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Form NPORT-P Variable Insurance Produ For: Mar 31

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10. TPR


May 25, 2022 12:16 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000823535
          XXXXXXXX
        
      
      
      
      
        S000017668
        C000048818
        C000048819
        C000048817
        C000048820
      
      
      
    
  
  
    
      Variable Insurance Products Fund V
      811-05361
      0000823535
      S8GYVGVVOPTJ8G3T5C60
      245 Summer Street
      Boston
      
      02210
      1-800-FIDELITY
      VIP Investment Grade Bond Portfolio
      S000017668
      AZSBHRKQPXSD7DXFFH95
      2022-12-31
      2022-03-31
      N
    
    
      5856896065.02
      727931293.44
      5128964771.58
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      451210391.72000000
      0.00000000
      0.00000000
      0.00000000
      
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/51#BT1461
        3140LPTT9
        
          
        
        124148.77300000
        PA
        USD
        115674.64000000
        0.002255321398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 1/38 #889371
        31410KCG7
        
          
        
        140342.24080000
        PA
        USD
        155476.02000000
        0.003031333357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        N/A
        KITE RLTY GROUP TRUST 4% 03/15/2025
        76131VAA1
        
          
        
        4320000.00000000
        PA
        USD
        4345532.63000000
        0.084725335882
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2032#J36710
        31307TN31
        
          
        
        17256.35330000
        PA
        USD
        17480.26000000
        0.000340814584
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 3.2% 02/23/2023
        38141GWT7
        
          
        
        4957000.00000000
        PA
        USD
        5001062.87000000
        0.097506282314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT 4.248% 07/05/2033 144A
        46645WAU7
        
          
        
        277000.00000000
        PA
        USD
        280191.51000000
        0.005462925219
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          0.04247500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AQ5772
        3138MMMW9
        
          
        
        51517.89480000
        PA
        USD
        51448.11000000
        0.001003089556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#BJ8805
        3140HAYB0
        
          
        
        42225.70320000
        PA
        USD
        43520.07000000
        0.000848515673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AR1584
        3138NXXN2
        
          
        
        485180.61890000
        PA
        USD
        484523.39000000
        0.009446806745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 4/42 #AK9019
        3138EEAV1
        
          
        
        116462.69320000
        PA
        USD
        121324.70000000
        0.002365481250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2021-2 TR
        N/A
        AASET 2021-2 TR 2.798% 01/15/2047 144A
        00258BAA2
        
          
        
        8034536.50000000
        PA
        USD
        7400786.72000000
        0.144293966708
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2047-01-15
          Fixed
          0.02798000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG 1.494%/VAR 08/10/2027 144A
        902613AH1
        
          
        
        4041000.00000000
        PA
        USD
        3667984.62000000
        0.071515106524
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-08-10
          Variable
          0.01494000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 02/45#AS4469
        3138WD6F3
        
          
        
        16723.83350000
        PA
        USD
        17025.76000000
        0.000331953147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG 4.5% 04/01/2025
        251525AP6
        
          
        
        8292000.00000000
        PA
        USD
        8323592.11000000
        0.162286006644
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2045#Q33578
        3132QP6Q2
        
          
        
        16789.22830000
        PA
        USD
        17105.29000000
        0.000333503752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2044#AV6611
        3138XJKZ9
        
          
        
        164687.76240000
        PA
        USD
        174797.89000000
        0.003408054018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR2904
        3138W0GN3
        
          
        
        265662.84670000
        PA
        USD
        265302.98000000
        0.005172641884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #773113
        36176QVE1
        
          
        
        7180.68920000
        PA
        USD
        7428.82000000
        0.000144840534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2044#Q24839
        3132M5BG6
        
          
        
        9698.10510000
        PA
        USD
        10098.52000000
        0.000196891974
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/01/2032#BM1884
        3140J6CW5
        
          
        
        179493.33240000
        PA
        USD
        181520.46000000
        0.003539124717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2046#BC1823
        3140EWAZ8
        
          
        
        22590.91890000
        PA
        USD
        23421.07000000
        0.000456643222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #479607
        36209RYC1
        
          
        
        38517.69700000
        PA
        USD
        39930.53000000
        0.000778530010
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 03/20/2047#MA4322
        36179SYT8
        
          
        
        306590.60250000
        PA
        USD
        316627.06000000
        0.006173313214
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-03-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/29 #517793
        31384AGA0
        
          
        
        192.29030000
        PA
        USD
        209.62000000
        0.000004086984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2019
        N/A
        BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A
        05492PAA6
        
          
        
        2673000.00000000
        PA
        USD
        2615679.65000000
        0.050998198788
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Fixed
          0.03112000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/01/2052 #TBA
        21H032647
        
          
        
        -9700000.00000000
        PA
        USD
        -9757044.73000000
        -0.19023419275
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
        N/A
        BLACKBIRD AIRCRAF 2016-1A A STEP 12/16/2041 144A
        09228YAB8
        
          
        
        4633845.84180000
        PA
        USD
        4326256.72000000
        0.084349511308
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2041-12-16
          Variable
          0.04213000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/31 #545176
        36212VT90
        
          
        
        1349.71650000
        PA
        USD
        1469.13000000
        0.000028643791
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 05/01/2043#Q18136
        3132J9PW2
        
          
        
        7600.74660000
        PA
        USD
        7919.61000000
        0.000154409522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2049#CA4142
        3140QBS82
        
          
        
        723404.97630000
        PA
        USD
        713608.55000000
        0.013913305740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2042#Q12164
        3132HNMM8
        
          
        
        16274.59660000
        PA
        USD
        16961.80000000
        0.000330706112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.242% 9/1/41#1B8659
        3128UHAK1
        
          
        
        20490.86230000
        PA
        USD
        21403.67000000
        0.000417309748
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Variable
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.5% 05/02/2043
        02209SAQ6
        
          
        
        2570000.00000000
        PA
        USD
        2339760.97000000
        0.045618581413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-05-02
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2052#CB3037
        3140QNLT7
        
          
        
        771004.24000000
        PA
        USD
        716931.48000000
        0.013978093278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+25 01/25/2031
        3137FXZA9
        
          
        
        1394293.99000000
        PA
        USD
        1394293.99000000
        0.027184705922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-25
          Variable
          0.00299670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.75% 04/15/2027
        87264ABD6
        
          
        
        4229000.00000000
        PA
        USD
        4253719.82000000
        0.082935251253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #479494
        36209RUT8
        
          
        
        362020.39290000
        PA
        USD
        375551.12000000
        0.007322162204
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 11/40 #004853
        36202FMA1
        
          
        
        1133220.18000000
        PA
        USD
        1170945.99000000
        0.022830064977
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.464% 07/23/2022
        161175BB9
        
          
        
        3981000.00000000
        PA
        USD
        3995595.30000000
        0.077902568606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-23
          Fixed
          0.04464000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 7/38 #889733
        31410KPS7
        
          
        
