Close

Form NPORT-P TRUST FOR PROFESSIONAL For: Nov 30

January 24, 2022 2:11 PM EST

  
    NPORT-P
    false
    
      
      
        
          0001141819
          XXXXXXXX
        
      
      
      
      
        S000018035
        C000049957
        C000213407
      
      
      
    
  
  
    
      Trust for Professional Managers
      811-10401
      0001141819
      549300O1N816L3GGRD45
      615 East Michigan Street
      Milwaukee
      
      53202
      513-629-8104
      PMC Core Fixed Income Fund
      S000018035
      549300QI0UBDMVP85O06
      2022-08-31
      2021-11-30
      N
    
    
      617950786.110000000000
      132955506.220000000000
      484995279.890000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      37005191.460000000000
      0.000000000000
      0.000000000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Wells Fargo Commercial Mortgag
        549300REQJRID6TODX95
        Wells Fargo Commercial Mortgage Trust 2018-C48
        95001RAX7
        
          
          
        
        625000.000000000000
        PA
        USD
        711943.880000000000
        0.1467939812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          4.302000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        549300QGM7D5K3CV2643
        WFRBS Commercial Mortgage Trust 2014-LC14
        96221TAH0
        
          
          
        
        736268.210000000000
        PA
        USD
        16149.600000000000
        0.0033298468
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-15
          Variable
          1.424663000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS
        549300FE3MQ4RVXXC673
        Wyndham Hotels & Resorts Inc
        98311AAB1
        
          
        
        410000.000000000000
        PA
        USD
        414690.400000000000
        0.0855040074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AV7
        
          
        
        415000.000000000000
        PA
        USD
        416334.230000000000
        0.0858429447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNN LAS VEGAS LLC/CORP
        N/A
        Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
        983130AX3
        
          
          
        
        132000.000000000000
        PA
        USD
        130001.520000000000
        0.0268046980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Mount Vernon Liquid Assets Portfolio, LLC
        N/A
        Mount Vernon Liquid Assets Portfolio, LLC
        N/A
        
          
        
        95320774.000000000000
        NS
        USD
        95320774.000000000000
        19.6539591110
        Long
        STIV
        PF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        AXA Equitable Holdings Inc
        054561AM7
        
          
          
        
        545000.000000000000
        PA
        USD
        698919.270000000000
        0.1441084685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF AZERBAIJAN
        549300P74FF45UQVU281
        Republic of Azerbaijan International Bond
        05477LAA4
        
          
        
        720000.000000000000
        PA
        USD
        764120.160000000000
        0.1575520818
        Long
        DBT
        NUSS
        AZ
        N
        
        2
        
          2024-03-18
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS Mortgage Trust 2021-C11
        05493MAG9
        
          
        
        8003110.970000000000
        PA
        USD
        824148.360000000000
        0.1699291507
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-09-15
          Variable
          1.509535000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DAZ8
        
          
          
        
        222000.000000000000
        PA
        USD
        231439.450000000000
        0.0477199386
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.222000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBB0
        
          
          
        
        220000.000000000000
        PA
        USD
        230735.670000000000
        0.0475748280
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.557000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBQ7
        
          
        
        800000.000000000000
        PA
        USD
        927313.330000000000
        0.1912004855
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-04-02
          Fixed
          5.282000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBT1
        
          
        
        1185000.000000000000
        PA
        USD
        1148010.690000000000
        0.2367055387
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-25
          Fixed
          3.734000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BAT INTL FINANCE PLC
        21380041YBGOQDFAC823
        BAT International Finance PLC
        05530QAN0
        
          
        
        1590000.000000000000
        PA
        USD
        1567978.990000000000
        0.3232977835
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-25
          Fixed
          1.668000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BB-UBS Trust
        N/A
        BB-UBS Trust 2012-SHOW
        05538UAA1
        
          
        
        1646000.000000000000
        PA
        USD
        1713090.960000000000
        0.3532180685
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-05
          Fixed
          3.430200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust 2019-OC11
        N/A
        BX Trust 2019-OC11
        05606FAA1
        
          
        
        971000.000000000000
        PA
        USD
        1025887.130000000000
        0.2115251782
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-09
          Fixed
          3.202000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC NETWORKS INC
        549300VGG9K75226LR46
        AMC Networks Inc
        00164VAF0
        
          
        
        175000.000000000000
        PA
        USD
        170729.130000000000
        0.0352022251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AM Capital Funding, LLC
        549300VEZWL2JF9NXH87
        AM Capital Funding LLC
        00166AAA5
        
          
          
        
        560000.000000000000
        PA
        USD
        578189.920000000000
        0.1192155767
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          4.980000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASGN INCORPORATED
        LZBNYYCBUKY537072438
        ASGN Inc
        00191UAA0
        
          
        
        595000.000000000000
        PA
        USD
        611300.030000000000
        0.1260424700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKA9
        
          
        
        845000.000000000000
        PA
        USD
        878583.990000000000
        0.1811531012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
        
        184000.000000000000
        PA
        USD
        186423.360000000000
        0.0384381803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
        
        435000.000000000000
        PA
        USD
        405313.430000000000
        0.0835705927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLV2
        
          
        
        1018000.000000000000
        PA
        USD
        1032689.700000000000
        0.2129277836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMM1
        
          
        
        1100000.000000000000
        PA
        USD
        1064608.670000000000
        0.2195090786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AMERICAN AIRLINES/AADVAN
        N/A
        American Airlines Inc/AAdvantage Loyalty IP Ltd
        00253XAA9
        
          
        
        405000.000000000000
        PA
        USD
        414481.050000000000
        0.0854608420
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        Abbott Laboratories
        002824BE9
        
          
        
        1120000.000000000000
        PA
        USD
        1177122.740000000000
        0.2427080817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-30
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAS8
        
          
          
        
        710000.000000000000
        PA
        USD
        884007.800000000000
        0.1822714234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-14
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
        
        270000.000000000000
        PA
        USD
        310049.890000000000
        0.0639284345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.050000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
        
        485000.000000000000
        PA
        USD
        585795.910000000000
        0.1207838373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAG0
        
          
          
        
        800000.000000000000
        PA
        USD
        865913.720000000000
        0.1785406489
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-10-01
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BF3
        
          
        
        264000.000000000000
        PA
        USD
        241676.160000000000
        0.0498306210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE17 Mortgage Trust
        12631DBC6
        
          
          
        
        1058049.410000000000
        PA
        USD
        20521.710000000000
        0.0042313216
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-05-10
          Variable
          1.120749000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AD0
        
          
          
        
        1145000.000000000000
        PA
        USD
        1167515.260000000000
        0.2407271387
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-12-14
          Variable
          2.997000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AF5
        
          
          
        
        250000.000000000000
        PA
        USD
        268025.970000000000
        0.0552636244
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2029-01-12
          Variable
          3.869000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AP3
        
          
          
        
        560000.000000000000
        PA
        USD
        615853.800000000000
        0.1269814008
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2031-04-01
          Variable
          4.194000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AU2
        
          
        
        830000.000000000000
        PA
        USD
        843809.780000000000
        0.1739830912
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Variable
          3.091000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAX3
        
          
        
        880000.000000000000
        PA
        USD
        886620.600000000000
        0.1828101503
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAF9
        
          
          
        
        655000.000000000000
        PA
        USD
        665570.270000000000
        0.1372323191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group Funding Guernsey Ltd
        225433AT8
        
          
          
        
        860000.000000000000
        PA
        USD
        896509.420000000000
        0.1848491021
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-06-09
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        226775AG9
        
          
          
        
        545000.000000000000
        PA
        USD
        599594.290000000000
        0.1236288918
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2024-01-26
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BC0
        
          
          
        
        607000.000000000000
        PA
        USD
        647583.730000000000
        0.1335237180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT MIDSTREAM INC
        N/A
        DT Midstream Inc
        23345MAA5
        
          
        
        425000.000000000000
        PA
        USD
        422545.630000000000
        0.0871236582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F0204C0
        
          
        
        585000.000000000000
        PA
        USD
        600013.480000000000
        0.1237153236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F0206C8
        
          
        
        1765000.000000000000
        PA
        USD
        1766654.670000000000
        0.3642622399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F0226C4
        
          
        
        10565000.000000000000
        PA
        USD
        10830775.680000000000
        2.2331713584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae or Freddie Mac
        01F0306C7
        
          
        
        5965000.000000000000
        PA
        USD
        6194046.630000000000
        1.2771354458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        DaVita Inc
        23918KAS7
        
          
        
        625000.000000000000
        PA
        USD
        616796.880000000000
        0.1271758521
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DEERE & COMPANY
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199BD6
        
          
        
        904000.000000000000
        PA
        USD
        1131050.870000000000
        0.2332086346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-16
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAC5
        
          
        
        760000.000000000000
        PA
        USD
        753692.000000000000
        0.1554019248
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135AN6
        
          
        
        1625000.000000000000
        PA
        USD
        1748576.380000000000
        0.3605347212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2019-6
        03464VAA2
        
          
          
        
        187717.880000000000
        PA
        USD
        187868.600000000000
        0.0387361708
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-3
        03465EAA9
        
          
        
        992423.920000000000
        PA
        USD
        985181.410000000000
        0.2031321645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-05-25
          Variable
          1.068000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBW7
        
          
          
        
        400000.000000000000
        PA
        USD
        588192.940000000000
        0.1212780751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2059-01-23
          Fixed
          5.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AN0
        
          
          
        
        720000.000000000000
        PA
        USD
        882525.750000000000
        0.1819658431
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAA4
        
          
        
        651000.000000000000
        PA
        USD
        691011.210000000000
        0.1424779248
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAH9
        
          
        
        1140000.000000000000
        PA
        USD
        1454050.410000000000
        0.2998071260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          6.200000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AP5
        
          
          
        
        655000.000000000000
        PA
        USD
        833652.460000000000
        0.1718887780
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2058-04-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AS9
        
          
        
        1006000.000000000000
        PA
        USD
        1197097.350000000000
        0.2468265980
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DEVELOPMENT BK OF JAPAN
        5493001HGBABMWFZUI25
        Development Bank of Japan Inc
        25159MBA4
        
          
        
        260000.000000000000
        PA
        USD
        246668.390000000000
        0.0508599568
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-08-27
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DAQ2
        
          
          
        
        566000.000000000000
        PA
        USD
        580912.100000000000
        0.1197768564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-20
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAW5
        
          
        
        185000.000000000000
        PA
        USD
        187447.550000000000
        0.0386493555
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PBY3
        
          
          
        
        440000.000000000000
        PA
        USD
        458920.000000000000
        0.0946236013
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2024-04-18
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PCW6
        
          
        
        560000.000000000000
        PA
        USD
        603405.600000000000
        0.1244147366
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2045-01-27
          Fixed
          6.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        25714PDJ4
        
          
          
        
        330000.000000000000
        PA
        USD
        375378.300000000000
        0.0773983409
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2026-01-29
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO MIDSTREAM PART/FI
        N/A
        Antero Midstream Partners LP / Antero Midstream Finance Corp
        03690AAH9
        
          
        
        385000.000000000000
        PA
        USD
        389999.230000000000
        0.0804129950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DM9
        
          
        
        2797000.000000000000
        PA
        USD
        2864570.210000000000
        0.5906387812
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-11
          Fixed
          1.800000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Dryden Senior Loan Fund
        254900JFO9XUH2EREJ70
        Dryden 75 CLO Ltd
        26252JAS7
        
          
        
        850000.000000000000
        PA
        USD
        850512.380000000000
        0.1753650840
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          1.163750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAC4
        
          
        
        600000.000000000000
        PA
        USD
        637263.000000000000
        0.1313957118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Aqua Finance Trust
        N/A
        Aqua Finance Trust 2017-A
        03842VAA5
        
          
        
        778912.270000000000
        PA
        USD
        776616.350000000000
        0.1601286409
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.540000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        42YMHYH0XMHJEXDUB065
        Aramark Services Inc
        038522AQ1
        
          
        
        945000.000000000000
        PA
        USD
        951567.750000000000
        0.1962014456
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RER1
        
          
        
        2191000.000000000000
        PA
        USD
        2184093.640000000000
        0.4503329683
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          1.660000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RES9
        
          
        
        495000.000000000000
        PA
        USD
        494132.510000000000
        0.1018839833
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS L
        549300NELT611CL6XM83
        EQM Midstream Partners LP
        26885BAD2
        
          
        
        105000.000000000000
        PA
        USD
        108352.130000000000
        0.0223408628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EBAY INC
        OML71K8X303XQONU6T67
        eBay Inc
        278642AY9
        
          
        
        1667000.000000000000
        PA
        USD
        1690671.120000000000
        0.3485953761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-10
          Fixed
          2.600000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-VOLT
        05609VAL9
        
          
        
        1085000.000000000000
        PA
        USD
        1080862.030000000000
        0.2228603194
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          1.739510000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAL9
        
          
        
        1600000.000000000000
        PA
        USD
        1598282.100000000000
        0.3295459082
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-03-25
          Fixed
          1.849000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        Abu Dhabi Government International Bond
        29135LAB6
        
          
          
        
        600000.000000000000
        PA
        USD
        717056.400000000000
        0.1478481193
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2047-10-11
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER HOLDINGS INC
        5493000D6NN0V57UME20
        Energizer Holdings Inc
        29272WAD1
        
          
        
        430000.000000000000
        PA
        USD
        407863.600000000000
        0.0840964061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-31
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAF6
        
          
        
        400000.000000000000
        PA
        USD
        423369.990000000000
        0.0872936310
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-05-28
          Fixed
          3.490000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFS3
        
          
        
        1611000.000000000000
        PA
        USD
        1753095.440000000000
        0.3614664952
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer Operating LP
        29273RAS8
        
          
          
        
        600000.000000000000
        PA
        USD
        614236.600000000000
        0.1266479542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAJ9
        
          
          
        
        785000.000000000000
        PA
        USD
        736424.200000000000
        0.1518415190
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGL7
        
          
          
        
        660000.000000000000
        PA
        USD
        713655.410000000000
        0.1471468774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-24
          Variable
          3.705000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHG7
        
          
          
        
        630000.000000000000
        PA
        USD
        693150.480000000000
        0.1429190157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Variable
          3.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        1055000.000000000000
        PA
        USD
        1080847.500000000000
        0.2228573235
        Long
        EP
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        298785JJ6
        
          
        
        165000.000000000000
        PA
        USD
        158614.450000000000
        0.0327043286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-21
          Fixed
          .625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EVERARC ESCROW SARL
        N/A
        EverArc Escrow Sarl
        29977LAA9
        
          
        
        350000.000000000000
        PA
        USD
        341664.750000000000
        0.0704470258
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-10-30
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAY7
        
          
        
        475000.000000000000
        PA
        USD
        612811.250000000000
        0.1263540648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XC36
        
          
          
        
        1473106.160000000000
        PA
        USD
        1483834.790000000000
        0.3059482951
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-08-25
          Floating
          2.292000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ70
        
          
        
        1075261.940000000000
        PA
        USD
        1086961.650000000000
        0.2241179853
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.242000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHT9
        
          
        
        1610000.000000000000
        PA
        USD
        1719062.700000000000
        0.3544493671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Variable
          3.559000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHX0
        
          
          
        
        1018000.000000000000
        PA
        USD
        1055995.480000000000
        0.2177331458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-22
          Variable
          2.884000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHZ5
        
          
        
        785000.000000000000
        PA
        USD
        786845.430000000000
        0.1622377501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Variable
          2.496000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2021-BNK31
        06541ABA7
        
          
        
        454000.000000000000
        PA
        USD
        452963.430000000000
        0.0933954306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          1.739000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJX3
        
          
          
        
        1577438.340000000000
        PA
        USD
        1615812.050000000000
        0.3331603661
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.092000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XLT9
        
          
          
        
        304445.970000000000
        PA
        USD
        313697.600000000000
        0.0646805470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-11-25
          Floating
          2.942000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBL8
        
          
        
        2145000.000000000000
        PA
        USD
        2215821.810000000000
        0.4568749227
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Variable
          2.852000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBP9
        
          
        
        1670000.000000000000
        PA
        USD
        1719695.690000000000
        0.3545798818
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2035-09-23
          Variable
          3.564000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Beacon Container Finance II LL
        N/A
        Beacon Container Finance II LLC
        07359BAA5
        
          
        
        1062000.000000000000
        PA
        USD
        1064091.080000000000
        0.2194023579
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-10-22
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B23 Mortgage Trust
        08162RAE7
        
          
        
        612000.000000000000
        PA
        USD
        610786.590000000000
        0.1259366050
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-02-15
          Fixed
          1.766000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XNX8
        
          
          
        
        1040071.040000000000
        PA
        USD
        1061110.850000000000
        0.2187878716
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-01-25
          Floating
          2.292000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XR63
        
          
        
        1927587.040000000000
        PA
        USD
        1955589.480000000000
        0.4032182500
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-12-25
          Floating
          2.642000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2021-B26 Mortgage Trust
        08163EBE4
        
          
        
        9541432.380000000000
        PA
        USD
        628347.210000000000
        0.1295573866
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-15
          Variable
          .999000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        084670BR8
        
          
        
        1121000.000000000000
        PA
        USD
        1148506.470000000000
        0.2368077624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BIOGEN INC
        W8J5WZB5IY3K0NDQT671
        Biogen Inc
        09062XAH6
        
          
        
        2870000.000000000000
        PA
        USD
        2805803.640000000000
        0.5785218447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Bluemountain CLO Ltd
        549300KGXMRFX2DKIX03
        BlueMountain CLO 2013-2 Ltd
        09626YAN0
        
          
          
        
        362742.690000000000
        PA
        USD
        362768.080000000000
        0.0747982702
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-22
          Floating
          1.308250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XSX3
        
          
          
        
        1416318.550000000000
        PA
        USD
        1445224.340000000000
        0.2979873001
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-02-25
          Floating
          2.892000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XUX0
        
          
        
        716321.270000000000
        PA
        USD
        726316.240000000000
        0.1497573832
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-05-25
          Floating
          2.491630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2K9
        
          
          
        
        615000.000000000000
        PA
        USD
        637722.000000000000
        0.1314903519
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-13
          Variable
          3.052000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2L7
        
          
        
        1015000.000000000000
        PA
        USD
        1031288.560000000000
        0.2126388859
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Variable
          2.219000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CK9
        
          
          
        
        185000.000000000000
        PA
        USD
        194551.670000000000
        0.0401141368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-05-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CT0
        
          
        
        1371000.000000000000
        PA
        USD
        1504067.570000000000
        0.3101200429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CW3
        
          
        
        1365000.000000000000
        PA
        USD
        1854578.560000000000
        0.3823910535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        Brazilian Government International Bond
        105756BY5
        
          
          
        
        800000.000000000000
        PA
        USD
        774776.000000000000
        0.1597491836
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2047-02-21
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        1350000.000000000000
        PA
        USD
        1480238.700000000000
        0.3052068260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBD2
        
          
        
        1000000.000000000000
        PA
        USD
        1166252.150000000000
        0.2404667011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XWX8
        
          
          
        
        612158.910000000000
        PA
        USD
        621695.370000000000
        0.1281858599
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-05-25
          Floating
          2.591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XYX6
        
          
          
        
        1723050.440000000000
        PA
        USD
        1744764.840000000000
        0.3597488290
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-07-25
          Floating
          2.342000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128M9TQ5
        
          
          
        
        16368.970000000000
        PA
        USD
        17689.450000000000
        0.0036473448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MAFA2
        
          
          
        
        22310.440000000000
        PA
        USD
        23930.350000000000
        0.0049341408
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
        
        1170000.000000000000
        PA
        USD
        1167859.250000000000
        0.2407980651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        1700000.000000000000
        PA
        USD
        1750767.980000000000
        0.3609866018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.419000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MBVP9
        
          
          
        
        122.900000000000
        PA
        USD
        127.250000000000
        0.0000262374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-04-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MDWN9
        
          
          
        
        21059.820000000000
        PA
        USD
        22382.250000000000
        0.0046149418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2M1
        
          
          
        
        226414.680000000000
        PA
        USD
        239366.240000000000
        0.0493543442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ2T6
        
          
          
        
        119340.130000000000
        PA
        USD
        127441.140000000000
        0.0262767794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUCKEYE PARTNERS LP
        549300C1PQJLVEIUBK50
        Buckeye Partners LP
        118230AQ4
        
          
        
        280000.000000000000
        PA
        USD
        275256.800000000000
        0.0567545317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Trust 2021-SDMF
        12434CAN4
        
          
        
        653000.000000000000
        PA
        USD
        643386.140000000000
        0.1326582271
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.677000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
        
        1078000.000000000000
        PA
        USD
        1063899.760000000000
        0.2193629101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CDW LLC/CDW FINANCE
        N/A
        CDW LLC / CDW Finance Corp
        12513GBH1
        
          
        
        1915000.000000000000
        PA
        USD
        1947047.530000000000
        0.4014570060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          3.276000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CJ7
        
          
          
        
        690000.000000000000
        PA
        USD
        712567.850000000000
        0.1469226361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME GROUP INC
        LCZ7XYGSLJUHFXXNXD88
        CME Group Inc
        12572QAG0
        
          
        
        1078000.000000000000
        PA
        USD
        1137182.860000000000
        0.2344729747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJ3J7
        
          
        
        135423.440000000000
        PA
        USD
        142979.470000000000
        0.0294805900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJS76
        
          
          
        
        29227.350000000000
        PA
        USD
        31548.310000000000
        0.0065048695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-LC15 Mortgage Trust
        12591TAF3
        
          
          
        
        1233771.280000000000
        PA
        USD
        24553.280000000000
        0.0050625812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-10
          Variable
          1.230420000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        Comm 2014-UBS2 Mortgage Trust
        12591UAD5
        
          
          
        
        351849.310000000000
        PA
        USD
        362074.540000000000
        0.0746552709
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Fixed
          3.472000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV6K6
        
          
        
        102568.190000000000
        PA
        USD
        106506.990000000000
        0.0219604178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE16 Mortgage Trust
        12591VAF8
        
          
          
        
        1262730.040000000000
        PA
        USD
        25030.970000000000
        0.0051610750
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-10
          Variable
          1.114964000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-UBS3 Mortgage Trust
        12591YBE4
        
          
          
        
        880938.850000000000
        PA
        USD
        19145.440000000000
        0.0039475518
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-06-10
          Variable
          1.223899000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJTQ3
        
          
          
        
        20150.070000000000
        PA
        USD
        22116.930000000000
        0.0045602361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJV31
        
          
          
        
        44556.170000000000
        PA
        USD
        49010.550000000000
        0.0101053664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV6L4
        
          
        
        617004.470000000000
        PA
        USD
        649012.270000000000
        0.1338182652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV6V2
        
          
        
        302681.530000000000
        PA
        USD
        314300.790000000000
        0.0648049173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV7K5
        
          
        
        2623715.440000000000
        PA
        USD
        2628639.130000000000
        0.5419927243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWA60
        
          
        
        659284.650000000000
        PA
        USD
        676686.290000000000
        0.1395243043
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJV64
        
          
          
        
        27333.500000000000
        PA
        USD
        29200.040000000000
        0.0060206854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJV72
        
          
          
        
        24295.050000000000
        PA
        USD
        26600.440000000000
        0.0054846802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJWV8
        
          
          
        
        75217.250000000000
        PA
        USD
        80314.580000000000
        0.0165598684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJWW6
        
          
          
        
        92021.750000000000
        PA
        USD
        100471.330000000000
        0.0207159398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWAX1
        
          
        
        485331.500000000000
        PA
        USD
        498141.690000000000
        0.1027106264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWAY9
        
          
        
        704065.200000000000
        PA
        USD
        735110.440000000000
        0.1515706380
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWB51
        
          
        
        882654.340000000000
        PA
        USD
        884310.740000000000
        0.1823338858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBC6
        
          
        
        236511.050000000000
        PA
        USD
        242753.700000000000
        0.0500527964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJX54
        
          
          
        
        48958.560000000000
        PA
        USD
        53000.040000000000
        0.0109279497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJX88
        
          
          
        
        57869.090000000000
        PA
        USD
        61749.220000000000
        0.0127319218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXA3
        
          
          
        
        15567.220000000000
        PA
        USD
        16963.080000000000
        0.0034975763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXE5
        
          
          
        
        32830.480000000000
        PA
        USD
        35074.570000000000
        0.0072319405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXK1
        
          
          
        
        24345.060000000000
        PA
        USD
        25988.100000000000
        0.0053584233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXL9
        
          
          
        
        30351.520000000000
        PA
        USD
        33033.810000000000
        0.0068111611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-UBS6 Mortgage Trust
        12592PBG7
        
          
          
        
        1569411.660000000000
        PA
        USD
        33797.750000000000
        0.0069686761
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-10
          Variable
          1.010682000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2014-CCRE21 Mortgage Trust
        12592RBJ7
        
          
          
        
        281514.000000000000
        PA
        USD
        296852.910000000000
        0.0612073812
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-10
          Fixed
          3.987000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC21 Mortgage Trust
        12593FBD5
        
          
          
        
        100000.000000000000
        PA
        USD
        107165.840000000000
        0.0220962645
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-07-10
          Fixed
          3.708000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-CCRE25 Mortgage Trust
        12593PAW2
        
          
          
        
        340000.000000000000
        PA
        USD
        364828.090000000000
        0.0752230187
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-10
          Fixed
          3.759000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXX3
        
          
          
        
        5550.470000000000
        PA
        USD
        5923.860000000000
        0.0012214263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJXY1
        
          
          
        
        18512.690000000000
        PA
        USD
        20124.630000000000
        0.0041494486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBQ5
        
          
        
        534899.770000000000
        PA
        USD
        549018.310000000000
        0.1132007532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWBZ5
        
          
        
        482841.090000000000
        PA
        USD
        495585.550000000000
        0.1021835821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2017-COR2 Mortgage Trust
        12595EAA3
        
          
          
        
        66548.670000000000
        PA
        USD
        66804.250000000000
        0.0137742062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-10
          Fixed
          2.111000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        CSAIL 2019-C17 Commercial Mortgage Trust
        12597BAU3
        
          
        
        850000.000000000000
        PA
        USD
        900066.190000000000
        0.1855824639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-09-15
          Fixed
          3.016100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DWCE1
        
