD + 1.580%), 07/20/2031 (a)(b)(c)
10,800,000
  
           10,799,946
14A, 2.038% (3 Month LIBOR USD + 1.850%), 07/20/2031 (a)(b)(c)
6,000,000
  
             5,986,356
LCM XV LP
      
15A, 3.888% (3 Month LIBOR USD + 3.700%), 07/20/2030 (a)(b)(c)
6,950,000
  
             6,888,493
LCM XVI LP
      
16A, 1.934% (3 Month LIBOR USD + 1.750%), 10/15/2031 (a)(b)(c)
4,000,000
  
             4,004,296
16A, 2.334% (3 Month LIBOR USD + 2.150%), 10/15/2031 (a)(b)(c)
5,100,000
  
             5,069,961
LCM XVIII LP
      
19A, 1.934% (3 Month LIBOR USD + 1.750%), 07/15/2027 (a)(b)(c)
2,500,000
  
             2,501,330
19A, 2.884% (3 Month LIBOR USD + 2.700%), 07/15/2027 (a)(b)(c)
4,000,000
  
             4,014,400
18A, 6.138% (3 Month LIBOR USD + 5.950%), 04/20/2031 (a)(b)(c)
2,480,000
  
             2,340,478
LCM XXII Ltd.
      
22A, 1.638% (3 Month LIBOR USD + 1.450%), 10/20/2028 (a)(b)(c)
5,000,000
  
             5,005,930
22A, 2.988% (3 Month LIBOR USD + 2.800%), 10/20/2028 (a)(b)(c)
2,000,000
  
             1,930,478
Long Point Park CLO Ltd.
      
2017-1A, 1.565% (3 Month LIBOR USD + 1.375%), 01/17/2030 (a)(b)(c)
11,750,000
  
           11,729,837
2017-1A, 2.590% (3 Month LIBOR USD + 2.400%), 01/17/2030 (a)(b)(c)
4,000,000
  
             3,905,888
Magnetite VIII Ltd.
      
2014-8A, 3.084% (3 Month LIBOR USD + 2.900%), 04/15/2031 (a)(b)(c)
3,900,000
  
             3,899,942
Magnetite XV Ltd.
      
2015-15A, 2.926% (3 Month LIBOR USD + 2.750%), 07/25/2031 (a)(b)(c)
2,000,000
  
             1,998,786
Magnetite XXIII Ltd.
      
2019-23A, 6.926% (3 Month LIBOR USD + 6.750%), 10/25/2032 (a)(b)(c)
2,750,000
  
             2,769,836
Magnetite XXIV Ltd.
      
2019-24A, 2.734% (3 Month LIBOR USD + 2.550%), 01/15/2033 (a)(b)(c)
6,000,000
  
             6,043,392
2019-24A, 3.984% (3 Month LIBOR USD + 3.800%), 01/15/2033 (a)(b)(c)
1,700,000
  
             1,717,000
Magnetite XXVI Ltd.
      
2020-26A, 4.744% (3 Month LIBOR USD + 4.560%), 07/15/2030 (a)(b)(c)
1,500,000
  
             1,505,250
Magnetite XXVII Ltd.
      
2020-27A, 4.188% (3 Month LIBOR USD + 4.000%), 07/20/2033 (a)(b)(c)
2,750,000
  
             2,758,008
2020-27A, 7.668% (3 Month LIBOR USD + 7.480%), 07/20/2033 (a)(b)(c)
5,250,000
  
             5,266,065
Magnetite XXVIII Ltd.
      
2020-28A, 7.256% (3 Month LIBOR USD + 7.080%), 10/25/2031 (a)(b)(c)
2,000,000
  
             2,015,110
Mountain View CLO XV Ltd.
      
2019-2A, 2.084% (3 Month LIBOR USD + 1.900%), 01/15/2033 (a)(b)(c)
3,000,000
  
             3,004,272
Neuberger Berman CLO Ltd.
      
2017-25A, 1.540% (3 Month LIBOR USD + 1.350%), 10/18/2029 (a)(b)(c)
5,000,000
  
             4,990,630
2019-34A, 4.388% (3 Month LIBOR USD + 4.200%), 01/20/2033 (a)(b)(c)
1,000,000
  
             1,001,837
Niagara Park CLO Ltd.
      
2019-1A, 6.640% (3 Month LIBOR USD + 6.450%), 07/17/2032 (a)(b)(c)
2,000,000
  
             1,999,860
Oak Hill Credit Partners Ltd.
      
2014-10RA, 1.738% (3 Month LIBOR USD + 1.550%), 04/20/2034 (a)(b)(c)
6,750,000
  
             6,749,966
Octagon Investment Partners 18 Ltd.
      
2018-18A, 1.144% (3 Month LIBOR USD + 0.960%), 04/16/2031 (a)(b)(c)
5,000,000
  
             5,004,885
Octagon Investment Partners 26 Ltd.
      
2016-1A, 1.984% (3 Month LIBOR USD + 1.800%), 07/15/2030 (a)(b)(c)
6,220,000
  
             6,201,782
Octagon Investment Partners 33 Ltd.
      
2017-1A, 1.688% (3 Month LIBOR USD + 1.500%), 01/20/2031 (a)(b)(c)
1,250,000
  
             1,249,994
OZLM XXIV Ltd.
      
2019-24A, 1.238% (3 Month LIBOR USD + 1.050%), 07/20/2032 (a)(b)(c)
4,000,000
  
             4,000,000
Reese Park CLO Ltd.
      
2020-1A, 0.934% (3 Month LIBOR USD + 0.750%), 10/15/2032 (a)(b)(c)
5,000,000
  
             5,003,760
2020-1A, 2.220%, 10/15/2032 (a)(c)
4,820,000
  
             4,751,175
Stratus CLO Ltd.
      
2020-2A, 0.984% (3 Month LIBOR USD + 0.800%), 10/15/2028 (a)(b)(c)
804,600
  
                804,838
Verde CLO Ltd.
      
2019-1A, 1.784% (3 Month LIBOR USD + 1.600%), 04/15/2032 (a)(b)(c)
2,000,000
  
             1,999,990
Webster Park CLO Ltd.
      
2015-1A, 1.538% (3 Month LIBOR USD + 1.350%), 07/20/2030 (a)(b)(c)
4,000,000
  
             3,999,984
2015-1A, 1.988% (3 Month LIBOR USD + 1.800%), 07/20/2030 (a)(b)(c)
10,300,000
  
           10,276,434
2015-1A, 3.088% (3 Month LIBOR USD + 2.900%), 07/20/2030 (a)(b)(c)
4,800,000
  
             4,805,587
TOTAL COLLATERALIZED LOAN OBLIGATIONS (Cost $564,666,474)
    
         572,524,292
         
CORPORATE BONDS - 12.59%
      
Administrative and Support Services - 0.53%
      
Central Storage Safety Project Trust
      
4.823%, 02/01/2038 (a)
6,896,960
  
             7,506,554
ERAC USA Finance, LLC
      
7.000%, 10/15/2037 (a)
7,957,000
  
           11,634,714
MSCI, Inc.
      
4.000%, 11/15/2029 (a)
5,000,000
  
             5,192,400
3.625%, 11/01/2031 (a)
5,000,000
  
             5,052,100
Northwell Healthcare, Inc.
      
3.391%, 11/01/2027
1,000,000
  
             1,060,354
Air Transportation - 0.40%
      
Delta Air Lines, Inc.
      
7.000%, 05/01/2025 (a)
10,595,000
  
           12,326,837
Southwest Airlines Co.
      
5.125%, 06/15/2027
8,780,000
  
           10,283,986
Ambulatory Health Care Services - 0.44%
      
Ascension Health
      
3.106%, 11/15/2039
15,000,000
  
           15,639,798
Toledo Hospital
      
6.015%, 11/15/2048
6,980,000
  
             9,633,054
Beverage and Tobacco Product Manufacturing - 0.31%
      
Keurig Dr. Pepper, Inc.
      
7.450%, 05/01/2038
5,000,000
  
             7,595,337
The Coca-Cola Co.
      
2.000%, 03/05/2031
10,000,000
  
             9,934,566
Building Material and Garden Equipment and Supplies Dealers - 0.29%
      
Home Depot, Inc.
      
1.375%, 03/15/2031
10,000,000
  
             9,387,503
5.875%, 12/16/2036
5,000,000
  
             6,963,018
Chemical Manufacturing - 0.40%
      
Johnson & Johnson
      
5.850%, 07/15/2038
8,180,000
  
           11,675,642
Wyeth LLC
      
5.950%, 04/01/2037
8,000,000
  
           11,183,615
Computer and Electronic Product Manufacturing - 1.06%
      
Apple, Inc.
      
1.650%, 02/08/2031
20,000,000
  
           19,420,623
2.375%, 02/08/2041
10,000,000
  
             9,357,190
Dell International LLC
      
8.350%, 07/15/2046 (a)
6,800,000
  
           10,682,351
Intel Corp.
      
3.900%, 03/25/2030
10,000,000
  
           11,458,922
Siemens Financieringsmaatschappij NV
      
2.150%, 03/11/2031 (a)(c)
9,650,000
  
             9,579,743
Credit Intermediation and Related Activities - 3.81%
      
Bank of America Corp.
      
2.651% to 03/11/31 then SOFR + 1.220%, 03/11/2032 (b)
10,000,000
  
           10,108,806
Bank of NT Butterfield & Son Ltd.
      
5.250% to 06/01/2023 then 3 Month LIBOR USD + 2.255%, 06/01/2028 (b)(c)
3,000,000
  
             3,158,549
5.250% to 06/15/2025 then SOFR + 5.060%, 06/15/2030 (b)(c)
5,000,000
  
             5,347,596
Banner Corp.
      
5.000% to 06/30/2025 then SOFR + 4.890%, 06/30/2030 (b)
5,000,000
  
             5,026,443
BlueHub Loan Fund, Inc.
      
3.099%, 01/01/2030
3,000,000
  
             2,884,711
CIT Group, Inc.
      
4.125% (5 Year CMT Rate + 2.372%), 11/13/2029 (b)
3,000,000
  
             3,054,915
CNB Financial Corp.
      
3.250% to 6/15/2026 then SOFR + 2.580%, 06/15/2031 (a)(b)
5,000,000
  
             5,000,000
Compeer Financial FLCA
      
2.750%  to 06/01/2026 then SOFR + 2.030%, 06/01/2031 (a)(b)
5,000,000
  
             5,009,180
3.375% to 06/01/2031 then SOFR + 1.965%, 06/01/2036 (a)(b)
4,750,000
  
             4,792,014
First Busey Corp.
      
5.250% to 06/01/2025 then SOFR + 5.110%, 06/01/2030 (b)
4,000,000
  
             4,209,546
First Citizens BancShares, Inc.
      
3.375% to 03/15/2025 then SOFR + 2.465%, 03/15/2030 (b)
7,500,000
  
             7,660,261
First Financial Bancorp
      
5.250% to 05/15/2025 then SOFR + 5.090%, 05/15/2030 (b)
4,000,000
  
             4,133,242
First Mid Bancshares, Inc.
      
3.950% to 10/15/2025 then SOFR + 3.830%, 10/15/2030 (b)
5,000,000
  
             5,144,252
Firstbank
      
4.500% to 09/01/2025  then SOFR + 4.390%, 09/01/2030 (b)
5,000,000
  
             5,181,730
Great Southern Bank
      
5.500% to 06/15/2025 then SOFR + 5.325%, 06/15/2030 (b)
4,000,000
  
             4,363,748
Heritage Commerce Corp.
      
5.250% to 06/01/2022 then 3 Month LIBOR USD + 3.365%, 06/01/2027 (b)
3,935,000
  
             3,950,057
Hilltop Holdings, Inc.
      
6.125%  to 05/15/2030 then SOFR + 5.800%, 05/15/2035 (b)
9,000,000
  
           10,258,432
Independent Bank Group, Inc.
      
4.000% to 09/15/2025 then SOFR + 3.885%, 09/15/2030 (b)
6,000,000
  
             6,163,274
JPMorgan Chase & Co.
      
2.069% to 06/01/2028 then SOFR + 1.015%, 06/01/2029 (b)
5,000,000
  
             5,023,615
MB Financial Bank, NA
      
4.000% to 12/01/2022 then 3 Month LIBOR USD + 1.873%, 12/01/2027 (b)
3,000,000
  
             3,111,636
NBT Bancorp, Inc.
      
5.000% to 07/01/2025 then SOFR + 4.850%, 07/01/2030 (b)
7,500,000
  
             7,957,817
OceanFirst Financial Corp.
      
5.250%  to 05/15/2025 then SOFR + 5.095%, 05/15/2030 (b)
5,000,000
  
             5,171,952
OneMain Finance Corp.
      
5.375%, 11/15/2029
5,553,000
  
             5,919,887
Pacific Continental Corp.
      
5.875% to 09/30/2021 then 3 Month LIBOR USD + 4.715%, 06/30/2026 (b)
5,000,000
  
             5,007,849
Pacific Premier Bancorp, Inc.
      
4.875% to 05/15/2024 then 3 Month LIBOR USD + 2.500%, 05/15/2029 (b)
4,000,000
  
             4,046,583
5.375% to 06/15/2025 then SOFR + 5.170%, 06/15/2030 (b)
4,000,000
  
             4,203,118
Park National Corp.
      
4.500% to 09/01/2025 then SOFR + 4.390%, 09/01/2030 (b)
5,100,000
  
             5,208,254
Peapack-Gladstone Financial Corp.
      
3.500% to 12/30/2025 then SOFR + 3.260%, 12/30/2030 (b)
7,500,000
  
             7,652,718
Pinnacle Financial Partners, Inc.
      
4.125% to 09/15/2024 then 3 Month LIBOR USD + 2.775%, 09/15/2029 (b)
6,000,000
  
             6,078,516
Preferred Bank
      
6.000% to 06/15/2021 then 3 Month LIBOR USD + 4.673%, 06/15/2026 (b)
4,500,000
  
             4,510,057
Sandy Spring Bancorp, Inc.
      
4.250% to 11/15/2024 then 3 Month LIBOR USD + 2.882%, 11/15/2029 (b)
5,500,000
  
             5,805,445
Signature Bank
      
4.125% to 11/01/2024 then 3 Month LIBOR USD + 2.559%, 11/01/2029 (b)
5,000,000
  
             5,186,933
Southside Bancshares, Inc.
      
3.875% to 11/15/2025 then SOFR + 3.660%, 11/15/2030 (b)
7,000,000
  
             6,928,855
Texas Capital Bancshares, Inc.
      
4.000% (5 Year CMT Rate + 3.150%), 05/06/2031 (b)
10,590,000
  
           10,833,570
Towne Bank
      
4.500% to 07/30/2022 then 3 Month LIBOR USD + 2.550%, 07/30/2027 (b)
4,000,000
  
             4,103,784
Trustmark Corp.
      
3.625% to 12/01/2025 then SOFR + 3.387%, 12/01/2030 (b)
6,000,000
  
             6,108,417
UMB Financial Corp.
      
3.700% (5 Year CMT Rate + 3.437%), 09/17/2030 (b)
5,000,000
  
             5,125,850
Valley National Bancorp
      
3.000% to 06/15/2026 then SOFR + 2.360%, 06/15/2031 (b)
5,000,000
  
             5,035,096
Western Alliance Bank
      
5.250% to 06/01/2025 then SOFR + 5.120%, 06/01/2030 (b)
5,000,000
  
             5,359,634
WSFS Financial Corp.
      
2.750% to 12/15/2025 then SOFR + 2.485%, 12/15/2030 (b)
4,000,000
  
             3,983,566
Data Processing, Hosting and Related Services - 0.14%
      
Automatic Data Processing, Inc.
      
1.700%, 05/15/2028
8,000,000
  
             8,064,997
Educational Services - 0.27%
      
Liberty University, Inc.
      
3.338%, 03/01/2034
15,000,000
  
           15,476,403
Fabricated Metal Product Manufacturing - 0.20%
      
Ball Corp.
      
2.875%, 08/15/2030
12,000,000
  
           11,555,160
Food Manufacturing - 0.38%
      
Archer-Daniels-Midland Co.
      
3.250%, 03/27/2030
10,900,000
  
           11,918,859
Hormel Foods Corp.
      
1.700%, 06/03/2028
10,000,000
  
           10,002,404
General Merchandise Stores - 0.26%
      
Walmart, Inc.
      
6.500%, 08/15/2037
10,000,000
  
           14,922,070
Hospitals - 0.55%
      
Advocate Health & Hospitals Corp.
      
3.829%, 08/15/2028
1,000,000
  
             1,120,041
Baptist Health South Florida, Inc.
      