        23962.65130000
        PA
        USD
        26610.67000000
        0.000518831210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 01/31/2027
        912828Z78
        
          
        
        6200000.00000000
        PA
        USD
        5924875.00000000
        0.115517950773
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-01-31
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
        674599CS2
        
          
        
        1323000.00000000
        PA
        USD
        1303155.00000000
        0.025407758837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/27 #393574
        31378BFP4
        
          
        
        680.31020000
        PA
        USD
        729.25000000
        0.000014218268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2045#AS4797
        3138WEKK4
        
          
        
        37835.13170000
        PA
        USD
        38518.20000000
        0.000750993654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD 5.85% 02/01/2035
        136385AG6
        
          
        
        1731000.00000000
        PA
        USD
        1939565.04000000
        0.037815916590
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-02-01
          Fixed
          0.05850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 4.279% 03/15/2032 144A
        55903VAL7
        
          
        
        1397000.00000000
        PA
        USD
        1403214.81000000
        0.027358636147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.04279000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2048#BM5106
        3140J9U82
        
          
        
        1745399.21990000
        PA
        USD
        1839594.58000000
        0.035866781347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL9557
        36184HTN4
        
          
        
        10898.95330000
        PA
        USD
        10981.05000000
        0.000214098760
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 3.85% 06/22/2040
        92556VAE6
        
          
        
        1509000.00000000
        PA
        USD
        1305150.96000000
        0.025446674292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-22
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AK9784
        3138EE2S7
        
          
        
        397756.37830000
        PA
        USD
        407796.27000000
        0.007950849502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 12/01/2046#G60989
        31335BC20
        
          
        
        3768515.24160000
        PA
        USD
        3741412.83000000
        0.072946744550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        CORP ANDINA DE FOMENTO 2.375% 05/12/2023
        219868CC8
        
          
        
        4090000.00000000
        PA
        USD
        4093202.43000000
        0.079805625741
        Long
        DBT
        CORP
        VE
        N
        
        2
        
          2023-05-12
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 7/39 #AA9611
        31416TVD8
        
          
        
        2911.80770000
        PA
        USD
        3007.37000000
        0.000058635029
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 4/41 #738240
        3620ASEM7
        
          
        
        10915.92130000
        PA
        USD
        11847.06000000
        0.000230983454
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL A 1ML+85 10/15/2036 144A
        056054AA7
        
          
        
        1480771.53200000
        PA
        USD
        1474323.22000000
        0.028745044773
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01317000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COML MTG TR 2020-FOX
        N/A
        BX COML MTG TR 2020-FOX A 1ML+90 11/15/2032 144A
        12433AAA7
        
          
        
        2941091.57010000
        PA
        USD
        2919814.83000000
        0.056927956420
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-15
          Variable
          0.01397000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.5% 04/19/2026
        06051GFX2
        
          
        
        3483000.00000000
        PA
        USD
        3526169.10000000
        0.068750113464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AB7766
        31417ETY7
        
          
        
        486761.93060000
        PA
        USD
        486102.56000000
        0.009477595999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLATIRON CLO LT
        N/A
        FLATIRON CLO LT 3ML+111 07/19/2034 144A
        33883PAC1
        
          
        
        3148168.00000000
        PA
        USD
        3122019.32000000
        0.060870359985
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-19
          Variable
          0.01358000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #773499
        36176RDC3
        
          
        
        36500.51930000
        PA
        USD
        37850.94000000
        0.000737984012
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 05/01/2052 #TBA
        21H022655
        
          
        
        29750000.00000000
        PA
        USD
        28790973.05000000
        0.561340822801
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 1ML+143 05/15/2036 144A
        12653VAE6
        
          
        
        549000.00000000
        PA
        USD
        543342.28000000
        0.010593605224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01827000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/01/2052#RA6823
        3133KNSL8
        
          
        
        5578020.02000000
        PA
        USD
        5186817.30000000
        0.101127957219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 11/01/2033#G16677
        3128MFUA4
        
          
        
        52785.32560000
        PA
        USD
        54235.14000000
        0.001057428592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIEDMONT OPERATING PARTNERSHIP LP
        549300WKGDPAS39FBD10
        PIEDMONT OPERATING PARTNERSHIP LP 2.75% 04/01/2032
        720198AF7
        
          
        
        1018000.00000000
        PA
        USD
        907086.61000000
        0.017685569123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWK5
        
          
        
        1429284.49800000
        PA
        USD
        1441130.69000000
        0.028097886302
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #464693
        36208YGA1
        
          
        
        4964.49330000
        PA
        USD
        5149.02000000
        0.000100391019
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 7/40 #745236
        3620C04V7
        
          
        
        143394.70180000
        PA
        USD
        152677.89000000
        0.002976777903
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/28 #780717
        36225AYN4
        
          
        
        229.92560000
        PA
        USD
        246.07000000
        0.000004797654
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.75% 09/21/2047
        71654QCC4
        
          
        
        8392000.00000000
        PA
        USD
        6738356.40000000
        0.131378488644
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 6.50% 4/35 #637141
        36291SZE3
        
          
        
        8789.51500000
        PA
        USD
        9773.42000000
        0.000190553463
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.431/VAR 01/23/2030
        6174468G7
        
          
        
        3047000.00000000
        PA
        USD
        3185896.73000000
        0.062115784995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Variable
          0.04431000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 11/01/2050#SD7530
        3132DVLK9
        
          
        
        7210369.04000000
        PA
        USD
        6910597.23000000
        0.134736687377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 4/42 #G06973
        3128M9CJ9
        
          
        
        1627248.37520000
        PA
        USD
        1684693.99000000
        0.032846667213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 07/01/2051#FM8077
        3140XB6P0
        
          
        
        64696.74500000
        PA
        USD
        63557.78000000
        0.001239193147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.0% 08/45#AZ9030
        3140E2A84
        
          
        
        20269.15660000
        PA
        USD
        21039.33000000
        0.000410206170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 3% 05/15/2032 144A
        46590XAD8
        
          
        
        5470000.00000000
        PA
        USD
        4923054.70000000
        0.095985348296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR1624
        3138NXYW1
        
          
        
        82673.32890000
        PA
        USD
        82509.67000000
        0.001608700267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/46#BC6150
        3140F1ZQ8
        
          
        
        78131.10630000
        PA
        USD
        80880.13000000
        0.001576928943
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.5% 11/30/2028
        91282CDL2
        
          
        
        2000000.00000000
        PA
        USD
        1883906.24000000
        0.036730730740
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-11-30
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#RA5715
        3133KMK46
        
          
        
        5040969.56200000
        PA
        USD
        4685856.44000000
        0.091360667282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BETHP 2021
        N/A
        BETHP 2021 3ML+113 01/15/2035 144A
        087598AA6
        
          
        
        4414783.00000000
        PA
        USD
        4374034.55000000
        0.085281041005
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2035-01-15
          Variable
          0.01269750
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96783
        312945RC4
        
          
        