          
        
        144909.960000000000
        PA
        USD
        152455.960000000000
        0.0314345245
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GD6M9
        
          
          
        
        29815.800000000000
        PA
        USD
        33012.910000000000
        0.0068068518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GDJ60
        
          
          
        
        4605.560000000000
        PA
        USD
        5097.660000000000
        0.0010510741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GFMW4
        
          
          
        
        19026.790000000000
        PA
        USD
        20929.810000000000
        0.0043154667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GJYA1
        
          
          
        
        17492.910000000000
        PA
        USD
        18680.980000000000
        0.0038517859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GUKR4
        
          
          
        
        13497.750000000000
        PA
        USD
        14531.850000000000
        0.0029962869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJY95
        
          
          
        
        55824.970000000000
        PA
        USD
        60803.050000000000
        0.0125368334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYC8
        
          
          
        
        26419.490000000000
        PA
        USD
        28359.510000000000
        0.0058473786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GVKH4
        
          
          
        
        17770.640000000000
        PA
        USD
        19182.560000000000
        0.0039552055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132HMP96
        
          
          
        
        37026.130000000000
        PA
        USD
        40002.500000000000
        0.0082480184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE4 Mortgage Trust
        12624QAT0
        
          
          
        
        476000.000000000000
        PA
        USD
        480152.480000000000
        0.0990014748
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Fixed
          3.251000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        549300UFJ8EKD81Y8R30
        CSAIL 2015-C1 Commercial Mortgage Trust
        126281BE3
        
          
        
        450000.000000000000
        PA
        USD
        458163.360000000000
        0.0944675915
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-15
          Variable
          4.043700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYE4
        
          
          
        
        39042.610000000000
        PA
        USD
        42616.550000000000
        0.0087870030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJYT1
        
          
        
        52785.520000000000
        PA
        USD
        55423.540000000000
        0.0114276452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
        
        380000.000000000000
        PA
        USD
        390792.000000000000
        0.0805764543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CSAIL Commercial Mortgage Trus
        549300D5DIOOMKWXVZ20
        Csail 2015-C2 Commercial Mortgage Trust
        12634NAV0
        
          
          
        
        1514557.260000000000
        PA
        USD
        31490.370000000000
        0.0064929230
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Variable
          .882960000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J9U71
        
          
          
        
        15012.260000000000
        PA
        USD
        16226.400000000000
        0.0033456820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JA6M2
        
          
          
        
        27638.010000000000
        PA
        USD
        29863.760000000000
        0.0061575362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        5493006MX7HG5PC85C29
        CSAIL 2016-C7 Commercial Mortgage Trust
        12637UAW9
        
          
          
        
        275000.000000000000
        PA
        USD
        295341.170000000000
        0.0608956792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-15
          Fixed
          3.502000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CQP HOLDCO LP/BIP-V CHIN
        N/A
        CQP Holdco LP / BIP-V Chinook Holdco LLC
        12657NAA8
        
          
        
        565000.000000000000
        PA
        USD
        573582.350000000000
        0.1182655530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JM2M0
        
          
          
        
        31216.570000000000
        PA
        USD
        33706.340000000000
        0.0069498285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132JM5S4
        
          
          
        
        20108.940000000000
        PA
        USD
        21732.060000000000
        0.0044808807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CZ1
        
          
          
        
        980000.000000000000
        PA
        USD
        1298959.150000000000
        0.2678292354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DK3
        
          
          
        
        560000.000000000000
        PA
        USD
        641054.700000000000
        0.1321775132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZF0
        
          
        
        949901.220000000000
        PA
        USD
        1004438.810000000000
        0.2071028011
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZH6
        
          
          
        
        47302.340000000000
        PA
        USD
        51228.750000000000
        0.0105627317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L5R62
        
          
          
        
        17057.620000000000
        PA
        USD
        18781.190000000000
        0.0038724480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L7CJ6
        
          
          
        
        20701.650000000000
        PA
        USD
        22605.860000000000
        0.0046610474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST UNIV REVENUE
        N/A
        California State University
        13077DKS0
        
          
          
        
        360000.000000000000
        PA
        USD
        369011.810000000000
        0.0760856498
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-11-01
          Fixed
          2.965000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST UNIV REVENUE
        N/A
        California State University
        13077DKT8
        
          
          
        
        315000.000000000000
        PA
        USD
        322334.740000000000
        0.0664614179
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.065000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CM6
        
          
        
        530000.000000000000
        PA
        USD
        528089.350000000000
        0.1088854618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATL RESOURCES
        549300T15RIMIKZC5Q38
        Canadian Natural Resources Ltd
        136385AL5
        
          
          
        
        850000.000000000000
        PA
        USD
        1126253.620000000000
        0.2322195012
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2038-03-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BG6
        
          
        
        160000.000000000000
        PA
        USD
        182625.600000000000
        0.0376551294
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-02-01
          Fixed
          10.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        Carnival Corp
        143658BL5
        
          
        
        580000.000000000000
        PA
        USD
        595828.200000000000
        0.1228523709
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2026-03-01
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        549300PQ60B57EBTK013
        Cedar Funding VI CLO Ltd
        15032DAR2
        
          
        
        1480000.000000000000
        PA
        USD
        1477475.120000000000
        0.3046370101
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.181500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        Lumen Technologies Inc
        156700BD7
        
          
        
        360000.000000000000
        PA
        USD
        339109.200000000000
        0.0699201032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L7F95
        
          
          
        
        291777.840000000000
        PA
        USD
        317738.420000000000
        0.0655137139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L8RZ2
        
          
          
        
        42420.450000000000
        PA
        USD
        45753.800000000000
        0.0094338650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BT0
        
          
          
        
        1980000.000000000000
        PA
        USD
        2244230.820000000000
        0.4627325075
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS
        5493005UEC8AZ34LDV29
        Cheniere Energy Partners LP
        16411QAG6
        
          
        
        395000.000000000000
        PA
        USD
        415860.940000000000
        0.0857453582
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZS2
        
          
          
        
        23003.440000000000
        PA
        USD
        24929.320000000000
        0.0051401160
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZX1
        
          
          
        
        10424.210000000000
        PA
        USD
        11042.590000000000
        0.0022768448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHURCHILL DOWNS INC
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484AG3
        
          
        
        235000.000000000000
        PA
        USD
        242466.150000000000
        0.0499935072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JC6
        
          
          
        
        890000.000000000000
        PA
        USD
        982354.730000000000
        0.2025493383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M63W8
        
          
          
        
        13097.740000000000
        PA
        USD
        14093.720000000000
        0.0029059499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XCR72
        
          
          
        
        177065.580000000000
        PA
        USD
        189074.330000000000
        0.0389847773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJZZ6
        
          
          
        
        18521.960000000000
        PA
        USD
        20106.560000000000
        0.0041457228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292LGC3
        
          
          
        
        147098.430000000000
        PA
        USD
        158943.460000000000
        0.0327721664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KY6
        
          
        
        1064000.000000000000
        PA
        USD
        1130602.560000000000
        0.2331161986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-21
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LD1
        
          
          
        
        835000.000000000000
        PA
        USD
        906373.250000000000
        0.1868829013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-10
          Variable
          3.887000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LS8
        
          
          
        
        455000.000000000000
        PA
        USD
        488551.800000000000
        0.1007333103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-27
          Variable
          3.520000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17308CC53
        
          
          
        
        495000.000000000000
        PA
        USD
        516340.430000000000
        0.1064629804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-05
          Variable
          2.976000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XSBD1
        
          
          
        
        80002.440000000000
        PA
        USD
        84716.520000000000
        0.0174674937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XSDP2
        
          
          
        
        13756.090000000000
        PA
        USD
        14589.620000000000
        0.0030081983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17309SAE0
        
          
          
        
        27599.410000000000
        PA
        USD
        27620.760000000000
        0.0056950575
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-25
          Floating
          .512000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC11
        17320DAQ1
        
          
          
        
        455000.000000000000
        PA
        USD
        466425.050000000000
        0.0961710494
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Variable
          3.732000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XUSH9
        
          
          
        
        169478.150000000000
        PA
        USD
        179218.150000000000
        0.0369525555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132XW5Z0
        
          
          
        
        78620.610000000000
        PA
        USD
        84652.120000000000
        0.0174542152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292SAD2
        
          
          
        
        14060.910000000000
        PA
        USD
        15138.230000000000
        0.0031213149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312933AQ7
        
          
          
        
        16660.900000000000
        PA
        USD
        18445.260000000000
        0.0038031834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AA73
        
          
          
        
        82379.100000000000
        PA
        USD
        89088.240000000000
        0.0183688880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335AQ92
        
          
          
        
        14548.210000000000
        PA
        USD
        16071.450000000000
        0.0033137333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2013-GC17
        17321RAJ5
        
          
          
        
        145000.000000000000
        PA
        USD
        152014.360000000000
        0.0313434721
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          5.095000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2014-GC25
        17322YAJ9
        
          
          
        
        1367410.550000000000
        PA
        USD
        31401.220000000000
        0.0064745414
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-10
          Variable
          1.109335000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312933G65
        
          
          
        
        32447.300000000000
        PA
        USD
        36029.340000000000
        0.0074288022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312942AS4
        
          
          
        
        3454.230000000000
        PA
        USD
        3834.990000000000
        0.0007907273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BLH7
        
          
          
        
        153367.110000000000
        PA
        USD
        164835.340000000000
        0.0339869988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BM60
        
          
          
        
        94591.130000000000
        PA
        USD
        100868.250000000000
        0.0207977797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2015-GC27
        17323CAG2
        
          
          
        
        1024343.370000000000
        PA
        USD
        35611.400000000000
        0.0073426282
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Variable
          1.480090000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAM5
        
          
        
        1610000.000000000000
        PA
        USD
        1566680.490000000000
        0.3230300489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-28
          Variable
          1.122000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup COmmercial Mortgage Trust 2018-C6
        17327GAY0
        
          
          
        
        445000.000000000000
        PA
        USD
        512639.110000000000
        0.1056998143
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-10
          Fixed
          4.412000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325BQ7
        
          
          
        
        590000.000000000000
        PA
        USD
        608587.950000000000
        0.1254832728
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2024-02-26
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XTVX5
        
          
        
        670488.100000000000
        PA
        USD
        730742.510000000000
        0.1506700251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XUXT9
        
          
        
        642969.660000000000
        PA
        USD
        675571.900000000000
        0.1392945309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DL6
        
          
          
        
        150000.000000000000
        PA
        USD
        150996.000000000000
        0.0311334989
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-04-25
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DR3
        
          
        
        570000.000000000000
        PA
        USD
        520304.550000000000
        0.1072803327
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2030-01-30
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCA7
        
          
          
        
        405000.000000000000
        PA
        USD
        434077.470000000000
        0.0895013803
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCT6
        
          
        
        1528000.000000000000
        PA
        USD
        1732417.320000000000
        0.3572029238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BTY2
        
          
          
        
        169709.400000000000
        PA
        USD
        181606.710000000000
        0.0374450469
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31335BY42
        
          
          
        
        199272.870000000000
        PA
        USD
        212324.310000000000
        0.0437786343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XYNZ8
        
          
        
        271165.040000000000
        PA
        USD
        286659.400000000000
        0.0591056062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y03E0
        
          
        
        662743.980000000000
        PA
        USD
        710799.770000000000
        0.1465580799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A0EW0
        
          
        
        313936.890000000000
        PA
        USD
        326964.970000000000
        0.0674161138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A1QB1
        
          
        
        175863.750000000000
        PA
        USD
        183712.520000000000
        0.0378792388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131Y8KQ7
        
          
        
        52119.470000000000
        PA
        USD
        56067.940000000000
        0.0115605125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329NZP6
        
          
        
        269597.490000000000
        PA
        USD
        289057.730000000000
        0.0596001120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        31329Q5A5
        
          
          
        
        79290.010000000000
        PA
        USD
        82432.140000000000
        0.0169964829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132A5JC0
        
          
        
        173092.590000000000
        PA
        USD
        182873.810000000000
        0.0377063072
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAA1
        
          
        
        642000.000000000000
        PA
        USD
        630293.130000000000
        0.1299586112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2021-R01
        20754RAB2
        
          
        
        480000.000000000000
        PA
        USD
        482852.350000000000
        0.0995581545
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          1.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS
        WPTL2Z3FIYTHSP5V2253
        ConocoPhillips
        20825CBB9
        
          
        
        295000.000000000000
        PA
        USD
        393570.530000000000
        0.0811493526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        Continental Resources Inc/OK
        212015AU5
        
          
        
        3050000.000000000000
        PA
        USD
        3010365.250000000000
        0.6206999067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          2.268000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ABCH3
        
          
        
        909631.280000000000
        PA
        USD
        963083.830000000000
        0.1985759181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132ACNF3
        
          
        
        112508.720000000000
        PA
        USD
        123751.150000000000
        0.0255159494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A2D64
        
          
          
        
        199593.610000000000
        PA
        USD
        208077.080000000000
        0.0429029083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A3GU6
        
          
        
        237002.540000000000
        PA
        USD
        247836.050000000000
        0.0511007138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A86T9
        
          
        
        158419.240000000000
        PA
        USD
        162600.670000000000
        0.0335262376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ABJ68
        
          
        
        223383.670000000000
        PA
        USD
        229342.420000000000
        0.0472875571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWSN5
        
          
        
        451483.230000000000
        PA
        USD
        463512.380000000000
        0.0955704930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DMBC8
        
          
        
        577217.170000000000
        PA
        USD
        609548.140000000000
        0.1256812520
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0206C4
        
          
        
        1900000.000000000000
        PA
        USD
        1924417.950000000000
        0.3967910678
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0226C0
        
          
        
        1860000.000000000000
        PA
        USD
        1911876.570000000000
        0.3942051911
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DMKK0
        
          
        
        403275.720000000000
        PA
        USD
        423457.470000000000
        0.0873116683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV3N3
        
          
        
        839233.190000000000
        PA
        USD
        881764.860000000000
        0.1818089570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H0306C3
        
          
        
        8370000.000000000000
        PA
        USD
        8674393.300000000000
        1.7885521076
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV3W3
        
          
        
        133368.510000000000
        PA
        USD
        143506.880000000000
        0.0295893354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DV6D2
        
          
        
        701640.770000000000
        PA
        USD
        728986.730000000000
        0.1503080051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132M6W48
        
          
          
        
        5339.610000000000
        PA
        USD
        5878.380000000000
        0.0012120489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132MAVH1
        
          
          
        
        22822.430000000000
        PA
        USD
        25112.190000000000
        0.0051778215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ACV62
        
          
        
        164202.610000000000
        PA
        USD
        168565.180000000000
        0.0347560455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AKBN9
        
          
        
        903057.340000000000
        PA
        USD
        926950.250000000000
        0.1911256230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QQJP8
        
          
          
        
        14361.850000000000
        PA
        USD
        15691.780000000000
        0.0032354500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QRYX2
        
          
          
        
        13942.350000000000
        PA
        USD
        14891.960000000000
        0.0030705371
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QVMU2
        
          
          
        
        17065.920000000000
        PA
        USD
        18554.800000000000
        0.0038257692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QVMX6
        
          
          
        
        32519.820000000000
        PA
        USD
        35252.890000000000
        0.0072687079
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ALZ68
        
          
        
        576741.380000000000
        PA
        USD
        577823.700000000000
        0.1191400667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ANKU7
        
          
        
        488745.230000000000
        PA
        USD
        502918.020000000000
        0.1036954463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ANV43
        
          
        
        838709.110000000000
        PA
        USD
        860846.610000000000
        0.1774958738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AQ3S4
        
          
        
        416194.950000000000
        PA
        USD
        427180.300000000000
        0.0880792696
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QWPU7
        
          
          
        
        5050.820000000000
        PA
        USD
        5396.070000000000
        0.0011126026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QWPY9
        
          
          
        
        94771.350000000000
        PA
        USD
        102656.180000000000
        0.0211664287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KJJP8
        
          
        
        217386.490000000000
        PA
        USD
        223764.960000000000
        0.0461375542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KLA49
        
          
        
        340400.020000000000
        PA
        USD
        349384.790000000000
        0.0720388021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132QWWE5
        
          
          
        
        108700.770000000000
        PA
        USD
        116035.320000000000
        0.0239250411
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WDMZ4
        
          
          
        
        32273.140000000000
        PA
        USD
        34445.300000000000
        0.0071021928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KMQG3
        
          
        
        780659.760000000000
        PA
        USD
        801265.060000000000
        0.1652108986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133L8DT9
        
          
        
        482222.740000000000
        PA
        USD
        495070.900000000000
        0.1020774677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WDYQ1
        
          
          
        
        158736.590000000000
        PA
        USD
        169265.820000000000
        0.0349005087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WEKW1
        
          
          
        
        79871.630000000000
        PA
        USD
        85263.070000000000
        0.0175801855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WJYR6
        
          
          
        
        88747.680000000000
        PA
        USD
        95440.190000000000
        0.0196785812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WK6R4
        
          
          
        
        68581.960000000000
        PA
        USD
        72767.920000000000
        0.0150038409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WK6V5
        
          
          
        
        61561.890000000000
        PA
        USD
        66197.520000000000
        0.0136491060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WKB49
        
          
          
        
        78670.790000000000
        PA
        USD
        85272.990000000000
        0.0175822309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133USGS4
        
          
        
        491187.050000000000
        PA
        USD
        512961.570000000000
        0.1057663015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        3135G05Q2
        
          
        
        575000.000000000000
        PA
        USD
        543180.250000000000
        0.1119970178
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-08-05
          Fixed
          .875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        3135G05Y5
        
          
        
        745000.000000000000
        PA
        USD
        720493.990000000000
        0.1485569076
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2027-10-08
          Fixed
          .750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Federal National Mortgage Association
        3135G06G3
        
          
        
        255000.000000000000
        PA
        USD
        249535.710000000000
        0.0514511626
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-11-07
          Fixed
          .500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A7BP6
        
          
          
        
        1924034.390000000000
        PA
        USD
        396748.970000000000
        0.0818047075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Floating
          5.958000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A7FD9
        
          
          
        
        636238.490000000000
        PA
        USD
        121391.310000000000
        0.0250293797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Floating
          5.908000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WLHR0
        
          
          
        
        3528.740000000000
        PA
        USD
        3792.440000000000
        0.0007819540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WP7A9
        
          
          
        
        52297.590000000000
        PA
        USD
        55357.820000000000
        0.0114140946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ABT94
        
          
          
        
        1247240.190000000000
        PA
        USD
        243743.410000000000
        0.0502568623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Floating
          6.008000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ACYT2
        
          
        
        771589.440000000000
        PA
        USD
        145736.120000000000
        0.0300489770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-25
          Floating
          6.008000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WPDE4
        
          
          
        
        131885.360000000000
        PA
        USD
        141790.770000000000
        0.0292354948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132WPNL7
        
          
          
        
        91788.930000000000
        PA
        USD
        99866.130000000000
        0.0205911550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AMCR8
        
          
          
        
        557082.500000000000
        PA
        USD
        108886.680000000000
        0.0224510804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-25
          Floating
          6.058000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ANPZ4
        
          
        
        1237511.770000000000
        PA
        USD
        261397.510000000000
        0.0538969183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-25
          Floating
          6.108000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ARFE3
        
          
          
        
        573386.620000000000
        PA
        USD
        88967.180000000000
        0.0183439270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-25
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ASF76
        
          
        
        784629.570000000000
        PA
        USD
        132840.140000000000
        0.0273899862
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-25
          Floating
          5.758000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B0YS9
        
          
        
        1602586.860000000000
        PA
        USD
        233187.930000000000
        0.0480804535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-25
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BBFJ6
        
          
        
        1386055.370000000000
        PA
        USD
        264428.320000000000
        0.0545218337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AUZ36
        
          
          
        
        1276620.940000000000
        PA
        USD
        200705.370000000000
        0.0413829533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AV4Y0
        
          
          
        
        618881.020000000000
        PA
        USD
        123528.780000000000
        0.0254700994
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-15
          Floating
          6.110750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AXXR9
        
          
          
        
        1315205.000000000000
        PA
        USD
        275679.460000000000
        0.0568416790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-15
          Floating
          6.060750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BDSS6
        
          
        
        248048.760000000000
        PA
        USD
        37793.580000000000
        0.0077925666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BHTM9
        
          
          
        
        2098844.820000000000
        PA
        USD
        311324.800000000000
        0.0641913051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BNZ56
        
          
        
        528719.270000000000
        PA
        USD
        107412.760000000000
        0.0221471764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-15
          Floating
          5.960750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BPDJ5
        
          
          
        
        563950.240000000000
        PA
        USD
        95388.290000000000
        0.0196678801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-15
          Floating
          5.910750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BS4F7
        
          
        
        1420579.220000000000
        PA
        USD
        272223.750000000000
        0.0561291545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-15
          Floating
          5.910750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BSLA9
        
          
          
        
        1138008.150000000000
        PA
        USD
        264117.240000000000
        0.0544576929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-15
          Floating
          5.910750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BULW6
        
          
          
        
        535449.520000000000
        PA
        USD
        107354.260000000000
        0.0221351144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-15
          Floating
          5.910750000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3137EAEX3
        
          
        
        225000.000000000000
        PA
        USD
        219260.260000000000
        0.0452087410
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-09-23
          Fixed
          .375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FPHP3
        
          
          
        
        1985000.000000000000
        PA
        USD
        198394.400000000000
        0.0409064600
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-25
          Variable
          1.515209000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0NX3
        
          
          
        
        930000.000000000000
        PA
        USD
        961196.480000000000
        0.1981867700
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          3.542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0PU7
        
          
          
        
        448351.890000000000
        PA
        USD
        458602.470000000000
        0.0945581306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-12-25
          Floating
          2.742000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0QQ5
        
          
          
        
        285000.000000000000
        PA
        USD
        291615.620000000000
        0.0601275171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-03-25
          Floating
          2.592000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0RL5
        
          
          
        
        915228.470000000000
        PA
        USD
        930325.900000000000
        0.1918216400
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-04-25
          Floating
          2.442000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0TH2
        
          
          
        
        478065.850000000000
        PA
        USD
        480267.300000000000
        0.0990251493
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-07-25
          Floating
          1.892000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        3137G0UD9
        
          
          
        
        742559.970000000000
        PA
        USD
        750712.310000000000
        0.1547875497
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-09-25
          Floating
          2.392000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        FHLMC STACR 2019-CS03 M-1    20321025 FLT
        3137G0WC9
        
          
        
        938476.650000000000
        PA
        USD
        937712.170000000000
        0.1933445971
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-10-25
          Floating
          .092000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A5MA7
        
          
          
        
        96232.320000000000
        PA
        USD
        105531.140000000000
        0.0217592097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A9GD0
        
          
          
        
        3003.590000000000
        PA
        USD
        3241.710000000000
        0.0006684003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138AYBQ1
        
          
          
        
        19530.730000000000
        PA
        USD
        21011.950000000000
        0.0043324030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E2JY2
        
          
          
        
        6183.240000000000
        PA
        USD
        6672.460000000000
        0.0013757783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EBJN6
        
          
          
        
        25860.280000000000
        PA
        USD
        27832.880000000000
        0.0057387940
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EBP66
        
          
          
        
        39905.650000000000
        PA
        USD
        43916.910000000000
        0.0090551211
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EENK1
        
          
          
        
        11960.900000000000
        PA
        USD
        12873.200000000000
        0.0026542939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EG2Z6
        
          
          
        
        32062.540000000000
        PA
        USD
        35281.460000000000
        0.0072745986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGCB8
        
          
          
        
        12298.210000000000
        PA
        USD
        13596.520000000000
        0.0028034335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EGHX5
        
          
          
        
        6978.590000000000
        PA
        USD
        7680.030000000000
        0.0015835268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EHWH1
        
          
          
        
        4922.500000000000
        PA
        USD
        5411.040000000000
        0.0011156892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EKGF6
        
          
          
        
        27476.630000000000
        PA
        USD
        29689.630000000000
        0.0061216328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EL5L3
        
          
          
        
        15662.870000000000
        PA
        USD
        17354.180000000000
        0.0035782163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ELDU4
        
          
          
        
        17724.370000000000
        PA
        USD
        19017.610000000000
        0.0039211949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ELPP2
        
          
          
        
        36432.350000000000
        PA
        USD
        40400.270000000000
        0.0083300336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EN4H9
        
          
          
        
        17864.680000000000
        PA
        USD
        19854.900000000000
        0.0040938337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPEE0
        
          
          
        
        27971.090000000000
        PA
        USD
        30767.950000000000
        0.0063439690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EPG65
        
          
          
        
        111699.520000000000
        PA
        USD
        122427.560000000000
        0.0252430415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQDL3
        
          
          
        
        20772.560000000000
        PA
        USD
        22838.760000000000
        0.0047090685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ER6R6
        
          
          
        
        1670065.530000000000
        PA
        USD
        1798209.390000000000
        0.3707684311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ERJ43
        
          
          
        
        104207.420000000000
        PA
        USD
        112766.880000000000
        0.0232511294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ESAS7
        
          
          
        
        158116.390000000000
        PA
        USD
        172026.020000000000
        0.0354696277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ETDZ6
        
          
        
        287216.130000000000
        PA
        USD
        313142.400000000000
        0.0645660717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ETJ98
        
          
        
        630541.400000000000
        PA
        USD
        689012.460000000000
        0.1420658074
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ETV52
        
          
          
        
        143791.300000000000
        PA
        USD
        156328.360000000000
        0.0322329652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LRK43
        
          
          
        
        66206.990000000000
        PA
        USD
        71421.060000000000
        0.0147261351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138MCWD2
        
          
          
        
        186812.050000000000
        PA
        USD
        200975.750000000000
        0.0414387023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138MRLL3
        
          
          
        
        24334.500000000000
        PA
        USD
        26189.920000000000
        0.0054000361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W9GW4
        
          
          
        
        39080.280000000000
        PA
        USD
        42202.290000000000
        0.0087015878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W9SV3
        
          
          
        
        36631.410000000000
        PA
        USD
        40130.340000000000
        0.0082743774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WAEQ6
        
          
          
        
        31296.730000000000
        PA
        USD
        34340.210000000000
        0.0070805246
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WAPT8
        