4.590%, 08/15/2021
645,000
  
                650,566
CHRISTUS Health
      
4.341%, 07/01/2028
3,285,000
  
             3,762,013
CommonSpirit Health
      
3.347%, 10/01/2029
2,235,000
  
             2,399,774
3.817%, 10/01/2049
2,150,000
  
             2,327,800
Hackensack Meridian Health, Inc.
      
2.675%, 09/01/2041
9,920,000
  
             9,439,672
Memorial Health Services
      
3.496%, 05/01/2022
575,000
  
                591,426
3.447%, 11/01/2049
9,820,000
  
           10,384,512
Orlando Health Obligated Group
      
2.891%, 10/01/2035
1,000,000
  
             1,011,209
Insurance Carriers and Related Activities - 0.20%
      
Chubb INA Holdings, Inc.
      
1.375%, 09/15/2030
6,726,000
  
             6,318,545
Renasant Corp.
      
4.500% to 09/15/2030 then SOFR + 4.025%, 09/15/2035 (b)
5,000,000
  
             5,078,341
Management of Companies and Enterprises - 0.16%
      
Bryn Mawr Bank Corp.
      
4.250% to 12/15/2022 then 3 Month LIBOR USD + 2.050%, 12/15/2027 (b)
3,500,000
  
             3,594,636
First Interstate BancSystem, Inc.
      
5.250% to 05/15/2025 then SOFR + 5.180%, 05/15/2030 (b)
5,000,000
  
             5,366,524
Motor Vehicle and Parts Dealers - 0.14%
      
Lithia Motors, Inc.
      
3.875%, 06/01/2029 (a)
4,750,000
  
             4,890,172
4.375%, 01/15/2031 (a)
3,000,000
  
             3,176,985
Nonmetallic Mineral Product Manufacturing - 0.02%
      
Corning, Inc.
      
5.750%, 08/15/2040
722,000
  
                950,794
Nonstore Retailers - 0.09%
      
Amazon.com, Inc.
      
1.650%, 05/12/2028
5,000,000
  
             5,034,428
Nursing and Residential Care Facilities - 0.10%
      
HumanGood California Obligated Group
      
3.000%, 10/01/2028
5,740,000
  
             5,854,007
Personal and Laundry Services - 0.18%
      
Service Corp International
      
5.125%, 06/01/2029
5,000,000
  
             5,418,500
4.000%, 05/15/2031
4,750,000
  
             4,846,662
Primary Metal Manufacturing - 0.20%
      
Howmet Aerospace, Inc.
      
5.900%, 02/01/2027
10,000,000
  
           11,636,450
Professional, Scientific, and Technical Services - 0.21%
      
AECOM
      
5.125%, 03/15/2027
10,000,000
  
           11,075,000
Booz Allen Hamilton, Inc.
      
3.875%, 09/01/2028 (a)
1,000,000
  
             1,002,187
Publishing Industries (except Internet) - 0.35%
      
Microsoft Corp.
      
3.500%, 02/12/2035
6,076,000
  
             6,864,355
Oracle Corp.
      
2.300%, 03/25/2028
10,000,000
  
           10,241,020
3.850%, 07/15/2036
2,825,000
  
             3,068,382
Real Estate - 0.51%
      
Arbor Realty Trust, Inc.
      
4.750%, 10/15/2024 (a)
4,000,000
  
             4,023,252
4.500%, 03/15/2027 (a)
5,000,000
  
             4,920,895
Enterprise Community Loan Fund, Inc.
      
3.685%, 11/01/2023
5,010,000
  
             5,198,871
4.152%, 11/01/2028
5,000,000
  
             5,168,884
Simon Property Group LP
      
6.750%, 02/01/2040
6,738,000
  
             9,691,236
Religious, Grantmaking, Civic, Professional, and Similar Organizations - 0.12%
      
Nature Conservancy
      
1.711%, 07/01/2031
1,250,000
  
             1,187,127
1.811%, 07/01/2032
1,150,000
  
             1,087,308
1.861%, 07/01/2033
1,000,000
  
                940,879
Penn State Health
      
3.806%, 11/01/2049
3,500,000
  
             3,886,041
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.60%
      
Brookfield Asset Management, Inc.
      
7.375%, 03/01/2033 (c)
3,000,000
  
             4,238,357
Charles Schwab Corp.
      
2.000%, 03/20/2028
10,000,000
  
           10,195,442
2.300%, 05/13/2031
10,000,000
  
           10,034,228
Northwestern Mutual Global Funding
      
1.700%, 06/01/2028 (a)
10,000,000
  
           10,005,764
Telecommunications - 0.07%
      
Embarq Corp.
      
7.995%, 06/01/2036
3,500,000
  
             3,959,952
Transportation Equipment Manufacturing - 0.46%
      
Dana, Inc.
      
5.375%, 11/15/2027
5,000,000
  
             5,325,000
4.250%, 09/01/2030
5,000,000
  
             5,168,750
General Dynamics Corp.
      
2.250%, 06/01/2031
10,000,000
  
           10,114,815
3.625%, 04/01/2030
5,000,000
  
             5,611,346
Utilities - 0.14%
      
Oglethorpe Power Corp.
      
6.191%, 01/01/2031 (a)
6,445,000
  
             8,152,568
TOTAL CORPORATE BONDS (Cost $709,495,673)
    
         720,332,824
       
NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES - 14.05%
      
Adjustable Rate Mortgage Trust
      
2005-3, 2.866%, 07/25/2035 (e)
381,242
  
                384,066
2005-10, 2.818%, 01/25/2036 (e)
6,517,647
  
             5,849,247
2006-2, 3.174%, 05/25/2036 (e)
1,085,212
  
             1,063,558
Alternative Loan Trust
      
2004-28CB, 5.000%, 01/25/2020 (f)
127,195
  
                127,509
2006-J3, 5.750%, 05/25/2026
582,224
  
                577,092
2004-27CB, 6.000%, 12/25/2034
1,203,644
  
             1,194,100
2004-28CB, 6.000%, 01/25/2035
446,228
  
                449,097
2005-6CB, 5.750%, 04/25/2035
2,535,533
  
             2,507,399
2005-6CB, 7.500%, 04/25/2035
297,317
  
                296,103
2005-13CB, 0.592% (1 Month LIBOR USD + 0.500%), 05/25/2035 (b)
1,311,072
  
             1,144,831
2005-9CB, 0.592% (1 Month LIBOR USD + 0.500%), 05/25/2035 (b)
2,842,073
  
             2,611,054
2005-9CB, 6.000%, 05/25/2035
8,135,253
  
             5,724,785
2005-21CB, 5.250%, 06/25/2035
3,704,704
  
             3,548,608
2005-21CB, 6.000%, 06/25/2035
2,235,713
  
             2,200,486
2005-J6, 0.592% (1 Month LIBOR USD + 0.500%), 07/25/2035 (b)
4,248,297
  
             3,410,597
2005-20CB, 5.500%, 07/25/2035
1,477,036
  
             1,413,187
2005-43, 3.367%, 09/25/2035 (e)
234,498
  
                226,418
2005-63, 2.904%, 11/25/2035 (e)
1,074,502
  
             1,029,565
2005-54CB, 5.500%, 11/25/2035
693,668
  
                533,339
2005-J13, 5.500%, 11/25/2035
587,544
  
                519,721
2005-65CB, 0.000%, 12/25/2035 (d)(g)
936,497
  
                515,404
2005-65CB, 5.500%, 01/25/2036
140,283
  
                124,445
2005-75CB, 5.500%, 01/25/2036
1,819,659
  
             1,584,521
2005-73CB, 5.750%, 01/25/2036
409,702
  
                315,356
2005-86CB, 5.500%, 02/25/2036
1,185,400
  
                961,194
2005-86CB, 5.500%, 02/25/2036
164,268
  
                133,198
2005-80CB, 6.000%, 02/25/2036
6,298,195
  
             6,405,760
2006-6CB, 5.500%, 05/25/2036
128,946
  
                125,789
2006-12CB, 5.750% (1 Month LIBOR USD + 5.750%), 05/25/2036 (b)
629,082
  
                465,710
2006-14CB, 6.000%, 06/25/2036
2,829,641
  
             2,172,644
2006-16CB, 6.000%, 06/25/2036
451,712
  
                364,120
2006-16CB, 6.000%, 06/25/2036
1,183,987
  
                954,399
2006-16CB, 6.000%, 06/25/2036
1,028,073
  
                828,662
2006-19CB, 0.492% (1 Month LIBOR USD + 0.400%), 08/25/2036 (b)
805,382
  
                428,084
2006-24CB, 5.750%, 08/25/2036
2,984,074
  
             2,336,341
2006-24CB, 5.750%, 08/25/2036
4,810,397
  
             3,766,237
2006-19CB, 6.000% (1 Month LIBOR USD + 1.000%), 08/25/2036 (b)
1,210,653
  
                987,276
2006-19CB, 6.000%, 08/25/2036
168,533
  
                137,389
2006-19CB, 6.000%, 08/25/2036
4,692,372
  
             3,828,193
2006-19CB, 6.000% (1 Month LIBOR USD + 1.000%), 08/25/2036 (b)
3,070,729
  
             2,504,379
2006-23CB, 6.000%, 08/25/2036
899,848
  
                910,581
2006-23CB, 6.500%, 08/25/2036
6,092,995
  
             3,156,985
2006-J6, 6.000%, 09/25/2036
3,155,158
  
             2,361,544
2006-J6, 6.000%, 09/25/2036
2,342,309
  
             1,753,150
2006-26CB, 6.250%, 09/25/2036
5,827,013
  
             4,088,890
2006-J5, 6.500%, 09/25/2036
2,320,810
  
             1,841,926
2006-J5, 6.500%, 09/25/2036
11,235,238
  
             8,916,922
2006-32CB, 5.500%, 11/25/2036
202,509
  
                158,500
2006-31CB, 5.750%, 11/25/2036
2,288,112
  
             1,799,380
2006-31CB, 6.000%, 11/25/2036
253,681
  
                204,086
2006-32CB, 6.000%, 11/25/2036
3,132,148
  
             2,569,697
2006-32CB, 6.000%, 11/25/2036
1,026,684
  
                842,319
2006-32CB, 6.000%, 11/25/2036
3,086,502
  
             2,532,249
2006-30T1, 6.500%, 11/25/2036
9,056,600
  
             4,257,743
2006-39CB, 6.000%, 01/25/2037
3,123,072
  
             3,132,094
2006-41CB, 6.000%, 01/25/2037
630,153
  
                493,304
2006-43CB, 6.000%, 02/25/2037
3,675,146
  
             2,859,669
2007-2CB, 5.750%, 03/25/2037
6,930,774
  
             5,410,871
2007-4CB, 5.750%, 04/25/2037
1,633,199
  
             1,623,217
2007-4CB, 5.750%, 04/25/2037
2,171,224
  
             2,157,952
2007-8CB, 5.500%, 05/25/2037
7,244,167
  
             5,740,241
2007-8CB, 6.000%, 05/25/2037
978,819
  
                814,599
2007-J2, 6.000%, 07/25/2037
7,872,274
  
             7,893,515
2008-2R, 6.000%, 08/25/2037 (e)
8,113,716
  
             5,865,078
2007-23CB, 6.000%, 09/25/2037
5,011,425
  
             3,761,359
2007-13, 6.000%, 06/25/2047
2,952,420
  
             2,232,450
American Home Mortgage Investment Trust
      
2006-2, 6.750%, 06/25/2036 (h)
2,820,534
  
                753,569
Banc of America Alternative Loan Trust
      
2005-11, 5.750%, 12/25/2035
1,055,679
  
             1,048,688
2005-11, 5.750%, 12/25/2035
195,586
  
                194,290
2006-9, 0.492% (1 Month LIBOR USD + 0.400%), 01/25/2037 (b)
1,209,037
  
                934,755
2006-9, 6.000%, 01/25/2037
257,925
  
                256,827
2006-4, 6.000%, 05/25/2046
1,246,715
  
             1,251,252
2006-4, 6.500%, 05/25/2046
1,025,164
  
             1,025,014
2006-4, 6.500%, 05/25/2046
1,545,534
  
             1,546,197
2006-5, 6.000%, 06/25/2046
382,265
  
                377,156
2006-6, 6.000%, 07/25/2046
1,430,808
  
             1,395,144
Banc of America Funding Trust
      
2003-3, 5.500%, 10/25/2033
314,417
  
                322,017
2004-1, 6.000%, 02/25/2034
908,678
  
                999,306
2004-1, 6.000%, 03/25/2034
4,931,219
  
             5,478,078
2004-B, 2.603%, 11/20/2034 (e)
2,346,058
  
             2,400,683
2007-4, 5.500%, 11/25/2034
442,659
  
                441,832
2005-3, 5.500%, 06/25/2035
103,650
  
                111,153
2014-R3, 2.614%, 06/26/2035 (a)(e)
3,424,684
  
             3,332,719
2014-R3, 2.760%, 06/26/2035 (a)(e)
1,615,478
  
             1,608,628
2005-4, 5.500%, 08/25/2035
47,394
  
                  50,672
2005-5, 5.500%, 09/25/2035
321,683
  
                340,794
2005-5, 5.500%, 09/25/2035
2,224,691
  
             2,407,505
2005-7, 5.500%, 11/25/2035
4,356,542
  
             4,407,905
2005-7, 5.750%, 11/25/2035
20,408
  
                  21,626
2005-7, 6.000%, 11/25/2035
101,513
  
                106,136
2005-8, 5.750%, 01/25/2036
4,257,406
  
             4,290,232
2006-B, 2.457%, 03/20/2036 (e)
841,637
  
                775,783
2006-F, 2.900%, 07/20/2036 (e)
7,781,160
  
             7,344,112
2006-5, 5.750%, 09/25/2036
461,925
  
                476,795
2006-7, 6.000%, 09/25/2036
708,591
  
                707,026
2006-I, 1.978%, 12/20/2036 (e)
682,216
  
                675,250
2006-I, 1.978%, 12/20/2036 (e)
3,922,016
  
             3,949,733
2006-I, 2.321%, 12/20/2036 (e)
957,138
  
                992,389
2007-1, 6.189%, 01/25/2037 (h)
935,245
  
                957,270
2007-2, 0.152% (1 Month LIBOR USD + 0.060%), 03/25/2037 (b)
539,663
  
                512,949
2007-3, 0.522% (1 Month LIBOR USD + 0.430%), 04/25/2037 (b)
1,233,588
  
             1,185,011
2007-6, 0.372% (1 Month LIBOR USD + 0.280%), 07/25/2037 (b)
6,000,760
  
             5,825,833
2007-6, 0.382% (1 Month LIBOR USD + 0.290%), 07/25/2037 (b)
1,371,031
  
             1,331,859
2007-5, 5.500%, 07/25/2037
2,114,922
  
             2,124,877
2010-R3, 6.000%, 09/26/2037 (a)(e)
7,900,980
  
             8,002,438
2006-J, 3.373%, 01/20/2047 (e)
197,464
  
                190,048
Banc of America Mortgage Trust
      
2005-A, 2.581%, 02/25/2035 (e)
2,376,580
  
             2,464,328
2005-F, 3.148%, 07/25/2035 (e)
1,149,709
  
             1,151,511
2007-1, 6.000%, 03/25/2037
2,610,884
  
             2,633,919
2006-B, 2.533%, 10/20/2046 (e)
1,033,571
  
             1,001,808
BCAP LLC Trust
      
2007-AA2, 7.500%, 04/25/2037 (i)
350,186
  
                263,656
Bear Stearns ALT-A Trust
      
2006-6, 3.394%, 11/25/2036 (e)
967,128
  
                663,500
Bear Stearns ARM Trust
      
2004-12, 2.894%, 02/25/2035 (e)
53,267
  
                  53,747
Bear Stearns Asset Backed Securities I Trust
      
2005-AC5, 1.092% (1 Month LIBOR USD + 1.000%), 08/25/2035 (b)
641,808
  
                487,304
2006-AC4, 0.342% (1 Month LIBOR USD + 0.250%), 07/25/2036 (b)
4,352,403
  
             3,860,911
2006-AC4, 33.583% (1 Month LIBOR USD + 36.250%), 07/25/2036 (b)(g)(i)
1,005,447
  