        49832.74740000
        PA
        USD
        53120.67000000
        0.001035699646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.737%/VAR 04/24/2024
        61744YAQ1
        
          
        
        3466000.00000000
        PA
        USD
        3500298.32000000
        0.068245707972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-24
          Variable
          0.03737000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 10/01/2033#BM5832
        3140JAPS1
        
          
        
        848848.36590000
        PA
        USD
        858169.65000000
        0.016731829681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES XXXIV CLO LTD
        549300VDFIIXSFET0S73
        ARES XXXIV CLO LTD 3ML+125 04/17/2033 144A
        04015GAP4
        
          
        
        1505103.00000000
        PA
        USD
        1495562.15000000
        0.029159142567
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-17
          Variable
          0.01491290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD AIRCRAFT SECURITIZATION 2016-1A AA
        N/A
        BBIRD 2016-1A AA 2.487% 12/16/2041 144A
        09228YAA0
        
          
        
        622270.82540000
        PA
        USD
        592657.89000000
        0.011555117190
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2041-12-16
          Variable
          0.02487000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BJ0673
        3140H1XB1
        
          
        
        938339.14100000
        PA
        USD
        948643.14000000
        0.018495801438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2051#FM9049
        3140XDBT2
        
          
        
        10269096.58200000
        PA
        USD
        10103556.69000000
        0.196990175210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX8858
        3138YAZY4
        
          
        
        60568.42190000
        PA
        USD
        64196.79000000
        0.001251651997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 8/42 #Q10323
        3132HLLC5
        
          
        
        35768.76940000
        PA
        USD
        36676.85000000
        0.000715092647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 3.8% 03/22/2030
        254687FQ4
        
          
        
        15959000.00000000
        PA
        USD
        16585430.81000000
        0.323368000145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL2282
        36183XRB8
        
          
        
        16271.68030000
        PA
        USD
        16394.25000000
        0.000319640526
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT DFX 5.3503% 07/05/2033 144A
        46645WBE2
        
          
        
        874221.00000000
        PA
        USD
        881651.97000000
        0.017189667101
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          0.05350300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.8% 02/15/2029
        55336VAS9
        
          
        
        781000.00000000
        PA
        USD
        831514.97000000
        0.016212140403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/01/2052 #TBA
        21H030641
        
          
        
        -9550000.00000000
        PA
        USD
        -9439609.64000000
        -0.18404512529
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB COML MTG SECS TR13-C17
        N/A
        JPMBB COML MTG SECS TR13-C17 AS 4.4584% 01/15/2047
        46640UAH5
        
          
        
        5700000.00000000
        PA
        USD
        5787004.80000000
        0.112829880058
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-15
          Fixed
          0.04458400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/31 #545304
        31385HX98
        
          
        
        12980.44500000
        PA
        USD
        14413.10000000
        0.000281013823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.476% 01/25/2039
        35137LAJ4
        
          
        
        1254000.00000000
        PA
        USD
        1419655.27000000
        0.027679177635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          0.05476000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 5/39 #698329
        36296QY29
        
          
        
        13567.13860000
        PA
        USD
        14445.46000000
        0.000281644749
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 4% 05/01/2037#C91938
        3128P8EK3
        
          
        
        2535878.71810000
        PA
        USD
        2624675.05000000
        0.051173583108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q20360
        3132JMMH9
        
          
        
        11378.84440000
        PA
        USD
        11852.21000000
        0.000231083864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
        N/A
        CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A A 3.967% 04/15/2039 144A
        14855MAA6
        
          
        
        3024845.74160000
        PA
        USD
        2739792.75000000
        0.053418045785
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-04-15
          Fixed
          0.03967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.375% 03/15/2029
        571748BG6
        
          
        
        2758000.00000000
        PA
        USD
        2914496.97000000
        0.056824273509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 1.5% 04/01/2052 #TBA
        01F012643
        
          
        
        24050000.00000000
        PA
        USD
        21454836.65000000
        0.418307350615
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE4784
        3140FQJ65
        
          
        
        231485.76700000
        PA
        USD
        234724.55000000
        0.004576450813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 01/15/2043#AC9441
        36179KP24
        
          
        
        37403.28940000
        PA
        USD
        39190.23000000
        0.000764096299
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-01-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2047#G08761
        3128MJZ37
        
          
        
        8104.31490000
        PA
        USD
        8221.42000000
        0.000160293945
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2048#BK3836
        3140HHHN8
        
          
        
        136400.86570000
        PA
        USD
        140582.03000000
        0.002740943567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/45#AY7636
        3138YMPW3
        
          
        
        9809.82190000
        PA
        USD
        9787.34000000
        0.000190824863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 09/20/2051#MA7590
        36179WNF1
        
          
        
        3341953.15700000
        PA
        USD
        3308861.81000000
        0.064513248917
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2041#AI7563
        3138AMMM4
        
          
        
        14145.46220000
        PA
        USD
        15066.89000000
        0.000293760840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 1.95% 02/15/2028 144A
        11135FBE0
        
          
        
        1153000.00000000
        PA
        USD
        1038951.74000000
        0.020256558316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 05/01/2045#Q33442
        3132QPZG2
        
          
        
        51265.33270000
        PA
        USD
        51345.21000000
        0.001001083304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 6.55% 09/15/2040
        494550BF2
        
          
        
        319000.00000000
        PA
        USD
        381455.39000000
        0.007437278417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.06550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 08/01/2043#AS0203
        3138W9GM6
        
          
        
        593177.71120000
        PA
        USD
        592374.19000000
        0.011549585859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/01/2047#Q48095
        3132WM7H1
        
          
        
        365398.85930000
        PA
        USD
        385625.18000000
        0.007518577279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 02/01/2043#Q15789
        3132J62X1
        
          
        
        134529.85140000
        PA
        USD
        134445.19000000
        0.002621292911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 3.869%/VAR 01/12/2029 144A
        225401AF5
        
          
        
        2787000.00000000
        PA
        USD
        2719651.75000000
        0.053025354454
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2029-01-12
          Variable
          0.03869000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2046#AS7010
        3138WGYG3
        
          
        
        690907.48600000
        PA
        USD
        701437.81000000
        0.013676011461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP 4.11%/VAR 07/24/2034
        961214EF6
        
          
        
        2573000.00000000
        PA
        USD
        2536128.37000000
        0.049447178581
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-07-24
          Variable
          0.04110000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 6.25% 6/36 #886983
        31410EM88
        
          
        
        5253.70900000
        PA
        USD
        5484.07000000
        0.000106923526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Variable
          0.01803000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21524
        3132JNVR5
        
          
        
        5841.58140000
        PA
        USD
        6084.59000000
        0.000118631931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #511255
        31383R5Q1
        
          
        
        200.47880000
        PA
        USD
        218.34000000
        0.000004256999
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.5% 07/01/2027
        58013MFP4
        
          
        
        1168000.00000000
        PA
        USD
        1187094.97000000
        0.023144923446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 01/01/2044#Q24349
        3132M4QA6
        
          
        