          
          
        
        14914.060000000000
        PA
        USD
        16431.940000000000
        0.0033880618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WAWV5
        
          
          
        
        20526.810000000000
        PA
        USD
        22630.600000000000
        0.0046661485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WBYN9
        
          
          
        
        15155.660000000000
        PA
        USD
        16769.720000000000
        0.0034577079
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BQ2
        
          
        
        1022000.000000000000
        PA
        USD
        1126594.580000000000
        0.2322898030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        200000.000000000000
        PA
        USD
        203000.000000000000
        0.0418560775
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        459058JG9
        
          
        
        425000.000000000000
        PA
        USD
        400948.400000000000
        0.0826705778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-26
          Fixed
          .750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        459058JN4
        
          
        
        655000.000000000000
        PA
        USD
        632675.410000000000
        0.1304498077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-24
          Fixed
          .750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERTAPE POLYMER GROUP
        549300ESFR3Z1YNR6O65
        Intertape Polymer Group Inc
        460919AB9
        
          
        
        635000.000000000000
        PA
        USD
        629742.200000000000
        0.1298450163
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAE1
        
          
        
        620000.000000000000
        PA
        USD
        638503.900000000000
        0.1316515699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INC
        SQL3F6CKNNBM3SQGHX24
        Iron Mountain Inc
        46284VAF8
        
          
        
        410000.000000000000
        PA
        USD
        416531.300000000000
        0.0858835781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        iShares Core U.S. Aggregate Bo
        549300F7VSXTKBGHJE47
        iShares Core U.S. Aggregate Bond ETF
        464287226
        
          
          
        
        5038.000000000000
        NS
        USD
        578211.260000000000
        0.1192199768
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Chase Auto Credit Linked Notes
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HCD0
        
          
        
        1839478.340000000000
        PA
        USD
        1832120.060000000000
        0.3777603898
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-26
          Fixed
          .760000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRL6
        
          
          
        
        480000.000000000000
        PA
        USD
        492317.800000000000
        0.1015098127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-18
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46625HRV4
        
          
        
        1645000.000000000000
        PA
        USD
        1735984.410000000000
        0.3579384134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC
        46637YAG4
        
          
        
        805000.000000000000
        PA
        USD
        812779.360000000000
        0.1675850042
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-05
          Fixed
          3.722100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC
        46637YAJ8
        
          
        
        631000.000000000000
        PA
        USD
        637387.230000000000
        0.1314213264
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-05
          Fixed
          4.020600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C31
        46644YAU4
        
          
          
        
        318677.520000000000
        PA
        USD
        339719.670000000000
        0.0700459745
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.801400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBP0
        
          
        
        400000.000000000000
        PA
        USD
        413275.490000000000
        0.0852122705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Variable
          2.956000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
        
        1535000.000000000000
        PA
        USD
        1549840.200000000000
        0.3195577904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          2.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPN BANK FOR INT'L COOP
        549300TJ3QFYVCTSCJ29
        Japan Bank for International Cooperation
        471048CJ5
        
          
        
        585000.000000000000
        PA
        USD
        574287.670000000000
        0.1184109813
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-15
          Fixed
          .625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JELD-WEN INC
        549300XWE6NM0N1HFW16
        JELD-WEN Inc
        475795AD2
        
          
        
        275000.000000000000
        PA
        USD
        281765.000000000000
        0.0580964417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIFF DAVIS INC
        5493008OJYGLHD7MXA18
        J2 Global Inc
        48123VAF9
        
          
        
        435000.000000000000
        PA
        USD
        439125.980000000000
        0.0905423203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        486661AG6
        
          
        
        550000.000000000000
        PA
        USD
        620771.800000000000
        0.1279954312
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2025-07-21
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        KazMunayGas National Co JSC
        48667QAQ8
        
          
        
        705000.000000000000
        PA
        USD
        810372.120000000000
        0.1670886612
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2030-04-24
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        Kinder Morgan Energy Partners LP
        494550BS4
        
          
          
        
        755000.000000000000
        PA
        USD
        798652.320000000000
        0.1646721841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc/DE
        49456BAH4
        
          
          
        
        1745000.000000000000
        PA
        USD
        2231290.210000000000
        0.4600643145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          5.550000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        KORN/FERRY INTERNATIONAL
        549300FOD20OM0GT5G40
        Korn Ferry
        50067PAA7
        
          
        
        390000.000000000000
        PA
        USD
        401953.500000000000
        0.0828778169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BN2
        
          
        
        160000.000000000000
        PA
        USD
        162300.000000000000
        0.0334642432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LITHIA MOTORS INC
        SE8N1EZEHPZQBCBVKD53
        Lithia Motors Inc
        536797AG8
        
          
        
        675000.000000000000
        PA
        USD
        684166.500000000000
        0.1410666306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AR0
        
          
        
        645000.000000000000
        PA
        USD
        645728.850000000000
        0.1331412648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAK4
        
          
          
        
        1625000.000000000000
        PA
        USD
        1750667.460000000000
        0.3609658759
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-22
          Variable
          3.591000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAP3
        
          
          
        
        875000.000000000000
        PA
        USD
        955842.120000000000
        0.1970827675
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Variable
          3.772000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61746BCY0
        
          
        
        2279000.000000000000
        PA
        USD
        2737597.060000000000
        0.5644584955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-09
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEB7
        
          
        
        1300000.000000000000
        PA
        USD
        1286888.530000000000
        0.2653404236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Variable
          .791000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JQK8
        
          
          
        
        320000.000000000000
        PA
        USD
        320787.360000000000
        0.0661423674
        Long
        EP
        CORP
        US
        N
        
        2
        
          2500-12-31
          Variable
          5.610880000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JZN2
        
          
          
        
        935000.000000000000
        PA
        USD
        1023330.010000000000
        0.2109979318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Morgan Stanley BAML Trust
        549300PFVBG5704L7K74
        Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
        61762DAU5
        
          
          
        
        199415.800000000000
        PA
        USD
        201538.820000000000
        0.0415548003
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          2.657000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2015-MS1
        61765DAU2
        
          
          
        
        200000.000000000000
        PA
        USD
        213678.640000000000
        0.0440578803
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Variable
          3.779000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AF1
        
          
          
        
        200000.000000000000
        PA
        USD
        204909.200000000000
        0.0422497308
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2022-12-11
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF MOROCCO
        529900F3MBW9XY5K1X07
        Morocco Government International Bond
        617726AG9
        
          
          
        
        150000.000000000000
        PA
        USD
        162331.500000000000
        0.0334707381
        Long
        DBT
        NUSS
        MA
        N
        
        2
        
          2042-12-11
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NAMIBIA
        549300T6Y4CWK77SML15
        Namibia International Bonds
        62987BAB8
        
          
          
        
        550000.000000000000
        PA
        USD
        578479.000000000000
        0.1192751814
        Long
        DBT
        NUSS
        NA
        N
        
        2
        
          2025-10-29
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        639057AB4
        
          
        
        2170000.000000000000
        PA
        USD
        2150466.680000000000
        0.4433995070
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2035-11-28
          Variable
          3.032000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-E
        63942EAA6
        
          
        
        1792129.620000000000
        PA
        USD
        1769226.920000000000
        0.3647926059
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          .970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-c
        63942JAA5
        
          
        
        792120.400000000000
        PA
        USD
        784529.270000000000
        0.1617601867
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-10-15
          Fixed
          1.060000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-B
        63942LAA0
        
          
        
        846371.800000000000
        PA
        USD
        840293.580000000000
        0.1732580944
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-07-15
          Fixed
          .940000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Navient Student Loan Trust 2019-7
        64034WAA3
        
          
          
        
        536133.780000000000
        PA
        USD
        537189.960000000000
        0.1107618945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2068-01-25
          Floating
          .591630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AB6
        
          
        
        295000.000000000000
        PA
        USD
        279561.180000000000
        0.0576420414
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2019-NQM5
        64830PAA4
        
          
          
        
        255864.180000000000
        PA
        USD
        258023.980000000000
        0.0532013384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.709860000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBD3
        
          
        
        115000.000000000000
        PA
        USD
        117632.350000000000
        0.0242543288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIELSEN FINANCE LLC/CO
        N/A
        Nielsen Finance LLC / Nielsen Finance Co
        65409QBF8
        
          
        
        545000.000000000000
        PA
        USD
        568170.680000000000
        0.1171497339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF NIGERIA
        549300GSBZD84TNEQ285
        Nigeria Government International Bond
        65412JAA1
        
          
          
        
        535000.000000000000
        PA
        USD
        510898.250000000000
        0.1053408706
        Long
        DBT
        NUSS
        NG
        N
        
        2
        
          2032-02-16
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAQ2
        
          
        
        205000.000000000000
        PA
        USD
        212860.730000000000
        0.0438892374
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVA CHEMICALS CORP
        549300ZOD6N7RI2FJP09
        NOVA Chemicals Corp
        66977WAR0
        
          
        
        230000.000000000000
        PA
        USD
        241060.700000000000
        0.0497037208
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-06-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2019-EXP3 Trust
        67113AAZ3
        
          
          
        
        55717.430000000000
        PA
        USD
        55917.710000000000
        0.0115295369
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Floating
          .991630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLD94
        
          
        
        284593.210000000000
        PA
        USD
        292104.970000000000
        0.0602284150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        OBX 2021-NQM3 Trust
        67114JAA8
        
          
        
        986389.580000000000
        PA
        USD
        978239.340000000000
        0.2017007960
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.054000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CR4
        
          
          
        
        700000.000000000000
        PA
        USD
        689108.000000000000
        0.1420855065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLEL6
        
          
        
        368195.830000000000
        PA
        USD
        377914.260000000000
        0.0779212243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X3BJ6
        
          
          
        
        112760.800000000000
        PA
        USD
        119374.770000000000
        0.0246135942
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4DE3
        
          
          
        
        257601.000000000000
        PA
        USD
        270192.830000000000
        0.0557104040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4EZ5
        
          
        
        245917.590000000000
        PA
        USD
        264888.020000000000
        0.0546166181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        Occidental Petroleum Corp
        674599CX1
        
          
          
        
        260000.000000000000
        PA
        USD
        254153.900000000000
        0.0524033760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        OMAN GOV INTERNTL BOND
        549300SZ20F0QTKNQC75
        Oman Government International Bond
        682051AE7
        
          
          
        
        1280000.000000000000
        PA
        USD
        1318268.160000000000
        0.2718105134
        Long
        DBT
        NUSS
        OM
        N
        
        2
        
          2027-03-08
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4LV6
        
          
          
        
        95386.860000000000
        PA
        USD
        100659.720000000000
        0.0207547834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4QY5
        
          
          
        
        41100.650000000000
        PA
        USD
        43370.430000000000
        0.0089424437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ON SEMICONDUCTOR CORP
        ZV20P4CNJVT8V1ZGJ064
        ON Semiconductor Corp
        682189AQ8
        
          
        
        980000.000000000000
        PA
        USD
        1000878.900000000000
        0.2063687919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        OneMain Finance Corp
        682691AB6
        
          
        
        435000.000000000000
        PA
        USD
        420484.050000000000
        0.0866985860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4TZ9
        
          
          
        
        81581.840000000000
        PA
        USD
        86289.590000000000
        0.0177918412
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4XA9
        
          
          
        
        249032.550000000000
        PA
        USD
        262138.380000000000
        0.0540496765
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5PZ0
        
          
          
        
        138699.390000000000
        PA
        USD
        145660.910000000000
        0.0300334696
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5UK7
        
          
          
        
        158681.900000000000
        PA
        USD
        165717.100000000000
        0.0341688068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6GF2
        
          
        
        255812.920000000000
        PA
        USD
        268797.110000000000
        0.0554226239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6GZ8
        
          
          
        
        560177.680000000000
        PA
        USD
        592135.970000000000
        0.1220910789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2M3
        
          
        
        410664.100000000000
        PA
        USD
        421503.470000000000
        0.0869087778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2N1
        
          
        
        1134073.340000000000
        PA
        USD
        1179945.700000000000
        0.2432901409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D3H3
        
          
        
        778587.670000000000
        PA
        USD
        799138.280000000000
        0.1647723830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4X7
        
          
        
        669898.060000000000
        PA
        USD
        671155.200000000000
        0.1383838622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DNJ7
        
          
        
        212737.080000000000
        PA
        USD
        223828.410000000000
        0.0461506368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DSK9
        
          
        
        728945.230000000000
        PA
        USD
        756856.450000000000
        0.1560543950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DT44
        
          
        
        553710.320000000000
        PA
        USD
        594160.700000000000
        0.1225085531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DTS1
        
          
        
        617378.300000000000
        PA
        USD
        641612.000000000000
        0.1322924215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PDC ENERGY INC
        5493008W8H2T511J5Y59
        PDC Energy Inc
        69327RAJ0
        
          
        
        205000.000000000000
        PA
        USD
        207435.400000000000
        0.0427706018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PFS Financing Corp.
        N/A
        PFS Financing Corp
        69335PED3
        
          
        
        1890000.000000000000
        PA
        USD
        1866743.360000000000
        0.3848992841
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          .770000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DV74
        
          
        
        226557.850000000000
        PA
        USD
        226983.010000000000
        0.0468010761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DVA7
        
          
        
        2707994.410000000000
        PA
        USD
        2713076.260000000000
        0.5594026112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DWS7
        
          
        
        823505.380000000000
        PA
        USD
        845241.580000000000
        0.1742783105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DXL1
        
          
        
        516000.920000000000
        PA
        USD
        529620.620000000000
        0.1092011906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYC0
        
          
        
        321704.550000000000
        PA
        USD
        330195.850000000000
        0.0680822811
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYD8
        
          
        
        1034006.420000000000
        PA
        USD
        1077657.850000000000
        0.2221996573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERFORMANCE FOOD GROUP I
        549300OMUOGBYK0FFO76
        Performance Food Group Inc
        69346VAA7
        
          
        
        405000.000000000000
        PA
        USD
        417955.950000000000
        0.0861773232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JG3
        
          
        
        1405000.000000000000
        PA
        USD
        1344602.730000000000
        0.2772403744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYX4
        
          
        
        767406.260000000000
        PA
        USD
        768846.380000000000
        0.1585265696
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DYY2
        
          
        
        536258.160000000000
        PA
        USD
        550412.550000000000
        0.1134882282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BE3
        
          
        
        800000.000000000000
        PA
        USD
        846680.000000000000
        0.1745748949
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2025-03-16
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AD2
        
          
          
        
        715000.000000000000
        PA
        USD
        781144.650000000000
        0.1610623201
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2027-03-27
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
        70052LAB9
        
          
        
        570000.000000000000
        PA
        USD
        589211.850000000000
        0.1214881617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        PayPal Holdings Inc
        70450YAC7
        
          
        
        1102000.000000000000
        PA
        USD
        1140385.570000000000
        0.2351333337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          2.400000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DZW5
        
          
        
        1046836.220000000000
        PA
        USD
        1074467.180000000000
        0.2215417808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418DZX3
        
          
        
        832213.160000000000
        PA
        USD
        865726.730000000000
        0.1785020939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PepsiCo Inc
        713448CX4
        
          
        
        2823000.000000000000
        PA
        USD
        2860788.370000000000
        0.5898590128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-17
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638AP7
        
          
          
        
        380000.000000000000
        PA
        USD
        586746.600000000000
        0.1209798578
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-11-21
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419BBY0
        
          
          
        
        26467.870000000000
        PA
        USD
        29350.970000000000
        0.0060518053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419KVG7
        
          
          
        
        12053.660000000000
        PA
        USD
        13019.290000000000
        0.0026844158
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DE9
        
          
          
        
        480000.000000000000
        PA
        USD
        487848.000000000000
        0.1005881954
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.392000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        Philip Morris International Inc
        718172CB3
        
          
        
        2634000.000000000000
        PA
        USD
        2837669.600000000000
        0.5850922097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-17
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        718286BZ9
        
          
        
        640000.000000000000
        PA
        USD
        703618.740000000000
        0.1450774408
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2040-01-20
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AZ7
        
          
        
        1290000.000000000000
        PA
        USD
        1266293.260000000000
        0.2610939348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          1.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        First American Government Obli
        549300R5MYM6VZF1RM44
        First American Government Obligations Fund
        31846V336
        
          
          
        
        4946498.420000000000
        NS
        USD
        4946498.420000000000
        1.0199065074
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        150000.000000000000
        PA
        USD
        160788.750000000000
        0.0331526422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CX6
        
          
        
        305000.000000000000
        PA
        USD
        443424.250000000000
        0.0914285702
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-22
          Fixed
          9.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZR7
        
          
        
        310000.000000000000
        PA
        USD
        343650.500000000000
        0.0708564628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          5.113000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397ZX4
        
          
          
        
        360000.000000000000
        PA
        USD
        375930.000000000000
        0.0775120946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.063000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fort Washington CLO
        N/A
        Fort Washington CLO 2021-2 LTD
        34918RAA8
        
          
        
        2000000.000000000000
        PA
        USD
        1999790.000000000000
        0.4123318479
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.336000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMER PIPELINE
        N/A
        Plains All American Pipeline LP / PAA Finance Corp
        72650RBJ0
        
          
          
        
        780000.000000000000
        PA
        USD
        852097.690000000000
        0.1756919552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          4.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        Post Holdings Inc
        737446AQ7
        
          
        
        745000.000000000000
        PA
        USD
        736801.280000000000
        0.1519192682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        Fox Corp
        35137LAK1
        
          
          
        
        1330000.000000000000
        PA
        USD
        1826848.730000000000
        0.3766735071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          5.576000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35564KMA4
        
          
        
        1987000.000000000000
        PA
        USD
        1988943.880000000000
        0.4100955128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-11-25
          Floating
          .897670000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Holdings LLC
        35906ABE7
        
          
        
        400000.000000000000
        PA
        USD
        413712.000000000000
        0.0853022735
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS
        N/A
        Frontier Communications Corp
        35906ABF4
        
          
        
        363000.000000000000
        PA
        USD
        364687.950000000000
        0.0751941236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Prestige Auto Receivables Trus
        N/A
        Prestige Auto Receivables Trust 2021-1
        74113XAE6
        
          
        
        599000.000000000000
        PA
        USD
        597940.370000000000
        0.1232878741
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          1.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOOKING HOLDINGS INC
        FXM8FAOHMYDIPD38UZ17
        Booking Holdings Inc
        741503BC9
        
          
        
        1034000.000000000000
        PA
        USD
        1141820.400000000000
        0.2354291778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.550000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164Q6M5
        
          
          
        
        763000.000000000000
        PA
        USD
        825179.320000000000
        0.1701417218
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-11-15
          Fixed
          3.373000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2019-NQM2 Trust
        36166MAA3
        
          
          
        
        289367.210000000000
        PA
        USD
        289155.620000000000
        0.0596202957
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.855000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2019-NQM3 Trust
        36167VAA2
        
          
          
        
        198076.350000000000
        PA
        USD
        200034.950000000000
        0.0412447210
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.686000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT
        36168KAA5
        
          
        
        1157992.230000000000
        PA
        USD
        1147666.760000000000
        0.2366346246
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-07-25
          Variable
          1.262000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179M2Q2
        
          
          
        
        40964.050000000000
        PA
        USD
        44049.740000000000
        0.0090825090
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-02-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179MX47
        
          
          
        
        29842.010000000000
        PA
        USD
        32089.520000000000
        0.0066164603
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179NBB3
        
          
          
        
        28933.160000000000
        PA
        USD
        31114.910000000000
        0.0064155078
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-04-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SB89
        
          
          
        
        54646.340000000000
        PA
        USD
        57760.260000000000
        0.0119094479
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179SGL5
        
          
          
        
        21335.920000000000
        PA
        USD
        22562.590000000000
        0.0046521257
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TAK1
        
          
          
        
        87867.820000000000
        PA
        USD
        92690.760000000000
        0.0191116829
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TCX1
        
          
          
        
        121148.280000000000
        PA
        USD
        127605.760000000000
        0.0263107220
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TEZ4
        
          
          
        
        81377.570000000000
        PA
        USD
        85810.440000000000
        0.0176930464
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECSRVC BRW/FINANC
        N/A
        Prime Security Services Borrower LLC / Prime Finance Inc
        74166MAC0
        
          
        
        585000.000000000000
        PA
        USD
        619971.300000000000
        0.1278303781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        Public Storage
        74460WAE7
        
          
        
        1107000.000000000000
        PA
        USD
        1116747.870000000000
        0.2302595337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PAV3
        
          
        
        780000.000000000000
        PA
        USD
        976734.720000000000
        0.2013905620
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2046-06-02
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RHP HOTEL PPTY/RHP FINAN
        N/A
        RHP Hotel Properties LP / RHP Finance Corp
        749571AF2
        
          
        
        240000.000000000000
        PA
        USD
        241057.200000000000
        0.0497029992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TNR2
        
          
          
        
        62532.850000000000
        PA
        USD
        65933.270000000000
        0.0135946210
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179V4X5
        
          
        
        316855.360000000000
        PA
        USD
        331393.420000000000
        0.0683292052
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Asset Securities C
        N/A
        RASC Series 2005-KS12 Trust
        753910AE8
        
          
          
        
        202241.460000000000
        PA
        USD
        202603.070000000000
        0.0417742354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-25
          Floating
          .781630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        760942BA9
        
          
          
        
        305000.000000000000
        PA
        USD
        395479.780000000000
        0.0815430163
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2050-06-18
          Fixed
          5.100000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179V7D6
        
          
        
        347279.170000000000
        PA
        USD
        352200.490000000000
        0.0726193645
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179V7E4
        
          
        
        372697.080000000000
        PA
        USD
        383632.320000000000
        0.0791002172
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
        76174LAA1
        
          
        
        600000.000000000000
        PA
        USD
        576783.000000000000
        0.1189254873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586RAC4
        
          
          
        
        975000.000000000000
        PA
        USD
        1240884.450000000000
        0.2558549539
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2044-01-22
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VHT0
        
          
        
        368191.000000000000
        PA
        USD
        384859.910000000000
        0.0793533310
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VKM1
        
          
        
        25978.180000000000
        PA
        USD
        27209.740000000000
        0.0056103103
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES
        K2NEH8QNVW44JIWK7Z55
        Royal Caribbean Cruises Ltd
        780153BG6
        
          
        
        460000.000000000000
        PA
        USD
        448398.800000000000
        0.0924542606
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAR1
        
          
        
        618000.000000000000
        PA
        USD
        632864.630000000000
        0.1304888225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          2.328000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WCBV4
        
          
          
        
        19019.590000000000
        PA
        USD
        20911.110000000000
        0.0043116110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179VKN9
        
          
        
        119380.370000000000
        PA
        USD
        126622.350000000000
        0.0261079551
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WBX5
        
          
        
        354579.040000000000
        PA
        USD
        359603.810000000000
        0.0741458371
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WBY3
        
          
        
        916490.380000000000
        PA
        USD
        943380.970000000000
        0.1945134332
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WDQ8
        
          
        
        999705.610000000000
        PA
        USD
        1013872.530000000000
        0.2090479170
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WCZ97
        
          
          
        
        13438.780000000000
        PA
        USD
        14668.330000000000
        0.0030244274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGAM6
        
          
          
        
        20733.860000000000
        PA
        USD
        22128.920000000000
        0.0045627083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WDR6
        
          
        
        993632.310000000000
        PA
        USD
        1022786.310000000000
        0.2108858276
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WFG8
        
          
        
        360079.530000000000
        PA
        USD
        370644.560000000000
        0.0764223025
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TRUST
        N/A
        SBA Tower Trust
        78403DAX8
        
          
        
        1243000.000000000000
        PA
        USD
        1262969.540000000000
        0.2604086251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.593000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        80413TAC3
        
          
          
        
        755000.000000000000
        PA
        USD
        877785.650000000000
        0.1809884934
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2046-10-26
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARLES SCHWAB CORP
        549300VSGCJ7E698NM85
        Charles Schwab Corp/The
        808513BS3
        
          
        
        1713000.000000000000
        PA
        USD
        1740247.700000000000
        0.3588174508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SERVICENOW INC
        549300HJTQM36M0E1G39
        ServiceNow Inc
        81762PAE2
        
          
        
        1881000.000000000000
        PA
        USD
        1757145.120000000000
        0.3623014889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SHEA HOMES LP/FNDG CP
        N/A
        Shea Homes LP / Shea Homes Funding Corp
        82088KAE8
        
          
        
        405000.000000000000
        PA
        USD
        404752.950000000000
        0.0834550287
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2020-2 Receivables Funding LLC
        826525AC1
        
          
        
        657560.760000000000
        PA
        USD
        671699.500000000000
        0.1384960901
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-20
          Fixed
          3.510000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WG36
        
          
        
        729111.150000000000
        PA
        USD
        750503.880000000000
        0.1547445740
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-06-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WJR0
        
          
        
        465797.710000000000
        PA
        USD
        479464.600000000000
        0.0988596425
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2019-2 Receivables Funding LLC
        82652MAA8
        
          
        
        553718.840000000000
        PA
        USD
        562432.880000000000
        0.1159666709
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-05-20
          Fixed
          2.590000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co
        N/A
        Sierra Timeshare 2021-2 Receivables Funding LLC
        82652RAA7
        
          
        
        592123.200000000000
        PA
        USD
        589252.880000000000
        0.1214966216
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-20
          Fixed
          1.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGDK7
        
          
        
        248956.050000000000
        PA
        USD
        269828.960000000000
        0.0556353786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGFE9
        
          
          
        
        25714.910000000000
        PA
        USD
        27512.060000000000
        0.0056726449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WNE4
        
          
        
        1091110.360000000000
        PA
        USD
        1123124.440000000000
        0.2315743032
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WP93
        
          
        
        324110.200000000000
        PA
        USD
        328703.190000000000
        0.0677745132
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGRR7
        
          
          
        
        65883.220000000000
        PA
        USD
        71124.180000000000
        0.0146649221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WGX74
        
          
        
        654272.400000000000
        PA
        USD
        689815.070000000000
        0.1422312956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2012-GCJ7
        36192KAX5
        
          
          
        
        405000.000000000000
        PA
        USD
        409881.790000000000
        0.0845125318
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-10
          Fixed
          4.740000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2012-GCJ9
        36192PAD8
        