             1,396,877
Charlie Mac Trust
      
2004-2, 6.000%, 10/25/2034
39,104
  
                  39,538
Chase Funding Trust
      
2004-1, 0.842% (1 Month LIBOR USD + 0.750%), 09/25/2033 (b)
361,912
  
                360,797
Chase Mortgage Finance Trust
      
2005-S2, 5.500%, 10/25/2035
866,200
  
                864,722
2005-S3, 5.500%, 11/25/2035
7,512,443
  
             7,123,566
2005-A1, 3.035%, 12/25/2035 (e)
1,033,660
  
             1,036,618
2005-A1, 3.035%, 12/25/2035 (e)
1,056,338
  
             1,059,362
2006-S3, 6.000%, 11/25/2036
7,537,543
  
             5,083,288
2006-S4, 6.000%, 12/25/2036
1,148,464
  
                787,069
2006-S4, 6.000%, 12/25/2036
4,349,151
  
             2,980,573
2007-S1, 6.000%, 02/25/2037
4,467,791
  
             2,572,885
2007-S3, 5.750%, 05/25/2037
781,775
  
                536,253
2007-S3, 6.000%, 05/25/2037
2,382,065
  
             1,663,461
2007-A2, 2.873%, 07/25/2037 (e)
1,129,505
  
             1,091,664
ChaseFlex Trust
      
2005-1, 5.500%, 02/25/2035
418,181
  
                382,409
2006-2, 4.515%, 09/25/2036 (e)
3,281,241
  
             3,302,742
2007-M1, 4.133%, 08/25/2037 (h)
1,880,276
  
             1,828,019
CHL Mortgage Pass-Through Trust
      
2005-20, 5.250%, 12/25/2027
29,618
  
                  25,276
2003-42, 2.462%, 10/25/2033 (e)
1,187,569
  
             1,208,866
2003-44, 5.000%, 10/25/2033
401,000
  
                405,344
2004-4, 5.500%, 05/25/2034
524,372
  
                527,917
2004-14, 3.246%, 08/25/2034 (e)
2,814,196
  
             2,850,241
2004-21, 4.000%, 11/25/2034
809,674
  
                823,308
2004-24, 5.500%, 12/25/2034
3,058,032
  
             3,057,555
2004-J9, 5.500%, 01/25/2035
705,230
  
                718,011
2004-HYB5, 2.769%, 04/20/2035 (e)
832,728
  
                886,033
2005-HYB2, 2.804%, 05/20/2035 (e)
976,663
  
             1,017,182
2005-13, 5.500%, 06/25/2035
2,261,186
  
             1,840,655
2005-J3, 5.500%, 09/25/2035
87,975
  
                  87,490
2005-27, 5.500%, 12/25/2035
716,060
  
                492,159
2005-27, 5.500%, 12/25/2035
1,381,422
  
             1,290,781
2005-31, 2.808%, 01/25/2036 (e)
1,506,643
  
             1,440,195
2005-30, 5.500%, 01/25/2036
79,030
  
                  65,685
2005-HY10, 2.929%, 02/20/2036 (e)
78,152
  
                  64,272
2005-HY10, 2.985%, 02/20/2036 (e)
145,681
  
                127,362
2005-HY10, 3.327%, 02/20/2036 (e)
2,011,833
  
             1,994,792
2006-6, 6.000%, 04/25/2036
704,563
  
                534,173
2006-9, 6.000%, 05/25/2036
1,346,288
  
                971,854
2006-J4, 6.250%, 09/25/2036
120,483
  
                  75,369
2006-16, 6.500%, 11/25/2036
652,159
  
                417,293
2006-17, 6.000% (1 Month LIBOR USD + 0.550%), 12/25/2036 (b)
3,600,826
  
             2,403,875
2006-17, 6.000%, 12/25/2036
2,662,421
  
             1,758,198
2006-18, 6.000%, 12/25/2036
320,220
  
                249,489
2006-21, 5.750%, 02/25/2037
1,569,188
  
             1,131,414
2006-21, 6.000%, 02/25/2037
3,623,468
  
             2,685,780
2006-21, 6.000%, 02/25/2037
827,319
  
                613,224
2007-1, 6.000%, 03/25/2037
2,562,418
  
             1,964,379
2007-5, 5.500%, 05/25/2037
933,823
  
                703,661
2007-5, 5.750%, 05/25/2037
6,647,441
  
             5,124,306
2007-5, 5.750%, 05/25/2037
690,217
  
                532,067
2007-5, 5.750%, 05/25/2037
1,958,635
  
             1,509,852
2007-10, 6.000%, 07/25/2037
2,223,574
  
             1,605,085
2007-J2, 6.000%, 07/25/2037
3,254,286
  
             1,886,297
2007-J2, 6.000%, 07/25/2037
210,175
  
                121,825
2007-HY5, 3.182%, 09/25/2037 (e)
2,800,899
  
             2,741,229
2007-HY6, 3.144%, 11/25/2037 (e)
406,507
  
                387,195
2007-HY5, 3.569%, 09/25/2047 (e)
7,031,851
  
             6,624,974
Citicorp Mortgage Securities Trust
      
2006-3, 5.500%, 06/25/2021
52,477
  
                  44,243
2006-1, 6.000%, 02/25/2036
134,645
  
                139,484
2006-3, 5.750%, 06/25/2036
504,098
  
                502,528
2006-3, 6.000%, 06/25/2036
1,768,091
  
             1,780,355
2006-3, 6.250%, 06/25/2036
1,106,973
  
             1,126,110
2006-7, 6.000%, 12/25/2036
3,434,895
  
             3,411,192
2007-3, 5.500%, 04/25/2037
40,709
  
                  42,223
2007-3, 6.000%, 04/25/2037
869,921
  
                877,197
Citigroup Mortgage Loan Trust
      
2004-2, 9.250%, 08/25/2033 (a)
36,801
  
                  38,249
2005-WF1, 5.830%, 11/25/2034 (h)
2,742,380
  
             2,850,726
2005-1, 2.469%, 04/25/2035 (e)
508,522
  
                509,245
2005-2, 2.579%, 05/25/2035 (e)
650,528
  
                673,059
2005-5, 6.000%, 08/25/2035
2,555,195
  
             2,587,530
2004-HYB3, 2.829%, 09/25/2034 (e)
514,824
  
                524,995
2005-7, 2.372%, 09/25/2035 (e)
547,505
  
                525,156
2005-10, 2.713%, 12/25/2035 (e)
1,463,548
  
             1,162,112
2006-WF1, 4.833%, 03/25/2036 (h)
480,491
  
                304,247
2006-WF1, 5.171%, 03/25/2036 (h)
30,644,338
  
           20,768,477
2006-AR7, 2.940%, 11/25/2036 (e)
1,878,629
  
             1,844,188
2007-AR4, 3.200%, 03/25/2037 (e)
1,703,143
  
             1,702,881
CitiMortgage Alternative Loan Trust
      
2007-A4, 5.500%, 04/25/2022
4,221
  
                    4,238
2006-A2, 0.692% (1 Month LIBOR USD + 0.600%), 05/25/2036 (b)
539,214
  
                467,821
2006-A4, 6.000%, 09/25/2036
1,282,116
  
             1,261,160
2007-A1, 6.000%, 01/25/2037
1,944,160
  
             1,972,159
2007-A1, 6.000%, 01/25/2037
3,124,430
  
             3,169,428
Credit Suisse First Boston Mortgage Securities Corp.
      
2005-8, 7.000%, 09/25/2035
2,816,864
  
             1,876,521
CSFB Mortgage-Backed Pass-Through Certificates
      
2004-8, 5.500%, 12/25/2034
159,251
  
                160,782
2005-3, 5.500%, 07/25/2035
1,031,943
  
             1,082,824
2005-9, 5.500%, 10/25/2035
683,713
  
                489,023
2005-10, 5.500%, 11/25/2035
532,379
  
                488,283
2005-10, 5.500%, 11/25/2035
2,098,576
  
             1,924,757
2005-10, 6.000%, 11/25/2035
855,410
  
                352,796
CSMC Mortgage-Backed Trust
      
2006-CF1, 5.500%, 11/25/2035 (a)(h)
2,565,000
  
             2,617,263
2006-1, 5.500%, 02/25/2036
455,001
  
                458,153
2006-1, 5.500%, 02/25/2036
54,534
  
                  54,633
2006-2, 5.750%, 03/25/2036
643,218
  
                541,124
2006-2, 6.000%, 03/25/2036
4,640,732
  
             2,931,277
2006-4, 6.000%, 05/25/2036
626,506
  
                498,834
2006-4, 7.000%, 05/25/2036
562,909
  
                184,261
2011-12R, 2.778%, 07/27/2036 (a)(e)
1,617,877
  
             1,656,214
2006-7, 6.000%, 08/25/2036
944,536
  
                881,851
2007-2, 5.500%, 03/25/2037
1,625,697
  
             1,227,522
2007-2, 5.750%, 03/25/2037
206,523
  
                167,887
2007-3, 5.500%, 04/25/2037
546,726
  
                524,877
2007-3, 5.500%, 04/25/2037
764,877
  
                734,252
2013-2R, 3.110%, 05/27/2037 (a)(e)
2,345,754
  
             1,730,747
Deutsche Alt-A Securities, Inc. Mortgage Loan Trust
      
2005-1, 0.592% (1 Month LIBOR USD + 0.500%), 02/25/2035 (b)
2,509,431
  
             2,457,752
2005-3, 0.592% (1 Month LIBOR USD + 0.500%), 05/25/2035 (b)
1,655,941
  
             1,558,907
2005-6, 5.500%, 12/25/2035
1,984,592
  
             1,949,199
Deutsche Alt-B Securities, Inc. Mortgage Loan Trust
      
2006-AB4, 0.192% (1 Month LIBOR USD + 0.100%), 10/25/2036 (b)
618,266
  
                484,049
DFC HEL Trust
      
2001-1, 1.751% (1 Month LIBOR USD + 1.650%), 08/15/2031 (b)
1,693,722
  
             1,769,758
Equity One Mortgage Pass-Through Trust
      
2003-1, 4.860%, 08/25/2033 (e)
1,060,028
  
             1,092,490
2003-3, 4.868%, 12/25/2033 (e)
1,318,929
  
             1,356,124
Fannie Mae Connecticut Avenue Securities
      
2015-C03, 5.092% (1 Month LIBOR USD + 5.000%), 07/25/2025 (b)
4,718,626
  
             4,861,068
2016-C01, 7.042% (1 Month LIBOR USD + 6.950%), 08/25/2028 (b)
2,139,191
  
             2,276,772
2016-C05, 4.542% (1 Month LIBOR USD + 4.450%), 01/25/2029 (b)
2,421,799
  
             2,527,874
2016-C07, 4.442% (1 Month LIBOR USD + 4.350%), 05/25/2029 (b)
2,964,448
  
             3,104,802
2017-C01, 3.642% (1 Month LIBOR USD + 3.550%), 07/25/2029 (b)
3,437,222
  
             3,569,176
2017-C05, 3.692% (1 Month LIBOR USD + 3.600%), 01/25/2030 (b)
6,599,636
  
             6,880,518
2018-C03, 3.842% (1 Month LIBOR USD + 3.750%), 10/25/2030 (b)
5,000,000
  
             5,178,023
First Horizon Alternative Mortgage Securities Trust
      
2005-FA11, 5.250%, 02/25/2021 (f)
698
  
                          -
2006-FA6, 5.750%, 11/25/2021
1,194
  
                       990
2004-AA6, 2.294%, 01/25/2035 (e)
389,616
  
                399,513
2004-AA7, 2.260%, 02/25/2035 (e)
1,227,470
  
             1,249,569
2005-AA5, 2.515%, 07/25/2035 (e)
2,125,976
  
             2,081,952
2005-AA7, 2.388%, 09/25/2035 (e)
1,853,460
  
             1,813,935
2005-FA8, 5.500%, 11/25/2035
1,514,525
  
             1,142,762
2006-FA1, 5.750%, 04/25/2036
2,229,957
  
             1,507,492
2006-FA1, 6.000%, 04/25/2036
516,132
  
                358,805
2006-FA2, 6.000%, 05/25/2036
2,687,442
  
             1,773,971
2006-FA2, 6.000%, 05/25/2036
1,705,859
  
             1,126,032
2006-FA3, 6.000%, 07/25/2036
7,419,807
  
             5,083,857
2006-FA3, 6.000%, 07/25/2036
1,070,815
  
                733,694
2006-FA6, 6.000%, 11/25/2036
1,141,508
  
                629,352
2006-FA6, 6.250%, 11/25/2036
1,446,931
  
                823,384
2006-FA6, 6.250%, 11/25/2036
7,054,565
  
             4,764,549
2007-AA1, 2.684%, 05/25/2037 (e)
3,275,146
  
             2,751,864
2007-FA4, 6.250%, 08/25/2037
2,248,073
  
             1,535,120
First Horizon Mortgage Pass-Through Trust
      
2005-AR3, 3.283%, 08/25/2035 (e)
1,733,560
  
             1,785,250
2006-AR4, 2.878%, 01/25/2037 (e)
3,474,386
  
             2,825,803
2006-4, 5.750%, 02/25/2037
1,570,271
  
             1,078,840
2006-4, 6.000%, 02/25/2037
950,855
  
                670,202
2007-AR1, 2.805%, 05/25/2037 (e)
631,211
  
                375,699
2007-AR2, 3.026%, 08/25/2037 (e)
2,869,099
  
             1,608,865
Freddie Mac Structured Agency Credit Risk Trust
      
2016-DNA4, 3.892% (1 Month LIBOR USD + 3.800%), 03/25/2029 (b)
4,697,147
  
             4,885,329
2018-DNA2, 3.792% (1 Month LIBOR USD + 3.700%), 12/25/2030 (a)(b)
5,000,000
  
             5,177,385
2018-HRP2, 4.292% (1 Month LIBOR USD + 4.200%), 02/25/2047 (a)(b)
5,000,000
  
             5,290,237
GSAA Home Equity Trust
      
2005-1, 6.260%, 11/25/2034 (h)
2,050,000
  
             2,000,144
2006-15, 6.692%, 09/25/2036 (h)
2,257,274
  
                916,779
2006-18, 5.682%, 11/25/2036 (h)
1,853,931
  
                708,287
2007-7, 0.452% (1 Month LIBOR USD + 0.360%), 07/25/2037 (b)
1,521,178
  
             1,500,423
GSR Mortgage Loan Trust
      
2005-4F, 6.500%, 04/25/2020 (f)
49,018
  
                  49,005
2003-5F, 3.000%, 08/25/2032
1,661,053
  
             1,669,569
2004-15F, 6.000%, 12/25/2034
1,733,413
  
             1,829,953
2005-1F, 6.000%, 01/25/2035
20,849
  
                  21,137
2005-AR4, 3.375%, 07/25/2035 (e)
239,906
  
                225,114
2005-6F, 5.250%, 07/25/2035
133,536
  
                137,115
2005-7F, 6.000%, 09/25/2035
25,300
  
                  26,462
2005-AR5, 3.250%, 10/25/2035 (e)
369,076
  
                357,772
2005-AR7, 2.856%, 11/25/2035 (e)
733,217
  
                732,876
2006-2F, 5.750%, 02/25/2036
624,527
  
                641,484
HarborView Mortgage Loan Trust
      
2006-6, 3.122%, 08/19/2036 (e)
2,868,144
  
             2,844,931
Home Partners of America Trust
      
2019-1, 2.908%, 09/17/2039 (a)
2,720,654
  
             2,794,681
2019-2, 2.703%, 10/19/2039 (a)
3,599,970
  
             3,748,848
HomeBanc Mortgage Trust
      
2006-1, 2.598%, 04/25/2037 (e)
8,418
  
                    9,074
Impac CMB Trust
      
2005-5, 0.592% (1 Month LIBOR USD + 0.250%), 08/25/2035 (b)
685,324
  
                695,830
Impac Secured Assets CMN Owner Trust
      
2002-2, 6.500%, 04/25/2033
1,227,531
  
             1,263,951
2004-2, 4.542%, 08/25/2034 (h)
619,226
  
                630,380
IndyMac IMSC Mortgage Loan Trust
      
2007-AR1, 2.953%, 06/25/2037 (e)
451,939
  
                373,462
IndyMac INDA Mortgage Loan Trust
      
2007-AR1, 3.043%, 03/25/2037 (e)
421,096
  
                401,834
IndyMac INDX Mortgage Loan Trust
      
2004-AR4, 3.025%, 08/25/2034 (e)
3,226,288
  
             3,284,301
2004-AR11, 2.582%, 12/25/2034 (e)
1,350,668
  
             1,390,739
2005-AR3, 2.748%, 04/25/2035 (e)
1,011,601
  
             1,009,327
2005-AR9, 3.214%, 07/25/2035 (e)
3,358,528
  
             2,492,111
2005-AR23, 2.666%, 11/25/2035 (e)
804,642
  
                786,634
2005-AR23, 2.836%, 11/25/2035 (e)
1,366,339
  
             1,334,850
2005-AR25, 2.928%, 12/25/2035 (e)
2,430,609
  
             1,967,428
2005-AR35, 2.972%, 02/25/2036 (e)
1,375,074
  
             1,310,864
2006-AR3, 2.926%, 03/25/2036 (e)
7,183,389
  
             6,466,492
2006-AR9, 2.975%, 06/25/2036 (e)
1,832,150
  
             1,832,595
2006-AR25, 3.088%, 09/25/2036 (e)
1,639,311
  
             1,548,377
2006-AR25, 3.214%, 09/25/2036 (e)
2,364,665
  
             1,926,959
2006-AR31, 3.164%, 11/25/2036 (e)
4,926,446
  
             4,914,121
Jefferies Resecuritization Trust
      
2009-R1, 2.856%, 11/26/2035 (a)(e)
1,008,838
  
             1,008,425
JP Morgan Alternative Loan Trust
      
2006-S4, 5.960%, 12/25/2036 (h)
887,342
  
                891,257
2008-R4, 6.000%, 12/27/2036 (a)
6,170,062
  
             4,612,818
JP Morgan Aquisition Trust
      
2007-CH1, 4.785%, 11/25/2036 (h)
1,478,952
  
             1,479,676
JP Morgan Mortgage Trust
      
2005-S3, 5.750%, 01/25/2036
55,280
  
                  37,764
2007-A3, 2.657%, 05/25/2037 (e)
3,842,228
  
             3,391,441
JP Morgan Resecuritization Trust
      
2009-7, 5.234%, 07/27/2037 (a)(e)
126,996
  
                127,244
Lehman Mortgage Trust
      
2005-2, 5.500%, 12/25/2035
1,717,122
  
             1,264,854
2005-2, 5.750%, 12/25/2035
679,981
  
                542,919
2005-3, 0.606% (1 Month LIBOR USD + 0.500%), 01/25/2036 (b)
1,054,037
  
                547,662
2005-3, 4.644% (1 Month LIBOR USD + 4.750%), 01/25/2036 (b)(g)(i)(j)
1,054,037
  