        29027.00280000
        PA
        USD
        30225.47000000
        0.000589309370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFILIATED MANAGERS GROUP INC
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROUP INC 3.5% 08/01/2025
        008252AN8
        
          
        
        3841000.00000000
        PA
        USD
        3874178.63000000
        0.075535294207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR2880
        3138W0FW4
        
          
        
        43854.43640000
        PA
        USD
        43767.62000000
        0.000853342184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 6.50% 11/35 #600498
        36200GDB9
        
          
        
        6588.89120000
        PA
        USD
        7347.95000000
        0.000143263803
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-11-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/31 #781324
        36225BPH5
        
          
        
        2872.04050000
        PA
        USD
        3132.59000000
        0.000061076457
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 7/27 #250990
        31371FXT4
        
          
        
        224.89850000
        PA
        USD
        242.92000000
        0.000004736238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 06/01/2051#CB0850
        3140QK5L8
        
          
        
        6164345.88000000
        PA
        USD
        6053898.68000000
        0.118033539897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AO0693
        3138LQXX7
        
          
        
        64884.28830000
        PA
        USD
        66522.05000000
        0.001296987851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL2295
        36183XRQ5
        
          
        
        4577.02190000
        PA
        USD
        4611.50000000
        0.000089910931
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 03/01/2043#Q16049
        3132J7EX6
        
          
        
        32729.49430000
        PA
        USD
        34101.28000000
        0.000664876471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 1/41 #737901
        3620ARX63
        
          
        
        101109.12990000
        PA
        USD
        102963.92000000
        0.002007499068
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2049#RA1544
        3133KGWD6
        
          
        
        686281.71360000
        PA
        USD
        689610.66000000
        0.013445416194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2046#BC4760
        3140F0JE5
        
          
        
        1969463.68640000
        PA
        USD
        1997634.50000000
        0.038948103349
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2045#AY4526
        3138YJA48
        
          
        
        22840.57470000
        PA
        USD
        23723.09000000
        0.000462531739
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/01/2051#QD1240
        3133AXLV2
        
          
        
        150957.20900000
        PA
        USD
        147863.31000000
        0.002882907498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019 1ML+145 10/15/2036 144A
        056054AG4
        
          
        
        3246370.15000000
        PA
        USD
        3215746.82000000
        0.062697775539
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01847000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT 2.127% 11/25/2031
        3137H4SH4
        
          
        
        4030000.00000000
        PA
        USD
        3781939.80000000
        0.073736903418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Fixed
          0.02127000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AQ8934
        3138MQ4U4
        
          
        
        18986.61680000
        PA
        USD
        18949.03000000
        0.000369451358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST
        N/A
        BX TRUST 0.8% 06/15/2023 144A
        05608WAA2
        
          
        
        8715000.00000000
        PA
        USD
        8529383.57000000
        0.166298345764
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-06-15
          Variable
          0.01067000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2050#CA5122
        3140QCVQ6
        
          
        
        1773628.92600000
        PA
        USD
        1749056.01000000
        0.034101540718
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COML MTG TR 2018-BIOA
        N/A
        BX COML MTG TR 2018-BIOA D STEP 1ML+132 03/15/2037 144A
        056057AL6
        
          
        
        3167162.53200000
        PA
        USD
        3119361.50000000
        0.060818540171
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Variable
          0.01718050
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 05/01/2045#AX9659
        3138YBWV1
        
          
        
        8144.61250000
        PA
        USD
        8466.81000000
        0.000165078341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        HALLIBURTON CO 4.85% 11/15/2035
        406216BJ9
        
          
        
        1493000.00000000
        PA
        USD
        1604091.04000000
        0.031275142478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          0.04850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY BANK
        549300UATVPGSLE43Z27
        SYNCHRONY BANK 3% 06/15/2022
        87166FAA1
        
          
        
        3149000.00000000
        PA
        USD
        3154354.24000000
        0.061500797538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BFLD TR 2020 -OBRK
        N/A
        BFLD TR 2020 - OBRK A 1ML+225 11/15/2022 144A
        05553JAA6
        
          
        
        2439000.00000000
        PA
        USD
        2414564.15000000
        0.047077027383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-11-15
          Variable
          0.02447000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-VINO A 1ML+69.82 05/15/2038 144A
        05608KAA8
        
          
        
        450000.00000000
        PA
        USD
        438734.03000000
        0.008554046470
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-05-15
          Variable
          0.01049330
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.125% 12/15/2026
        46625HJZ4
        
          
        
        9761000.00000000
        PA
        USD
        10100531.41000000
        0.196931190987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+172.21 10/15/2036 144A
        05609PAN8
        
          
        
        4045267.00000000
        PA
        USD
        3896717.92000000
        0.075974745266
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.02344500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 5.6% 02/15/2041
        42809HAD9
        
          
        
        8299000.00000000
        PA
        USD
        9325155.75000000
        0.181813604992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 03/15/2042#796180
        36177Q2N2
        
          
        
        13370.64640000
        PA
        USD
        13876.25000000
        0.000270546798
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.95% 04/01/2024
        681936BB5
        
          
        
        939000.00000000
        PA
        USD
        959483.81000000
        0.018707163194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 4% 10/01/2023
        29250NAF2
        
          
        
        1950000.00000000
        PA
        USD
        1980300.47000000
        0.038610139827
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2020-2 LTD / VOYA CLO 2020-2 LLC
        N/A
        VOYA CLO 2020-2 LTD/LLC 3ML+116 07/19/2034 144A
        92918HAF7
        
          
        
        2886802.00000000
        PA
        USD
        2871848.37000000
        0.055992748983
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-07-19
          Variable
          0.01408000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FEDERAL HOME LN MTG MLT CTF GT SOFR30A+23 04/25/2031
        3137H0H92
        
          
        
        1829000.00000000
        PA
        USD
        1829000.00000000
        0.035660217635
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-25
          Variable
          0.00279670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 3/41 #783261
        36241LTS5
        
          
        
        588476.19460000
        PA
        USD
        626573.38000000
        0.012216371293
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 8/31 #567088
        36213W6Z4
        
          
        
        2788.12620000
        PA
        USD
        3071.53000000
        0.000059885964
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 05/01/2052 #TBA
        21H030658
        
          
        
        9550000.00000000
        PA
        USD
        9414615.38000000
        0.183557809407
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.4% 01/15/2028
        756109BH6
        
          
        
        1104000.00000000
        PA
        USD
        1100860.27000000
        0.021463595852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 3.05% 06/05/2023
        02005NBK5
        
          
        
        6677000.00000000
        PA
        USD
        6701375.66000000
        0.130657471018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-05
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 0.0% 05/01/2041#1B8124
        3128UGMY0
        
          
        
        40712.92120000
        PA
        USD
        42938.37000000
        0.000837174204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Variable
          0.02197000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 4.875% 11/01/2022
        6174824M3
        
          
        
        5374000.00000000
        PA
        USD
        5465275.94000000
        0.106557096478
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 12/39 #728451
        3620AFH42
        