          
          
        
        345000.000000000000
        PA
        USD
        351898.970000000000
        0.0725571948
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-11-10
          Fixed
          3.747000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WH5S7
        
          
          
        
        70670.050000000000
        PA
        USD
        74358.200000000000
        0.0153317368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHAA0
        
          
          
        
        8950.500000000000
        PA
        USD
        9682.350000000000
        0.0019963803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300V3F4KBEWHAZP46
        GS Mortgage Securities Trust 2014-GC26
        36250HAG8
        
          
          
        
        2090229.360000000000
        PA
        USD
        48410.970000000000
        0.0099817404
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Variable
          1.104556000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        54930070360RBP384M53
        GS Mortgage Securities Trust 2015-GC34
        36250VAE2
        
          
          
        
        111907.150000000000
        PA
        USD
        116282.670000000000
        0.0239760416
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Fixed
          3.278000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2014-GC18
        36252RAT6
        
          
          
        
        3634101.290000000000
        PA
        USD
        63180.300000000000
        0.0130269928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-10
          Variable
          1.142395000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAV2
        
          
        
        1448000.000000000000
        PA
        USD
        1672158.340000000000
        0.3447782709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBG2
        
          
        
        840000.000000000000
        PA
        USD
        821906.400000000000
        0.1694668864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
        
        3500000.000000000000
        PA
        USD
        3669652.700000000000
        0.7566367864
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AT1
        
          
          
        
        200000.000000000000
        PA
        USD
        211510.000000000000
        0.0436107337
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2026-04-14
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AU8
        
          
          
        
        150000.000000000000
        PA
        USD
        149383.350000000000
        0.0308009905
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2028-10-12
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCR5
        
          
          
        
        370000.000000000000
        PA
        USD
        398461.740000000000
        0.0821578594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-17
          Fixed
          5.100000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XCY0
        
          
        
        700000.000000000000
        PA
        USD
        742814.020000000000
        0.1531590205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-21
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHBS0
        
          
          
        
        66651.580000000000
        PA
        USD
        72157.520000000000
        0.0148779840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHF64
        
          
          
        
        654544.090000000000
        PA
        USD
        700091.970000000000
        0.1443502646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AV6
        
          
          
        
        150000.000000000000
        PA
        USD
        129162.000000000000
        0.0266315994
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2046-10-12
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205AW4
        
          
          
        
        1418000.000000000000
        PA
        USD
        1471175.000000000000
        0.3033380037
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2027-09-27
          Fixed
          4.850000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWB6
        
          
          
        
        1375000.000000000000
        PA
        USD
        1477290.250000000000
        0.3045988922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-26
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXH2
        
          
        
        1017000.000000000000
        PA
        USD
        1116520.000000000000
        0.2302125497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
        
        1040000.000000000000
        PA
        USD
        1042745.140000000000
        0.2150010904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Variable
          2.615000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
        
        1315000.000000000000
        PA
        USD
        1292873.720000000000
        0.2665744954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Variable
          2.383000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148YAA6
        
          
          
        
        250000.000000000000
        PA
        USD
        286005.680000000000
        0.0589708172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-10-31
          Variable
          4.017000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378MAD7
        
          
          
        
        712550.650000000000
        PA
        USD
        119522.600000000000
        0.0246440749
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-02-20
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379FTL3
        
          
        
        1109554.870000000000
        PA
        USD
        270986.590000000000
        0.0558740675
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-11-20
          Floating
          6.658870000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380UN41
        
          
        
        1309822.730000000000
        PA
        USD
        265074.070000000000
        0.0546549793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Floating
          6.108870000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHGK2
        
          
          
        
        55388.010000000000
        PA
        USD
        60049.090000000000
        0.0123813762
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHKE1
        
          
          
        
        30611.240000000000
        PA
        USD
        33060.540000000000
        0.0068166725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO BIMBO SAB DE CV
        5493000RIXURZEBFEV60
        Grupo Bimbo SAB de CV
        40052VAE4
        
          
          
        
        730000.000000000000
        PA
        USD
        890855.180000000000
        0.1836832681
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-11-10
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BZ1
        
          
          
        
        870000.000000000000
        PA
        USD
        1130461.240000000000
        0.2330870602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280BL2
        
          
          
        
        910000.000000000000
        PA
        USD
        966875.000000000000
        0.1993576103
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-22
          Variable
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CE7
        
          
          
        
        1417000.000000000000
        PA
        USD
        1458697.620000000000
        0.3007653230
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-11-07
          Variable
          2.633000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CF4
        
          
          
        
        285000.000000000000
        PA
        USD
        335543.350000000000
        0.0691848692
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-31
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CG2
        
          
        
        200000.000000000000
        PA
        USD
        201418.560000000000
        0.0415300042
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-04
          Variable
          2.099000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO
        549300FC3G3YU2FBZD92
        Southern Co/The
        842587CU9
        
          
          
        
        313000.000000000000
        PA
        USD
        321513.470000000000
        0.0662920823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN GAS CORRIDOR
        213800DG58KG59XY6318
        Southern Gas Corridor CJSC
        84302LAA0
        
          
        
        300000.000000000000
        PA
        USD
        346578.300000000000
        0.0714601388
        Long
        DBT
        CORP
        AZ
        N
        
        2
        
          2026-03-24
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHM66
        
          
          
        
        131281.740000000000
        PA
        USD
        137863.430000000000
        0.0284257261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WHU34
        
          
          
        
        138478.420000000000
        PA
        USD
        146911.940000000000
        0.0302914165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        Hilcorp Energy I LP / Hilcorp Finance Co
        431318AS3
        
          
        
        435000.000000000000
        PA
        USD
        442503.750000000000
        0.0912387746
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Hilton USA Trust
        N/A
        Hilton USA Trust 2016-HHV
        43300LAA8
        
          
        
        283000.000000000000
        PA
        USD
        302951.160000000000
        0.0624647646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-05
          Fixed
          3.719000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076AZ5
        
          
        
        1194000.000000000000
        PA
        USD
        1222493.460000000000
        0.2520629603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CD2
        
          
        
        465000.000000000000
        PA
        USD
        518377.020000000000
        0.1068829000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BJ6
        
          
        
        800000.000000000000
        PA
        USD
        889696.530000000000
        0.1834443688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAL4
        
          
        
        110000.000000000000
        PA
        USD
        115213.450000000000
        0.0237555817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJ6C7
        
          
          
        
        29598.570000000000
        PA
        USD
        31791.080000000000
        0.0065549256
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJ6U7
        
          
          
        
        11639.590000000000
        PA
        USD
        12623.070000000000
        0.0026027202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDBAY MINERALS INC
        549300WI524AL577IX21
        Hudbay Minerals Inc
        443628AH5
        
          
        
        260000.000000000000
        PA
        USD
        270077.600000000000
        0.0556866450
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-04-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Hudson Yards
        N/A
        Hudson Yards 2019-55HY Mortgage Trust
        44421MAA8
        
          
        
        865000.000000000000
        PA
        USD
        913479.440000000000
        0.1883481093
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-12-10
          Variable
          3.040893000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJFK9
        
          
          
        
        91223.910000000000
        PA
        USD
        95966.090000000000
        0.0197870153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJTR9
        
          
          
        
        38933.190000000000
        PA
        USD
        41881.340000000000
        0.0086354119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AEROSYSTEMS INC
        ZD2NBKV6GCC3UMGBM518
        Spirit AeroSystems Inc
        85205TAM2
        
          
        
        115000.000000000000
        PA
        USD
        118685.750000000000
        0.0244715268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SRI LANKA
        254900HXCCIOHM74FA02
        Sri Lanka Government International Bond
        85227SAW6
        
          
          
        
        295000.000000000000
        PA
        USD
        163480.150000000000
        0.0337075755
        Long
        DBT
        NUSS
        LK
        N
        
        2
        
          2028-04-18
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJTT5
        
          
          
        
        94158.060000000000
        PA
        USD
        101404.360000000000
        0.0209083189
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJU22
        
          
          
        
        34419.410000000000
        PA
        USD
        37444.960000000000
        0.0077206854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starwood Mortgage Residential Trust 2019-INV1
        85572JAA5
        
          
          
        
        136837.800000000000
        PA
        USD
        138056.270000000000
        0.0284654873
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-09-27
          Variable
          2.610000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential
        N/A
        Starvest Emerging Markets CBO I
        85573JAA4
        
          
        
        884877.290000000000
        PA
        USD
        878063.470000000000
        0.1810457764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-06-25
          Variable
          1.127000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJUZ9
        
          
          
        
        28204.420000000000
        PA
        USD
        30338.540000000000
        0.0062554300
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WK4P7
        
          
          
        
        48449.560000000000
        PA
        USD
        51276.060000000000
        0.0105724864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        445545AF3
        
          
          
        
        560000.000000000000
        PA
        USD
        915404.560000000000
        0.1887450451
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2041-03-29
          Fixed
          7.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMOLA MERGER CORP
        N/A
        Imola Merger Corp
        45258LAA5
        
          
        
        250000.000000000000
        PA
        USD
        252351.250000000000
        0.0520316919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WK4R3
        
          
          
        
        70487.110000000000
        PA
        USD
        75776.630000000000
        0.0156241995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WKS22
        
          
          
        
        53200.990000000000
        PA
        USD
        56363.990000000000
        0.0116215543
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        Stellantis Finance US Inc
        85855CAB6
        
          
        
        920000.000000000000
        PA
        USD
        906766.650000000000
        0.1869640154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.691000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BN6
        
          
        
        764000.000000000000
        PA
        USD
        1203239.060000000000
        0.2480929423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          6.600000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BJ4
        
          
        
        410000.000000000000
        PA
        USD
        504087.600000000000
        0.1039365992
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2042-01-17
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780BX3
        
          
          
        
        550000.000000000000
        PA
        USD
        615276.960000000000
        0.1268624635
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-01-08
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAX3
        
          
        
        550000.000000000000
        PA
        USD
        627341.860000000000
        0.1293500960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SX7
        
          
        
        4040000.000000000000
        PA
        USD
        4587925.000000000000
        0.9459731239
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAP8
        
          
        
        1610000.000000000000
        PA
        USD
        1585916.560000000000
        0.3269962875
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-05-11
          Variable
          1.627000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAN0
        
          
          
        
        815000.000000000000
        PA
        USD
        944096.200000000000
        0.1946609048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WKW27
        
          
          
        
        31236.810000000000
        PA
        USD
        33583.390000000000
        0.0069244777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WNDF3
        
          
          
        
        18124.220000000000
        PA
        USD
        19583.290000000000
        0.0040378310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        7300000.000000000000
        PA
        USD
        7654734.380000000000
        1.5783111089
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WPG73
        
          
          
        
        16310.640000000000
        PA
        USD
        17621.250000000000
        0.0036332828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X0BT4
        
          
          
        
        40033.450000000000
        PA
        USD
        43556.560000000000
        0.0089808214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-1W LLC
        55389TAB7
        
          
        
        514302.750000000000
        PA
        USD
        509716.150000000000
        0.1050971362
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-22
          Fixed
          1.440000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-2 LLC
        55400KAA3
        
          
        
        1070000.000000000000
        PA
        USD
        1065991.890000000000
        0.2197942813
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-20
          Fixed
          1.430000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X3EZ1
        
          
          
        
        81619.200000000000
        PA
        USD
        89836.230000000000
        0.0185231143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X4E89
        
          
          
        
        5765.250000000000
        PA
        USD
        6254.320000000000
        0.0012895631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-2 LLC
        55400KAB1
        
          
        
        873000.000000000000
        PA
        USD
        870534.910000000000
        0.1794934809
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-20
          Fixed
          1.830000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XVIII Ltd
        55819BAL4
        
          
          
        
        2000000.000000000000
        PA
        USD
        2002826.000000000000
        0.4129578334
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-21
          Floating
          1.319500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        549300FNRP3W5DX0O430
        Madison Park Funding XXVI Ltd
        55819YAA8
        
          
          
        
        2295000.000000000000
        PA
        USD
        2296080.950000000000
        0.4734233600
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-29
          Floating
          1.328630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300WG00K34O9YA435
        Magnetite XXIII Ltd
        55954NAJ8
        
          
        
        1000000.000000000000
        PA
        USD
        1000500.000000000000
        0.2062906675
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-25
          Floating
          0
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138X6TP0
        
          
          
        
        38088.850000000000
        PA
        USD
        41924.110000000000
        0.0086442305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138Y1DY8
        
          
          
        
        138903.060000000000
        PA
        USD
        151013.040000000000
        0.0311370123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138Y3XV8
        
          
          
        
        10311.510000000000
        PA
        USD
        11255.880000000000
        0.0023208226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YR3Y2
        
          
          
        
        33537.580000000000
        PA
        USD
        35841.230000000000
        0.0073900163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YR5Y0
        
          
          
        
        55513.480000000000
        PA
        USD
        59422.090000000000
        0.0122520966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YWJV0
        
          
          
        
        14510.940000000000
        PA
        USD
        15499.220000000000
        0.0031957466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABG6
        
          
          
        
        820000.000000000000
        PA
        USD
        857298.240000000000
        0.1767642440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585ABH4
        
          
        
        775000.000000000000
        PA
        USD
        849200.090000000000
        0.1750945061
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFP4
        
          
        
        1610000.000000000000
        PA
        USD
        1745960.310000000000
        0.3599953200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RAE8
        
          
        
        2001000.000000000000
        PA
        USD
        2812301.130000000000
        0.5798615464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-12-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918BJ2
        
          
        
        2656000.000000000000
        PA
        USD
        2837029.190000000000
        0.5849601651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AP9
        
          
          
        
        690000.000000000000
        PA
        USD
        722964.980000000000
        0.1490663951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-01
          Fixed
          4.333000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138YWKA4
        
          
        
        330910.320000000000
        PA
        USD
        361163.760000000000
        0.0744674794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        31395Q3Q1
        
          
        
        1606981.580000000000
        PA
        USD
        264759.050000000000
        0.0545900261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-25
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HLDINGS LLC
        N/A
        Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
        599191AA1
        
          
        
        570000.000000000000
        PA
        USD
        609492.450000000000
        0.1256697694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2018-L1
        61691QAJ7
        
          
        
        325000.000000000000
        PA
        USD
        366897.250000000000
        0.0756496538
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-15
          Variable
          4.880983000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EU3B3
        
          
          
        
        150050.860000000000
        PA
        USD
        160337.620000000000
        0.0330596248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EU4V8
        
          
          
        
        128589.000000000000
        PA
        USD
        139465.480000000000
        0.0287560489
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EUKT5
        
          
          
        
        58240.950000000000
        PA
        USD
        63102.380000000000
        0.0130109266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140EYSC6
        
          
          
        
        154969.600000000000
        PA
        USD
        165283.230000000000
        0.0340793482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468L6
        
          
        
        1190000.000000000000
        PA
        USD
        1225722.430000000000
        0.2527287338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Variable
          2.699000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FNJV7
        
          
          
        
        127684.980000000000
        PA
        USD
        137743.560000000000
        0.0284010104
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FPAV1
        
          
          
        
        119266.980000000000
        PA
        USD
        128356.940000000000
        0.0264656060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FPDG1
        
          
          
        
        64150.420000000000
        PA
        USD
        68817.750000000000
        0.0141893649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FPFH7
        
          
          
        
        59258.720000000000
        PA
        USD
        62734.310000000000
        0.0129350352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FRCM5
        
          
          
        
        55460.700000000000
        PA
        USD
        58635.280000000000
        0.0120898661
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GVZY4
        
          
          
        
        153596.490000000000
        PA
        USD
        162074.070000000000
        0.0334176592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H1WJ5
        
          
          
        
        60454.590000000000
        PA
        USD
        63908.640000000000
        0.0131771674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H1WL0
        
          
          
        
        63038.820000000000
        PA
        USD
        66648.080000000000
        0.0137420059
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HAXM7
        
          
          
        
        91236.150000000000
        PA
        USD
        96637.760000000000
        0.0199255053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HGL21
        
          
        
        385520.690000000000
        PA
        USD
        395791.600000000000
        0.0816073097
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J6E37
        
          
          
        
        69090.600000000000
        PA
        USD
        74601.790000000000
        0.0153819621
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J77C3
        
          
          
        
        121439.050000000000
        PA
        USD
        129827.140000000000
        0.0267687430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8KN2
        
          
          
        
        122252.520000000000
        PA
        USD
        131034.840000000000
        0.0270177557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J8LN1
        
          
          
        
        106949.840000000000
        PA
        USD
        113866.960000000000
        0.0234779522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J95H0
        
          
          
        
        118175.000000000000
        PA
        USD
        125559.500000000000
        0.0258888087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J95J6
        
          
          
        
        58396.980000000000
        PA
        USD
        61952.750000000000
        0.0127738872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9SN2
        
          
          
        
        70527.210000000000
        PA
        USD
        73498.470000000000
        0.0151544712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9XH9
        
          
          
        
        81091.730000000000
        PA
        USD
        85422.860000000000
        0.0176131322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JANA2
        
          
          
        
        134369.100000000000
        PA
        USD
        142745.800000000000
        0.0294324102
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JWNT3
        
          
          
        
        202329.580000000000
        PA
        USD
        210537.490000000000
        0.0434102142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K1Z66
        
          
          
        
        87806.020000000000
        PA
        USD
        91439.070000000000
        0.0188536000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K45H9
        
          
          
        
        120895.510000000000
        PA
        USD
        125698.000000000000
        0.0259173656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K8SN2
        
          
        
        174779.720000000000
        PA
        USD
        182252.250000000000
        0.0375781492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140K9KM0
        
          
        
        472206.510000000000
        PA
        USD
        492471.020000000000
        0.1015414047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KEFG8
        
          
        
        230483.140000000000
        PA
        USD
        240310.510000000000
        0.0495490410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KEFX1
        
          
        
        42000.210000000000
        PA
        USD
        45340.550000000000
        0.0093486580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KEPA0
        
          
        
        392178.040000000000
        PA
        USD
        402529.470000000000
        0.0829965747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KKF66
        
          
        
        132738.590000000000
        PA
        USD
        138415.050000000000
        0.0285394633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KKHR8
        
          
        
        237612.070000000000
        PA
        USD
        244921.360000000000
        0.0504997410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KYMT8
        
          
        
        915556.100000000000
        PA
        USD
        939752.340000000000
        0.1937652548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L6UV4
        
          
        
        816586.800000000000
        PA
        USD
        838140.390000000000
        0.1728141334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LNPB7
        
          
        
        334989.080000000000
        PA
        USD
        343831.030000000000
        0.0708936858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LPPZ9
        
          
        
        828308.010000000000
        PA
        USD
        851124.380000000000
        0.1754912708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LQA34
        
          
        
        485266.530000000000
        PA
        USD
        498195.790000000000
        0.1027217812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LQXS4
        
          
        
        492193.800000000000
        PA
        USD
        505185.120000000000
        0.1041628941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LRT73
        
          
        
        844298.760000000000
        PA
        USD
        867244.850000000000
        0.1788151114
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q7B89
        
          
          
        
        62918.100000000000
        PA
        USD
        67471.210000000000
        0.0139117251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q7TR8
        
          
        
        74185.080000000000
        PA
        USD
        80327.850000000000
        0.0165626045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q83U7
        
          
          
        
        91976.370000000000
        PA
        USD
        99176.730000000000
        0.0204490093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q8K87
        
          
          
        
        57507.520000000000
        PA
        USD
        61785.560000000000
        0.0127394147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q8V51
        
          
          
        
        30351.120000000000
        PA
        USD
        32089.670000000000
        0.0066164912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QAG87
        
          
        
        261747.900000000000
        PA
        USD
        272877.970000000000
        0.0562640465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QAHF0
        
          
          
        
        124498.120000000000
        PA
        USD
        133251.800000000000
        0.0274748653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBCV8
        
          
        
        101444.670000000000
        PA
        USD
        109270.430000000000
        0.0225302048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBS66
        
          
          
        
        79969.220000000000
        PA
        USD
        83681.790000000000
        0.0172541452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCCH7
        
          
        
        556196.610000000000
        PA
        USD
        592440.910000000000
        0.1221539538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QD7D0
        
          
        
        116870.690000000000
        PA
        USD
        121780.120000000000
        0.0251095475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDDZ4
        
          
        
        102324.030000000000
        PA
        USD
        106656.070000000000
        0.0219911563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDE91
        
          
        
        871332.480000000000
        PA
        USD
        916683.050000000000
        0.1890086539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDJN5
        
          
        
        376316.650000000000
        PA
        USD
        391860.220000000000
        0.0807967080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDJQ8
        
          
        
        170601.030000000000
        PA
        USD
        177213.020000000000
        0.0365391226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDP57
        
          
        
        147228.940000000000
        PA
        USD
        153115.640000000000
        0.0315705423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QDXQ2
        
          
        
        1602934.950000000000
        PA
        USD
        1664311.120000000000
        0.3431602717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X7PD5
        
          
        
        553393.960000000000
        PA
        USD
        585890.560000000000
        0.1208033530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X7Y86
        
          
        
        230584.640000000000
        PA
        USD
        240623.760000000000
        0.0496136292
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X84A2
        
          
        
        217395.970000000000
        PA
        USD
        218026.430000000000
        0.0449543406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8NL7
        
          
        
        585615.720000000000
        PA
        USD
        636118.050000000000
        0.1311596373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8NM5
        
          
        
        529148.410000000000
        PA
        USD
        566279.240000000000
        0.1167597425
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8VA2
        
          
        
        779005.180000000000
        PA
        USD
        826535.370000000000
        0.1704213225
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X97B5
        
          
        
        654852.290000000000
        PA
        USD
        683965.870000000000
        0.1410252632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X9SM8
        
          
        
        749835.640000000000
        PA
        USD
        792313.110000000000
        0.1633651177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XA7B2
        
          
        
        553701.690000000000
        PA
        USD
        569977.850000000000
        0.1175223499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBJV3
        
          
        
        34999.820000000000
        PA
        USD
        37556.670000000000
        0.0077437187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBNJ5
        
          
        
        837922.920000000000
        PA
        USD
        879819.040000000000
        0.1814077531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBS43
        
          
        
        569422.100000000000
        PA
        USD
        584451.840000000000
        0.1205067068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCCQ9
        
          
        
        838466.280000000000
        PA
        USD
        860597.370000000000
        0.1774444836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCJE9
        
          
        
        395349.520000000000
        PA
        USD
        406834.830000000000
        0.0838842865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDER3
        
          
        
        209119.800000000000
        PA
        USD
        224474.150000000000
        0.0462837803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31410LDP4
        
          
          
        
        7286.710000000000
        PA
        USD
        8080.300000000000
        0.0016660575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416WRK0
        
          
          
        
        32504.220000000000
        PA
        USD
        35953.750000000000
        0.0074132165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416YKN7
        
          
          
        
        10112.260000000000
        PA
        USD
        10974.630000000000
        0.0022628323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31416YRQ3
        
          
          
        
        8272.350000000000
        PA
        USD
        9097.200000000000
        0.0018757296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417EZ79
        
          
          
        
        15143.850000000000
        PA
        USD
        16358.570000000000
        0.0033729339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417GBQ8
        
          
          
        
        46409.210000000000
        PA
        USD
        50144.730000000000
        0.0103392202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417GJE7
        
          
          
        
        47540.590000000000
        PA
        USD
        51338.540000000000
        0.0105853690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417YDA2
        
          
          
        
        3931.580000000000
        PA
        USD
        4226.560000000000
        0.0008714642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417YR82
        
          
          
        
        356.690000000000
        PA
        USD
        394.800000000000
        0.0000814029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418AX60
        
          
          
        
        18204.830000000000
        PA
        USD
        19653.660000000000
        0.0040523405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418BD86
        
          
          
        
        17799.890000000000
        PA
        USD
        19754.120000000000
        0.0040730541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CBF0
        
          
          
        
        721060.250000000000
        PA
        USD
        756979.250000000000
        0.1560797149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CCH5
        
          
          
        
        109996.580000000000
        PA
        USD
        115884.980000000000
        0.0238940429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CFN9
        
          
          
        
        84540.400000000000
        PA
        USD
        91861.660000000000
        0.0189407328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CJD7
        
          
          
        
        101286.470000000000
        PA
        USD
        107720.360000000000
        0.0222105997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CKW3
        
          
          
        
        23642.830000000000
        PA
        USD
        25495.990000000000
        0.0052569563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CPF5
        
          
          
        
        699721.760000000000
        PA
        USD
        750637.230000000000
        0.1547720692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CR89
        
          
          
        
        142116.680000000000
        PA
        USD
        150407.400000000000
        0.0310121369
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAZ8
        
          
        
        645000.000000000000
        PA
        USD
        757687.230000000000
        0.1562256916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABL8
        
          
        
        1186000.000000000000
        PA
        USD
        1141829.830000000000
        0.2354311222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABN4
        
          
        
        350000.000000000000
        PA
        USD
        341388.600000000000
        0.0703900871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.300000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
        
        215000.000000000000
        PA
        USD
        208416.700000000000
        0.0429729337
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Taco Bell Funding, LLC
        N/A
        Taco Bell Funding LLC
        87342RAG9
        
          
        
        1398000.000000000000
        PA
        USD
        1380241.210000000000
        0.2845885862
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-08-25
          Fixed
          1.946000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
        
        540000.000000000000
        PA
        USD
        554850.000000000000
        0.1144031752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591EH1
        
          
          
        
        320000.000000000000
        PA
        USD
        461013.430000000000
        0.0950552406
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thayer Park CLO, Ltd.
        5493000PRLDBEVKBE571
        Thayer Park CLO Ltd
        883310AL8
        
          
        
        500000.000000000000
        PA
        USD
        500248.500000000000
        0.1031450244
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.171500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        37 Capital CLO Ltd
        N/A
        37 Capital CLO I
        88430TAA9
        
          
        
        1000000.000000000000
        PA
        USD
        999997.000000000000
        0.2061869551
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          1.402630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-3
        89169DAA9
        
          
          
        
        228885.240000000000
        PA
        USD
        231896.730000000000
        0.0478142241
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-5
        89169EAA7
        
          
          
        
        316461.910000000000
        PA
        USD
        316447.830000000000
        0.0652476103
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-02-25
          Floating
          .691630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-2
        89172PAJ8
        