                218,369
2005-3, 5.500%, 01/25/2036
264,928
  
                201,738
2006-1, 5.500%, 02/25/2036
441,557
  
                352,279
2006-3, 6.000%, 07/25/2036
3,674,330
  
             2,587,679
2006-3, 6.000%, 07/25/2036
8,152,641
  
             5,725,220
2007-4, 5.750%, 05/25/2037
1,189,701
  
                888,558
2007-4, 5.750%, 05/25/2037
2,599,497
  
             1,941,500
2007-5, 5.750%, 06/25/2037
2,349,457
  
             2,404,397
2007-5, 6.000%, 06/25/2037
2,503,228
  
             1,113,326
2007-5, 6.000%, 06/25/2037
6,837,067
  
             3,040,826
MASTR Adjustable Rate Mortgages Trust
      
2004-4, 2.218%, 05/25/2034 (e)
100,433
  
                  99,861
2005-1, 2.660%, 02/25/2035 (e)
153,522
  
                158,658
MASTR Alternative Loan Trust
      
2003-5, 5.931%, 08/25/2033 (e)
841,021
  
                849,889
2003-7, 6.250%, 11/25/2033
191,198
  
                198,605
2004-6, 5.500%, 07/25/2034
232,495
  
                237,242
2004-6, 6.000%, 07/25/2034
212,266
  
                221,823
2004-11, 6.500%, 10/25/2034
695,729
  
                742,131
2005-2, 5.500%, 03/25/2035
2,000,000
  
             2,257,016
2005-6, 5.500%, 12/25/2035
410,988
  
                371,351
2006-3, 6.500%, 07/25/2036
1,161,388
  
                638,919
MASTR Asset Securitization Trust
      
2002-NC1, 3.242% (1 Month LIBOR USD + 3.150%), 10/25/2032 (b)
269,740
  
                273,369
2006-1, 0.542% (1 Month LIBOR USD + 0.450%), 05/25/2036 (b)
657,592
  
                129,985
2006-2, 6.000% (1 Month LIBOR USD + 6.000%), 06/25/2036 (b)
1,576,983
  
             1,339,819
Merrill Lynch Mortgage Investors Trust
      
2006-F1, 6.000%, 04/25/2036
2,618,636
  
             1,867,117
Merrill Lynch Mortgage Investors Trust MLCC
      
2004-D, 0.924% (6 Month LIBOR USD + 0.720%), 09/25/2029 (b)
742,526
  
                726,238
2006-3, 2.191%, 10/25/2036 (e)
675,944
  
                644,575
Merrill Lynch Mortgage Investors Trust MLMI
      
2005-A5, 2.975%, 06/25/2035 (e)
385,851
  
                393,233
2005-A7, 3.168%, 09/25/2035 (e)
5,738,597
  
             5,346,909
Morgan Stanley Mortgage Loan Trust
      
2005-7, 5.500%, 11/25/2035
1,313,520
  
             1,344,383
2005-7, 5.500%, 11/25/2035
421,847
  
                413,516
2006-2, 5.521%, 02/25/2036 (e)
826,737
  
                654,869
2006-2, 6.500%, 02/25/2036
991,444
  
                715,090
2006-11, 6.000%, 08/25/2036
2,157,956
  
             1,416,122
2006-11, 6.000%, 08/25/2036
1,778,882
  
             1,569,331
2007-8XS, 6.000%, 04/25/2037 (e)
1,457,158
  
                723,931
2007-3XS, 5.763%, 01/25/2047 (h)
7,276,577
  
             3,266,396
Morgan Stanley Reremic Trust
      
2012-R3, 2.619%, 11/26/2036 (a)(e)
1,191,214
  
             1,152,133
MortgageIT Trust
      
2005-3, 0.692% (1 Month LIBOR USD + 0.600%), 08/25/2035 (b)
7,822,183
  
             7,911,432
Nomura Asset Acceptance Corp. Alternative Loan Trust
      
2005-WF1, 5.659%, 03/25/2035 (h)
75,494
  
                  76,833
2005-AR3, 5.688%, 07/25/2035 (e)
690,654
  
                704,149
2007-1, 5.669%, 03/25/2047 (h)
1,100,260
  
             1,096,639
2007-1, 5.995%, 03/25/2047 (h)
2,023,182
  
             2,024,925
Nomura Resecuritization Trust
      
2011-4RA, 2.768%, 12/26/2036 (a)(e)
7,321,484
  
             7,226,687
Opteum Mortgage Acceptance Corp. Asset Backed Pass-Through Certificates
      
2005-5, 5.850%, 12/25/2035 (e)
304,780
  
                308,197
Ownit Mortgage Loan Trust
      
2005-1, 1.187% (1 Month LIBOR USD + 1.095%), 09/25/2035 (b)
3,024,022
  
             3,030,265
2006-2, 6.133%, 01/25/2037 (h)
281,352
  
                285,135
RAAC Trust
      
2005-SP1, 6.000%, 09/25/2034
3,180
  
                    3,169
RALI Trust
      
2006-QA1, 5.318%, 01/25/2036 (e)
323,619
  
                289,403
2006-QS1, 5.750%, 01/25/2036
260,435
  
                259,244
2006-QS6, 6.000%, 06/25/2036
1,084,704
  
             1,043,756
2006-QS6, 6.000%, 06/25/2036
557,142
  
                536,110
2006-QS9, 0.792% (1 Month LIBOR USD + 0.700%), 07/25/2036 (b)
1,875,472
  
             1,371,918
2006-QS13, 6.000%, 09/25/2036
3,000,788
  
             2,862,585
2006-QS17, 0.442% (1 Month LIBOR USD + 0.350%), 12/25/2036 (b)
1,080,679
  
                850,747
2006-QS17, 6.000%, 12/25/2036
428,648
  
                420,148
2007-QS1, 5.750%, 01/25/2037
494,389
  
                468,920
2007-QS1, 6.000%, 01/25/2037
1,534,228
  
             1,475,718
2007-QS6, 6.000%, 04/25/2037
3,544,233
  
             3,463,707
2007-QS9, 6.500%, 07/25/2037
3,873,880
  
             3,813,175
2007-QS10, 6.500%, 09/25/2037
403,025
  
                392,340
RBSSP Resecuritization Trust
      
2009-7, 6.024%, 03/26/2036 (a)(e)
4,652,029
  
             3,567,208
Renaissance Home Equity Loan Trust
      
2005-1, 5.016%, 05/25/2035 (h)
373,134
  
                383,909
Resecuritization Pass-Through Trust
      
2005-8R, 6.000%, 10/25/2034
2,307,366
  
             2,352,444
Residential Asset Securitization Trust
      
2003-A9, 4.000%, 08/25/2033
1,277,717
  
             1,280,328
2004-R2, 5.500%, 08/25/2034
2,115,009
  
             2,207,559
2005-A5, 5.500%, 05/25/2035
1,264,724
  
             1,119,697
2005-A11, 4.850%, 10/25/2035
3,979,058
  
             2,491,926
2005-A11, 5.500%, 10/25/2035
300,036
  
                268,717
2005-A11, 6.000%, 10/25/2035
452,947
  
                331,594
2005-A15, 5.750%, 02/25/2036
3,864,187
  
             2,433,861
2006-A5CB, 6.000%, 06/25/2036
2,430,083
  
             1,547,396
2006-A10, 0.742% (1 Month LIBOR USD + 0.650%), 09/25/2036 (b)
10,917,398
  
             2,901,298
2006-A10, 5.758% (1 Month LIBOR USD + 5.850%), 09/25/2036 (b)(g)(i)(j)
10,917,398
  
             3,159,845
2006-A15, 0.692% (1 Month LIBOR USD + 0.600%), 01/25/2037 (b)
17,238,151
  
             4,637,037
2006-A15, 5.558% (1 Month LIBOR USD + 5.650%), 01/25/2037 (b)(g)(i)(j)
17,238,151
  
             4,761,824
RFMSI Trust
      
2005-SA4, 3.221%, 09/25/2035 (e)
1,997,943
  
             1,516,721
2005-SA4, 3.297%, 09/25/2035 (e)
550,514
  
                536,966
2005-SA4, 3.360%, 09/25/2035 (e)
1,705,696
  
             1,316,550
2006-S3, 5.500%, 03/25/2036
2,909,736
  
             2,832,937
2006-S4, 6.000%, 04/25/2036
2,416,858
  
             2,360,093
2006-S5, 6.000%, 06/25/2036
269,478
  
                270,080
2006-S5, 6.000%, 06/25/2036
554,735
  
                555,973
2006-S5, 6.000%, 06/25/2036
2,324,768
  
             2,329,954
2006-S5, 6.000%, 06/25/2036
288,928
  
                285,993
2006-S6, 6.000%, 07/25/2036
148,254
  
                146,957
2006-S6, 6.000%, 07/25/2036
763,244
  
                756,565
2006-S7, 6.250%, 08/25/2036
1,425,170
  
             1,405,855
2006-S7, 6.500%, 08/25/2036
852,054
  
                841,699
2006-S9, 5.750%, 09/25/2036
1,969,906
  
             1,903,111
2007-S1, 6.000%, 01/25/2037
572,481
  
                571,665
2007-S7, 6.000%, 07/25/2037
1,987,399
  
             1,932,659
Sequoia Mortgage Trust
      
2013-4, 1.550%, 04/25/2043 (e)
71,515
  
                  71,564
Specialty Underwriting & Residential Finance Trust
      
2006-BC2, 3.916%, 02/25/2037 (h)
911,194
  
                487,925
STARM Mortgage Loan Trust
      
2007-S1, 2.542%, 01/25/2037 (e)
441,077
  
                388,812
2007-1, 2.396%, 02/25/2037 (e)
6,646,703
  
             6,265,721
2007-2, 2.554%, 04/25/2037 (e)
576,168
  
                341,952
Structured Adjustable Rate Mortgage Loan Trust
      
2004-18, 2.500%, 12/25/2034 (e)
641,239
  
                649,319
2005-12, 2.730%, 06/25/2035 (e)
837,194
  
                738,082
2005-21, 3.301%, 11/25/2035 (e)
4,040,816
  
             3,272,517
2005-21, 3.364%, 11/25/2035 (e)
263,453
  
                252,869
2006-1, 2.937%, 02/25/2036 (e)
1,412,236
  
             1,312,218
2006-1, 2.937%, 02/25/2036 (e)
389,924
  
                375,786
2006-4, 3.200%, 05/25/2036 (e)
750,257
  
                627,226
2006-12, 3.607%, 01/25/2037 (e)
705,334
  
                644,575
2007-5, 0.312% (1 Month LIBOR USD + 0.220%), 06/25/2037 (b)
2,298,704
  
             2,219,459
2007-6, 0.282% (1 Month LIBOR USD + 0.190%), 07/25/2037 (b)
5,882,038
  
             5,808,701
2007-9, 1.706% (6 Month LIBOR USD + 1.500%), 10/25/2037 (b)
1,149,344
  
             1,127,650
Suntrust Alternative Loan Trust
      
2005-1F, 5.750%, 12/25/2035
1,324,008
  
             1,318,926
2005-1F, 6.000%, 12/25/2035
3,057,421
  
             3,067,802
2005-1F, 6.500%, 12/25/2035
3,196,415
  
             3,264,535
TBW Mortgage-Backed Trust
      
2006-2, 5.500%, 07/25/2036
90,128
  
                  21,328
Volt XCV LLC
      
2021-NPL4, 4.949%, 03/27/2051 (a)(h)
1,650,000
  
             1,653,269
WaMu Mortgage Pass-Through Certificates Trust
      
2003-S4, 5.634%, 06/25/2033 (e)
2,225,405
  
             2,283,587
2003-AR10, 2.575%, 10/25/2033 (e)
10,166,767
  
           10,283,018
2004-S2, 6.000%, 06/25/2034
72,589
  
                  74,976
2005-AR14, 2.915%, 12/25/2035 (e)
6,466,786
  
             6,549,685
2006-AR10, 3.074%, 09/25/2036 (e)
1,304,159
  
             1,261,910
2006-AR16, 2.711%, 12/25/2036 (e)
1,301,940
  
             1,287,253
2007-HY2, 3.059%, 12/25/2036 (e)
17,181,544
  
           17,230,044
2007-HY5, 2.890%, 05/25/2037 (e)
1,620,833
  
             1,592,161
2007-HY7, 3.158%, 07/25/2037 (e)
251,561
  
                200,091
2006-AR8, 3.077%, 08/25/2046 (e)
1,993,975
  
             1,984,188
Washington Mutual Mortgage Pass-Through Certificates WMALT Trust
      
2005-1, 6.000%, 03/25/2035
1,457,273
  
             1,457,989
2005-4, 5.500%, 06/25/2035
1,304,883
  
             1,296,844
2005-5, 5.500%, 07/25/2035
1,409,650
  
             1,402,254
2005-6, 5.500%, 08/25/2035
3,809,863
  
             3,783,512
2005-6, 5.500%, 08/25/2035
832,886
  
                827,126
2005-6, 5.500%, 08/25/2035
1,667,596
  
             1,643,279
2005-6, 6.500%, 08/25/2035
414,267
  
                413,417
2005-9, 5.500%, 11/25/2035
514,352
  
                505,574
2006-8, 4.209%, 10/25/2036 (h)
2,602,996
  
             1,342,554
2007-HY1, 0.252% (1 Month LIBOR USD + 0.160%), 02/25/2037 (b)
2,484,527
  
             2,237,994
2007-HY2, 3.382%, 04/25/2037 (e)
1,524,300
  
             1,030,977
2007-OC2, 0.402% (1 Month LIBOR USD + 0.310%), 06/25/2037 (b)
3,852,599
  
             3,778,433
2007-OC1, 0.332% (1 Month LIBOR USD + 0.240%), 01/25/2047 (b)
4,638,203
  
             4,711,606
Wells Fargo Alternative Loan Trust
      
2005-1, 5.500%, 02/25/2035
1,009,120
  
                981,285
2005-1, 5.500%, 02/25/2035
679,107
  
                660,940
2007-PA1, 6.000%, 03/25/2037
918,351
  
                924,163
2007-PA6, 3.044%, 12/28/2037 (e)
5,683,794
  
             5,618,796
Wells Fargo Mortgage Backed Securities Trust
      
2004-J, 2.885%, 07/25/2034 (e)
6,204,428
  
             6,236,805
2005-AR14, 2.882%, 08/25/2035 (e)
999,346
  
             1,013,598
2006-AR1, 2.664%, 03/25/2036 (e)
2,051,484
  
             2,050,937
2006-AR5, 2.621%, 04/25/2036 (e)
4,111,979
  
             4,143,413
2006-AR5, 2.633%, 04/25/2036 (e)
1,921,485
  
             1,903,535
2006-AR19, 2.813%, 12/25/2036 (e)
2,738,262
  
             2,731,175
2007-AR3, 2.677%, 04/25/2037 (e)
1,219,163
  
             1,193,278
TOTAL NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES (Cost $843,247,226)
    