          
        
        37441.85670000
        PA
        USD
        40261.27000000
        0.000784978485
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 2/27 #444741
        36207XBJ0
        
          
        
        926.81650000
        PA
        USD
        995.32000000
        0.000019405865
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-02-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 01/15/2042#794559
        36177PB53
        
          
        
        12253.79540000
        PA
        USD
        12712.70000000
        0.000247860934
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2043#AB9239
        31417GHR0
        
          
        
        74755.19200000
        PA
        USD
        74653.93000000
        0.001455536025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR0532
        3138NWSW0
        
          
        
        28532.47370000
        PA
        USD
        28529.49000000
        0.000556242658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13425
        3132HPYW8
        
          
        
        79095.75730000
        PA
        USD
        82435.61000000
        0.001607256311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP
        549300KH0PNTJK9NTE57
        RETAIL OPPTY INVTS PRTNRSHP LP 5% 12/15/2023
        76132FAA5
        
          
        
        511000.00000000
        PA
        USD
        520792.51000000
        0.010153949835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 3/26 #303780
        31373UM53
        
          
        
        542.19130000
        PA
        USD
        575.70000000
        0.000011224487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-03-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.5% 01/43 #Q16224
        3132J7LE0
        
          
        
        17558.25330000
        PA
        USD
        18004.01000000
        0.000351026197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS
        N/A
        GNR 2013-H06 HA 1.65% 01/20/2063
        38375BJ60
        
          
        
        22245.18150000
        PA
        USD
        22216.75000000
        0.000433162460
        Long
        ABS-CBDO
        USGA
        US
        N
        
        2
        
          2063-01-20
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/01/2048#G67713
        3132XCSA4
        
          
        
        2544149.30240000
        PA
        USD
        2631700.86000000
        0.051310566112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS CORP TR 2021-IP
        N/A
        GSMS 2021-IP B 1ML+125 10/15/2036 144A
        36262MAC2
        
          
        
        544915.00000000
        PA
        USD
        533472.00000000
        0.010401163270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01547000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        IL ST TAXM 7.35% 7/01/35
        452152GS4
        
          
        
        3840000.00000000
        PA
        USD
        4465694.98000000
        0.087068154664
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.07350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 12/01/2049#QA5154
        31346YWP4
        
          
        
        27673.04900000
        PA
        USD
        27229.12000000
        0.000530889199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT SECURITIZATION
        N/A
        CASTLELAKE AIRCRAFT SECURITIZATION 2018-1 A 4.125% 06/15/2043 144A
        14856CAA7
        
          
        
        2497164.11310000
        PA
        USD
        2251632.70000000
        0.043900334673
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2043-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 10/27 #401788
        31378LJ94
        
          
        
        341.63320000
        PA
        USD
        369.01000000
        0.000007194629
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 3.25% 01/15/2031
        756109AX2
        
          
        
        707000.00000000
        PA
        USD
        694279.10000000
        0.013536437291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6239
        3133KM4Y8
        
          
        
        1162178.89800000
        PA
        USD
        1081761.46000000
        0.021091224217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2.25% 02/15/2052
        912810TD0
        
          
        
        33800000.00000000
        PA
        USD
        32416312.50000000
        0.632024471675
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2049#FM1534
        3140X4V45
        
          
        
        2434175.32360000
        PA
        USD
        2564781.73000000
        0.050005836347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/29 #252874
        31371H2F4
        
          
        
        718.98890000
        PA
        USD
        793.32000000
        0.000015467448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 5/27 #447696
        36208DKH7
        
          
        
        949.80840000
        PA
        USD
        1015.71000000
        0.000019803411
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/43#AL7261
        3138EQB76
        
          
        
        267380.77300000
        PA
        USD
        274129.81000000
        0.005344739576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 5.5% 09/01/2041
        88732JBB3
        
          
        
        1179000.00000000
        PA
        USD
        1223898.75000000
        0.023862490863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 5/41 #005055
        36202FTL0
        
          
        
        49276.49300000
        PA
        USD
        52467.81000000
        0.001022970761
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-05-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2034#J40154
        31307YE30
        
          
        
        170866.31470000
        PA
        USD
        172709.57000000
        0.003367337809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019 IMC B 1ML+130 04/15/2034
        05608BAG5
        
          
        
        2276719.00000000
        PA
        USD
        2239780.83000000
        0.043669257437
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01697000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INS and ANNUITY ASSN AMER
        O06XD7BJ4EPXNABVFN69
        TEACHERS INS and ANNUITY ASSN AMER 4.9% 09/15/2044 144A
        878091BD8
        
          
        
        3707000.00000000
        PA
        USD
        4086118.82000000
        0.079667515804
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2019-2 LLC
        N/A
        VOYA CLO 2019-2 LLC 3ML+127 07/20/2032 144A
        92917RAC3
        
          
        
        4542346.00000000
        PA
        USD
        4521969.04000000
        0.088165336308
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Variable
          0.01524000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #779843
        36176YEQ6
        
          
        
        52637.41230000
        PA
        USD
        54563.81000000
        0.001063836708
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96766
        312945QT8
        
          
        
        24143.92920000
        PA
        USD
        25736.92000000
        0.000501795608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KITE REALTY GROUP TRUST
        N/A
        KITE RLTY GROUP TRUST 4.75% 09/15/2030
        76131VAB9
        
          
        
        6734000.00000000
        PA
        USD
        6959290.41000000
        0.135686063756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.125% 07/27/2026
        61761J3R8
        
          
        
        15227000.00000000
        PA
        USD
        15095598.60000000
        0.294320574858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-27
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.627% 6/1/41#1B8372
        3128UGVQ7
        
          
        
        55765.74250000
        PA
        USD
        58722.49000000
        0.001144918957
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Variable
          0.02160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON AIRCRAFT FINANCE LTD
        N/A
        HORIZON AIRCRAFT FINANCE LTD 2019-1 A 3.721% 07/15/2039 144A
        44040HAA0
        
          
        
        1751840.82980000
        PA
        USD
        1562612.94000000
        0.030466439322
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-07-15
          Fixed
          0.03721000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY L P
        549300BMOJ05INE4YK86
        VORNADO REALTY LP 2.15% 06/01/2026
        929043AK3
        
          
        
        1306000.00000000
        PA
        USD
        1220603.21000000
        0.023798237351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.02150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 6.75% 10/01/2037
        38141GFD1
        
          
        
        1557000.00000000
        PA
        USD
        1962040.95000000
        0.038254131922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARINGS CLO LTD 2021-1
        N/A
        BARINGS CLO LTD 2021-1A A 3ML+102 04/25/2034 144A
        06762EAA2
        
          
        
        5159362.00000000
        PA
        USD
        5110182.96000000
        0.099633808918
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-25
          Variable
          0.01277710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOLEDO HOSPITAL/THE
        5493009DCR7NWV6K4T34
        TOLEDO HOSPITAL/THE 5.325% 11/15/2028
        889184AC1
        