          
          
        
        8560.880000000000
        PA
        USD
        8598.700000000000
        0.0017729451
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2015-6
        89172RAA3
        
          
          
        
        2918.570000000000
        PA
        USD
        2923.500000000000
        0.0006027894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Variable
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418CUC6
        
          
        
        313992.010000000000
        PA
        USD
        339073.310000000000
        0.0699127031
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D2L5
        
          
        
        717151.830000000000
        PA
        USD
        718497.640000000000
        0.1481452851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2016-3
        89172YAA8
        
          
          
        
        3630.410000000000
        PA
        USD
        3637.220000000000
        0.0007499496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-04-25
          Variable
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-2
        89173HAA4
        
          
          
        
        31371.860000000000
        PA
        USD
        31728.030000000000
        0.0065419255
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-04-25
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2017-4
        89173UAA5
        
          
          
        
        155755.660000000000
        PA
        USD
        158902.200000000000
        0.0327636591
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BE6
        
          
          
        
        470000.000000000000
        PA
        USD
        488301.800000000000
        0.1006817634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trestles CLO LTD
        254900QSBDX181YYBH38
        TRESTLES CLO 2017-1 Ltd
        89531FAL1
        
          
        
        500000.000000000000
        PA
        USD
        500329.500000000000
        0.1031617256
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-25
          Floating
          1.113880000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trestles CLO LTD
        N/A
        TRESTLES CLO V LTD
        89532UAA1
        
          
        
        1000000.000000000000
        PA
        USD
        1000020.000000000000
        0.2061916974
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          1.301000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINIDAD & TOBAGO
        N/A
        Trinidad & Tobago Government International Bond
        896292AJ8
        
          
          
        
        800000.000000000000
        PA
        USD
        820008.000000000000
        0.1690754599
        Long
        DBT
        NUSS
        TT
        N
        
        2
        
          2026-08-04
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        900123BJ8
        
          
          
        
        515000.000000000000
        PA
        USD
        429329.750000000000
        0.0885224595
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2041-01-14
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C2
        90276CAE1
        
          
          
        
        1025000.000000000000
        PA
        USD
        1104162.800000000000
        0.2276646487
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          3.487000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C4
        90276RBE7
        
          
          
        
        460500.000000000000
        PA
        USD
        498165.950000000000
        0.1027156285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.563000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C4
        90276RBH0
        
          
          
        
        200000.000000000000
        PA
        USD
        214647.340000000000
        0.0442576142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Variable
          3.836000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C14
        90278KAW1
        
          
          
        
        422604.020000000000
        PA
        USD
        429503.540000000000
        0.0885582928
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          3.378800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        549300G1IXWLFE766Q13
        UBS-Barclays Commercial Mortgage Trust 2013-C6
        90349GBG9
        
          
          
        
        85356.760000000000
        PA
        USD
        86133.230000000000
        0.0177596017
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-10
          Fixed
          2.787700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        903724BY7
        
          
        
        690000.000000000000
        PA
        USD
        644870.550000000000
        0.1329642940
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2033-03-15
          Fixed
          7.253000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2020-1 A PTT
        N/A
        United Airlines 2020-1 Class A Pass Through Trust
        90931GAA7
        
          
        
        1223971.490000000000
        PA
        USD
        1339720.640000000000
        0.2762337482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES HOLDINGS
        98450079DA0B78DD6764
        United Airlines Holdings Inc
        910047AK5
        
          
        
        205000.000000000000
        PA
        USD
        208493.200000000000
        0.0429887070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAB6
        
          
          
        
        940000.000000000000
        PA
        USD
        959805.800000000000
        0.1979000291
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2047-01-15
          Fixed
          4.350000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAC4
        
          
          
        
        200000.000000000000
        PA
        USD
        220795.000000000000
        0.0455251853
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2027-03-28
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796C31
        
          
        
        3165000.000000000000
        PA
        USD
        3164799.560000000000
        0.6525423424
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-01-27
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796D30
        
          
        
        1265000.000000000000
        PA
        USD
        1264876.040000000000
        0.2608017217
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-02-24
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TREASURY BILL
        254900HROIFWPRGM1V77
        United States Treasury Bill
        912796L72
        
          
        
        3165000.000000000000
        PA
        USD
        3164725.340000000000
        0.6525270392
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-02-10
          Fixed
          .000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QU5
        
          
        
        4710000.000000000000
        PA
        USD
        5750431.650000000000
        1.1856675494
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QZ4
        
          
        
        640000.000000000000
        PA
        USD
        782675.000000000000
        0.1613778592
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RC4
        
          
        
        1305000.000000000000
        PA
        USD
        1719388.470000000000
        0.3545165368
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RE0
        
          
        
        2120000.000000000000
        PA
        USD
        2803700.000000000000
        0.5780881003
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RH3
        
          
        
        1255000.000000000000
        PA
        USD
        1550072.070000000000
        0.3196055991
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-08-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RJ9
        
          
        
        1813300.000000000000
        PA
        USD
        2201459.530000000000
        0.4539135990
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-11-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        1880000.000000000000
        PA
        USD
        2352496.870000000000
        0.4850556217
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z29
        
          
        
        8400000.000000000000
        PA
        USD
        8516156.210000000000
        1.7559255859
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
        
        1000.000000000000
        PA
        USD
        936.800000000000
        0.0001931565
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          .625000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBG5
        
          
        
        8470000.000000000000
        PA
        USD
        8454780.430000000000
        1.7432706627
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-01-31
          Fixed
          .125000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCS8
        
          
        
        10000.000000000000
        PA
        USD
        9841.410000000000
        0.0020291764
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        913017BA6
        
          
        
        2006000.000000000000
        PA
        USD
        2757055.030000000000
        0.5684704871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEF5
        
          
        
        980000.000000000000
        PA
        USD
        1067607.530000000000
        0.2201274062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
        
        515000.000000000000
        PA
        USD
        539171.530000000000
        0.1111704696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNIVAR SOLUTIONS USA INC
        5493008FTB9VZW6CVA82
        Univar Solutions USA Inc/Washington
        91337CAA4
        
          
        
        510000.000000000000
        PA
        USD
        533924.100000000000
        0.1100885147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BK7
        
          
          
        
        505000.000000000000
        PA
        USD
        580578.300000000000
        0.1197080310
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VNO Mortgage Trust
        N/A
        VNDO 2012-6AVE Mortgage Trust
        91830CAN8
        
          
        
        620000.000000000000
        PA
        USD
        627708.090000000000
        0.1294256080
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-11-15
          Variable
          3.448440000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        Vantage Data Centers Issuer LLC
        92212KAA4
        
          
        
        1286389.970000000000
        PA
        USD
        1316875.610000000000
        0.2715233868
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          3.188000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Data Centers LLC
        N/A
        Vantage Data Centers Issuer LLC
        92212KAD8
        
          
        
        1078000.000000000000
        PA
        USD
        1077825.900000000000
        0.2222343072
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-10-15
          Fixed
          2.165000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VER1
        
          
        
        2471000.000000000000
        PA
        USD
        2817946.440000000000
        0.5810255392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.329000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEU4
        
          
          
        
        400000.000000000000
        PA
        USD
        449055.700000000000
        0.0925897052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-03
          Fixed
          4.016000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGM0
        
          
        
        2360000.000000000000
        PA
        USD
        2342150.230000000000
        0.4829222731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.355000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-4
        92537KAA2
        
          
          
        
        97451.060000000000
        PA
        USD
        98798.750000000000
        0.0203710745
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.642000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust
        92538MAA7
        
          
        
        1523350.940000000000
        PA
        USD
        1529881.850000000000
        0.3154426266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.630000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-3
        92539LAA8
        
          
        
        1103386.630000000000
        PA
        USD
        1095687.530000000000
        0.2259171533
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.046000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556HAB3
        
          
          
        
        410000.000000000000
        PA
        USD
        485948.650000000000
        0.1001965731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VIACOMCBS INC
        5KYC8KF17ROCY24M3H09
        ViacomCBS Inc
        92556HAD9
        
          
        
        970000.000000000000
        PA
        USD
        1098924.810000000000
        0.2265846402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-19
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAF3
        
          
        
        820000.000000000000
        PA
        USD
        887029.240000000000
        0.1828944068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA VEND FIN IV
        635400ZZNJSEA4CAJR23
        Virgin Media Vendor Financing Notes IV DAC
        92770QAA5
        
          
        
        350000.000000000000
        PA
        USD
        345408.000000000000
        0.0712188374
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        Visa Inc
        92826CAC6
        
          
        
        1627000.000000000000
        PA
        USD
        1661000.400000000000
        0.3424776423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-14
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
        
        200000.000000000000
        PA
        USD
        202426.000000000000
        0.0417377258
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAH5
        
          
        
        455000.000000000000
        PA
        USD
        447299.130000000000
        0.0922275223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBS8
        
          
        
        500000.000000000000
        PA
        USD
        627715.650000000000
        0.1294271668
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2049-06-19
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VOLKSWAGEN GROUP AMERICA
        5493002SQ1AVQBY41K40
        Volkswagen Group of America Finance LLC
        928668BE1
        
          
        
        675000.000000000000
        PA
        USD
        712679.870000000000
        0.1469457332
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-13
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        WFRBS Commercial Mortgage Trust 2014-C22
        92890KBC8
        
          
          
        
        290000.000000000000
        PA
        USD
        307275.240000000000
        0.0633563362
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-09-15
          Variable
          4.069000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        WFRBS Commercial Mortgage Trust 2014-C22
        92890KBD6
        
          
          
        
        3060333.800000000000
        PA
        USD
        54314.190000000000
        0.0111989111
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-09-15
          Variable
          .939537000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        549300L8S87K3SMP0R77
        Voya CLO 2014-2 Ltd
        92912VAY1
        
          
          
        
        1739039.990000000000
        PA
        USD
        1740109.500000000000
        0.3587889557
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-17
          Floating
          1.142250000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142DU4
        
          
        
        1134000.000000000000
        PA
        USD
        1154992.320000000000
        0.2381450641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-15
          Fixed
          2.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        549300NYO16WLNMVJJ46
        Wells Fargo Commercial Mortgage Trust 2015-C29
        94989KAV5
        
          
          
        
        130000.000000000000
        PA
        USD
        138729.530000000000
        0.0286043052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          3.637000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493007OD9MH69ES1S63
        Wells Fargo Commercial Mortgage Trust 2016-LC24
        95000HBF8
        
          
          
        
        280000.000000000000
        PA
        USD
        294453.320000000000
        0.0607126156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Fixed
          2.942000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2016-LC25
        95000JAV0
        
          
          
        
        315000.000000000000
        PA
        USD
        341424.720000000000
        0.0703975346
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.640000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2D4
        
          
        
        1551000.000000000000
        PA
        USD
        1734056.330000000000
        0.3575408673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2H5
        
          
          
        
        900000.000000000000
        PA
        USD
        924966.440000000000
        0.1907165860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-30
          Variable
          2.406000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2J1
        
          
          
        
        1765000.000000000000
        PA
        USD
        1791785.800000000000
        0.3694439666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-11
          Variable
          2.572000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2M4
        
          
          
        
        365000.000000000000
        PA
        USD
        507807.240000000000
        0.1047035427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-04
          Variable
          5.013000000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2S1
        
          
        
        1020000.000000000000
        PA
        USD
        1033795.330000000000
        0.2131557508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Variable
          2.393000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C39
        95000XAF4
        
          
          
        
        260000.000000000000
        PA
        USD
        281032.600000000000
        0.0579454299
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.418000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C40
        95000YAU9
        
          
          
        
        29624.810000000000
        PA
        USD
        29674.190000000000
        0.0061184492
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          2.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2018-C46
        95001QAU5
        
          
          
        
        160000.000000000000
        PA
        USD
        179902.720000000000
        0.0370937053
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          4.152000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-12-28
      Trust for Professional Managers
      /s/ John Buckel
      John Buckel
      President
    
  
  XXXX



PMC Core Fixed Income Fund
           
Schedule of Investments
           
November 30, 2021 (Unaudited)
           
             
   
Principal
       
   
Amount
   
Value
 
ASSET BACKED SECURITIES - 9.57%
           
37 Capital CLO I
           
221-1A, 1.403% (3 Month LIBOR USD + 1.200%), 10/15/2034 (b)(c)
 
$
1,000,000
   
$
999,997
 
AM Capital Funding LLC
               
2018-1, 4.980%, 12/15/2023 (b)
   
560,000
     
578,190
 
Angel Oak Mortgage Trust
               
2021-3, 1.068%, 05/25/2066 (b)(d)
   
992,424
     
985,181
 
Aqua Finance Trust
               
2021-A, 1.540%, 07/17/2046 (b)
   
778,918
     
776,622
 
Avis Budget Rental Car Funding AESOP LLC
               
2021-2A A, 1.660%, 02/20/2028 (b)
   
2,191,000
     
2,184,094
 
2021-2A B, 1.900%, 02/20/2028 (b)
   
495,000
     
494,132
 
Beacon Container Finance II LLC
               
2021-1A, 2.250%, 10/22/2046 (b)
   
1,062,000
     
1,064,091
 
BlueMountain CLO Ltd.
               
2013-2A, 1.308% (3 Month LIBOR USD + 1.180%), 10/22/2030 (b)(c)
   
362,743
     
362,768
 
Cedar Funding VI CLO Ltd.
               
2016-6A, 1.182% (3 Month LIBOR USD + 1.050%), 04/20/2034 (b)(c)
   
1,480,000
     
1,477,475
 
Citigroup Mortgage Loan Trust, Inc.
               
2006-WFHE4, 0.512% (1 Month LIBOR USD + 0.420%), 11/25/2036 (c)
   
27,599
     
27,621
 
Dryden 75 CLO Ltd.
               
2019-75R2, 1.164% (3 Month LIBOR USD + 1.040%), 04/15/2034 (b)(c)
   
850,000
     
850,512
 
Fort Washington CLO Ltd.
               
2021-2A, 1.336% (3 Month LIBOR USD + 1.220%), 10/20/2034 (b)(c)
   
2,000,000
     
1,999,790
 
GCAT Trust
               
2019-NQM2, 2.855%, 09/25/2059 (b)
   
289,367
     
289,156
 
2019-NQM3, 2.686%, 11/25/2059 (b)(d)
   
198,076
     
200,035
 
2021-NQM5, 1.262%, 07/25/2066 (b)(d)
   
1,157,992
     
1,147,667
 
JPMorgan Chase Bank NA
               
2021-3, 0.760%, 02/26/2029 (b)
   
1,839,478
     
1,832,120
 
Madison Park Funding XVIII Ltd.
               
2015-18, 1.320% (3 Month LIBOR USD + 1.190%), 10/21/2030 (b)(c)
   
2,000,000
     
2,002,826
 
Madison Park Funding XXVI Ltd.
               
2007-26, 1.329% (3 Month LIBOR USD + 1.200%), 07/29/2030 (b)(c)
   
2,295,000
     
2,296,081
 
Magnetite XXIII Ltd.
               
2019-23A, 0.000% (3 Month LIBOR USD + 1.130%), 01/25/2035 (b)(c)(j)
   
1,000,000
     
1,000,500
 
MVW LLC
               
2021-2A A, 1.430%, 05/20/2039 (b)
   
1,070,000
     
1,065,992
 
2021-2A B, 1.830%, 05/20/2039 (b)
   
873,000
     
870,535
 
2021-1W, 1.440%, 01/22/2041 (b)
   
514,303
     
509,716
 
Navient Private Education Refi Loan Trust
               
2021-B, 0.940%, 07/15/2069 (b)
   
846,372
     
840,294
 
2021-C, 1.060%, 10/15/2069 (b)
   
792,120
     
784,529
 
2021-E, 0.970%, 12/16/2069 (b)
   
1,792,130
     
1,769,227
 
Navient Student Loan Trust
               
2019-7, 0.592% (1 Month LIBOR USD + 0.500%), 01/25/2068 (b)(c)
   
536,134
     
537,190
 
PFS Financing Corp.
               
2021-B, 0.770%, 08/15/2026 (b)
   
1,890,000
     
1,866,744
 
Prestige Auto Receivables Trust
               
2021-1, 1.530%, 02/15/2028 (b)
   
599,000
     
597,940
 
RASC Trust
               
2005-KS12, 0.782% (1 Month LIBOR USD + 0.460%), 01/25/2036 (c)
   
202,241
     
202,603
 
SBA Tower Trust
               
2020-1-2, 2.328%, 01/15/2028 (b)
   
618,000
     
632,865
 
2021-3, 2.593%, 10/15/2031 (b)
   
1,243,000
     
1,262,970
 
Sierra Timeshare Receivables Funding LLC
               
2019-2, 2.590%, 05/20/2036 (b)
   
553,719
     
562,433
 
2020-2, 3.510%, 07/20/2037 (b)
   
657,561
     
671,699
 
2021-2, 1.350%, 09/20/2038 (b)
   
592,123
     
589,253
 
Starwood Mortgage Residential Trust
               
2021-3, 1.127%, 06/25/2056 (b)(d)
   
884,877
     
878,063
 
Taco Bell Funding LLC
               
2021-1, 1.946%, 08/25/2051 (b)
   
1,398,000
     
1,380,241
 
Thayer Park CLO Ltd.
               
2017-1, 1.172% (3 Month LIBOR USD + 1.040%), 04/20/2034 (b)(c)
   
500,000
     
500,248
 
Towd Point Mortgage Trust
               
2015-6, 3.500%, 04/25/2055 (b)(d)
   
2,919
     
2,923
 
2016-2, 2.750%, 08/25/2055 (b)(d)
   
8,561
     
8,599
 
2016-3, 2.250%, 04/25/2056 (b)(d)
   
3,630
     
3,637
 
2017-5, 0.692% (1 Month LIBOR USD + 0.600%), 02/25/2057 (b)(c)
   
316,462
     
316,448
 
2017-2, 2.750%, 04/25/2057 (b)(d)
   
31,372
     
31,728
 
2017-4, 2.750%, 06/25/2057 (b)(d)
   
155,756
     
158,902
 
2017-3, 2.750%, 07/25/2057 (b)(d)
   
228,885
     
231,897
 
TRESTLES CLO Ltd.
               
2017-1, 1.114% (3 Month LIBOR USD + 0.990%), 04/25/2032 (b)(c)
   
500,000
     
500,329
 
2021-5, 1.301% (3 Month LIBOR USD + 1.170%), 10/20/2034 (b)(c)
   
1,000,000
     
1,000,020
 
United Airlines Pass Through Trust
               
2020-1, 5.875%, 10/15/2027
   
1,223,971
     
1,339,721
 
Vantage Data Centers Issuer LLC
               
2019-1, 3.188%, 07/15/2044 (b)
   
1,286,390
     
1,316,876
 
2021-1, 2.165%, 10/15/2046 (b)
   
1,078,000
     
1,077,826
 
Verus Securitization Trust
               
2021-3, 1.046%, 06/25/2066 (b)(d)
   
1,103,387
     
1,095,688
 
2021-6, 1.630%, 10/25/2066 (b)(d)
   
1,523,351
     
1,529,882
 
Voya CLO Ltd.
               
2014-2A, 1.142% (3 Month LIBOR USD + 1.020%), 04/17/2030 (b)(c)
   
1,739,040
     
1,740,109
 
TOTAL ASSET BACKED SECURITIES (Cost $46,421,576)
           
46,445,985
 
                 
CORPORATE BONDS - 37.25%
               
Accommodation - 0.20%
               
Wyndham Hotels & Resorts, Inc.
               
4.375%, 08/15/2028 (b)
   
410,000
     
414,690
 
Wynn Las Vegas LLC
               
5.500%, 03/01/2025 (b)
   
415,000
     
416,334
 
5.250%, 05/15/2027 (b)(f)
   
132,000
     
130,002
 
             
961,026
 
Administrative and Support Services - 2.36%
               
ASGN, Inc.
               
4.625%, 05/15/2028 (b)
   
595,000
     
611,300
 
Booking Holdings, Inc.
               
3.550%, 03/15/2028 (f)
   
1,034,000
     
1,141,820
 
Imola Merger Corp.
               
4.750%, 05/15/2029 (b)
   
250,000
     
252,351
 
Korn Ferry
               
4.625%, 12/15/2027 (b)
   
390,000
     
401,954
 
Live Nation Entertainment, Inc.
               
4.750%, 10/15/2027 (b)(f)
   
645,000
     
645,729
 
PayPal Holdings, Inc.
               
2.400%, 10/01/2024 (f)
   
1,102,000
     
1,140,386
 
Verizon Communications, Inc.
               
4.329%, 09/21/2028 (f)
   
2,471,000
     
2,817,946
 
4.016%, 12/03/2029
   
400,000
     
449,056
 
2.355%, 03/15/2032 (b)(f)
   
2,360,000
     
2,342,150
 
Visa, Inc.
               
2.800%, 12/14/2022 (f)
   
1,627,000
     
1,661,000
 
             
11,463,692
 
Air Transportation - 0.35%
               
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.
               
6.500%, 06/20/2027 (b)(f)
   
570,000
     
609,492
 
Southwest Airlines Co.
               
5.250%, 05/04/2025 (f)
   
800,000
     
889,697
 
United Airlines Holdings, Inc.
               
4.875%, 01/15/2025 (f)
   
205,000
     
208,493
 
             
1,707,682
 
Ambulatory Health Care Services - 0.13%
               
DaVita, Inc.
               
4.625%, 06/01/2030 (b)(f)
   
625,000
     
616,797
 
Beverage and Tobacco Product Manufacturing - 1.90%
               
Anheuser-Busch InBev Worldwide, Inc.
               
4.350%, 06/01/2040 (f)
   
1,006,000
     
1,197,097
 
4.600%, 04/15/2048
   
720,000
     
882,526
 
4.750%, 04/15/2058
   
655,000
     
833,653
 
5.800%, 01/23/2059
   
400,000
     
588,193
 
PepsiCo, Inc.
               
3.100%, 07/17/2022
   
2,823,000
     
2,860,788
 
Philip Morris International, Inc.
               
3.125%, 08/17/2027
   
2,634,000
     
2,837,670
 
             
9,199,927
 
Broadcasting (except Internet) - 2.37%
               
CCO Holdings LLC / CCO Holdings Capital Corp.
               
4.250%, 02/01/2031 (b)(f)
   
1,078,000
     
1,063,900
 
Charter Communications Operating LLC / Charter Communications Operating Capital
               
4.800%, 03/01/2050
   
1,980,000
     
2,244,231
 
Comcast Corp.
               
3.150%, 02/15/2028
   
405,000
     
434,078
 
4.150%, 10/15/2028 (f)
   
1,528,000
     
1,732,417
 
CSC Holdings LLC
               
5.500%, 04/15/2027 (b)(f)
   
380,000
     
390,792
 
4.625%, 12/01/2030 (b)(f)
   
435,000
     
405,313
 
3.375%, 02/15/2031 (b)(f)
   
264,000
     
241,676
 
Discovery Communications LLC
               
2.950%, 03/20/2023 (f)
   
566,000
     
580,912
 
DISH DBS Corp.
               
5.875%, 11/15/2024
   
185,000
     
187,448
 
Fox Corp.
               
5.576%, 01/25/2049 (f)
   
1,330,000
     
1,826,849
 
Sirius XM Radio, Inc.
               
4.125%, 07/01/2030 (b)(f)
   
840,000
     
821,906
 
ViacomCBS, Inc.
               
4.950%, 01/15/2031 (f)
   
410,000
     
485,948
 
4.200%, 05/19/2032 (f)
   
970,000
     
1,098,925
 
             
11,514,395
 
Building Material and Garden Equipment and Supplies Dealers - 0.36%
               
Home Depot, Inc.
               
3.350%, 04/15/2050 (f)
   
465,000
     
518,377
 
2.700%, 04/01/2023 (f)
   
1,194,000
     
1,222,494
 
             
1,740,871
 
Chemical Manufacturing - 1.37%
               
Abbott Laboratories
               
3.400%, 11/30/2023 (f)
   
1,120,000
     
1,177,123
 
AbbVie, Inc.
               
4.050%, 11/21/2039 (f)
   
270,000
     
310,050
 
4.700%, 05/14/2045
   
710,000
     
884,008
 
4.250%, 11/21/2049 (f)
   
485,000
     
585,796
 
Biogen, Inc.
               
2.250%, 05/01/2030 (f)
   
2,870,000
     
2,805,803
 
Viatris, Inc.
               
4.000%, 06/22/2050
   
820,000
     
887,029
 
             
6,649,809
 
Computer and Electronic Product Manufacturing - 2.77%
               
Apple, Inc.
               
1.800%, 09/11/2024 (f)
   
2,797,000
     
2,864,570
 
Broadcom, Inc.
               
5.000%, 04/15/2030
   
1,000,000
     
1,166,252
 
4.150%, 11/15/2030
   
1,350,000
     
1,480,239
 
3.419%, 04/15/2033 (b)(f)
   
1,700,000
     
1,750,768
 
3.500%, 02/15/2041 (b)
   
1,170,000
     
1,167,859
 
Dell International LLC / EMC Corp.
               
5.450%, 06/15/2023 (f)
   
651,000
     
691,011
 
6.200%, 07/15/2030 (f)
   
1,140,000
     
1,454,051
 
Intel Corp.
               
3.750%, 03/25/2027 (f)
   
1,022,000
     
1,126,594
 
Microchip Technology, Inc.
               
4.333%, 06/01/2023 (f)
   
690,000
     
722,965
 
ON Semiconductor Corp.
               
3.875%, 09/01/2028 (b)
   
980,000
     
1,000,879
 
             
13,425,188
 
Construction of Buildings - 0.08%
               
Shea Homes LP / Shea Homes Funding Corp.
               
4.750%, 02/15/2028 (b)
   
405,000
     
404,753
 
Credit Intermediation and Related Activities - 5.24%
               
Bank of America Corp.
               