         803,795,400
         
NON-AGENCY COMMERICAL MORTGAGE BACKED SECURITIES - 15.80%
      
BANK
      
2019-BNK16, 0.959%, 02/15/2052 (e)(j)
80,461,409
  
             4,810,450
2019-BNK17, 0.567%, 04/15/2052 (e)(j)
123,653,000
  
             5,349,439
2019-BNK17, 1.595%, 04/15/2052 (a)(e)(j)
11,541,000
  
             1,274,593
2019-BNK21, 1.112%, 10/17/2052 (a)(e)(j)
18,699,333
  
             1,527,240
2019-BNK21, 2.808%, 10/17/2052
11,582,000
  
           12,503,434
2019-BNK23, 0.177%, 12/15/2052 (e)(j)
238,421,000
  
             3,845,540
2020-BNK29, 0.654%, 11/15/2053 (e)(j)
132,417,000
  
             7,459,354
2020-BNK30, 2.500%, 12/15/2053 (a)(e)
3,950,000
  
             3,608,956
2020-BNK30, 2.757%, 12/15/2053 (e)
2,450,000
  
             2,426,815
2021-BNK31, 1.739%, 02/15/2054
7,250,000
  
             7,308,847
2021-BNK32, 2.332%, 04/15/2054
10,727,500
  
           11,113,464
2021-BNK32, 2.500%, 04/15/2054 (a)
5,000,000
  
             4,592,101
2018-BNK14, 0.513%, 09/15/2060 (e)(j)
94,686,404
  
             2,745,470
2018-BNK14, 4.185%, 09/15/2060
6,500,000
  
             7,372,612
2018-BNK13, 4.193%, 08/15/2061 (e)
5,500,000
  
             6,158,062
2018-BNK15, 4.285%, 11/15/2061 (e)
5,000,000
  
             5,695,536
2019-BNK20, 2.933%, 09/15/2062
2,100,000
  
             2,269,672
2019-BNK24, 0.186%, 11/15/2062 (e)(j)
174,693,000
  
             3,110,531
2020-BNK25, 0.886%, 01/15/2063 (e)(j)
109,213,107
  
             7,128,678
2020-BNK26, 0.601%, 03/15/2063 (e)(j)
226,593,000
  
           11,368,760
2020-BNK28, 0.971%, 03/15/2063 (e)(j)
29,969,467
  
             2,486,543
2020-BNK26, 2.041%, 03/15/2063
5,200,000
  
             5,327,969
2021-BNK33, 2.218%, 05/15/2064
12,599,000
  
           12,993,341
Barclays Commercial Mortgage Trust
      
2019-C3, 0.775%, 05/15/2052 (e)(j)
56,340,000
  
             3,347,137
2019-C4, 1.146%, 08/15/2052 (e)(j)
43,170,000
  
             3,671,267
2019-C4, 1.593%, 08/15/2052 (e)(j)
56,108,325
  
             5,850,432
2019-C5, 0.372%, 11/15/2052 (e)(j)
174,774,000
  
             4,797,389
2019-C5, 1.351%, 11/15/2052 (a)(e)(j)
12,996,000
  
             1,237,746
BBCMS Mortgage Trust
      
2018-C2, 4.236%, 12/15/2051
7,210,000
  
             8,195,462
2020-C6, 0.678%, 02/15/2053 (e)(j)
59,000,000
  
             3,342,202
2020-C6, 1.057%, 02/15/2053 (e)(j)
93,674,267
  
             6,999,491
2020-C7, 0.988%, 04/15/2053 (e)(j)
17,140,000
  
             1,413,366
2020-C7, 1.630%, 04/15/2053 (e)(j)
22,127,640
  
             2,348,834
2021-C9, 0.995%, 02/15/2054 (e)(j)
68,467,000
  
             5,968,631
2021-C9, 1.960%, 02/15/2054
13,500,000
  
           13,756,106
2021-C9, 2.534%, 02/15/2054
5,000,000
  
             5,082,141
Benchmark Mortgage Trust
      
2019-B9, 1.042%, 03/15/2052 (e)(j)
29,840,655
  
             2,025,420
2019-B9, 2.002%, 03/15/2052 (a)(e)(j)
11,513,000
  
             1,545,801
2019-B12, 0.416%, 08/15/2052 (a)(e)(j)
93,260,000
  
             2,986,847
2020-B16, 0.240%, 02/15/2053 (a)(e)(j)
70,467,000
  
             1,425,512
2020-B16, 0.927%, 02/15/2053 (e)(j)
103,009,063
  
             7,101,270
2018-B7, 0.439%, 05/15/2053 (e)(j)
114,748,330
  
             2,919,519
2020-B20, 0.582%, 10/15/2053 (e)(j)
79,394,000
  
             3,754,892
2021-B23, 0.904%, 02/15/2054 (a)(e)(j)
105,441,000
  
             8,473,112
2021-B23, 1.279%, 02/15/2054 (e)(j)
29,972,113
  
             2,867,144
2021-B23, 1.766%, 02/15/2054
5,000,000
  
             5,041,343
2021-B24, 0.592%, 03/15/2054 (e)(j)
99,123,000
  
             5,529,824
2021-B24, 1.157%, 03/15/2054 (e)(j)
63,935,288
  
             5,561,513
2021-B24, 2.256%, 03/15/2054
5,400,000
  
             5,595,176
2021-B25, 0.662%, 04/15/2054 (j)
93,350,000
  
             5,722,560
2021-B25, 1.114%, 04/15/2054 (j)
79,729,531
  
             6,957,271
2021-B26, 1.481%, 06/15/2054 (j)
10,836,000
  
             1,308,839
2021-B26, 2.688%, 06/15/2054 (e)
6,000,000
  
             6,056,898
2019-B13, 0.404%, 08/15/2057 (a)(e)(j)
82,774,000
  
             2,600,345
2019-B13, 1.505%, 08/15/2057 (a)(e)(j)
12,071,000
  
             1,306,553
2019-B14, 0.786%, 12/15/2062 (e)(j)
79,341,849
  
             3,764,231
Braemar Hotels & Resorts Trust
      
2018-PRME, 1.351% (1 Month LIBOR USD + 1.250%), 06/15/2035 (a)(b)
3,000,000
  
             2,913,661
California Housing Finance Agency
      
2021-1, 0.796%, 11/20/2035 (j)
28,931,712
  
             2,021,459
Cantor Commercial Real Estate Lending
      
2019-CF2, 0.670%, 11/15/2052 (e)(j)
134,736,000
  
             6,602,077
CCUBS Commercial Mortgage Trust
      
2017-C1, 0.289%, 11/15/2050 (e)(j)
40,062,667
  
                780,477
CD Mortgage Trust
      
2017-CD3, 0.574%, 02/10/2050 (e)(j)
61,857,000
  
             1,984,088
2018-CD7, 4.213%, 08/15/2051
3,236,000
  
             3,662,712
CGMS Commercial Mortgage Trust
      
2017-B1, 0.207%, 08/15/2050 (e)(j)
38,016,000
  
                463,985
2017-B1, 3.243%, 08/15/2050
1,570,000
  
             1,703,259
Citigroup Commercial Mortgage Trust
      
2013-GC17, 5.109%, 11/10/2046 (e)
5,000,000
  
             5,269,925
2014-GC19, 4.805%, 03/10/2047 (e)
3,030,000
  
             3,300,697
2014-GC19, 5.092%, 03/10/2047 (e)
2,757,579
  
             2,996,811
2016-C1, 4.117%, 05/10/2049
3,000,000
  
             3,285,691
2016-C1, 4.949%, 05/10/2049 (e)
6,840,000
  
             7,628,571
2016-P5, 2.841%, 10/10/2049
1,900,000
  
             2,006,008
2016-P6, 4.238%, 12/10/2049 (e)
6,835,000
  
             7,577,250
2017-P7, 0.534%, 04/14/2050 (e)(j)
45,124,000
  
             1,520,016
2017-P8, 4.192%, 09/15/2050
4,160,000
  
             4,672,004
2017-P8, 4.266%, 09/15/2050 (e)
10,740,000
  
           11,864,304
2017-C4, 0.306%, 10/12/2050 (e)(j)
42,746,500
  
                750,894
2017-C4, 1.083%, 10/12/2050 (e)(j)
32,049,647
  
             1,579,153
2017-C4, 3.297%, 10/12/2050
4,500,000
  
             4,888,963
2018-B2, 0.391%, 03/10/2051 (e)(j)
49,202,000
  
             1,293,088
2018-C5, 0.212%, 06/10/2051 (a)(e)(j)
28,400,000
  
                646,802
2018-C5, 0.592%, 06/10/2051 (e)(j)
94,438,685
  
             3,675,072
2018-C5, 4.148%, 06/10/2051 (e)
4,300,000
  
             4,833,985
2018-C6, 0.779%, 11/10/2051 (e)(j)
23,958,492
  
             1,224,578
2018-C6, 4.343%, 11/10/2051
5,000,000
  
             5,742,270
2018-C6, 4.412%, 11/10/2051
3,000,000
  
             3,495,188
2020-GC46, 0.319%, 02/15/2053 (a)(e)(j)
92,457,000
  
             2,705,800
2020-GC46, 0.987%, 02/15/2053 (e)(j)
89,782,658
  
             6,361,317
2019-GC41, 1.058%, 08/10/2056 (e)(j)
49,831,457
  
             3,332,359
2019-C7, 0.285%, 12/15/2072 (a)(e)(j)
50,711,000
  
             1,240,924
2019-C7, 0.876%, 12/15/2072 (e)(j)
76,518,672
  
             4,776,081
2019-C7, 1.202%, 12/15/2072 (a)(e)(j)
31,520,000
  
             2,897,337
2019-C7, 3.667%, 12/15/2072 (e)
4,000,000
  
             4,343,880
COMM Mortgage Trust
      
2014-CR18, 4.456%, 07/15/2047 (e)
4,550,700
  
             4,937,322
2013-CR11, 0.916%, 08/10/2050 (e)(j)
50,249,442
  
                902,857
2019-GC44, 1.027%, 08/15/2057 (a)(e)(j)
19,460,000
  
             1,525,000
CSAIL Commercial Mortgage Trust
      
2016-C5, 1.000%, 11/15/2048 (a)(e)(j)
46,821,000
  
             1,808,152
2015-C1, 0.500%, 04/15/2050 (a)(e)(j)
62,192,000
  
                990,470
2017-C8, 0.374%, 06/15/2050 (e)(j)
74,773,000
  
             1,588,851
2019-C17, 1.364%, 09/15/2052 (e)(j)
85,754,716
  
             7,533,114
2019-C18, 1.076%, 12/15/2052 (e)(j)
93,296,427
  
             6,250,012
DOLP Trust
      
2021-NYC, 2.956%, 05/10/2041 (a)
10,000,000
  
           10,517,434
FREMF Mortgage Trust
      
2019-KF62, 2.157% (1 Month LIBOR USD + 2.050%), 04/25/2026 (a)(b)
4,532,176
  
             4,513,329
2019-K735, 4.018%, 05/25/2026 (a)(e)
6,000,000
  
             6,660,558
2018-KF48, 2.157% (1 Month LIBOR USD + 2.050%), 06/25/2028 (a)(b)
9,044,497
  
             8,937,860
2018-KF50, 2.007% (1 Month LIBOR USD + 1.900%), 07/25/2028 (a)(b)
4,835,558
  