          
        
        1462000.00000000
        PA
        USD
        1565127.14000000
        0.030515458961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          0.05325000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #773473
        36176RCJ9
        
          
        
        38778.44300000
        PA
        USD
        40187.92000000
        0.000783548372
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 11/01/2046#G08733
        3128MJY79
        
          
        
        9636.86300000
        PA
        USD
        9779.13000000
        0.000190664791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 08/01/2043#Q20780
        3132JM2M0
        
          
        
        14604.62150000
        PA
        USD
        14943.45000000
        0.000291354116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 01/33#J38270
        31307VFK7
        
          
        
        20241.87200000
        PA
        USD
        20123.40000000
        0.000392348181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 12/20/2049#BR8987
        3617M76Y9
        
          
        
        34932.85680000
        PA
        USD
        35617.51000000
        0.000694438577
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX9232
        3138YBHJ5
        
          
        
        56744.14350000
        PA
        USD
        60192.18000000
        0.001173573667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC
        N/A
        SYMPHONY CLO XXV LTD / SYMPHONY CLO XXV LLC 21-25A A 3ML+98 04/19/2034 144A
        87167WAC9
        
          
        
        5230076.00000000
        PA
        USD
        5172304.58000000
        0.100845001093
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-19
          Variable
          0.01228000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2042#AL2607
        3138EJ3R7
        
          
        
        7188.21480000
        PA
        USD
        7488.30000000
        0.000146000222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A97152
        3129455M6
        
          
        
        47722.53080000
        PA
        USD
        50871.22000000
        0.000991841868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2043#MB0249
        3138MTH34
        
          
        
        30344.93480000
        PA
        USD
        30303.83000000
        0.000590837164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD
        S6XOOCT0IEG5ABCC6L87
        FHLMC MULTIFAM STRUCTURED PASS THROUGH K-F108 AS SOFR30A +26 02/25/2031
        3137FYUP9
        
          
        
        1900458.80000000
        PA
        USD
        1881075.64000000
        0.036675542215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Variable
          0.00299670
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 3.5% 08/01/2037#MA3089
        31418CNF7
        
          
        
        79604.25960000
        PA
        USD
        80817.53000000
        0.001575708424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/28 #780732
        36225AY53
        
          
        
        960.15600000
        PA
        USD
        1026.81000000
        0.000020019829
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 4/26 #343081
        31375SCS7
        
          
        
        1264.76570000
        PA
        USD
        1353.60000000
        0.000026391290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BINOM SECURITIZATION TRUST 2021
        N/A
        BINOM SECURITIZATION TRUST 2022-RPL1 A1 2.9359% 02/25/2061 144A
        05552CAA2
        
          
        
        4433573.73000000
        PA
        USD
        4302081.03000000
        0.083878155175
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2061-02-25
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21255
        3132JNMC8
        
          
        
        45445.68940000
        PA
        USD
        47336.25000000
        0.000922920162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 21-BMR E 1ML+185.6 03/15/2036 144A
        53218CAJ9
        
          
        
        917258.59000000
        PA
        USD
        881668.59000000
        0.017189991143
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.02147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 07/20/2044#MA2074
        36179QJT9
        
          
        
        9542.45740000
        PA
        USD
        9914.48000000
        0.000193303725
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-07-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAPPHIRE AVIATION FINANCE
        N/A
        SAPPHIRE AVIATION FINANCE 3.228% 03/15/2040 144A
        80307AAA7
        
          
        
        3397815.07540000
        PA
        USD
        3067247.08000000
        0.059802459494
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.03228000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY8779
        3138YNXH5
        
          
        
        58175.10180000
        PA
        USD
        59207.20000000
        0.001154369402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2014-CCRE14 MTG TR
        N/A
        COMM 2014-CCRE14 MTG TR VAR 02/10/2047
        12630DBA1
        
          
        
        5020000.00000000
        PA
        USD
        5112986.97000000
        0.099688479014
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-02-10
          Variable
          0.04526000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 3.35% 02/06/2023
        25466AAK7
        
          
        
        2223000.00000000
        PA
        USD
        2244372.43000000
        0.043758780376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-06
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.8% 02/14/2029
        02209SBD4
        
          
        
        702000.00000000
        PA
        USD
        735920.48000000
        0.014348323936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
        46590XAB2
        
          
        
        876000.00000000
        PA
        USD
        895517.28000000
        0.017460000602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2033#741529
        31402XY26
        
          
        
        31229.44230000
        PA
        USD
        32568.95000000
        0.000635000462
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 1/26 #420660
        36206TJD5
        
          
        
        76.00830000
        PA
        USD
        80.88000000
        0.000001576926
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMP 2022-32A A1
        N/A
        SYMP 2022-32A A1 TSFR3M+132 04/23/2035 144A
        87168NAC8
        
          
        
        6160000.00000000
        PA
        USD
        6149521.84000000
        0.119897915346
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-23
          Variable
          0.01850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AL2884
        3138EKF26
        
          
        
        115365.47860000
        PA
        USD
        115137.10000000
        0.002244840920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/25 #325499
        31374VRU0
        
          
        
        311.97060000
        PA
        USD
        332.38000000
        0.000006480450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERSHIP LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER PARTNERSHIP LP 4.1% 10/01/2024
        105340AN3
        
          
        
        3515000.00000000
        PA
        USD
        3556168.31000000
        0.069335011417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 05/01/2051#RA5267
        3133KLZ83
        
          
        
        129206.06500000
        PA
        USD
        126769.94000000
        0.002471647703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/24 #313987
        31374GXQ5
        
          
        
        963.80560000
        PA
        USD
        1001.49000000
        0.000019526162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 12/15/2041#792596
        36177L3E2
        
          
        
        2903.96940000
        PA
        USD
        3012.29000000
        0.000058730955
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 6/26 #345142
        31375ULX1
        
          
        
        1239.02770000
        PA
        USD
        1314.57000000
        0.000025630318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 12/49#BR8986
        3617M76X1
        
          
        
        18618.46090000
        PA
        USD
        18925.18000000
        0.000368986351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/32 #572976
        36200UQ57
        
          
        
        21178.84640000
        PA
        USD
        23367.51000000
        0.000455598956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 02/01/2052#QD6141
        3133B3ZE0
        
          
        
        998216.08400000
        PA
        USD
        953876.52000000
        0.018597837233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 06/01/2045#AZ4601
        3138YWDF1
        
          
        
        4953.82950000
        PA
        USD
        5146.71000000
        0.000100345980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODYS CORP
        549300GCEDD8YCF5WU84
        MOODYS CORP 3.75% 03/24/2025
        615369AS4
        
          
        
        3518000.00000000
        PA
        USD
        3576542.97000000
        0.069732258443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 05/48#ZA5379
        31329N6Q6
        
          
        
        1399902.08080000
        PA
        USD
        1438876.75000000
        0.028053940981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE EQUITIES INC
        MGCJBT4MKTQBVLNUIS88
        ALEXANDRIA REAL EST EQUITS INC 4.9% 12/15/2030
        015271AU3
        