3.875%, 08/01/2025 (f)
   
1,611,000
     
1,753,095
 
3.559% to 04/23/2026, then 3 Month LIBOR USD + 1.060%, 04/23/2027 (a)
   
1,610,000
     
1,719,063
 
3.705% to 04/24/2027, then 3 Month LIBOR USD + 1.512%, 04/24/2028 (a)
   
660,000
     
713,655
 
3.970% to 03/05/2028, then 3 Month LIBOR USD + 1.070%, 03/05/2029 (a)
   
630,000
     
693,151
 
2.884% to 10/22/2029, then 3 Month LIBOR USD + 1.190%, 10/22/2030 (a)
   
1,018,000
     
1,055,996
 
2.496% to 02/13/2030, then 3 Month LIBOR USD + 0.990%, 02/13/2031 (a)
   
785,000
     
786,845
 
BNP Paribas SA
               
3.052% to 01/13/2030, then SOFR + 1.507%, 01/13/2031 (a)(b)
   
615,000
     
637,722
 
Citigroup, Inc.
               
3.200%, 10/21/2026
   
1,064,000
     
1,130,603
 
4.300%, 11/20/2026
   
890,000
     
982,355
 
1.122% to 01/28/2026, then SOFR + 0.765%, 01/28/2027 (a)(f)
   
1,610,000
     
1,566,681
 
3.887% to 01/10/2027, then 3 Month LIBOR USD + 1.563%, 01/10/2028 (a)
   
835,000
     
906,373
 
3.520% to 10/27/2027, then 3 Month LIBOR USD + 1.151%, 10/27/2028 (a)
   
455,000
     
488,552
 
2.976% to 11/05/2029, then SOFR + 1.422%, 11/05/2030 (a)
   
495,000
     
516,340
 
Ford Motor Credit Co. LLC
               
4.063%, 11/01/2024 (f)
   
360,000
     
375,930
 
5.113%, 05/03/2029 (f)
   
310,000
     
343,650
 
General Motors Financial Co., Inc.
               
5.100%, 01/17/2024 (f)
   
370,000
     
398,462
 
3.600%, 06/21/2030 (f)
   
700,000
     
742,814
 
JPMorgan Chase & Co.
               
2.700%, 05/18/2023 (f)
   
480,000
     
492,318
 
2.950%, 10/01/2026 (f)
   
1,645,000
     
1,735,984
 
2.956% to 05/13/2030, then SOFR + 2.515%, 05/13/2031 (a)
   
400,000
     
413,276
 
2.580% to 04/22/2031, then SOFR + 1.250%, 04/22/2032 (a)
   
1,535,000
     
1,549,840
 
OneMain Finance Corp.
               
3.500%, 01/15/2027 (f)
   
435,000
     
420,484
 
Wells Fargo & Co.
               
2.406% to 10/30/2024, then SOFR + 1.087%, 10/30/2025 (a)
   
900,000
     
924,966
 
2.393% to 06/02/2027, then SOFR + 2.100%, 06/02/2028 (a)
   
1,020,000
     
1,033,795
 
4.150%, 01/24/2029
   
1,551,000
     
1,734,056
 
2.572% to 02/11/2030, then SOFR + 1.262%, 02/11/2031 (a)(f)
   
1,765,000
     
1,791,786
 
5.013% to 04/04/2050, then SOFR + 4.502%, 04/04/2051 (a)(f)
   
365,000
     
507,807
 
             
25,415,599
 
Electrical Equipment, Appliance, and Component Manufacturing - 0.08%
               
Energizer Holdings, Inc.
               
4.375%, 03/31/2029 (b)
   
430,000
     
407,864
 
Electronics and Appliance Stores - 0.04%
               
AMC Networks, Inc.
               
4.250%, 02/15/2029 (f)
   
175,000
     
170,729
 
Fabricated Metal Product Manufacturing - 0.06%
               
JELD-WEN, Inc.
               
4.875%, 12/15/2027 (b)
   
275,000
     
281,765
 
Food Manufacturing - 0.15%
               
Post Holdings, Inc.
               
4.625%, 04/15/2030 (b)(f)
   
745,000
     
736,801
 
Food Services and Drinking Places - 0.56%
               
Aramark Services, Inc.
               
5.000%, 02/01/2028 (b)(f)
   
945,000
     
951,568
 
McDonald's Corp.
               
3.500%, 07/01/2027 (f)
   
1,610,000
     
1,745,960
 
             
2,697,528
 
General Merchandise Stores - 0.24%
               
Walmart, Inc.
               
2.350%, 12/15/2022
   
1,134,000
     
1,154,992
 
Health and Personal Care Stores - 0.40%
               
CVS Health Corp.
               
4.125%, 04/01/2040 (f)
   
560,000
     
641,055
 
5.050%, 03/25/2048
   
980,000
     
1,298,959
 
             
1,940,014
 
Hospitals - 0.35%
               
HCA, Inc.
               
5.250%, 06/15/2049
   
870,000
     
1,130,461
 
Tenet Healthcare Corp.
               
6.125%, 10/01/2028 (b)
   
540,000
     
554,850
 
             
1,685,311
 
Insurance Carriers and Related Activities - 1.33%
               
Berkshire Hathaway, Inc.
               
2.750%, 03/15/2023
   
1,121,000
     
1,148,506
 
Cigna Corp.
               
3.200%, 03/15/2040
   
690,000
     
712,568
 
Equitable Holdings, Inc.
               
5.000%, 04/20/2048 (f)
   
545,000
     
698,919
 
MetLife, Inc.
               
6.500%, 12/15/2032
   
2,001,000
     
2,812,301
 
UnitedHealth Group, Inc.
               
3.250%, 05/15/2051
   
980,000
     
1,067,608
 
             
6,439,902
 
Machinery Manufacturing - 0.23%
               
Deere & Co.
               
5.375%, 10/16/2029
   
904,000
     
1,131,051
 
Management of Companies and Enterprises - 0.12%
               
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
               
5.875%, 10/01/2028 (b)(f)
   
570,000
     
589,212
 
Merchant Wholesalers, Durable Goods - 0.40%
               
CDW LLC / CDW Finance Corp.
               
3.276%, 12/01/2028
   
1,915,000
     
1,947,048
 
Merchant Wholesalers, Nondurable Goods - 0.44%
               
Performance Food Group, Inc.
               
5.500%, 10/15/2027 (b)(f)
   
405,000
     
417,956
 
Sysco Corp.
               
6.600%, 04/01/2050 (f)
   
764,000
     
1,203,239
 
Univar Solutions USA, Inc.
               
5.125%, 12/01/2027 (b)
   
510,000
     
533,924
 
             
2,155,119
 
Motor Vehicle and Parts Dealers - 0.29%
               
Lithia Motors, Inc.
               
3.875%, 06/01/2029 (b)
   
675,000
     
684,166
 
Volkswagen Group of America Finance LLC
               
3.350%, 05/13/2025 (b)
   
675,000
     
712,680
 
             
1,396,846
 
Nonstore Retailers - 0.71%
               
Amazon.com, Inc.
               
3.800%, 12/05/2024
   
1,625,000
     
1,748,577
 
eBay, Inc.
               
2.600%, 05/10/2031 (f)
   
1,667,000
     
1,690,671
 
             
3,439,248
 
Oil and Gas Extraction - 1.24%
               
Continental Resources, Inc.
               
2.268%, 11/15/2026 (b)
   
3,050,000
     
3,010,365
 
CQP Holdco LP / BIP-V Chinook Holdco LLC
               
5.500%, 06/15/2031 (b)(f)
   
565,000
     
573,582
 
Occidental Petroleum Corp.
               
3.200%, 08/15/2026 (f)
   
700,000
     
689,108
 
4.300%, 08/15/2039 (f)
   
260,000
     
254,154
 
PDC Energy, Inc.
               
5.750%, 05/15/2026 (f)
   
205,000
     
207,436
 
Phillips 66
               
1.300%, 02/15/2026 (f)
   
1,290,000
     
1,266,293
 
             
6,000,938
 
Performing Arts, Spectator Sports, and Related Industries - 0.05%
               
Churchill Downs, Inc.
               
5.500%, 04/01/2027 (b)
   
235,000
     
242,466
 
Petroleum and Coal Products Manufacturing - 0.35%
               
Marathon Petroleum Corp.
               
4.500%, 05/01/2023
   
820,000
     
857,298
 
4.700%, 05/01/2025
   
775,000
     
849,200
 
             
1,706,498
 
Pipeline Transportation - 1.24%
               
Antero Midstream Partners LP / Antero Midstream Finance Corp.
               
5.375%, 06/15/2029 (b)
   
385,000
     
389,999
 
Buckeye Partners LP
               
3.950%, 12/01/2026
   
280,000
     
275,257
 
DT Midstream, Inc.
               
4.125%, 06/15/2029 (b)(f)
   
425,000
     
422,546
 
Energy Transfer LP
               
3.600%, 02/01/2023
   
600,000
     
614,237
 
6.625% to 02/15/2028, then 3 Month LIBOR USD + 4.155% (a)(h)
   
785,000
     
736,424
 
7.125% to 05/15/2030, then 5 Year CMT Rate + 5.306% (a)(h)
   
1,055,000
     
1,080,847
 
EQM Midstream Partners LP
               
4.750%, 07/15/2023
   
105,000
     
108,352
 
5.500%, 07/15/2028 (f)
   
600,000
     
637,263
 
MPLX LP
               
4.700%, 04/15/2048 (f)
   
815,000
     
944,096
 
Plains All American Pipeline LP / PAA Finance Corp.
               
4.650%, 10/15/2025
   
780,000
     
852,098
 
             
6,061,119
 
Professional, Scientific, and Technical Services - 0.50%
               
Nielsen Finance LLC / Nielsen Finance Co.
               
5.625%, 10/01/2028 (b)
   
115,000
     
117,632
 
5.875%, 10/01/2030 (b)
   
545,000
     
568,171
 
ServiceNow, Inc.
               
1.400%, 09/01/2030 (f)
   
1,881,000
     
1,757,145
 
             
2,442,948
 
Publishing Industries (except Internet) - 0.58%
               
Microsoft Corp.
               
3.125%, 11/03/2025
   
2,656,000
     
2,837,029
 
Real Estate - 0.39%
               
Public Storage
               
2.300%, 05/01/2031 (f)
   
1,107,000
     
1,116,748
 
RHP Hotel Properties LP / RHP Finance Corp.
               
4.750%, 10/15/2027
   
240,000
     
241,057
 
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
               
7.875%, 02/15/2025 (b)(f)
   
515,000
     
539,172
 
             
1,896,977
 
Rental and Leasing Services - 0.14%
               
Air Lease Corp.
               
2.300%, 02/01/2025 (f)
   
655,000
     
665,570
 
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 4.48%
               
BAT Capital Corp.
               
3.222%, 08/15/2024
   
222,000
     
231,440
 
3.557%, 08/15/2027
   
220,000
     
230,736
 
3.734%, 09/25/2040 (f)
   
1,185,000
     
1,148,011
 
5.282%, 04/02/2050
   
800,000
     
927,313
 
Charles Schwab Corp.
               
2.300%, 05/13/2031 (f)
   
1,713,000
     
1,740,248
 
CME Group, Inc.
               
3.000%, 03/15/2025
   
1,078,000
     
1,137,183
 
CommScope, Inc.
               
8.250%, 03/01/2027 (b)(f)
   
642,000
     
630,293
 
Goldman Sachs Group, Inc.
               
3.850%, 01/26/2027
   
1,375,000
     
1,477,290
 
3.800%, 03/15/2030 (f)
   
1,017,000
     
1,116,520
 
2.615% to 04/22/2031, then SOFR + 1.281%, 04/22/2032 (a)
   
1,040,000
     
1,042,745
 
2.383% to 07/21/2031, then SOFR + 1.248%, 07/21/2032 (a)
   
1,315,000
     
1,292,874
 
4.017% to 10/31/2037, then 3 Month LIBOR USD + 1.373%, 10/31/2038 (a)
   
250,000
     
286,006
 
Morgan Stanley
               
0.791% to 01/22/2024, then SOFR + 0.509%, 01/22/2025 (a)
   
1,300,000
     
1,286,889
 
6.250%, 08/09/2026 (f)
   
2,279,000
     
2,737,597
 
3.950%, 04/23/2027 (f)
   
935,000
     
1,023,330
 
3.591% to 07/22/2027, then 3 Month LIBOR USD + 1.340%, 07/22/2028 (a)
   
1,625,000
     
1,750,667
 
3.772% to 01/24/2028, then 3 Month LIBOR USD + 1.140%, 01/24/2029 (a)
   
875,000
     
955,842
 
2.699% to 01/22/2030, then SOFR + 1.143%, 01/22/2031 (a)
   
1,190,000
     
1,225,722
 
3.734% to 01/18/2022, then 3 Month LIBOR USD + 3.610% (a)(f)(h)
   
320,000
     
320,787
 
Prime Security Services Borrower LLC / Prime Finance, Inc.
               
5.750%, 04/15/2026 (b)
   
585,000
     
619,971
 
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC
               
4.000%, 10/15/2027 (b)(f)
   
600,000
     
576,783
 
             
21,758,247
 
Support Activities for Mining - 0.17%
               
ConocoPhillips
               
4.875%, 10/01/2047 (b)
   
295,000
     
393,571
 
Hilcorp Energy I LP / Hilcorp Finance Co.
               
6.250%, 11/01/2028 (b)(f)
   
435,000
     
442,504
 
             
836,075
 
Telecommunications - 1.64%
               
AT&T, Inc.
               
2.550%, 12/01/2033 (f)
   
1,100,000
     
1,064,609
 
3.650%, 06/01/2051 (f)
   
845,000
     
878,584
 
3.550%, 09/15/2055
   
184,000
     
186,423
 
3.650%, 09/15/2059
   
1,018,000
     
1,032,690
 
Frontier Communications Holdings LLC
               
5.875%, 10/15/2027 (b)
   
400,000
     
413,712
 
5.000%, 05/01/2028 (b)(f)
   
363,000
     
364,688
 
J2 Global, Inc.
               
4.625%, 10/15/2030 (b)
   
435,000
     
439,126
 
Level 3 Financing, Inc.
               
4.625%, 09/15/2027 (b)
   
160,000
     
162,300
 
Lumen Technologies, Inc.
               
4.500%, 01/15/2029 (b)(f)
   
360,000
     
339,109
 
T-Mobile USA, Inc.
               
2.875%, 02/15/2031 (f)
   
215,000
     
208,417
 
4.375%, 04/15/2040
   
550,000
     
627,342
 
3.000%, 02/15/2041 (f)
   
1,186,000
     
1,141,830
 
4.500%, 04/15/2050
   
645,000
     
757,687
 
3.300%, 02/15/2051 (f)
   
350,000
     
341,388
 
             
7,957,905
 
Transportation Equipment Manufacturing - 2.11%
               
Boeing Co.
               
4.875%, 05/01/2025 (f)
   
1,371,000
     
1,504,068
 
3.900%, 05/01/2049
   
185,000
     
194,552
 
5.805%, 05/01/2050
   
1,365,000
     
1,854,578
 
Ford Motor Co.
               
9.625%, 04/22/2030
   
305,000
     
443,424
 
4.750%, 01/15/2043 (f)
   
150,000
     
160,789
 
General Motors Co.
               
6.125%, 10/01/2025 (f)
   
1,448,000
     
1,672,158
 
Raytheon Technologies Corp.
               
7.500%, 09/15/2029
   
2,006,000
     
2,757,055
 
Spirit AeroSystems, Inc.
               
5.500%, 01/15/2025 (b)
   
115,000
     
118,686
 
7.500%, 04/15/2025 (b)
   
110,000
     
115,213
 
Stellantis Finance US, Inc.
               
2.691%, 09/15/2031 (b)
   
920,000
     
906,767
 
TransDigm, Inc.
               
6.250%, 03/15/2026 (b)
   
470,000
     
488,302
 
             
10,215,592
 
Utilities - 1.61%
               
Calpine Corp.
               
4.500%, 02/15/2028 (b)
   
530,000
     
528,089
 
Cheniere Energy Partners LP
               
4.500%, 10/01/2029 (f)
   
395,000
     
415,861
 
DTE Energy Co.
               
3.400%, 06/15/2029
   
607,000
     
647,584
 
Exelon Corp.
               
4.700%, 04/15/2050 (f)
   
475,000
     
612,811
 
Kinder Morgan Energy Partners LP
               
4.150%, 02/01/2024
   
755,000
     
798,652
 
Kinder Morgan, Inc.
               
5.550%, 06/01/2045 (f)
   
1,745,000
     
2,231,290
 
New Fortress Energy, Inc.
               
6.500%, 09/30/2026 (b)(f)
   
295,000
     
279,561
 
Pacific Gas and Electric Co.
               
2.500%, 02/01/2031
   
1,405,000
     
1,344,603
 
Southern Co.
               
2.950%, 07/01/2023
   
313,000
     
321,514
 
Vistra Operations Co. LLC
               
5.000%, 07/31/2027 (b)(f)
   
200,000
     
202,426
 
4.375%, 05/01/2029 (b)(f)
   
455,000
     
447,299
 
             
7,829,690
 
Warehousing and Storage - 0.22%
               
Iron Mountain, Inc.
               
5.250%, 03/15/2028 (b)
   
620,000
     
638,504
 
4.875%, 09/15/2029 (b)(f)
   
410,000
     
416,531
 
             
1,055,035
 
TOTAL CORPORATE BONDS (Cost $178,140,969)
           
180,779,258
 
                 
FOREIGN CORPORATE BONDS - 6.71%
               
Administrative and Support Services - 0.04%
               
Intelligent Packaging Ltd Finco, Inc. / Intelligent Packaging Ltd Co-Issuer LLC
               
6.000%, 09/15/2028 (b)
   
200,000
     
203,000
 
Air Transportation - 0.76%
               
Delta Air Lines, Inc. / SkyMiles IP Ltd.
               
4.500%, 10/20/2025 (b)
   
3,500,000
     
3,669,653
 
Chemical Manufacturing - 0.09%
               
NOVA Chemicals Corp.
               
4.875%, 06/01/2024 (b)
   
205,000
     
212,861
 
5.250%, 06/01/2027 (b)(f)
   
230,000
     
241,060
 
             
453,921
 
Credit Intermediation and Related Activities - 4.36%
               
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
               
4.450%, 10/01/2025
   
800,000
     
865,914
 
3.300%, 01/30/2032
   
880,000
     
886,620
 
Banco Santander SA
               
1.849%, 03/25/2026
   
1,600,000
     
1,598,282
 
3.490%, 05/28/2030 (f)
   
400,000
     
423,370
 
Barclays PLC
               
2.852% to 05/07/2025, then SOFR + 2.714%, 05/07/2026 (a)(f)
   
2,145,000
     
2,215,822
 
3.564% to 09/23/2030, then 5 Year CMT Rate + 2.900%, 09/23/2035 (a)
   
1,670,000
     
1,719,696
 
BAT International Finance PLC
               
1.668%, 03/25/2026 (f)
   
1,590,000
     
1,567,979
 
BNP Paribas SA
               
2.219% to 06/09/2025, then SOFR + 2.074%, 06/09/2026 (a)(b)
   
1,015,000
     
1,031,288
 
Credit Suisse Group AG
               
3.800%, 06/09/2023
   
860,000
     
896,510
 
2.997%, then 12/14/2022, then 3 Month LIBOR USD + 1.200%, 12/14/2023 (a)(b)
   
1,145,000
     
1,167,515
 
3.869% to 01/12/2028, then 3 Month LIBOR USD + 1.410%, 01/12/2029 (a)(b)
   
250,000
     
268,026
 
4.194% to 04/01/2030, then SOFR + 3.730%, 04/01/2031 (a)(b)
   
560,000
     
615,854
 
3.091% to 05/14/2031, then SOFR + 1.730%, 05/14/2032 (a)(b)
   
830,000
     
843,809
 
HSBC Holdings PLC
               
2.633% to 11/07/2024, then SOFR + 1.402%, 11/07/2025 (a)(f)
   
1,417,000
     
1,458,698
 
2.099% to 06/04/2025, then SOFR + 1.929%, 06/04/2026 (a)
   
200,000
     
201,418
 
4.950%, 03/31/2030 (f)
   
285,000
     
335,543
 
6.000% to 05/22/2027, then 5 Year Mid Swap Rate USD + 3.746% (a)(h)
   
910,000
     
966,875
 
Lloyds Banking Group PLC
               
1.627% then 05/11/2026, then 1 Year CMT  Rate + 0.850%, 05/11/2027 (a)(f)
   
1,610,000
     
1,585,917
 
Natwest Group PLC
               
3.032% to 11/28/2030, then 5 Year CMT Rate + 2.350%,11/28/2035 (a)
   
2,170,000
     
2,150,467
 
Virgin Media Vendor Financing Notes IV DAC
               
5.000%, 07/15/2028 (b)
   
350,000
     
345,408
 
             
21,145,011
 
Food Manufacturing - 0.18%
               
Grupo Bimbo SAB de CV
               
4.700%, 11/10/2047 (b)
   
730,000
     
890,855
 
Management of Companies and Enterprises - 0.39%
               
Altice France SA
               
5.500%, 01/15/2028 (b)
   
760,000
     
753,692
 
Carnival Corp.
               
10.500%, 02/01/2026 (b)(f)
   
160,000
     
182,626
 
7.625%, 03/01/2026 (b)
   
580,000
     
595,828
 
Credit Suisse Group AG
               
EverArc Escrow Sarl
               
5.000%, 10/30/2029 (b)(f)
   
350,000
     
341,665
 
             
1,873,811
 
Mining (except Oil and Gas) - 0.06%
               
Hudbay Minerals, Inc.
               
6.125%, 04/01/2029 (b)(f)
   
260,000
     
270,077
 
Oil and Gas Extraction - 0.23%
               
Canadian Natural Resources Ltd.
               
6.250%, 03/15/2038
   
850,000
     
1,126,254
 
Paper Manufacturing - 0.13%
               
Intertape Polymer Group, Inc.
               
4.375%, 06/15/2029 (b)
   
635,000
     
629,742
 
Securities, Commodity Contracts, and Other Financial Investments and Related Activities - 0.17%
               
KazMunayGas National Co. JSC
               
5.375%, 04/24/2030 (b)
   
705,000
     
810,372
 
Support Activities for Transportation - 0.08%
               
American Airlines Inc/AAdvantage Loyalty IP Ltd.
               
5.500%, 04/20/2026 (b)
   
405,000
     
414,481
 
Telecommunications - 0.13%
               
Vodafone Group PLC
               
4.875%, 06/19/2049 (f)
   
500,000
     
627,716
 
Water Transportation - 0.09%
               
Royal Caribbean Cruises Ltd.
               
5.500%, 04/01/2028 (b)(f)
   
460,000
     
448,399
 
TOTAL FOREIGN CORPORATE BONDS (Cost $32,140,099)
           
32,563,292
 
                 
FOREIGN GOVERNMENT AGENCY ISSUES - 0.49%
               
Development Bank of Japan, Inc.
               