             4,779,352
2019-K734, 4.052%, 02/25/2051 (a)(e)
5,000,000
  
             5,541,519
2019-K101, 3.527%, 10/25/2052 (a)(e)
10,000,000
  
           10,695,738
GS Mortgage Securities Corp. II
      
2012-BWTR, 3.255%, 11/05/2034 (a)
6,608,000
  
             6,596,082
2018-GS10, 1.410%, 07/10/2051 (a)(e)(j)
24,049,000
  
             2,236,619
GS Mortgage Securities Trust
      
2017-FARM, 3.541%, 01/10/2043 (a)(e)
4,135,000
  
             4,565,933
2015-GC32, 4.412%, 07/10/2048 (e)
5,100,000
  
             5,603,030
2016-GS3, 3.395%, 10/10/2049 (e)
10,417,000
  
           10,845,615
2015-GC30, 4.029%, 05/10/2050 (e)
2,960,000
  
             3,178,412
2017-GS8, 0.383%, 11/10/2050 (e)(j)
44,642,000
  
             1,067,908
2019-GC38, 1.834%, 02/10/2052 (a)(e)(j)
20,916,000
  
             2,680,042
2019-GC39, 0.637%, 05/10/2052 (e)(j)
69,588,000
  
             3,336,877
2019-GC39, 1.624%, 05/10/2052 (a)(e)(j)
8,215,000
  
                938,021
2019-GC40, 1.160%, 07/10/2052 (a)(e)(j)
5,920,000
  
                518,556
2019-GSA1, 0.830%, 11/10/2052 (e)(j)
72,875,382
  
             4,342,345
2020-GSA2, 0.941%, 12/12/2053 (a)(e)(j)
73,324,000
  
             5,964,673
JP Morgan Chase Commercial Mortgage Securities Trust
      
2016-NINE, 2.854%, 09/06/2038 (a)(e)
7,000,000
  
             7,372,415
2012-CBX, 5.066%, 06/15/2045 (e)
6,680,000
  
             6,087,893
2015-JP1, 4.731%, 01/15/2049 (e)
5,485,000
  
             6,033,911
2016-JP2, 2.713%, 08/15/2049
2,017,000
  
             2,113,030
2007-CB20, 0.000%, 02/12/2051 (a)(d)(e)(j)
11,019,302
  
                       110
JPMBB Commercial Mortgage Securities Trust
      
2015-C28, 3.042%, 10/15/2048
1,254,643
  
             1,309,797
2015-C28, 3.532%, 10/15/2048
5,000,000
  
             5,355,996
2015-C32, 0.500%, 11/15/2048 (a)(e)(j)
23,066,000
  
                428,765
2015-C33, 3.562%, 12/15/2048
5,409,700
  
             5,750,179
JPMCC Commercial Mortgage Securities Trust
      
2017-JP6, 0.656%, 07/15/2050 (e)(j)
68,830,000
  
             2,545,223
JPMDB Commercial Mortgage Securities Trust
      
2016-C4, 3.638%, 12/15/2049 (e)
5,500,000
  
             5,836,373
Morgan Stanley Bank of America Merrill Lynch Trust
      
2013-C12, 4.482%, 10/15/2046 (e)
5,000,000
  
             5,367,638
2015-C27, 3.557%, 12/15/2047
3,582,785
  
             3,789,305
2015-C27, 4.508%, 12/15/2047 (e)
3,000,000
  
             3,290,372
2015-C25, 4.525%, 10/15/2048 (e)
5,195,000
  
             5,632,187
2016-C31, 1.290%, 11/15/2049 (a)(e)(j)
21,212,500
  
             1,233,649
2015-C23, 4.144%, 07/15/2050 (e)
3,845,000
  
             4,126,767
2017-C34, 2.700%, 11/15/2052 (a)
4,000,000
  
             3,548,902
2017-C34, 4.111%, 11/15/2052 (e)
4,814,000
  
             5,283,399
2017-C34, 4.179%, 11/15/2052 (e)
3,500,000
  
             3,772,646
Morgan Stanley Capital I Trust
      
2016-BNK2, 0.540%, 11/15/2049 (e)(j)
58,680,000
  
             1,650,264
2018-H3, 0.357%, 07/15/2051 (e)(j)
135,712,000
  
             3,410,361
2018-H3, 1.849%, 07/15/2051 (a)(e)(j)
15,363,500
  
             1,707,863
2018-H3, 4.120%, 07/15/2051
5,000,000
  
             5,590,488
2019-L2, 0.625%, 03/15/2052 (e)(j)
127,093,000
  
             5,852,201
2019-H7, 0.662%, 07/15/2052 (e)(j)
130,723,000
  
             6,523,326
2021-L5, 2.500%, 05/15/2054 (a)
3,500,000
  
             3,127,024
2021-L5, 3.102%, 05/15/2054
6,627,000
  
             6,918,012
MSC
      
2021-L5, 0.838%, 05/15/2054 (j)
70,387,500
  
             4,703,483
RBS Commercial Funding Inc. Trust
      
2013-SMV, 3.584%, 03/11/2031 (a)(e)
5,000,000
  
             4,775,238
UBS Commercial Mortgage Trust
      
2017-C1, 0.914%, 06/15/2050 (e)(j)
13,000,000
  
                674,989
2017-C6, 0.361%, 12/15/2050 (e)(j)
63,420,500
  
             1,906,890
2017-C7, 0.362%, 12/15/2050 (e)(j)
170,396,000
  
             3,793,577
2018-C10, 0.943%, 05/15/2051 (e)(j)
47,935,737
  
             2,508,261
2018-C12, 0.228%, 08/15/2051 (e)(j)
139,858,000
  
             2,985,591
2018-C12, 0.815%, 08/15/2051 (e)(j)
48,995,164
  
             2,293,101
2018-C13, 0.256%, 10/15/2051 (e)(j)
128,678,000
  
             3,111,087
2018-C13, 1.980%, 10/15/2051 (a)(e)(j)
16,442,000
  
             2,148,606
2018-C13, 4.241%, 10/15/2051
3,100,000
  
             3,520,289
2018-C14, 0.301%, 12/15/2051 (e)(j)
114,392,000
  
             2,835,423
2019-C17, 0.853%, 10/15/2052 (e)(j)
128,213,000
  
             8,252,943
2019-C18, 2.987%, 12/15/2052
4,500,000
  
             4,899,946
2019-C18, 3.378%, 12/15/2052 (e)
4,000,000
  
             4,305,654
UBS-Barclays Commercial Mortgage Trust
      
2012-C3, 4.365%, 08/10/2049 (a)(e)
6,000,000
  
             6,244,613
Washington State Housing Finance Commission
      
2021-1, 0.725%, 12/20/2035 (j)
21,250,000
  
             1,347,250
Wells Fargo Commercial Mortgage Trust
      
2017-SMP, 0.976% (1 Month LIBOR USD + 0.875%), 12/15/2034 (a)(b)
6,875,000
  
             6,861,477
2015-NXS1, 3.658%, 05/15/2048 (e)
1,320,000
  
             1,405,117
2015-C31, 3.487%, 11/15/2048
2,404,381
  
             2,556,397
2016-LC24, 1.002%, 10/15/2049 (e)(j)
66,264,075
  
             3,176,382
2017-RB1, 0.713%, 03/15/2050 (e)(j)
69,254,209
  
             2,767,890
2017-C42, 0.325%, 12/15/2050 (e)(j)
116,750,000
  
             2,582,113
2018-C44, 0.744%, 05/15/2051 (e)(j)
94,533,247
  
             3,991,336
2018-C45, 4.147%, 06/15/2051
5,388,000
  
             6,058,778
2018-C46, 4.086%, 08/15/2051
5,040,000
  
             5,699,127
2018-C48, 0.242%, 01/15/2052 (e)(j)
138,642,000
  
             2,876,586
2018-C48, 4.245%, 01/15/2052
7,000,000
  
             7,955,440
2019-C49, 0.603%, 03/15/2052 (e)(j)
125,812,000
  
             5,702,957
2019-C49, 3.933%, 03/15/2052
5,000,000
  
             5,658,463
2019-C49, 4.546%, 03/15/2052
4,647,000
  
             5,328,918
2019-C50, 0.868%, 05/15/2052 (e)(j)
36,427,311
  
             2,402,480
2019-C51, 0.687%, 06/15/2052 (e)(j)
130,394,000
  
             6,556,536
2019-C51, 1.371%, 06/15/2052 (e)(j)
26,758,919
  
             2,257,465
2019-C52, 1.093%, 08/15/2052 (e)(j)
86,124,292
  
             7,010,199
2019-C52, 1.615%, 08/15/2052 (e)(j)
60,859,151
  
             6,260,739
2019-C53, 0.454%, 10/15/2052 (e)(j)
105,325,000
  
             4,068,315
2019-C53, 3.514%, 10/15/2052 (e)
5,000,000
  
             5,371,761
2019-C54, 0.839%, 12/15/2052 (e)(j)
39,031,353
  
             2,366,529
2020-C55, 0.817%, 02/15/2053 (e)(j)
58,030,370
  
             3,685,375
2020-C55, 3.542%, 02/15/2053 (e)
5,691,000
  
             5,904,533
2020-C56, 0.314%, 06/15/2053 (e)(j)
127,035,000
  
             3,296,495
2020-C56, 2.422%, 06/15/2053
2,250,000
  
             2,372,397
2020-C58, 1.129%, 07/15/2053 (e)(j)
109,974,000
  
           10,547,782
2020-C57, 0.734%, 08/15/2053 (e)(j)
74,972,000
  
             4,625,922
2020-C57, 1.914%, 08/15/2053
6,000,000
  
             6,052,532
2021-C59, 1.041%, 04/15/2054 (j)
65,782,000
  
             5,337,584
2021-C59, 1.584%, 04/15/2054 (j)
40,274,000
  
             4,953,911
2021-C59, 3.284%, 04/15/2054
7,648,000
  
             7,796,255
2015-C30, 4.067%, 09/15/2058 (e)
10,000,000
  
           11,041,496
2015-C30, 4.400%, 09/15/2058 (e)
5,100,000
  
             5,619,867
2018-C47, 0.157%, 09/15/2061 (e)(j)
164,144,000
  
             2,140,405
2018-C47, 4.365%, 09/15/2061
5,625,000
  
             6,445,673
2018-C47, 4.673%, 09/15/2061 (e)
8,000,000
  
             9,260,277
WFRBS Commercial Mortgage Trust
      
2013-UBS1, 5.040%, 03/15/2046 (e)
7,500,000
  
             8,061,848
TOTAL NON-AGENCY COMMERICAL MORTGAGE BACKED SECURITIES (Cost $917,892,483)
    
         904,150,442
         
AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 6.83%
      
FHMR
      
2020-RR09, 2.676%, 08/27/2029 (j)
42,360,000
  
             6,975,663
Freddie Mac Multifamily ML Certificates
      
2020-ML07, 2.006%, 10/25/2036 (a)(e)(j)
25,416,723
  
             4,713,023
2019-ML06, 1.132%, 06/25/2037 (a)(e)(j)
10,100,125
  
             1,078,026
2021-ML08, 1.846%, 07/25/2037 (e)(j)
33,678,323
  
             6,161,786
2021-ML09, 1.488%, 02/25/2040 (e)(j)
44,645,922
  
             6,976,372
Freddie Mac Multifamily Structured Pass Through Certificates
      
K018, 1.224%, 01/25/2022 (e)(j)
49,415,360
  
                162,626
K019, 1.585%, 03/25/2022 (e)(j)
83,388,695
  
                508,613
K021, 1.395%, 06/25/2022 (e)(j)
69,421,437
  
                620,315
K723, 0.946%, 08/25/2023 (e)(j)
72,054,522
  
             1,150,271
K723, 0.855%, 09/25/2023 (e)(j)
61,645,000
  
             1,082,314
K728, 0.410%, 08/25/2024 (e)(j)
63,724,832
  
                688,655
K729, 0.356%, 10/25/2024 (e)(j)
50,665,783
  
                509,196
K042, 1.036%, 12/25/2024 (e)(j)
116,242,800
  
             3,746,947
K046, 0.357%, 03/25/2025 (e)(j)
453,379,483
  
             5,791,152
K049, 0.590%, 07/25/2025 (e)(j)
94,385,554
  
             2,070,215
K734, 0.648%, 02/25/2026 (e)(j)
65,055,506
  
             1,720,445
K735, 0.957%, 05/25/2026 (e)(j)
59,475,488
  
             2,555,436
K735, 1.363%, 05/25/2026 (e)(j)
70,547,000
  
             4,572,306
K737, 1.004%, 10/25/2026 (e)(j)
20,050,000
  
             1,044,120
K061, 0.046%, 11/25/2026 (e)(j)
72,512,000
  
                377,925
K062, 0.170%, 12/25/2026 (e)(j)
79,423,000
  
                912,133
K063, 0.286%, 01/25/2027 (e)(j)
378,229,081
  
             5,625,477
K064, 0.604%, 03/25/2027 (e)(j)
131,441,474
  
             4,197,347
K738, 1.368%, 03/25/2027 (e)(j)
24,099,000
  
             1,796,747
K065, 0.548%, 05/25/2027 (e)(j)
57,193,000
  
             1,865,676
K066, 0.750%, 06/25/2027 (e)(j)
31,689,117
  
             1,278,032
KW03, 0.840%, 06/25/2027 (e)(j)
16,028,506
  
                617,593
K067, 0.576%, 07/25/2027 (e)(j)
40,637,380
  
             1,322,564
K068, 0.431%, 08/25/2027 (e)(j)
104,246,587
  
             2,628,140
K069, 0.363%, 09/25/2027 (e)(j)
30,256,540
  
                660,764
K739, 1.612%, 09/25/2027 (e)(j)
32,621,072
  
             3,042,072
K070, 0.326%, 11/25/2027 (e)(j)
278,368,546
  
             5,654,250
K072, 0.368%, 12/25/2027 (e)(j)
61,087,726
  
             1,366,600
K073, 0.202%, 01/25/2028 (e)(j)
54,203,000
  
                837,160
K073, 0.302%, 01/25/2028 (e)(j)
156,437,791
  
             3,170,650
K742, 1.016%, 04/25/2028 (e)(j)
89,849,000
  
             5,473,412
KW06, 0.095%, 06/25/2028 (e)(j)
593,580,877
  
             5,369,889
K080, 0.119%, 07/25/2028 (e)(j)
430,281,531
  
             4,595,536
K081, 0.069%, 08/25/2028 (e)(j)
155,756,010
  
             1,184,680
K084, 0.203%, 10/25/2028 (e)(j)
338,855,946
  
             5,312,007
K089, 0.453%, 01/25/2029 (e)(j)
53,965,000
  
             1,899,163
K088, 0.507%, 01/25/2029 (e)(j)
149,767,375
  
             5,548,342
K090, 0.705%, 02/25/2029 (e)(j)
77,881,298
  
             3,970,132
K091, 0.486%, 03/25/2029 (e)(j)
53,659,000
  
             2,044,993
K090, 0.621%, 03/25/2029 (e)(j)
50,517,000
  
             2,385,069
KW09, 0.802%, 05/25/2029 (e)(j)
63,340,000
  
             3,368,434
K093, 0.951%, 05/25/2029 (e)(j)
54,608,082
  
             3,649,327
K094, 0.880%, 06/25/2029 (e)(j)
194,988,348
  
           12,356,782
K097, 1.089%, 07/25/2029 (e)(j)
72,930,582
  
             5,770,880
KG02, 1.018%, 08/25/2029 (e)(j)
33,000,000
  
             2,348,448
K098, 1.144%, 08/25/2029 (e)(j)
62,146,214
  
             5,151,057
KW10, 0.649%, 09/25/2029 (e)(j)
73,896,942
  
             3,543,292
K099, 0.886%, 09/25/2029 (e)(j)
66,791,328
  
             4,329,815
K100, 0.910%, 09/25/2029 (e)(j)
62,086,000
  
             4,389,431
K102, 0.824%, 10/25/2029 (e)(j)
101,297,058
  
             6,266,307
K101, 1.205%, 10/25/2029 (e)(j)
65,686,000
  
             5,534,873
K103, 0.638%, 11/25/2029 (e)(j)
125,374,319
  
             6,158,161
K105, 1.767%, 01/25/2030 (e)(j)
64,122,000
  
             8,927,180
K107, 1.549%, 02/25/2030 (e)(j)
59,449,000
  
             7,340,703
K108, 1.660%, 03/25/2030 (e)(j)
70,599,515
  
             9,389,714
K108, 1.690%, 03/25/2030 (e)(j)
16,051,596
  
             2,086,226
K112, 1.433%, 05/25/2030 (e)(j)
41,876,065
  
             4,696,815
K111, 1.572%, 05/25/2030 (e)(j)
74,200,045
  
             9,031,778
K112, 1.663%, 05/25/2030 (e)(j)
44,272,000
  
             5,987,708
K114, 1.118%, 06/25/2030 (e)(j)
58,935,574
  
             5,224,108
K115, 1.328%, 06/25/2030 (e)(j)
54,176,166
  
             5,651,744
K114, 1.342%, 06/25/2030 (e)(j)
42,500,000
  
             4,679,433
KG03, 1.381%, 06/25/2030 (e)(j)
15,600,000
  
             1,650,595
K115, 1.547%, 07/25/2030 (e)(j)
22,290,414
  
             2,836,535
K118, 0.961%, 09/25/2030 (e)(j)
56,170,616
  
             4,347,066
K118, 1.170%, 09/25/2030 (e)(j)
35,916,184
  
             3,567,680
K116, 1.600%, 09/25/2030 (e)(j)
23,000,000
  
             3,074,520
K121, 1.028%, 10/25/2030 (e)(j)
49,295,390
  
             4,031,934
K119, 1.134%, 10/25/2030 (e)(j)
51,000,000
  
             4,896,974
KG04, 0.854%, 11/25/2030 (e)(j)
77,473,351
  
             5,274,293
K122, 0.883%, 11/25/2030 (e)(j)
40,175,236
  
             2,869,500
K122, 1.081%, 11/25/2030 (e)(j)
35,211,000
  
             3,262,595
K121, 1.195%, 11/25/2030 (e)(j)
49,550,000
  
             5,076,447
K123, 0.977%, 12/25/2030 (e)(j)
50,000,000
  
             4,238,380
K125, 0.586%, 01/25/2031 (e)(j)
177,416,446
  
             8,765,295
K125, 0.782%, 01/25/2031 (e)(j)
52,600,000
  
             3,663,096
K124, 0.936%, 01/25/2031 (e)(j)
54,248,000
  
             4,425,161
K152, 0.956%, 01/25/2031 (e)(j)
30,550,014
  
             2,237,284
K127, 0.503%, 02/25/2031 (e)(j)
186,332,000
  
             8,431,039
K128, 0.529%, 03/25/2031 (e)(j)
154,985,994
  
             7,023,950
K128, 0.741%, 03/25/2031 (e)(j)
37,700,000
  
             2,533,629
K155, 0.113%, 04/25/2033 (e)(j)
246,423,747
  
             3,909,685
K1511, 0.777%, 03/25/2034 (e)(j)
42,973,483
  
             3,287,918
K1512, 0.911%, 04/25/2034 (e)(j)
47,635,678
  
             4,160,433
K1513, 0.859%, 08/25/2034 (e)(j)
76,067,351
  
             6,383,709
K1514, 0.580%, 10/25/2034 (e)(j)
76,871,883
  
             4,736,476
K1515, 1.513%, 02/25/2035 (e)(j)
59,930,811
  
             9,373,179
K1516, 1.512%, 05/25/2035 (e)(j)
41,911,940
  
             6,931,921
K1517, 1.334%, 07/25/2035 (e)(j)
81,946,419
  
           11,914,067
K097, 1.348%, 09/25/2051 (e)(j)
66,115,000
  
             6,699,625
TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES (Cost $375,824,795)
    
         390,749,036
         
MUNICIPAL BONDS - 32.80%
      
Alaska - 0.32%
      
Alaska Municipal Bond Bank Authority
      
2.022%, 12/01/2030
5,000,000
  
             4,998,868
2.122%, 12/01/2031
3,500,000
  
             3,502,624
Municipality of Anchorage, AK
      
5.000%, 12/01/2050
8,000,000
  
             9,613,965
     
           18,115,457
Arizona - 0.55%
      
City of Phoenix Civic Improvement Corp.
      
5.500%, 07/01/2042
9,000,000
  
           14,243,220
City of Tucson, AZ
      
2.232%, 07/01/2034
11,605,000
  
           11,405,310
Industrial Development Authority of the City of Phoenix
      
5.000%, 07/01/2045 (a)
4,285,000
  
             4,685,839
Tempe Industrial Development Authority
      
4.000%, 10/01/2023 (a)
850,000
  
                850,380
     
           31,184,749
California - 4.83%
      
Alvord Unified School District
      
0.000%, 08/01/2046 (d)
1,975,000
  
             2,546,828
California Pollution Control Financing Authority
      
4.000%, 11/01/2023 (a)(g)
7,000,000
  
             7,002,113
Chaffey Joint Union High School District
      
3.143%, 08/01/2043
2,620,000
  
             2,681,116
City of Chula Vista, CA
      
1.728%, 06/01/2030
2,235,000
  
             2,186,707
1.828%, 06/01/2031
2,000,000
  
             1,946,827
City of Huntington Beach, CA
      
2.453%, 06/15/2031
4,000,000
  
             4,084,206
City of Industry, CA
      
4.000%, 01/01/2028
2,885,000
  
             3,178,914
City of Los Angeles Department of Airports
      
6.582%, 05/15/2039
5,070,000
  
             6,668,511
City of Los Angeles, CA
      
3.550%, 09/01/2031
3,000,000
  
             3,361,991
City of Orange, CA
      
2.220%, 06/01/2030
7,500,000
  
             7,584,825
2.270%, 06/01/2031
12,370,000
  
           12,453,331
City of Sacramento, CA Transient Occupancy Tax Revenue
      
3.858%, 06/01/2025
3,320,000
  
             3,508,963
City of San Diego, CA Tobacco Settlement Revenue Funding Corp.
      