          
        
        2889000.00000000
        PA
        USD
        3193895.73000000
        0.062271742393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2052#MA4549
        31418EBT6
        
          
        
        114177.46900000
        PA
        USD
        111837.38000000
        0.002180505910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 2/25 #303347
        31373T5G1
        
          
        
        65.45600000
        PA
        USD
        67.82000000
        0.000001322294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL2277
        36183XQ60
        
          
        
        9298.10970000
        PA
        USD
        9368.15000000
        0.000182651868
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBRE SERVICES INC
        549300CTE3HOMEUMM603
        CBRE SERVICES INC 2.5% 04/01/2031
        12505BAE0
        
          
        
        3859000.00000000
        PA
        USD
        3486678.59000000
        0.067980162572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TANGER PROPERTIES LP
        PQPGJDNFN35EXH363L31
        TANGER PROPERTIES LP 2.75% 09/01/2031
        875484AL1
        
          
        
        3041000.00000000
        PA
        USD
        2637906.33000000
        0.051431554855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 5.45% 06/15/2023
        24703TAA4
        
          
        
        1200000.00000000
        PA
        USD
        1236171.44000000
        0.024101772873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.05450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 2/41 #737995
        3620AR3C3
        
          
        
        195772.19250000
        PA
        USD
        199495.29000000
        0.003889581989
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.05% 7/34 #801635
        31405WSY2
        
          
        
        5096.34490000
        PA
        USD
        5292.71000000
        0.000103192559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Variable
          0.01855000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKLAND PARK CLO LTD
        N/A
        ROCKLAND PARK CLO LTD 3ML+112 04/20/2034 144A
        773663AA7
        
          
        
        5887302.00000000
        PA
        USD
        5843618.22000000
        0.113933678242
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01374000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-MEAD
        N/A
        MORGAN STANLEY CAP I TR 2019-MEAD 3.17% 11/10/2036 144A
        61771LAA0
        
          
        
        5810349.00000000
        PA
        USD
        5703330.51000000
        0.111198473064
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Fixed
          0.03170000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 1/41 #A96413
        312945DS4
        
          
        
        918481.67120000
        PA
        USD
        950381.00000000
        0.018529684689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/32 #569233
        36200QLN2
        
          
        
        85.49570000
        PA
        USD
        94.38000000
        0.000001840137
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 10/31/2026
        91282CDG3
        
          
        
        41596600.00000000
        PA
        USD
        39126801.88000000
        0.762859633912
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-10-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2043#Q22682
        3132JP6T4
        
          
        
        20651.42650000
        PA
        USD
        21510.53000000
        0.000419393210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A
        05401AAL5
        
          
        
        1095000.00000000
        PA
        USD
        1079839.41000000
        0.021053749793
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TR 2018-IND
        N/A
        BX TR 2018-EXCL 1ML+262.5 7/19 144A
        12433WAG6
        
          
        
        1126799.63190000
        PA
        USD
        956480.94000000
        0.018648615901
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-09-15
          Variable
          0.03022000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 03/15/2045#AL2575
        36183X2G4
        
          
        
        14466.62410000
        PA
        USD
        14575.60000000
        0.000284182103
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES LVIII CLO LLC
        N/A
        ARES LVIII CLO LLC SOFR90A+133 01/15/2035 144A
        04018AAQ2
        
          
        
        5823000.00000000
        PA
        USD
        5809368.36000000
        0.113265904889
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-15
          Variable
          0.01511210
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 07/01/2033#
        3140JAUL0
        
          
        
        635161.81850000
        PA
        USD
        642136.59000000
        0.012519808939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 5.125% 05/28/2024
        780099CH8
        
          
        
        14227000.00000000
        PA
        USD
        14668333.78000000
        0.285990144858
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-28
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 11/42 #AQ0170
        3138MFFL6
        
          
        
        104564.81120000
        PA
        USD
        107138.81000000
        0.002088897365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 3% 01/15/2030
        92277GAU1
        
          
        
        5289000.00000000
        PA
        USD
        5061424.27000000
        0.098683155284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.375% 01/31/2044
        02209SAR4
        
          
        
        2329000.00000000
        PA
        USD
        2407215.09000000
        0.046933741938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-31
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC 4.25% 12/01/2026
        29250NAL9
        
          
        
        1229000.00000000
        PA
        USD
        1273607.45000000
        0.024831666948
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP CAREY INC 4% 02/01/2025
        92936UAC3
        
          
        
        3716000.00000000
        PA
        USD
        3795058.98000000
        0.073992689539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2043#Q17646
        3132J85G1
        
          
        
        1387608.17250000
        PA
        USD
        1421101.56000000
        0.027707376113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2047#AL9846
        3138ER5G1
        
          
        
        605478.22790000
        PA
        USD
        642648.35000000
        0.012529786781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 10/15/2041#775540
        36176TLV8
        
          
        
        13223.55700000
        PA
        USD
        13719.75000000
        0.000267495500
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC
        N/A
        CEDAR FDG XII CLO LTD / CEDAR FDG XII CLO LLC 3ML+113 10/25/2034 144A
        15033TAN5
        
          
        
        2709324.00000000
        PA
        USD
        2681436.93000000
        0.052280275833
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-25
          Variable
          0.01387710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 4.682%/VAR 08/09/2028
        25466AAN1
        
          
        
        1914000.00000000
        PA
        USD
        1940895.85000000
        0.037841863542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-09
          Variable
          0.04682000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6% 11/35 #AD0687
        31418MXR8
        
          
        
        81782.54180000
        PA
        USD
        89380.74000000
        0.001742666288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/32 #582976
        36201GT96
        
          
        
        12331.84590000
        PA
        USD
        13489.72000000
        0.000263010580
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.88% 1/35 #848084
        3128JR6V3
        
          
        
        4679.58180000
        PA
        USD
        4877.98000000
        0.000095106521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Variable
          0.02371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XXI LTD
        N/A
        SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A
        87166RDE4
        
          
        
        580272.00000000
        PA
        USD
        576216.48000000
        0.011234557179
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-15
          Variable
          0.01301290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 08/15/2043#AD5682
        36180HJ33
        
          
        
        7045.60100000
        PA
        USD
        7382.20000000
        0.000143931579
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 6.1% 06/10/2023
        780097AY7
        
          
        
        9268000.00000000
        PA
        USD
        9560492.80000000
        0.186401997786
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-06-10
          Fixed
          0.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 6/26 #366201
        31376UX66
        
          
        
        4327.29330000
        PA
        USD
        4634.81000000
        0.000090365409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 5/32 #582134
        36201FV38
        
          
        
        852.12650000
        PA
        USD
        939.34000000
        0.000018314417
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 4.65% 05/15/2050
        25470DBH1
        
          
        
        6516000.00000000
        PA
        USD
        6315527.31000000
        0.123134542568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #509663
        31383QFC3
        