1.000%, 08/27/2030 (b)
   
260,000
     
246,668
 
European Investment Bank
               
0.625%, 10/21/2027 (f)
   
165,000
     
158,615
 
International Bank for Reconstruction & Development
               
0.750%, 11/24/2027
   
655,000
     
632,676
 
0.750%, 08/26/2030
   
425,000
     
400,948
 
Japan Bank for International Cooperation
               
0.625%, 07/15/2025
   
585,000
     
574,288
 
Southern Gas Corridor CJSC
               
6.875%, 03/24/2026 (b)
   
300,000
     
346,578
 
TOTAL FOREIGN GOVERNMENT AGENCY ISSUES (Cost $2,432,488)
           
2,359,773
 
                 
FOREIGN GOVERNMENT NOTES/BONDS - 4.88%
               
Abu Dhabi Government International Bond
               
4.125%, 10/11/2047 (b)
   
600,000
     
717,056
 
Brazilian Government International Bond
               
5.625%, 02/21/2047
   
800,000
     
774,776
 
Colombia Government International Bond
               
4.000%, 02/26/2024 (f)
   
590,000
     
608,588
 
3.875%, 04/25/2027
   
150,000
     
150,996
 
3.000%, 01/30/2030
   
570,000
     
520,304
 
Croatia Government International Bond
               
6.000%, 01/26/2024 (b)
   
545,000
     
599,594
 
Dominican Republic International Bond
               
5.875%, 04/18/2024 (b)
   
440,000
     
458,920
 
6.875%, 01/29/2026 (b)
   
330,000
     
375,378
 
6.850%, 01/27/2045 (b)
   
560,000
     
603,406
 
Hungary Government International Bond
               
7.625%, 03/29/2041
   
560,000
     
915,405
 
Indonesia Government International Bond
               
4.350%, 01/08/2027 (b)
   
550,000
     
615,277
 
5.250%, 01/17/2042 (b)
   
410,000
     
504,088
 
Kazakhstan Government International Bond
               
5.125%, 07/21/2025 (b)
   
550,000
     
620,772
 
Mexico Government International Bond
               
4.150%, 03/28/2027
   
200,000
     
220,795
 
4.350%, 01/15/2047 (f)
   
940,000
     
959,806
 
Morocco Government International Bond
               
4.250%, 12/11/2022 (b)
   
200,000
     
204,909
 
5.500%, 12/11/2042 (b)
   
150,000
     
162,332
 
Namibia International Bonds
               
5.250%, 10/29/2025 (b)
   
550,000
     
578,479
 
Nigeria Government International Bond
               
7.875%, 02/16/2032 (b)
   
535,000
     
510,898
 
Oman Government International Bond
               
5.375%, 03/08/2027 (b)
   
1,280,000
     
1,318,268
 
Panama Government International Bond
               
3.750%, 03/16/2025
   
800,000
     
846,680
 
Paraguay Government International Bond
               
4.700%, 03/27/2027 (b)
   
715,000
     
781,145
 
Peruvian Government International Bond
               
2.392%, 01/23/2026
   
480,000
     
487,848
 
8.750%, 11/21/2033
   
380,000
     
586,747
 
Philippine Government International Bond
               
3.950%, 01/20/2040
   
640,000
     
703,619
 
Qatar Government International Bond
               
4.625%, 06/02/2046 (b)
   
780,000
     
976,735
 
Republic of Azerbaijan International Bond
               
4.750%, 03/18/2024 (b)
   
720,000
     
764,120
 
Republic of South Africa Government International Bond
               
4.875%, 04/14/2026 (f)
   
200,000
     
211,510
 
4.850%, 09/27/2027 (f)
   
1,418,000
     
1,471,175
 
4.300%, 10/12/2028
   
150,000
     
149,383
 
5.000%, 10/12/2046
   
150,000
     
129,162
 
Romanian Government International Bond
               
6.125%, 01/22/2044 (b)
   
975,000
     
1,240,884
 
Saudi Government International Bond
               
4.500%, 10/26/2046 (b)
   
755,000
     
877,786
 
Sri Lanka Government International Bond
               
6.750%, 04/18/2028 (b)
   
295,000
     
163,480
 
Trinidad & Tobago Government International Bond
               
4.500%, 08/04/2026 (b)
   
800,000
     
820,008
 
Turkey Government International Bond
               
6.000%, 01/14/2041
   
515,000
     
429,330
 
Ukraine Government International Bond
               
7.253%, 03/15/2033 (b)
   
690,000
     
644,870
 
Uruguay Government International Bond
               
4.375%, 01/23/2031 (f)
   
505,000
     
580,578
 
5.100%, 06/18/2050
   
305,000
     
395,480
 
TOTAL FOREIGN GOVERNMENT NOTES/BONDS (Cost $23,733,044)
           
23,680,587
 
                 
NON-AGENCY MORTGAGE BACKED SECURITIES - 4.94%
               
Angel Oak Mortgage Trust
               
2019-6, 2.620%, 11/25/2059 (b)(d)
   
187,718
     
187,869
 
BANK 2021-BNK31
               
2021-BNK31, 1.739%, 02/15/2054
   
454,000
     
452,963
 
BBCMS Mortgage Trust 2021-C11
               
2021-C11, 1.510%, 09/15/2054 (d)(e)
   
8,003,111
     
824,148
 
BB-UBS Trust
               
2012-SHOW, 3.430%, 11/05/2036 (b)
   
1,646,000
     
1,713,091
 
Benchmark Mortgage Trust
               
2021-B23, 1.766%, 02/15/2054
   
612,000
     
610,787
 
2021-B26, 0.999%, 06/15/2054 (d)(e)
   
9,541,432
     
628,347
 
BX Commercial Mortgage Trust
               
2021-VOLT, 1.740% (1 Month LIBOR USD + 1.650%), 09/15/2036 (b)(c)
   
1,085,000
     
1,080,862
 
BX Trust
               
2021-SDMF, 1.677% (1 Month LIBOR USD + 1.587%), 09/15/2034 (b)(c)
   
653,000
     
643,386
 
2019-OC11, 3.202%, 12/09/2041 (b)
   
971,000
     
1,025,887
 
Citigroup Commercial Mortgage Trust
               
2013-GCJ11, 3.732%, 04/10/2046 (d)
   
455,000
     
466,425
 
2013-GC17, 5.095%, 11/10/2046 (d)
   
145,000
     
152,014
 
2014-GC25, 1.109%, 10/10/2047 (d)(e)
   
1,367,411
     
31,401
 
2015-GC27, 1.480%, 02/10/2048 (d)(e)
   
1,024,343
     
35,611
 
2018-C6, 4.412%, 11/10/2051
   
445,000
     
512,639
 
COMM Mortgage Trust
               
2012-CR4, 3.251%, 10/15/2045
   
476,000
     
480,153
 
2014-UBS2, 3.472%, 03/10/2047
   
351,849
     
362,075
 
2014-CR16, 1.115%, 04/10/2047 (d)(e)
   
1,262,730
     
25,031
 
2014-LC15, 1.230%, 04/10/2047 (d)(e)
   
1,233,771
     
24,553
 
2014-CR17, 1.121%, 05/10/2047 (d)(e)
   
1,058,049
     
20,522
 
2014-UBS3, 1.224%, 06/10/2047 (d)(e)
   
880,939
     
19,146
 
2014-UBS6, 1.011%, 12/10/2047 (d)(e)
   
1,569,412
     
33,798
 
2014-CR21, 3.987%, 12/10/2047
   
281,514
     
296,853
 
2015-LC21, 3.708%, 07/10/2048
   
100,000
     
107,166
 
2015-CR25, 3.759%, 08/10/2048
   
340,000
     
364,828
 
2017-COR2, 2.111%, 09/10/2050
   
66,549
     
66,804
 
Connecticut Avenue Securities Trust 2021-R01
               
2021-R01, 1.600% (SOFR30A + 1.550%), 10/25/2041 (b)(c)
   
480,000
     
482,852
 
CSAIL Commercial Mortgage Trust
               
2019-C17, 3.016%, 09/15/2029
   
850,000
     
900,066
 
2016-C7, 3.502%, 11/15/2049
   
275,000
     
295,341
 
2015-C1, 4.044%, 04/15/2050 (d)
   
450,000
     
458,163
 
2015-C2, 0.883%, 06/15/2057 (d)(e)
   
1,514,557
     
31,490
 
GS Mortgage Securities Trust
               
2012-GCJ7, 4.740%, 05/10/2045
   
405,000
     
409,882
 
2012-GCJ9, 3.747%, 11/10/2045 (b)
   
345,000
     
351,899
 
2014-GC18, 1.142%, 01/10/2047 (d)(e)
   
3,634,101
     
63,180
 
2014-GC26, 1.105%, 11/10/2047 (d)(e)
   
2,090,229
     
48,411
 
2015-GC34, 3.278%, 10/10/2048
   
111,907
     
116,283
 
Hilton USA Trust
               
2016-HHV, 3.719%, 11/05/2038 (b)
   
283,000
     
302,951
 
Hudson Yards Mortgage Trust
               
2019-55HY, 3.041%, 12/10/2041 (b)(d)
   
865,000
     
913,480
 
JP Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC
               
2012-HSBC B, 3.722%, 07/05/2032 (b)
   
805,000
     
812,779
 
2012-HSBC C, 4.021%, 07/05/2032 (b)
   
631,000
     
637,387
 
JPMBB Commercial Mortgage Securities Trust
               
2015-C31, 3.801%, 08/15/2048
   
318,678
     
339,720
 
Morgan Stanley Bank of America Merrill Lynch Trust
               
2013-C9, 2.657%, 05/15/2046
   
199,416
     
201,539
 
Morgan Stanley Capital I Trust
               
2015-MS1, 3.779%, 05/15/2048 (d)
   
200,000
     
213,679
 
2018-L1, 4.881%, 10/15/2051 (d)
   
325,000
     
366,897
 
New Residential Mortgage Loan Trust
               
2019-NQM5, 2.710%, 11/25/2059 (b)(d)
   
255,864
     
258,024
 
OBX Trust
               
2019-EXP3, 0.992% (1 Month LIBOR USD + 0.900%), 10/25/2059 (b)(c)
   
55,717
     
55,918
 
2021-NQM3, 1.054%, 07/25/2061 (b)(d)
   
986,390
     
978,239
 
Starwood Mortgage Residential Trust
               
2019-INV1, 2.610%, 09/27/2049 (b)(d)
   
136,838
     
138,056
 
UBS Commercial Mortgage Trust
               
2017-C2, 3.487%, 08/15/2050
   
1,025,000
     
1,104,163
 
2017-C4 A4, 3.563%, 10/15/2050
   
460,500
     
498,166
 
2017-C4 AS, 3.836%, 10/15/2050 (d)
   
200,000
     
214,647
 
2018-C14, 3.379%, 12/15/2051
   
422,604
     
429,504
 
UBS-Barclays Commercial Mortgage Trust
               
2013-C6, 2.788%, 04/10/2046
   
85,357
     
86,133
 
Verus Securitization Trust
               
2019-4, 2.642%, 11/25/2059 (b)
   
97,451
     
98,799
 
VNDO Mortgage Trust
               
2012-6AVE, 3.448%, 11/15/2030 (b)(d)
   
620,000
     
627,708
 
Wells Fargo Commercial Mortgage Trust
               
2015-C29, 3.637%, 06/15/2048
   
130,000
     
138,730
 
2016-LC24, 2.942%, 10/15/2049
   
280,000
     
294,453
 
2017-C39, 3.418%, 09/15/2050
   
260,000
     
281,033
 
2017-C40, 2.110%, 10/15/2050
   
29,625
     
29,674
 
2018-C46, 4.152%, 08/15/2051
   
160,000
     
179,903
 
2018-C48, 4.302%, 01/15/2052
   
625,000
     
711,944
 
2016-LC25, 3.640%, 12/15/2059
   
315,000
     
341,425
 
WFRBS Commercial Mortgage Trust
               
2014-LC14, 1.425%, 03/15/2047 (d)(e)
   
736,268
     
16,150
 
2014-C22 XA, 0.940%, 09/15/2057 (d)(e)
   
3,060,334
     
54,314
 
2014-C22 AS, 4.069%, 09/15/2057 (d)
   
290,000
     
307,275
 
TOTAL NON-AGENCY MORTGAGE BACKED SECURITIES (Cost $24,696,113)
           
23,956,616
 
                 
AGENCY MORTGAGE BACKED SECURITIES - 29.89%
               
Fannie Mae Connecticut Avenue Securities
               
2017-C03, 3.092% (1 Month LIBOR USD + 3.000%), 10/25/2029 (c)
   
1,577,438
     
1,615,812
 
2017-C04, 2.942% (1 Month LIBOR USD + 2.850%), 11/25/2029 (c)
   
304,446
     
313,698
 
2017-C05, 2.292% (1 Month LIBOR USD + 2.200%), 01/25/2030 (c)
   
1,040,071
     
1,061,111
 
2017-C06, 2.892% (1 Month LIBOR USD + 2.800%), 02/25/2030 (c)
   
1,416,319
     
1,445,224
 
2017-C07 1M2, 2.492% (1 Month LIBOR USD + 2.400%), 05/25/2030 (c)
   
716,321
     
726,316
 
2017-C07 2M2, 2.592% (1 Month LIBOR USD + 2.500%), 05/25/2030 (c)
   
612,159
     
621,695
 
2018-C01, 2.342% (1 Month LIBOR USD + 2.250%), 07/25/2030 (c)
   
1,723,050
     
1,744,765
 
2018-C02, 2.292% (1 Month LIBOR USD + 2.200%), 08/25/2030 (c)
   
1,473,106
     
1,483,835
 
2018-C03, 2.242% (1 Month LIBOR USD + 2.150%), 10/25/2030 (c)
   
1,075,262
     
1,086,962
 
2018-C04, 2.642% (1 Month LIBOR USD + 2.550%), 12/25/2030 (c)
   
1,927,587
     
1,955,589
 
Fannie Mae Interest Strip
               
4.000%, 08/25/2043 (e)
   
1,606,982
     
264,759
 
Fannie Mae Pool
               
MA0096, 4.500%, 06/01/2029
   
3,932
     
4,227
 
AB3000, 4.500%, 05/01/2031
   
10,112
     
10,975
 
BT1825, 2.000%, 06/01/2036
   
485,267
     
498,196
 
AB1389, 4.500%, 08/01/2040
   
32,504
     
35,954
 
MA0510, 4.500%, 09/01/2040
   
357
     
395
 
AE8714, 3.500%, 11/01/2040
   
12,054
     
13,019
 
890310, 4.500%, 12/01/2040
   
7,287
     
8,080
 
#TBA, 3.500%, 12/15/2040
   
320,000
     
336,475
 
AH3952, 4.000%, 01/01/2041
   
96,232
     
105,531
 
AL0791, 4.000%, 02/01/2041
   
32,063
     
35,281
 
AE0954, 4.500%, 02/01/2041
   
26,468
     
29,351
 
AS7001, 3.000%, 04/01/2041
   
654,272
     
689,815
 
AL0245, 4.000%, 04/01/2041
   
6,979
     
7,680
 
AL0065, 4.500%, 04/01/2041
   
12,298
     
13,597
 
AH7395, 4.500%, 06/01/2041
   
3,004
     
3,242
 
AB3194, 4.500%, 06/01/2041
   
8,272
     
9,097
 
FM0040, 3.000%, 10/01/2041
   
112,761
     
119,375
 
AL1547, 4.500%, 11/01/2041
   
4,923
     
5,411
 
AJ6346, 3.500%, 12/01/2041
   
19,531
     
21,012
 
AJ9278, 3.500%, 12/01/2041
   
6,183
     
6,672
 
AK6744, 4.000%, 03/01/2042
   
39,906
     
43,917
 
AK6568, 3.500%, 04/01/2042
   
25,860
     
27,833
 
AK9393, 3.500%, 04/01/2042
   
11,961
     
12,873
 
AO1214, 3.500%, 04/01/2042
   
66,207
     
71,421
 
AL4029, 4.500%, 04/01/2042
   
36,432
     
40,400
 
AL7306, 4.500%, 09/01/2042
   
20,773
     
22,839
 
AP8743, 3.500%, 10/01/2042
   
186,812
     
200,976
 
AL2897, 3.500%, 01/01/2043
   
27,477
     
29,690
 
AQ9330, 3.500%, 01/01/2043
   
24,335
     
26,190
 
AL3714, 3.500%, 01/01/2043
   
17,724
     
19,018
 
AB7965, 3.500%, 02/01/2043
   
15,144
     
16,359
 
AT2021, 3.500%, 04/01/2043
   
16,311
     
17,621
 
AB9046, 3.500%, 04/01/2043
   
46,409
     
50,145
 
AT1001, 3.500%, 04/01/2043
   
18,124
     
19,583
 
AB9260, 3.500%, 05/01/2043
   
47,541
     
51,339
 
AS0212, 3.500%, 08/01/2043
   
39,080
     
42,202
 
AU0949, 3.500%, 08/01/2043
   
40,033
     
43,557
 
AU3751, 4.000%, 08/01/2043
   
81,619
     
89,836
 
AU6857, 4.000%, 09/01/2043
   
38,089
     
41,924
 
AS0531, 4.000%, 09/01/2043
   
36,631
     
40,130
 
AU4658, 4.500%, 09/01/2043
   
5,765
     
6,254
 
MA1600, 3.500%, 10/01/2043
   
18,205
     
19,654
 
AS1042, 4.000%, 11/01/2043
   
31,297
     
34,340
 
AL4450, 4.500%, 12/01/2043
   
15,663
     
17,354
 
AS1333, 4.500%, 12/01/2043
   
14,914
     
16,432
 
AS1559, 4.000%, 01/01/2044
   
20,527
     
22,631
 
AS2516, 4.500%, 05/01/2044
   
15,156
     
16,770
 
AS2751, 4.500%, 06/01/2044
   
19,020
     
20,911
 
MA1926, 4.500%, 06/01/2044
   
17,800
     
19,754
 
AL6223, 4.500%, 08/01/2044
   
17,865
     
19,855
 
AX0118, 4.000%, 09/01/2044
   
138,903
     
151,013
 
AX2491, 4.000%, 10/01/2044
   
10,312
     
11,256
 
AS3467, 4.000%, 10/01/2044
   
13,439
     
14,668
 
AL6432, 4.000%, 01/01/2045
   
27,971
     
30,768
 
AL6520, 4.000%, 02/01/2045
   
111,700
     
122,428
 
AZ0814, 3.500%, 07/01/2045
   
33,538
     
35,841
 
AZ0862, 3.500%, 07/01/2045
   
55,513
     
59,422
 
BM1953, 3.500%, 08/01/2045
   
69,091
     
74,602
 
AZ4775, 3.500%, 10/01/2045
   
14,511
     
15,499
 
AZ4788, 4.000%, 10/01/2045
   
330,910
     
361,164
 
AS6311, 3.500%, 12/01/2045
   
20,734
     
22,129
 
CA2929, 3.500%, 12/01/2045
   
124,498
     
133,252
 
AS6405, 4.000%, 12/01/2045
   
248,956
     
269,829
 
AS6464, 3.500%, 01/01/2046
   
25,715
     
27,512
 
BC4114, 3.500%, 02/01/2046
   
154,970
     
165,283
 
AL8219, 4.000%, 02/01/2046
   
287,216
     
313,142
 
BC0305, 4.000%, 03/01/2046
   
58,241
     
63,102
 
AL8387, 4.000%, 03/01/2046
   
630,541
     
689,012
 
AS6795, 4.000%, 03/01/2046
   
65,883
     
71,124
 
FM1370, 3.000%, 04/01/2046
   
41,101
     
43,370
 
BC0793, 3.500%, 04/01/2046
   
150,051
     
160,338
 
BC0835, 4.000%, 04/01/2046
   
128,589
     
139,465
 
AS7248, 4.000%, 05/01/2046
   
66,652
     
72,158
 
AS7200, 4.500%, 05/01/2046
   
8,951
     
9,682
 
AS7388, 3.500%, 06/01/2046
   
654,544
     
700,092
 
AS7401, 4.000%, 06/01/2046
   
55,388
     
60,049
 
AL8735, 4.000%, 06/01/2046
   
143,791
     
156,328
 
AL9282, 4.000%, 06/01/2046
   
104,207
     
112,767
 
AS7580, 3.000%, 07/01/2046
   
131,282
     
137,863
 
AS7492, 4.000%, 07/01/2046
   
30,611
     
33,061
 
AS7801, 3.500%, 08/01/2046
   
138,478
     
146,912
 
MA2737, 3.000%, 09/01/2046
   
721,060
     
756,979
 
MA2771, 3.000%, 10/01/2046
   
109,997
     
115,885
 
AS8056, 3.000%, 10/01/2046
   
70,670
     
74,358
 
BM3932, 3.500%, 10/01/2046
   
106,950
     
113,867
 
AS8269, 3.000%, 11/01/2046
   
91,224
     
95,966
 
BE2975, 4.000%, 01/01/2047
   
127,685
     
137,744
 
AS8659, 4.000%, 01/01/2047
   
38,933
     
41,881
 
AS8699, 4.000%, 01/01/2047
   
28,204
     
30,339
 
AS8661, 4.000%, 01/01/2047
   
94,158
     
101,404
 
MA2872, 4.500%, 01/01/2047
   
84,540
     
91,862
 
AS8700, 4.500%, 01/01/2047
   
34,419
     
37,445
 
BE5475, 3.500%, 02/01/2047
   
55,461
     
58,635
 
AL9879, 3.500%, 02/01/2047
   
1,670,066
     
1,798,209
 
AL9916, 4.000%, 02/01/2047
   
158,116
     
172,026
 
FM4894, 4.000%, 03/01/2047
   
585,616
     
636,118
 
AS8966, 4.000%, 03/01/2047
   
29,599
     
31,791
 
AS8982, 4.500%, 03/01/2047
   
11,640
     
12,623
 
FM1000, 3.000%, 04/01/2047
   
257,601
     
270,193
 
CA5843, 3.000%, 04/01/2047
   
147,229
     
153,116
 
MA2959, 3.500%, 04/01/2047
   
101,286
     
107,720
 
AS9536, 3.500%, 05/01/2047
   
53,201
     
56,364
 
BM5784, 3.500%, 05/01/2047
   
134,369
     
142,746
 
BM5348, 3.500%, 05/01/2047
   
58,397
     
61,953
 
BM5347, 3.500%, 05/01/2047
   
118,175
     
125,559
 
BE3619, 4.000%, 05/01/2047
   
119,267
     
128,357
 
MA3008, 4.500%, 05/01/2047
   
23,643
     
25,496
 
AS9829, 3.500%, 06/01/2047
   
48,450
     
51,276
 
AS9831, 4.000%, 06/01/2047
   
70,487
     
75,777
 
AS9664, 4.000%, 06/01/2047
   
31,237
     
33,583
 
BE3702, 4.000%, 06/01/2047
   
64,150
     
68,818
 
BM5179, 3.000%, 07/01/2047
   
81,092
     
85,423
 
BE3767, 3.500%, 07/01/2047
   
59,259
     
62,734
 
CA0062, 4.000%, 07/01/2047
   
62,918
     
67,471
 
MA3121, 4.000%, 09/01/2047
   
699,722
     
750,637
 
FM4019, 3.500%, 10/01/2047
   
553,394
     
585,891
 
CA0559, 4.500%, 10/01/2047
   
74,185
     
80,328
 
FM1467, 3.000%, 12/01/2047
   
81,582
     
86,290
 
BH7058, 3.500%, 12/01/2047
   
153,596
     
162,074
 
MA3210, 3.500%, 12/01/2047
   
142,117
     
150,407
 
FM2897, 3.000%, 02/01/2048
   
255,813
     
268,797
 
CA4140, 3.000%, 02/01/2048
   
79,969
     
83,682
 
CA1535, 3.500%, 02/01/2048
   
30,351
     
32,090
 
BJ8783, 3.500%, 02/01/2048
   
91,236
     
96,638
 
CA1218, 4.500%, 02/01/2048
   
57,508
     
61,786
 
MA3278, 4.500%, 02/01/2048
   
313,992
     
339,073
 
BM3590, 3.500%, 03/01/2048
   
121,439
     
129,827
 
FM5923, 3.500%, 03/01/2048
   
749,836
     
792,313
 
BJ0648, 3.500%, 03/01/2048
   
60,455
     
63,909
 
BJ0650, 3.500%, 03/01/2048
   
63,039
     
66,648
 
BM3900, 4.000%, 04/01/2048
   
122,253
     
131,035
 
CA1710, 4.500%, 05/01/2048
   
91,976
     
99,177
 
FM2385, 3.000%, 09/01/2048
   
158,682
     
165,717
 
FM1572, 3.000%, 09/01/2048
   
249,033
     
262,138
 
BM5024, 3.000%, 11/01/2048
   
70,527
     
73,498
 
FM2915, 3.000%, 11/01/2048
   
560,178
     
592,136
 
FM1239, 3.500%, 11/01/2048
   
95,387
     
100,660
 
FM5108, 3.500%, 11/01/2048
   
779,005
     
826,535
 
FM2239, 3.000%, 12/01/2048
   
138,699
     
145,661
 
CA2922, 3.000%, 12/01/2048
   
261,748
     
272,878
 
FM1051, 4.500%, 05/01/2049
   
245,918
     
264,888
 
FM4895, 4.000%, 06/01/2049
   
529,148
     
566,279
 
CA3683, 4.500%, 06/01/2049
   
101,445
     
109,270
 
BO2201, 3.000%, 09/01/2049
   
202,330
     
210,538
 
CA4571, 4.000%, 11/01/2049
   
556,197
     
592,441
 
BO8947, 3.000%, 01/01/2050
   
120,896
     
125,698
 
BO6164, 3.000%, 01/01/2050
   
87,806
     
91,439
 
BP2099, 3.000%, 02/01/2050
   
472,207
     
492,471
 
BP1424, 3.000%, 03/01/2050
   
174,780
     
182,252
 
FM7592, 3.500%, 03/01/2050
   
837,923
     
879,819
 
CA5519, 3.000%, 04/01/2050
   
102,324
     
106,656
 
FM4334, 3.000%, 04/01/2050
   
230,585
     
240,624
 
MA3992, 3.500%, 04/01/2050
   
212,737
     
223,828
 
CA5559, 3.500%, 04/01/2050
   
871,332
     
916,683
 
CA5670, 3.000%, 05/01/2050
   
170,601
     
177,213
 
CA5668, 3.000%, 05/01/2050
   
376,317
     
391,860
 
CA6086, 3.000%, 06/01/2050
   
1,602,935
     
1,664,311
 
CA6291, 3.000%, 07/01/2050
   
116,871
     
121,780
 
BP6466, 3.000%, 07/01/2050
   
230,483
     
240,311
 
BP6481, 4.500%, 07/01/2050
   
42,000
     
45,341
 
BQ0239, 2.500%, 08/01/2050
   
237,612
     
244,921
 
BQ0188, 3.000%, 08/01/2050
   
132,739
     
138,415
 
BK3044, 2.500%, 09/01/2050
   
385,521
     
395,792
 
BP6716, 2.500%, 09/01/2050
   
392,178
     
402,529
 
MA4121, 3.000%, 09/01/2050
   
728,945
     
756,856
 
FM9143, 4.500%, 09/01/2050
   
209,120
     
224,474
 
MA4160, 3.000%, 10/01/2050
   
617,378
     
641,612
 
MA4170, 4.500%, 10/01/2050
   
553,710
     
594,161
 
FM7475, 4.500%, 10/01/2050
   
35,000
     
37,557
 
FM5316, 2.000%, 12/01/2050
   
217,396
     
218,026
 
MA4208, 2.000%, 12/01/2050
   
2,707,994
     
2,713,076
 
MA4237, 2.000%, 01/01/2051
   
226,558
     
226,983
 
BR1269, 2.500%, 01/01/2051
   
915,556
     
939,752
 
MA4256, 2.500%, 02/01/2051
   
823,505
     
845,242
 
FM6289, 3.000%, 02/01/2051
   
654,852
     
683,966
 
MA4282, 2.500%, 03/01/2051
   
516,001
     
529,621
 
MA4306, 2.500%, 04/01/2051
   
321,705
     
330,196
 
BR7795, 2.500%, 04/01/2051
   
816,587
     
838,140
 
MA4307, 3.000%, 04/01/2051
   
1,034,006
     
1,077,658
 
MA4325, 2.000%, 05/01/2051
   
767,406
     
768,846
 
MA4326, 2.500%, 05/01/2051
   
536,258
     
550,413
 
BT2488, 2.500%, 05/01/2051
   
492,194
     
505,185
 
FM7189, 2.500%, 05/01/2051
   
553,702
     
569,978
 
FM7738, 2.500%, 06/01/2051
   
569,422
     
584,452
 
BT0417, 2.500%, 06/01/2051
   
334,989
     
343,831
 
MA4356, 2.500%, 06/01/2051
   
1,046,836
     
1,074,467
 
MA4357, 3.000%, 06/01/2051
   
832,213
     
865,727
 
MA4378, 2.000%, 07/01/2051
   
717,152
     
718,498
 
BT1339, 2.500%, 07/01/2051
   
828,308
     
851,124
 
CB1027, 2.500%, 07/01/2051
   
284,593
     
292,105
 
MA4379, 2.500%, 07/01/2051
   
410,664
     
421,503
 
FM8178, 2.500%, 07/01/2051
   
838,466
     
860,597
 
CB1038, 2.500%, 07/01/2051
   
368,196
     
377,914
 
MA4380, 3.000%, 07/01/2051
   
1,134,073
     
1,179,946
 
MA4399, 2.500%, 08/01/2051
   
778,588
     
799,138
 
FM8360, 2.500%, 08/01/2051
   
395,350
     
406,835
 
BT3273, 2.500%, 08/01/2051
   
844,299
     
867,245
 
MA4437, 2.000%, 10/01/2051
   
669,898
     
671,155
 
Fannie Mae REMICS
               
2012-70, 5.908% (1 Month LIBOR USD + 6.000%), 07/25/2042 (c)(e)
   