3.435%, 06/01/2023
2,155,000
  
             2,268,898
City of San Francisco, CA Public Utilities Commission Water Revenue
      
2.845%, 11/01/2041
2,000,000
  
             2,013,357
City of South Lake Tahoe, CA
      
4.000%, 06/01/2027
1,600,000
  
             1,793,458
City of Union City, CA
      
0.000%, 07/01/2025 (d)
2,105,000
  
             1,938,565
Coachella Valley Unified School District
      
0.000%, 08/01/2034 (d)
1,100,000
  
                849,036
Coast Community College District
      
2.957%, 08/01/2038
15,000,000
  
           15,958,228
County of San Diego, CA
      
6.029%, 08/15/2026
705,000
  
                836,109
Fullerton Public Financing Authority
      
7.750%, 05/01/2031
1,380,000
  
             1,764,016
Gateway Unified School District, CA
      
0.000%, 08/01/2033 (d)
2,315,000
  
             1,804,218
0.000%, 08/01/2035 (d)
2,315,000
  
             1,702,441
0.000%, 08/01/2036 (d)
2,315,000
  
             1,651,587
Inland Empire Tobacco Securitization Corp.
      
3.678%, 06/01/2038
18,545,000
  
           19,188,834
Los Angeles Community College District, CA
      
1.806%, 08/01/2030
10,000,000
  
             9,959,487
Los Angeles County Metropolitan Transportation Authority
      
5.735%, 06/01/2039
12,775,000
  
           16,665,147
Los Angeles Department of Water & Power
      
6.574%, 07/01/2045
2,000,000
  
             3,204,404
Los Angeles Housing Authority
      
5.000%, 06/01/2044
6,510,000
  
             7,694,076
Los Angeles Unified School District, CA
      
5.750%, 07/01/2034
12,605,000
  
           16,884,143
Monrovia School Facilities Grant Financing Authority
      
7.000%, 06/01/2027
2,800,000
  
             3,609,102
M-S-R Energy Authority
      
7.000%, 11/01/2034
3,500,000
  
             5,537,659
Northern California Power Agency
      
5.679%, 06/01/2035
9,900,000
  
           12,209,960
Norwalk-La Mirada Unified School District
      
0.000%, 08/01/2038 (d)
4,200,000
  
             2,667,142
Oceanside Unified School District
      
0.000%, 08/01/2041 (d)
5,225,000
  
             3,346,517
Palmdale Elementary School District
      
0.000%, 08/01/2029 (d)
540,000
  
                471,520
Pasadena Unified School District
      
2.881%, 05/01/2037
4,445,000
  
             4,723,035
Peralta Community College District
      
0.000%, 08/05/2031 (d)
4,550,000
  
             4,223,970
Placentia-Yorba Linda Unified School District
      
0.000%, 08/01/2035 (d)
7,600,000
  
             5,829,119
Poway Unified School District
      
0.000%, 08/01/2034 (d)
5,735,000
  
             4,472,974
San Diego County Regional Transportation Commission
      
5.000%, 04/01/2045
7,085,000
  
             9,293,863
San Diego Unified School District
      
0.000%, 07/01/2034 (d)
1,650,000
  
             1,316,261
0.000%, 07/01/2036 (d)
7,895,000
  
             5,975,309
San Francisco City & County Redevelopment Financing Authority
      
0.000%, 08/01/2036 (d)
5,225,000
  
             3,260,861
5.750%, 08/01/2037
4,400,000
  
             5,860,944
8.406%, 08/01/2039
2,565,000
  
             4,233,842
San Mateo Union High School District
      
0.000%, 09/01/2041 (d)
10,000,000
  
           11,852,704
Santa Ana Unified School District
      
0.000%, 08/01/2037 (d)
2,500,000
  
             1,739,105
South Placer Wastewater Authority
      
5.000%, 11/01/2035
2,935,000
  
             4,145,056
University of California
      
5.500%, 05/15/2058
2,500,000
  
             3,179,474
West Contra Costa Unified School District
      
0.000%, 08/01/2036 (d)
4,485,000
  
             3,262,737
West Sonoma County Union High School District
      
0.000%, 08/01/2037 (d)
1,840,000
  
             1,327,939
William S. Hart Union High School District
      
0.000%, 08/01/2034 (d)
2,380,000
  
             1,873,289
0.000%, 08/01/2036 (d)
1,000,000
  
                745,162
Yosemite Community College District
      
0.000%, 08/01/2038 (d)
6,110,000
  
             4,268,894
Yuba Community College District
      
0.000%, 08/01/2038 (d)
5,055,000
  
             3,490,057
     
         276,296,831
Colorado - 1.02%
      
Board of Governors of Colorado State University System
      
2.594%, 03/01/2033
4,560,000
  
             4,620,867
2.644%, 03/01/2034
6,275,000
  
             6,330,384
City & County of Denver, CO Airport System Revenue
      
5.000%, 12/01/2036
10,750,000
  
           15,077,242
City of Fruita, CO Healthcare Revenue
      
5.000%, 01/01/2028
3,025,000
  
             3,074,770
Colorado Health Facilities Authority
      
3.796%, 11/01/2044
6,500,000
  
             6,789,097
Ebert Metropolitan District
      
5.000%, 12/01/2043
10,000,000
  
           12,382,015
Regional Transportation District Sales Tax Revenue
      
1.837%, 11/01/2031
10,370,000
  
           10,194,898
     
           58,469,273
Connecticut - 0.12%
      
State of Connecticut
      
5.000%, 07/15/2030
5,000,000
  
             6,603,853
Delaware - 0.05%
      
University of Delaware
      
5.000%, 11/01/2042
1,990,000
  
             2,957,763
District of Columbia - 0.53%
      
Metropolitan Washington Airports Authority Dulles Toll Road Revenue
      
8.000%, 10/01/2047
10,200,000
  
           17,654,044
Washington Metropolitan Area Transit Authority
      
5.000%, 07/15/2045
10,000,000
  
           12,910,796
     
           30,564,840
Florida - 2.45%
      
City of Fort Lauderdale, FL
      
1.600%, 01/01/2029
5,000,000
  
             4,946,368
1.700%, 01/01/2030
15,085,000
  
           14,715,823
City of Gainesville, FL
      
0.000%, 10/01/2027 (d)
4,610,000
  
             4,106,088
0.000%, 10/01/2028 (d)
1,300,000
  
             1,118,327
City of Gainesville, FL Utilities System Revenue
      
5.000%, 10/01/2047
7,000,000
  
             8,810,231
City of Tampa, FL Water & Wastewater System Revenue
      
5.000%, 10/01/2050
10,000,000
  
           12,988,021
County of Miami-Dade, FL
      
6.875%, 10/01/2034
1,550,000
  
             2,257,472
County of Miami-Dade, FL Aviation Revenue
      
3.275%, 10/01/2029
1,700,000
  
             1,882,698
County of Miami-Dade, FL Transit System
      
1.650%, 07/01/2030
16,095,000
  
           15,670,061
County of Pasco, FL
      
5.000%, 10/01/2048
1,880,000
  
             2,358,866
County of Pasco, FL Second Local Option Fuel Tax Revenue
      
5.000%, 10/01/2046
14,595,000
  
           19,221,625
County of Sarasota, FL Utility System Revenue
      
5.000%, 10/01/2050
7,250,000
  
             9,321,848
Florida Development Finance Corp.
      
7.375%, 01/01/2049 (a)
7,000,000
  
             7,600,159
Reedy Creek Improvement District
      
2.731%, 06/01/2038
12,500,000
  
           12,734,178
School District of Broward County, FL
      
5.000%, 07/01/2049
5,480,000
  
             7,196,275
State Board of Administration Finance Corp.
      
2.154%, 07/01/2030
15,000,000
  
           15,129,941
     
         140,057,981
Georgia - 0.21%
      
Medical Center Hospital Authority
      
4.875%, 08/01/2022
7,520,000
  
             7,912,780
Valdosta & Lowndes County Hospital Authority
      
2.604%, 10/01/2030
2,000,000
  
             2,084,319
3.000%, 10/01/2029
2,000,000
  
             2,179,156
     
           12,176,255
Hawaii - 0.48%
      
State of Hawaii Airports System Revenue
      
5.000%, 07/01/2043
11,450,000
  
           14,148,336
5.000%, 07/01/2050
10,295,000
  
           13,057,917
     
           27,206,253
Illinois - 0.29%
      
City of Chicago, IL Waterworks Revenue
      
5.750%, 11/01/2030
2,485,000
  
             3,091,074
Illinois Finance Authority
      
3.510%, 05/15/2041
7,000,000
  
             6,864,681
Metropolitan Water Reclamation District of Greater Chicago
      
5.000%, 12/01/2041
2,570,000
  
             3,098,254
State of Illinois
      
5.750%, 01/01/2037
3,000,000
  
             3,765,593
     
           16,819,602
Indiana - 0.23%
      
GCS School Building Corp.
      
5.000%, 01/15/2040
2,100,000
  
             2,644,211
Indiana Finance Authority
      
4.807%, 07/15/2035
3,000,000
  
             3,690,379
5.000%, 10/01/2050
1,875,000
  
             2,390,375
Indianapolis Local Public Improvement Bond Bank
      
2.473%, 01/01/2040
2,500,000
  
             2,459,942
5.854%, 01/15/2030
1,810,000
  
             2,192,426
     
           13,377,333
Iowa - 0.05%
      
Iowa Finance Authority
      
5.000%, 08/01/2044
2,280,000
  
             2,980,345
Kansas - 0.20%
      
Kansas Development Finance Authority
      
5.371%, 05/01/2026
6,155,000
  
             6,970,946
State of Kansas Department of Transportation
      
4.596%, 09/01/2035
3,480,000
  
             4,242,311
     
           11,213,257
Kentucky - 0.11%
      
County of Warren, KY
      
3.921%, 12/01/2031
825,000
  
                933,960
4.397%, 12/01/2038
1,540,000
  
             1,781,055
Kentucky Higher Education Student Loan Corp.
      
3.860%, 06/01/2025
2,000,000
  
             2,199,002
Kentucky State Property & Building Commission
      
5.000%, 02/01/2032
1,150,000
  
             1,360,989
     
             6,275,006
Louisiana - 0.71%
      
City of New Orleans, LA Sewerage Service Revenue
      
1.791%, 06/01/2030
1,000,000
  
                967,457
1.891%, 06/01/2031
1,575,000
  
             1,514,394
City of New Orleans, LA Water System Revenue
      
1.841%, 12/01/2030
720,000
  
                697,075
1.941%, 12/01/2031
885,000
  
                855,202
Parish of East Baton Rouge Capital Improvements District
      
5.000%, 08/01/2048
10,000,000
  
           12,459,117
State of Louisiana
      
1.742%, 06/15/2032
2,500,000
  
             2,442,285
1.792%, 06/15/2033
1,900,000
  
             1,843,785
State of Louisiana Gasoline & Fuels Tax Revenue
      
2.230%, 05/01/2036
7,000,000
  
             6,767,713
2.530%, 05/01/2041
5,500,000
  
             5,318,749
2.830%, 05/01/2043
8,000,000
  
             7,879,336
     
           40,745,113
Maryland - 0.34%
      
Maryland Stadium Authority
      
2.805%, 05/01/2040
7,000,000
  
             6,932,747
5.000%, 05/01/2050
7,000,000
  
           10,339,064
State of Maryland Department of Transportation
      
1.686%, 08/01/2030
2,040,000
  
             1,982,179
     
           19,253,990
Massachusetts - 0.84%
      
Commonwealth of Massachusetts
      
5.000%, 07/01/2045
8,590,000
  
           11,080,969
5.000%, 11/01/2045
8,000,000
  
           10,395,084
Commonwealth of Massachusetts Transportation Fund Revenue
      
5.000%, 06/01/2049
5,000,000
  
             6,349,307
5.631%, 06/01/2030
1,050,000
  
             1,305,943
Massachusetts Bay Transportation Authority
      
2.235%, 07/01/2031
8,795,000
  
             9,055,034
Massachusetts Educational Financing Authority
      
3.455%, 07/01/2028
2,000,000
  
             2,175,649
3.831%, 07/01/2024
450,000
  
                487,046
Massachusetts State College Building Authority
      
5.932%, 05/01/2040
550,000
  
                759,927
Massachusetts Water Resources Authority
      
5.000%, 08/01/2045
5,000,000
  
             6,476,514
     
           48,085,473
Michigan - 2.24%
      
City of Detroit, MI
      
4.000%, 04/01/2044
8,700,000
  
             8,262,737
Detroit City School District
      
7.747%, 05/01/2039
9,235,000
  
           12,891,569
Durand Michigan Area Schools
      
5.000%, 05/01/2050
4,950,000
  
             6,270,992
Great Lakes Water Authority Sewage Disposal System Revenue
      
2.365%, 07/01/2032
3,500,000
  
             3,591,598
3.056%, 07/01/2039
1,465,000
  
             1,527,847
Jenison Public Schools
      
5.000%, 05/01/2043
1,275,000
  
             1,658,767
5.000%, 05/01/2045
1,665,000
  
             2,159,435
Michigan Finance Authority
      
2.610%, 11/01/2025
2,180,000
  
             2,333,364
2.710%, 11/01/2026
7,145,000
  
             7,665,795
3.084%, 12/01/2034
5,000,000
  
             5,317,634
3.267%, 06/01/2039
14,000,000
  
           14,750,393
3.610%, 11/01/2032
3,000,000
  
             3,231,048
Mona Shores Public Schools
      
5.000%, 05/01/2044
1,800,000
  
             2,367,413
Schoolcraft Community Schools
      
5.000%, 05/01/2050
8,315,000
  
           10,533,999
State of Michigan Trunk Line Revenue
      
5.000%, 11/15/2045
29,230,000
  
           37,953,384
Thornapple Kellogg School District
      
5.000%, 05/01/2042
2,345,000
  
             3,014,086
Walled Lake Consolidated School District
      
5.000%, 05/01/2050
3,500,000
  
             4,534,415
     
         128,064,476
Minnesota - 0.32%
      
Western Minnesota Municipal Power Agency
      
3.156%, 01/01/2039
17,500,000
  
           18,428,240
Mississippi - 0.29%
      
Mississippi Development Bank
      
5.460%, 10/01/2036
5,735,000
  
             7,027,515
State of Mississippi
      
5.000%, 10/15/2037
7,925,000
  
             9,794,335
     
           16,821,850
Missouri - 0.46%
      
Kansas City Industrial Development Authority
      
5.000%, 03/01/2049
11,085,000
  
           13,626,395
Kansas City Land Clearance Redevelopment Authority
      
6.400%, 10/15/2040 (a)
8,000,000
  
             8,096,565
St. Louis School District
      
6.450%, 04/01/2028
3,800,000
  
             4,858,232
     
           26,581,192
Nebraska - 0.19%
      
Central Plains Energy Project
      
5.000%, 09/01/2034
5,700,000
  
             7,874,573
District Energy Corp.
      
2.390%, 07/01/2036
2,830,000
  
             2,840,071
     
           10,714,644
Nevada - 0.58%
      
City of North Las Vegas, NV
      
6.572%, 06/01/2040
11,290,000
  
           15,324,260
Clark County School District
      
5.510%, 06/15/2024
5,495,000
  
             5,893,993
County of Clark, NV Department of Aviation
      
5.000%, 07/01/2041
1,500,000
  
             1,893,054
County of Washoe, NV
      
5.000%, 02/01/2042
8,000,000
  
             9,947,865
     
           33,059,172
New Hampshire - 0.08%
      
New Hampshire Business Finance Authority
      
3.278%, 10/01/2037
4,980,000
  
             4,678,807
New Jersey - 0.97%
      
Mercer County Improvement Authority
      
8.270%, 12/01/2034
4,880,000
  
             7,257,767
New Jersey Economic Development Authority
      
0.000%, 02/15/2025 (d)
19,320,000
  
           18,574,495
7.425%, 02/15/2029
10,000,000
  
           12,846,672
New Jersey Institute of Technology
      
3.323%, 07/01/2024
1,540,000
  
             1,642,605
3.415%, 07/01/2042
3,500,000
  
             3,485,336
New Jersey Turnpike Authority
      
1.863%, 01/01/2031
10,000,000
  
             9,675,193
Rutgers The State University of New Jersey
      
3.270%, 05/01/2043
2,000,000
  
             2,113,006
     
           55,595,074
New York - 0.63%
      
City of New York, NY
      
5.000%, 08/01/2043
5,000,000
  
             6,276,918
5.000%, 03/01/2043
1,610,000
  
             2,036,769
Dutchess County Local Development Corp.
      