636,238
     
121,391
 
2012-68, 5.958% (1 Month LIBOR USD + 6.050%), 07/25/2042 (c)(e)
   
1,924,034
     
396,749
 
2013-6, 6.008% (1 Month LIBOR USD + 6.100%), 02/25/2043 (c)(e)
   
1,247,240
     
243,743
 
2013-18, 6.008% (1 Month LIBOR USD + 6.100%), 03/25/2043 (c)(e)
   
771,589
     
145,736
 
2014-90, 6.058% (1 Month LIBOR USD + 6.150%), 01/25/2045 (c)(e)
   
557,083
     
108,887
 
2015-32, 6.108% (1 Month LIBOR USD + 6.200%), 05/25/2045 (c)(e)
   
1,237,512
     
261,398
 
2016-03, 4.000%, 02/25/2046 (e)
   
573,387
     
88,967
 
2016-40, 5.758% (1 Month LIBOR USD + 5.850%), 07/25/2046 (c)(e)
   
784,630
     
132,840
 
2018-07, 4.000%, 02/25/2048 (e)
   
1,602,587
     
233,188
 
2020-52, 4.500%, 08/25/2050 (e)
   
1,386,055
     
264,428
 
Freddie Mac Gold Pool
               
G1-3122, 5.000%, 04/01/2023
   
123
     
127
 
G1-4953, 3.500%, 01/01/2029
   
21,060
     
22,382
 
A8-6315, 4.500%, 05/01/2039
   
16,661
     
18,445
 
A8-6521, 4.500%, 05/01/2039
   
32,447
     
36,029
 
A9-3617, 4.500%, 08/01/2040
   
3,454
     
3,835
 
Q0-0285, 4.500%, 04/01/2041
   
4,606
     
5,098
 
Q0-0876, 4.500%, 05/01/2041
   
29,816
     
33,013
 
Q0-2173, 4.500%, 07/01/2041
   
19,027
     
20,930
 
Q0-3705, 4.000%, 10/01/2041
   
17,493
     
18,681
 
C0-3795, 3.500%, 04/01/2042
   
147,098
     
158,943
 
Q0-9004, 3.500%, 06/01/2042
   
13,498
     
14,532
 
C0-9004, 3.500%, 07/01/2042
   
14,061
     
15,138
 
Q0-9896, 3.500%, 08/01/2042
   
17,771
     
19,183
 
Q1-1348, 3.500%, 09/01/2042
   
37,026
     
40,003
 
Q1-8305, 3.500%, 05/01/2043
   
15,012
     
16,226
 
Q1-9475, 3.500%, 06/01/2043
   
27,638
     
29,864
 
G6-0030, 3.500%, 07/01/2043
   
82,379
     
89,088
 
Q2-0780, 3.500%, 08/01/2043
   
31,217
     
33,706
 
Q2-0857, 3.500%, 08/01/2043
   
20,109
     
21,732
 
G0-7459, 3.500%, 08/01/2043
   
16,369
     
17,689
 
G0-8541, 3.500%, 08/01/2043
   
29,227
     
31,548
 
V8-0509, 4.000%, 10/01/2043
   
17,058
     
18,781
 
G0-8558, 4.000%, 11/01/2043
   
20,150
     
22,117
 
Q2-6367, 4.000%, 05/01/2044
   
5,340
     
5,878
 
Q2-6513, 4.500%, 06/01/2044
   
13,098
     
14,094
 
Q2-9916, 4.000%, 11/01/2044
   
22,822
     
25,112
 
Q4-5219, 3.500%, 01/01/2045
   
88,748
     
95,440
 
G0-7961, 3.500%, 03/01/2045
   
22,310
     
23,930
 
G0-8633, 4.000%, 03/01/2045
   
44,556
     
49,011
 
G0-8636, 3.500%, 04/01/2045
   
27,334
     
29,200
 
G0-8637, 4.000%, 04/01/2045
   
24,295
     
26,600
 
Q3-3869, 4.000%, 06/01/2045
   
14,362
     
15,692
 
Q3-5225, 3.500%, 08/01/2045
   
13,942
     
14,892
 
G0-8659, 3.500%, 08/01/2045
   
75,217
     
80,315
 
G0-8660, 4.000%, 08/01/2045
   
92,022
     
100,471
 
V8-1873, 4.000%, 08/01/2045
   
20,702
     
22,606
 
V8-1992, 4.000%, 10/01/2045
   
291,778
     
317,738
 
G0-8672, 4.000%, 10/01/2045
   
15,567
     
16,963
 
G0-8676, 3.500%, 11/01/2045
   
32,830
     
35,075
 
G6-0480, 4.500%, 11/01/2045
   
14,548
     
16,071
 
G0-8681, 3.500%, 12/01/2045
   
24,345
     
25,988
 
G0-8682, 4.000%, 12/01/2045
   
30,352
     
33,034
 
Q3-8470, 4.000%, 01/01/2046
   
17,066
     
18,555
 
Q3-8473, 4.000%, 01/01/2046
   
32,520
     
35,253
 
G0-8694, 4.000%, 02/01/2046
   
18,513
     
20,125
 
Q3-9434, 3.500%, 03/01/2046
   
5,051
     
5,396
 
Q3-9644, 3.500%, 03/01/2046
   
108,701
     
116,035
 
G0-8693, 3.500%, 03/01/2046
   
5,550
     
5,924
 
Q3-9438, 4.000%, 03/01/2046
   
94,771
     
102,656
 
G0-8699, 4.000%, 03/01/2046
   
48,959
     
53,000
 
G0-8702, 3.500%, 04/01/2046
   
57,869
     
61,749
 
Q4-0375, 3.500%, 05/01/2046
   
32,273
     
34,445
 
G0-8706, 3.500%, 05/01/2046
   
26,419
     
28,360
 
Q4-0718, 3.500%, 05/01/2046
   
158,737
     
169,266
 
G0-8708, 4.500%, 05/01/2046
   
39,043
     
42,617
 
Q4-1208, 3.500%, 06/01/2046
   
79,872
     
85,263
 
Q4-5458, 4.000%, 08/01/2046
   
78,671
     
85,273
 
G0-8721, 3.000%, 09/01/2046
   
52,786
     
55,424
 
G0-8735, 4.500%, 10/01/2046
   
55,825
     
60,803
 
G0-8741, 3.000%, 01/01/2047
   
949,901
     
1,004,439
 
G0-8743, 4.000%, 01/01/2047
   
47,302
     
51,229
 
Q4-6279, 3.500%, 02/01/2047
   
68,582
     
72,768
 
Q4-6283, 4.000%, 02/01/2047
   
61,562
     
66,198
 
G0-8752, 4.000%, 03/01/2047
   
23,003
     
24,929
 
Q4-6539, 4.500%, 03/01/2047
   
3,529
     
3,792
 
G0-8757, 3.500%, 04/01/2047
   
10,424
     
11,043
 
G0-8759, 4.500%, 04/01/2047
   
18,522
     
20,107
 
V8-3204, 4.500%, 05/01/2047
   
42,420
     
45,754
 
Q4-9100, 4.000%, 07/01/2047
   
131,885
     
141,791
 
Q4-9394, 4.500%, 07/01/2047
   
91,789
     
99,866
 
Q4-9888, 3.500%, 08/01/2047
   
52,298
     
55,358
 
Q5-0035, 3.500%, 08/01/2047
   
80,002
     
84,717
 
Q5-0109, 3.500%, 08/01/2047
   
13,756
     
14,590
 
G6-1228, 4.000%, 08/01/2047
   
153,367
     
164,835
 
G0-8779, 3.500%, 09/01/2047
   
226,415
     
239,366
 
G0-8785, 4.000%, 10/01/2047
   
119,340
     
127,441
 
Q5-2319, 3.500%, 11/01/2047
   
169,478
     
179,218
 
G6-1631, 3.500%, 11/01/2047
   
199,273
     
212,324
 
G6-1467, 4.000%, 11/01/2047
   
169,709
     
181,607
 
G6-1281, 3.500%, 01/01/2048
   
94,591
     
100,868
 
G0-8800, 3.500%, 02/01/2048
   
135,423
     
142,979
 
Q5-4463, 4.000%, 02/01/2048
   
78,621
     
84,652
 
G6-7710, 3.500%, 03/01/2048
   
177,066
     
189,074
 
Freddie Mac Multifamily Structured Pass Through Certificates
               
K-098, 1.515%, 08/25/2029 (d)(e)
   
1,985,000
     
198,394
 
Freddie Mac Pool
               
SB-0525, 2.000%, 05/01/2036
   
451,483
     
463,512
 
RC-1914, 2.000%, 06/01/2036
   
482,223
     
495,071
 
ZS-9972, 3.000%, 03/01/2042
   
909,631
     
963,084
 
ZM-0630, 4.000%, 01/01/2046
   
670,488
     
730,743
 
ZT-0390, 4.000%, 03/01/2046
   
112,509
     
123,751
 
ZM-1590, 3.000%, 08/01/2046
   
642,970
     
675,572
 
SD-0035, 3.000%, 04/01/2047
   
577,217
     
609,548
 
ZM-4908, 3.500%, 11/01/2047
   
271,165
     
286,659
 
ZA-5250, 4.000%, 01/01/2048
   
269,597
     
289,058
 
ZS-4759, 3.500%, 03/01/2048
   
173,093
     
182,874
 
ZM-6197, 4.000%, 04/01/2048
   
662,744
     
710,800
 
SD-0298, 3.000%, 11/01/2048
   
403,276
     
423,457
 
ZN-2103, 4.500%, 12/01/2048
   
52,119
     
56,068
 
ZA-7141, 3.000%, 06/01/2049
   
79,290
     
82,432
 
SD-8005, 3.500%, 08/01/2049
   
839,233
     
881,765
 
SD-8013, 4.500%, 09/01/2049
   
133,369
     
143,507
 
SI-2009, 3.000%, 10/01/2049
   
491,187
     
512,962
 
QA-5549, 3.000%, 12/01/2049
   
313,937
     
326,965
 
QA-7325, 3.000%, 02/01/2050
   
199,594
     
208,077
 
QA-6750, 3.000%, 02/01/2050
   
175,864
     
183,713
 
QA-8311, 3.000%, 03/01/2050
   
237,003
     
247,836
 
SD-8068, 3.000%, 06/01/2050
   
701,641
     
728,987
 
RA-2970, 2.500%, 07/01/2050
   
217,386
     
223,765
 
SD-8074, 3.000%, 07/01/2050
   
102,568
     
106,507
 
SD-8075, 3.500%, 07/01/2050
   
617,004
     
649,012
 
QB-2682, 2.500%, 08/01/2050
   
158,419
     
162,601
 
SD-8084, 3.000%, 08/01/2050
   
302,682
     
314,301
 
SD-8098, 2.000%, 10/01/2050
   
2,623,715
     
2,628,639
 
QB-4785, 2.500%, 10/01/2050
   
223,384
     
229,342
 
QB-6037, 2.500%, 11/01/2050
   
164,203
     
168,565
 
SD-8122, 2.500%, 01/01/2051
   
485,332
     
498,142
 
SD-8123, 3.000%, 01/01/2051
   
704,065
     
735,110
 
RA-4527, 2.500%, 02/01/2051
   
340,400
     
349,385
 
SD-8129, 2.500%, 02/01/2051
   
659,285
     
676,686
 
SD-8135, 2.500%, 03/01/2051
   
236,511
     
242,754
 
QC-0945, 2.500%, 04/01/2051
   
903,057
     
926,950
 
SD-8147, 2.500%, 05/01/2051
   
534,900
     
549,018
 
QC-2565, 2.000%, 06/01/2051
   
576,741
     
577,824
 
QC-3907, 2.500%, 07/01/2051
   
488,745
     
502,918
 
QC-4235, 2.500%, 07/01/2051
   
838,709
     
860,847
 
SD-8156, 2.500%, 07/01/2051
   
482,841
     
495,586
 
SD-8160, 2.000%, 08/01/2051
   
882,654
     
884,311
 
QC-6209, 2.500%, 08/01/2051
   
416,195
     
427,180
 
RA-5855, 2.500%, 09/01/2051
   
780,660
     
801,265
 
SD-8169, 3.500%, 09/01/2051
   
144,910
     
152,456
 
Freddie Mac REMICS
               
4122, 4.000%, 10/15/2042 (e)
   
1,276,621
     
200,705
 
4121, 6.111% (1 Month LIBOR USD + 6.200%), 10/15/2042 (c)(e)
   
618,881
     
123,529
 
4159, 6.061% (1 Month LIBOR USD + 6.150%), 01/15/2043 (c)(e)
   
1,315,205
     
275,679
 
4459, 4.000%, 08/15/2043 (e)
   
2,098,845
     
311,325
 
4385, 4.500%, 09/15/2044 (e)
   
248,049
     
37,794
 
4572, 5.961% (1 Month LIBOR USD + 6.050%), 04/15/2046 (c)(e)
   
528,719
     
107,413
 
4583, 5.911% (1 Month LIBOR USD + 6.000%), 05/15/2046 (c)(e)
   
563,950
     
95,388
 
4616, 5.911% (1 Month LIBOR USD + 6.000%), 09/15/2046 (c)(e)
   
1,420,579
     
272,224
 
4623, 5.911% (1 Month LIBOR USD + 6.000%), 10/15/2046 (c)(e)
   
1,138,008
     
264,117
 
4648, 5.911% (1 Month LIBOR USD + 6.000%), 01/15/2047 (c)(e)
   
535,450
     
107,354
 
Freddie Mac Structured Agency Credit Risk Debt Notes
               
2017-DNA2, 3.542% (1 Month LIBOR USD + 3.450%), 10/25/2029 (c)
   
930,000
     
961,196
 
2017-HQA2, 2.742% (1 Month LIBOR USD + 2.650%), 12/26/2029 (c)
   
448,352
     
458,602
 
2017-DNA3, 2.592% (1 Month LIBOR USD + 2.500%), 03/25/2030 (c)
   
285,000
     
291,616
 
2017-HQA3, 2.442% (1 Month LIBOR USD + 2.350%), 04/25/2030 (c)
   
915,228
     
930,326
 
2018-DNA1, 1.892% (1 Month LIBOR USD + 1.800%), 07/25/2030 (c)
   
478,066
     
480,267
 
2018-HQA1, 2.392% (1 Month LIBOR USD + 2.300%), 09/25/2030 (c)
   
742,560
     
750,712
 
2019-CS03, 0.092% (1 Month LIBOR USD + 0.000%), 10/25/2032 (b)(c)
   
938,477
     
937,712
 
2021-DNA7, 0.898% (SOFR30A + 0.850%), 11/25/2041 (b)(c)
   
1,987,000
     
1,988,944
 
Ginnie Mae
               
#TBA, 3.000%, 12/15/2042
   
8,370,000
     
8,674,393
 
#TBA, 2.500%, 12/01/2050
   
1,860,000
     
1,911,877
 
#TBA, 2.000%, 12/15/2050
   
2,200,000
     
2,228,273
 
Ginnie Mae II Pool
               
MA0699M, 3.500%, 01/20/2043
   
29,842
     
32,090
 
MA0783M, 3.500%, 02/20/2043
   
40,964
     
44,050
 
MA0934M, 3.500%, 04/20/2043
   
28,933
     
31,115
 
MA3663M, 3.500%, 05/20/2046
   
54,646
     
57,760
 
MA3803M, 3.500%, 07/20/2046
   
21,336
     
22,563
 
MA4510M, 3.500%, 06/20/2047
   
87,868
     
92,691
 
MA4586M, 3.500%, 07/20/2047
   
121,148
     
127,606
 
MA4652M, 3.500%, 08/20/2047
   
81,378
     
85,810
 
MA4900M, 3.500%, 12/20/2047
   
62,533
     
65,933
 
MA6542M, 3.500%, 03/20/2050
   
368,191
     
384,860
 
MA6600M, 3.500%, 04/20/2050
   
25,978
     
27,210
 
MA6601M, 4.000%, 04/20/2050
   
119,380
     
126,622
 
MA7138M, 3.500%, 01/20/2051
   
316,855
     
331,393
 
MA7192M, 2.000%, 02/20/2051
   
347,279
     
352,201
 
MA7193M, 2.500%, 02/20/2051
   
372,697
     
383,632
 
MA7254M, 2.000%, 03/20/2051
   
354,579
     
359,604
 
MA7255M, 2.500%, 03/20/2051
   
916,490
     
943,381
 
MA7311M, 2.000%, 04/20/2051
   
999,706
     
1,013,873
 
MA7312M, 2.500%, 04/20/2051
   
993,632
     
1,022,786
 
MA7367M, 2.500%, 05/20/2051
   
360,080
     
370,645
 
MA7418M, 2.500%, 06/20/2051
   
729,111
     
750,504
 
MA7472M, 2.500%, 07/20/2051
   
465,798
     
479,465
 
MA7589M, 2.500%, 09/20/2051
   
1,091,110
     
1,123,125
 
MA7648M, 2.000%, 10/20/2051
   
324,110
     
328,703
 
Government National Mortgage Association
               
2013-23, 3.500%, 02/20/2043 (e)
   
712,551
     
119,523
 
2015-162, 6.659% (1 Month LIBOR USD + 6.750%), 11/20/2045 (c)(e)
   
1,109,555
     
270,987
 
2018-007, 6.109% (1 Month LIBOR USD + 6.200%), 01/20/2048 (c)(e)
   
1,309,823
     
265,074
 
Uniform Mortgage Backed Securities
               
#TBA, 2.000%, 12/15/2035
   
585,000
     
600,014
 
#TBA, 3.000%, 12/15/2042
   
6,060,000
     
6,292,695
 
#TBA, 2.500%, 12/15/2046
   
10,565,000
     
10,830,776
 
#TBA, 2.000%, 12/15/2050
   
1,885,000
     
1,886,767
 
TOTAL AGENCY MORTGAGE BACKED SECURITIES (Cost $144,397,304)
           
145,065,790
 
                 
MUNICIPAL BONDS - 0.14%
               
California State University
               
2.965%, 11/01/2039
   
360,000
     
369,012
 
3.065%, 11/01/2042
   
315,000
     
322,335
 
TOTAL MUNICIPAL BONDS (Cost $675,000)
           
691,347
 
                 
U.S. GOVERNMENT AGENCY ISSUES - 0.45%
               
Federal Home Loan Mortgage Corp.
               
0.375%, 09/23/2025
   
225,000
     
219,260
 
Federal National Mortgage Association
               
0.500%, 11/07/2025
   
255,000
     
249,536
 
0.750%, 10/08/2027
   
745,000
     
720,494
 
0.875%, 08/05/2030
   
575,000
     
543,180
 
Tennessee Valley Authority
               
5.250%, 09/15/2039
   
320,000
     
461,014
 
TOTAL U.S. GOVERNMENT AGENCY ISSUES (Cost $2,183,434)
           
2,193,484
 
                 
U.S. GOVERNMENT NOTES/BONDS - 9.71%
               
United States Treasury Note/Bond
               
0.625%, 08/15/2030 (f)
   
1,000
     
937
 
1.250%, 08/15/2031
   
10,000
     
9,841
 
3.125%, 02/15/2043
   
640,000
     
782,675
 
3.625%, 08/15/2043
   
1,305,000
     
1,719,388
 
3.625%, 02/15/2044
   
2,120,000
     
2,803,700
 
3.125%, 08/15/2044
   
1,255,000
     
1,550,072
 
3.000%, 11/15/2044
   
1,813,300
     
2,201,460
 
3.000%, 02/15/2048
   
1,880,000
     
2,352,497
 
2.375%, 05/15/2051 (f)
   
5,260,000
     
5,973,388
 
1.500%, 01/15/2023
   
4,230,000
     
4,288,493
 
0.125%, 01/31/2023 (f)
   
8,470,000
     
8,454,780
 
1.375%, 11/15/2031
   
3,625,000
     
3,603,475
 
3.125%, 02/15/2042 (f)
   
4,710,000
     
5,750,432
 
2.000%, 08/15/2051 (f)
   
7,300,000
     
7,654,734
 
TOTAL U.S. GOVERNMENT NOTES/BONDS (Cost $46,131,549)
           
47,145,872
 
                 
U.S. TREASURY BILLS - 1.57%
               
United States Treasury Bill
               
0.035%, 01/27/2022 (f)(i)
   
3,165,000
     
3,164,800
 
0.036%, 02/10/2022 (f)(i)
   
3,165,000
     
3,164,725
 
0.040%, 02/24/2022 (i)
   
1,265,000
     
1,264,876
 
TOTAL U.S. TREASURY BILLS (Cost $7,594,481)
           
7,594,401
 
                 
   
Shares
         
EXCHANGE-TRADED FUNDS - 0.12%
               
iShares Core U.S. Aggregate Bond ETF
   
5,038
     
578,211
 
TOTAL EXCHANGE-TRADED FUNDS (Cost $581,470)
           
578,211
 
                 
INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING - 19.64%
               
Money Market Fund - 19.64%
               
Mount Vernon Liquid Assets Portfolio, LLC , 0.100% (g)
   
95,320,774
     
95,320,774
 
TOTAL INVESTMENTS PURCHASED WITH COLLATERAL FROM SECURITIES LENDING (Cost $95,320,774)
           
95,320,774
 
                 
SHORT-TERM INVESTMENTS - 1.02%
               
First American Government Obligations Fund, Class X, 0.026% (g)
   
4,946,498
     
4,946,498
 
TOTAL SHORT-TERM INVESTMENTS (Cost $4,946,498)
           
4,946,498
 
                 
Total Investments (Cost $609,394,799) - 126.38%
           
613,321,888
 
Liabilities in Excess of Other Assets - (26.38)%
           
(128,031,540
)
TOTAL NET ASSETS - 100.00%
         
$
485,290,348
 
                 

Percentages are stated as a percent of net assets.
       
 
         
(a)
Variable rate security; the rate shown represents the rate at November 30, 2021.
       
(b)
Securities issued under Rule 144A under the Securities Act of 1933.  Such securities are deemed to be liquid.
       
(c)
Floating rate security; the rate shown represents the rate at November 30, 2021. The coupon is based on an underlying pool of loans and other conditions at the time the loans are securitized.
(d)
Variable rate security; the rate shown represents the rate at November 30, 2021. The coupon is based on an underlying pool of loans and other conditions at the time the loans are securitized.
(e)
Represents an interest-only security that entitles holders to receive only interest payments on underlying mortgages.
       
(f)
All or portion of this security is out on loan as of November 30, 2021. Total value of securities out on loan is $93,707,552.
     
(g)
The rate shown represents the seven day yield at November 30, 2021.
       
(h)
Perpetual maturity. The date referenced is the next call date.
       
(i)
Rate shown is the effective yield based on purchase price. The calculation assumes the security is held to maturity.
       
(j)
Represents an illiquid security. The total market value of these securities were $1,000,500, representing 0.21% of net assets.
     
           
Abbreviations
       
#TBA
Pool number to be announced
       
           
The accompanying notes are an integral part of these schedule of investments.
       

Summary of Fair Value Exposure at November 30, 2021
     
                 
The Fund has adopted Statement of Financial Accounting Standard, “Fair Value Measurements and Disclosures” (“Fair Value Measurements”) and FASB Staff Position “Determining Fair Value when the Volume and Level of Activity for the Asset or Liability Have Significantly Decreased and Identified Transactions that are not Orderly” (“Determining Fair Value”).  Determining Fair Value clarifies Fair Value Measurements and requires an entity to evaluate certain factors to determine whether there has been a significant decrease in volume and level of activity for the security such that recent transactions and quoted prices may not be determinative of fair value and further analysis and adjustment may be necessary to estimate fair value.  Determining Fair Value also requires enhanced disclosure regarding the inputs and valuation techniques used to measure fair value in those instances as well as expanded disclosure of valuation levels for major security types.  Fair Value Measurements requires the Fund to classify securities based on valuation method.  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 necessarily an indication of the risk associated with investing in those securities.  The following is a summary of the inputs used to value the Funds' investments carried at fair value as of November 30, 2021.
 

   
Level 1
   
Level 2
   
Level 3
   
Total
 
Assets:
                       
Fixed Income Securities:
                       
Asset Backed Securities
 
$
-
   
$
46,445,985
   
$
-
   
$
46,445,985
 
Corporate Bonds*
   
-
     
180,779,258
     
-
     
180,779,258
 
Foreign Corporate Bonds*
   
-
     
32,563,292
     
-
     
32,563,292
 
Foreign Government Agency Issues
   
-
     
2,359,773
     
-
     
2,359,773
 
Foreign Government Notes/Bonds
   
-
     
23,680,587
     
-
     
23,680,587
 
Non-Agency Mortgage Backed Securities
   
-
     
23,956,616
     
-
     
23,956,616
 
Agency Mortgage Backed Securities
   
-
     
145,065,790
     
-
     
145,065,790
 
Municipal Bonds
   
-
     
691,347
     
-
     
691,347
 
U.S. Government Agency Issues
   
-
     
2,193,484
     
-
     
2,193,484
 
U.S. Government Notes/Bonds
   
-
     
47,145,872
     
-
     
47,145,872
 
U.S. Treasury Bills
   
-
     
7,594,401
     
-
     
7,594,401
 
Total Fixed Income Securities
   
-
     
512,476,405
     
-
     
512,476,405
 
Exchange-Traded Funds
   
578,211
     
-
     
-
     
578,211
 
Money Market Funds
   
100,267,272
     
-
     
-
     
100,267,272
 
Total Investments in Securities
 
$
100,845,483
   
$
512,476,405
   
$
-
   
$
613,321,888
 
                                 

* For further breakdown by industry, please refer to the Schedule of Investments.
           
                 
The Fund did not hold any Level 3 securities during the period ended November 30, 2021.
           


Serious News for Serious Traders! Try StreetInsider.com Premium Free!

You May Also Be Interested In





Related Categories

SEC Filings