4.550%, 07/01/2022
1,055,000
  
             1,096,578
New York City Industrial Development Agency
      
2.436%, 01/01/2036
5,850,000
  
             5,673,880
New York State Dormitory Authority
      
2.746%, 07/01/2030
6,430,000
  
             6,750,573
5.096%, 08/01/2034
3,125,000
  
             3,705,385
New York State Urban Development Corp.
      
5.000%, 03/15/2047
8,460,000
  
           10,768,768
     
           36,308,871
North Dakota - 0.12%
      
County of Burleigh, ND
      
2.750%, 02/01/2022
7,000,000
  
             7,002,064
Ohio - 2.23%
      
American Municipal Power, Inc.
      
7.499%, 02/15/2050
3,255,000
  
             5,282,234
7.834%, 02/15/2041
1,380,000
  
             2,242,624
Buckeye Tobacco Settlement Financing Authority
      
1.850%, 06/01/2029
1,170,000
  
             1,170,000
1.950%, 06/01/2026
2,020,000
  
             2,094,029
County of Hamilton, OH
      
3.756%, 06/01/2042
8,000,000
  
             8,284,961
5.000%, 11/15/2049
10,880,000
  
           17,062,948
Franklin County Convention Facilities Authority
      
2.022%, 12/01/2030
5,485,000
  
             5,497,943
2.472%, 12/01/2034
22,100,000
  
           22,092,692
JobsOhio Beverage System
      
2.833%, 01/01/2038
7,175,000
  
             7,443,386
4.532%, 01/01/2035
19,535,000
  
           23,958,238
Ohio Higher Educational Facility Commission
      
4.500%, 12/01/2026
4,025,000
  
             4,095,616
Ohio Water Development Authority Water Pollution Control Loan Fund
      
5.000%, 12/01/2050
10,000,000
  
           12,945,151
Southern Ohio Port Authority
      
7.000%, 12/01/2042 (a)
4,000,000
  
             4,531,011
South-Western City School District
      
0.000%, 12/01/2028 (d)
2,735,000
  
             2,363,039
State of Ohio
      
5.000%, 04/01/2039
1,865,000
  
             2,416,822
5.000%, 04/01/2040
4,000,000
  
             5,173,963
Sycamore Community City School District
      
5.850%, 12/01/2028
605,000
  
                769,832
     
         127,424,489
Oklahoma - 0.14%
      
Oklahoma Development Finance Authority
      
5.450%, 08/15/2028
4,120,000
  
             4,606,207
Oklahoma Turnpike Authority
      
1.722%, 01/01/2030
3,260,000
  
             3,208,659
     
             7,814,866
Oregon - 0.35%
      
Oregon Health & Science University
      
2.850%, 07/01/2030
1,000,000
  
             1,059,246
University of Oregon
      
5.000%, 04/01/2050
15,000,000
  
           18,970,083
     
           20,029,329
Pennsylvania - 1.25%
      
Berks County Industrial Development Authority
      
3.950%, 05/15/2024
720,000
  
                733,603
4.450%, 05/15/2027
800,000
  
                818,945
Commonwealth Financing Authority
      
2.758%, 06/01/2030
4,500,000
  
             4,692,162
2.758%, 06/01/2030
1,040,000
  
             1,084,411
3.657%, 06/01/2038
5,820,000
  
             6,482,793
3.807%, 06/01/2041
6,110,000
  
             6,731,796
4.014%, 06/01/2033
3,775,000
  
             4,334,204
Montgomery County Industrial Development Authority
      
3.150%, 11/15/2028
10,000,000
  
             9,899,390
Pennsylvania Economic Development Financing Authority
      
2.502%, 06/15/2032
6,000,000
  
             6,108,211
5.000%, 12/31/2030
1,000,000
  
             1,181,446
Pennsylvania State University
      
2.790%, 09/01/2043
21,505,000
  
           21,624,985
Pennsylvania Turnpike Commission
      
5.000%, 06/01/2042
5,000,000
  
             6,015,412
Union County Hospital Authority
      
3.800%, 08/01/2023
840,000
  
                869,755
4.400%, 08/01/2028
1,060,000
  
             1,186,384
     
           71,763,497
Puerto Rico - 0.24%
      
Children's Trust Fund
      
5.375%, 05/15/2033
2,035,000
  
             2,047,538
GDB Debt Recovery Authority of Puerto Rico
      
7.500%, 08/20/2040
9,870,336
  
             8,710,572
Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue
      
0.000%, 07/01/2027 (d)
3,237,000
  
             2,909,357
     
           13,667,467
Rhode Island - 0.14%
      
Providence Public Building Authority
      
5.000%, 09/15/2036
6,365,000
  
             7,934,928
South Carolina - 0.16%
      
Commission of Public Works, City of Greer
      
5.500%, 09/01/2032
2,000,000
  
             2,739,625
Spartanburg County School District No. 7
      
5.000%, 03/01/2048
5,000,000
  
             6,326,482
     
             9,066,107
Tennessee - 0.16%
      
Memphis-Shelby County Airport Authority
      
5.000%, 07/01/2045
7,000,000
  
             8,936,287
Texas - 6.06%
      
Austin Achieve Public Schools, Inc.
      
5.750%, 06/15/2026
2,000,000
  
             2,002,500
Board of Regents of the University of Texas System
      
4.794%, 08/15/2046
1,515,000
  
             1,963,335
5.000%, 08/15/2040
2,750,000
  
             4,049,817
5.134%, 08/15/2042
2,500,000
  
             3,337,576
City of Austin, TX Electric Utility Revenue
      
5.000%, 11/15/2049
13,250,000
  
           16,851,456
City of Dallas, TX
      
0.000%, 02/15/2031 (d)
10,000,000
  
             8,008,718
0.000%, 02/15/2032 (d)
15,000,000
  
           11,582,644
City of Dallas, TX Waterworks & Sewer System Revenue
      
5.000%, 10/01/2045
23,135,000
  
           30,053,536
City of El Paso, TX
      
6.018%, 08/15/2035
3,000,000
  
             4,095,997
City of Houston, TX
      
5.508%, 03/01/2036
4,900,000
  
             6,489,337
6.290%, 03/01/2032
920,000
  
             1,153,886
City of Houston, TX Airport System Revenue
      
2.385%, 07/01/2031
15,000,000
  
           15,176,359
6.880%, 01/01/2028
2,085,000
  
             2,424,452
City of Houston, TX Combined Utility System Revenue
      
5.000%, 11/15/2049
2,000,000
  
             2,558,185
City of Irving, TX
      
7.375%, 08/15/2044
3,500,000
  
             3,683,887
City of San Antonio, TX Electric & Gas Systems Revenue
      
5.000%, 02/01/2045
2,150,000
  
             2,737,101
5.000%, 02/01/2049
6,650,000
  
             8,421,469
5.718%, 02/01/2041
5,645,000
  
             7,819,652
5.985%, 02/01/2039
12,000,000
  
           17,021,274
Clifton Higher Education Finance Corp.
      
0.750%, 08/15/2050 (a)
10,000,000
  
             9,999,387
Colony Economic Development Corp.
      
7.250%, 10/01/2042
5,000,000
  
             5,403,803
Dallas Area Rapid Transit
      
5.000%, 12/01/2045
7,620,000
  
             9,762,342
Dallas Fort Worth International Airport
      
2.994%, 11/01/2038
15,100,000
  
           15,573,257
Lower Colorado River Authority
      
5.000%, 05/15/2045
7,160,000
  
             8,916,863
5.000%, 05/15/2050
10,210,000
  
           12,651,870
5.000%, 05/15/2046
8,875,000
  
           11,268,490
Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue
      
2.599%, 11/01/2037
17,015,000
  
           17,087,096
New Hope Cultural Education Facilities Corp.
      
4.000%, 08/01/2020 (f)(g)
220,000
  
                  78,650
North Texas Tollway Authority
      
0.000%, 01/01/2031 (d)
7,850,000
  
             6,709,077
8.410%, 02/01/2030
5,090,000
  
             6,881,337
Tarrant Regional Water District
      
1.550%, 09/01/2030
6,720,000
  
             6,671,858
Texas Public Finance Authority
      
8.250%, 07/01/2024
30,040,000
  
           30,296,094
Texas Transportation Commission
      
1.963%, 10/01/2036
5,150,000
  
             4,866,764
2.013%, 10/01/2037
6,295,000
  
             5,917,029
2.063%, 10/01/2038
6,445,000
  
             6,038,277
Texas Water Development Board
      
5.000%, 04/15/2049
30,000,000
  
           37,784,706
White Settlement Independent School District
      
0.000%, 08/15/2030 (d)
1,420,000
  
             1,185,611
     
         346,523,692
Utah - 0.51%
      
County of Salt Lake, UT Convention Hotel Revenue
      
5.750%, 10/01/2047 (a)
5,000,000
  
             4,950,448
County of Utah, UT
      
5.000%, 05/15/2043
2,500,000
  
             3,221,295
5.000%, 05/15/2050
10,310,000
  
           13,111,104
Wildflower Improvement Association
      
6.625%, 03/01/2031 (a)(g)
7,924,420
  
             7,939,441
     
           29,222,288
Virginia - 0.57%
      
County of Botetourt, VA
      
6.000%, 07/01/2044
4,485,000
  
             5,026,874
Hampton Roads Transportation Accountability Commission
      
5.000%, 07/01/2045
17,770,000
  
           22,940,425
Virginia Commonwealth Transportation Board
      
5.350%, 05/15/2035
3,755,000
  
             4,577,457
     
           32,544,756
Washington - 1.53%
      
Central Puget Sound Regional Transit Authority
      
5.000%, 11/01/2046
11,000,000
  
           16,856,315
State of Washington
      
5.000%, 02/01/2042
25,000,000
  
           32,177,600
5.000%, 02/01/2043
5,000,000
  
             6,421,393
5.000%, 02/01/2045
17,885,000
  
           23,364,730
Washington State Housing Finance Commission
      
3.000%, 01/01/2025 (a)
8,500,000
  
             8,500,770
     
           87,320,808
West Virginia - 0.05%
      
Tobacco Settlement Finance Authority
      
2.701%, 06/01/2030
2,770,000
  
             2,845,824
Wisconsin - 0.20%
      
Milwaukee Redevelopment Authority
      
0.000%, 04/01/2039 (d)
1,000,000
  
                533,166
Public Finance Authority
      
4.153%, 05/15/2031
3,635,000
  
             4,001,685
5.000%, 05/15/2032 (a)
1,275,000
  
             1,396,048
9.000%, 06/01/2029 (a)(g)
5,750,000
  
             5,741,107
     
           11,672,006
TOTAL MUNICIPAL BONDS (Cost $1,831,020,273)
    
      1,876,404,108
         
CLOSED-END MUTUAL FUNDS - 0.12%
      
BlackRock Investment Quality Municipal Trust, Inc.
24,400
  
                468,480
Invesco High Income Trust II
71,475
  
             1,020,663
Invesco Municipal Opportunity Trust
172,200
  
             2,353,974
Nuveen Quality Municipal Income Fund
183,527
  
             2,877,704
TOTAL CLOSED-END MUTUAL FUNDS (Cost $5,986,056)
    
             6,720,821
         
GOVERNMENT SECURITIES & AGENCY ISSUES - 0.08%
      
United States International Development Finance Corp.
      
1.320%, 03/15/2035
5,000,000
  
             4,759,587
TOTAL GOVERNMENT SECURITIES & AGENCY ISSUES (Cost $5,000,000)
    
             4,759,587
         
US GOVERNMENT NOTES/BONDS - 3.13%
      
United States Treasury Notes/Bonds
      
1.250%, 04/30/2028
100,000,000
  
         100,046,875
2.875%, 05/15/2028
50,000,000
  
           55,458,985
1.875%, 02/15/2041
25,000,000
  
           23,734,375
TOTAL US GOVERNMENT NOTES/BONDS (Cost $179,518,602)
    
         179,240,235
         
SHORT-TERM INVESTMENTS - 4.20%
      
First American Government Obligations Fund - Class X, 0.026% (k)
240,366,880
  
         240,366,880
TOTAL SHORT-TERM INVESTMENTS (Cost $240,366,880)
    
         240,366,880
         
         
Total Investments (Cost $5,704,760,257) - 100.17%
    
      5,731,223,335
Liabilities in Excess of Other Assets - (0.17)%
    
           (9,855,497)
TOTAL NET ASSETS - 100.00%
    
 $  
 5,721,367,838
         
Percentages are stated as a percent of net assets.
      

(a)
  
Securities issued pursuant to Rule 144A under the Securities Act of 1933.
      
(b)
  
Variable rate security; the rate shown represents the rate at May 31, 2021.
      
(c)
  
Foreign issued security.
      
(d)
  
Represents a principal-only security that entitles holders to receive only principal payments on underlying mortgages.
      
(e)
  
Variable rate security; the rate shown represents the rate at May 31, 2021.  The coupon is based on an underlying pool of loans.
      
(f)
  
Default or other conditions exist at May 31, 2021.
      
(g)
  
Represents an illiquid security. The total market value of these securities were $30,813,630, representing 0.54% of net assets.
      
(h)
  
Step-up bond; the rate shown represents the rate at May 31, 2021.
      
(i)
  
Inverse floating rate security whose interest rate moves in opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier slope.
      
(j)
  
Represents an interest-only security that entitles holders to receive only interest payments on underlying mortgages.
      
(k)
  
Seven day yield at May 31, 2021.
      
           
      Abbreviations:
      
NV
  
Naamloze Vennootschap is a Dutch term for publicly traded companies.
      
Summary of Fair Value Exposure at May 31, 2021
          
             
Various inputs are used in determining the value of the Fund’s investments. These inputs are
      
summarized in the three broad levels listed below:
          
             
 
Level 1 - Quoted prices in active markets for identical securities.
        
 
Level 2 - Other significant observable inputs (including quoted prices for similar
      
 
  securities, interest rates, prepayment speeds, credit risk, etc.)
        
 
Level 3 - Significant unobservable inputs (including the Fund’s own assumptions in
      
 
  determining the fair value of investments.)
          
             
The inputs or methodology used for valuing securities are not an indication of the risk associated
      
with investing in those securities.
          
             
The following is a summary of the inputs used, as of May 31, 2021, in valuing the Fund’s investments
    
carried at fair value:
          

Performance Trust Strategic Bond Fund
                        
    
Level 1
    
Level 2
    
Level 3
    
Total
  
Fixed Income:
                        
Asset Backed Securities
  
$
-
    
$
32,179,710
    
$
-
    
$
32,179,710
  
Collateralized Loan Obligations
    
-
      
572,524,292
      
-
      
572,524,292
  
Corporate Bonds
    
-
      
720,332,824
      
-
      
720,332,824
  
Non-Agency Residential Mortgage Backed Securities
    
-
      
803,795,400
      
-
      
803,795,400
  
Non-Agency Commercial Mortgage Backed Securities
    
-
      
904,150,442
      
-
      
904,150,442
  
Agency Commercial Mortgage Backed Securities
    
-
      
390,749,036
      
-
      
390,749,036
  
Municipal Bonds
    
-
      
1,876,404,108
      
-
      
1,876,404,108
  
Government Security & Agency Issues
    
-
      
4,759,587
      
-
      
4,759,587
  
US Government Notes/Bonds
    
-
      
179,240,235
      
-
      
179,240,235
  
Total Fixed Income
    
-
      
5,484,135,634
      
-
      
5,484,135,634
  
                                 
Equity
                                
Closed-End Mutual Fund
    
6,720,821
      
-
      
-
      
6,720,821
  
Total Equity
    
6,720,821
      
-
      
-
      
6,720,821
  
Short-Term Investments
    
240,366,880
      
-
      
-
      
240,366,880
  
Total Investments In Securities
   $
247,087,701
    
$
5,484,135,634
    
$
-
    
$
5,731,223,335
  
                                 
For the period ended May 31, 2021, the Fund did not have significant unobservable inputs (Level 3 securities) used in determining fair value.
  
Therefore, a reconciliation of assets in which significant unobservable inputs (Level 3) were used in determining fair value is not applicable.
  

 

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