          
        
        1717.72670000
        PA
        USD
        1877.35000000
        0.000036602902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2048#G67710
        3132XCR72
        
          
        
        852954.22900000
        PA
        USD
        864479.77000000
        0.016854858797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 02/01/2052#CB2842
        3140QNEQ1
        
          
        
        6315726.90600000
        PA
        USD
        5870813.00000000
        0.114463897910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 2/28 #313983
        31374GXL6
        
          
        
        408.79680000
        PA
        USD
        441.53000000
        0.000008608559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 4.478%/VAR 04/04/2031
        95000U2L6
        
          
        
        9914000.00000000
        PA
        USD
        10497934.60000000
        0.204679405445
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-04
          Variable
          0.04478000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2049#SD0114
        3132DMDT9
        
          
        
        3389108.88080000
        PA
        USD
        3421434.88000000
        0.066708098658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039
        674599CX1
        
          
        
        193000.00000000
        PA
        USD
        182385.00000000
        0.003555980750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        IL ST 4.95% 06/01/23
        452151LE1
        
          
        
        1746181.81790000
        PA
        USD
        1777302.10000000
        0.034652257895
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2023-06-01
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.224% 4/41#1B8179
        3128UGPP6
        
          
        
        5127.71500000
        PA
        USD
        5403.64000000
        0.000105355373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Variable
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 01/01/2044#V80950
        3132L6BT7
        
          
        
        48311.64330000
        PA
        USD
        50306.33000000
        0.000980828144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC
        N/A
        MADISON PK FDG XLV LLC 2020-45A AR 3ML+112 07/15/2034 144A
        55820BAJ6
        
          
        
        3141928.00000000
        PA
        USD
        3127374.59000000
        0.060974772284
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Variable
          0.01361290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.5% 01/31/2024
        9128285Z9
        
          
        
        53590300.00000000
        PA
        USD
        53770330.18000000
        1.048366143552
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-01-31
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 14-CCRE18 MTG TR
        N/A
        COMM 14-CCRE18 MTG TR 3.828% 07/15/2047
        12632QAX1
        
          
        
        876301.00000000
        PA
        USD
        885881.95000000
        0.017272139495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-15
          Fixed
          0.03828000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2046#BD0997
        3140F8DB0
        
          
        
        402286.02810000
        PA
        USD
        408417.39000000
        0.007962959548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#BK4838
        3140HJLU3
        
          
        
        15950.63310000
        PA
        USD
        16439.58000000
        0.000320524330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1
        N/A
        CASTLELAKE AIRCRAFT STRUCTURED TR 2021-1 3.474% 01/15/2046 144A
        14856GAA8
        
          
        
        1335496.11890000
        PA
        USD
        1236865.06000000
        0.024115296460
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2046-01-15
          Fixed
          0.03474000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 11/32#MA3218
        31418CSG0
        
          
        
        663177.20980000
        PA
        USD
        670459.63000000
        0.013072026419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 8/41 #768137
        36176KEJ2
        
          
        
        49423.62710000
        PA
        USD
        51244.54000000
        0.000999120529
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 07/51#QC4163
        3133ANTU8
        
          
        
        170763.34530000
        PA
        USD
        159107.40000000
        0.003102134779
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 12/01/2049#
        3132DV4P7
        
          
        
        74428.52600000
        PA
        USD
        73234.54000000
        0.001427862020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 3.95% 12/01/2027
        87165BAM5
        
          
        
        5325000.00000000
        PA
        USD
        5273718.39000000
        0.102822277493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE LUXEMBOURG
        549300CLQZ6TM98LW631
        SWISS RE FINANCE LUXEMBOURG 5%/VAR 04/02/2049 144A
        87089NAA8
        
          
        
        1600000.00000000
        PA
        USD
        1656000.00000000
        0.032287217279
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2049-04-02
          Variable
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/32 #539799
        36212PUY6
        
          
        
        16826.67870000
        PA
        USD
        18517.68000000
        0.000361041278
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 4/41 #A97945
        312946ZJ8
        
          
        
        322838.43330000
        PA
        USD
        344139.02000000
        0.006709716976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 06/01/2043#Q19744
        3132JBHW6
        
          
        
        36680.92750000
        PA
        USD
        38206.87000000
        0.000744923619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2047#784303
        3622A2X80
        
          
        
        547358.56660000
        PA
        USD
        565105.68000000
        0.011017928669
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BK4845
        3140HJL33
        
          
        
        88521.63950000
        PA
        USD
        89493.70000000
        0.001744868681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 8/40 #719262
        3620A5B73
        
          
        
        73027.00910000
        PA
        USD
        78526.03000000
        0.001531030792
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY9077
        3138YPCP5
        
          
        
        32325.45890000
        PA
        USD
        32909.06000000
        0.000641631624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34623
        31307RD44
        
          
        
        13400.16360000
        PA
        USD
        13565.66000000
        0.000264491190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2051#FM9706
        3140XDYC4
        
          
        
        71344.26800000
        PA
        USD
        69971.23000000
        0.001364236899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #779846
        36176YET0
        
          
        
        27752.44470000
        PA
        USD
        28756.45000000
        0.000560667723
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-MEAD
        N/A
        MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
        61771LAG7
        
          
        
        805587.00000000
        PA
        USD
        767053.76000000
        0.014955332979
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          0.03177097
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 2.55% 12/01/2033
        00206RMM1
        
          
        
        10360000.00000000
        PA
        USD
        9204283.88000000
        0.179456952619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2052#CB3036
        3140QNLS9
        
          
        
        775608.33000000
        PA
        USD
        721455.05000000
        0.014066289829
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.93% 05/01/2060
        097023CX1
        
          
        
        2052000.00000000
        PA
        USD
        2369210.74000000
        0.046192766874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          0.05930000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/44#Q28370
        3132M86F8
        
          
        
        69243.22360000
        PA
        USD
        72080.49000000
        0.001405361378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC ENERGY GROUP INC FRN 3ML+211.25 05/15/2067
        976657AH9
        
          
        
        989000.00000000
        PA
        USD
        838672.00000000
        0.016351681817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2067-05-15
          Variable
          0.02618930
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLECO CORPORATE HLDGS LLC
        5493002H80P81B3HXL31
        CLECO CORPORATE HLDGS LLC 3.743% 05/01/2026
        18551PAC3
        
          
        
        9137000.00000000
        PA
        USD
        9258371.34000000
        0.180511501878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.03743000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 2.25% 01/15/2023
        00914AAD4
        
          
        
        919000.00000000
        PA
        USD
        919333.57000000
        0.017924349472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 2.6% 05/11/2023
        14040HCD5
        
          
        
        5180000.00000000
        PA
        USD
        5195332.80000000
        0.101293984875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-11
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA 5.017% 06/26/2024 144A
        46115HAT4
        
          
        
        3007000.00000000
        PA
        USD
        3032981.71000000
        0.059134383741
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          0.05017000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 6/40 #743475
        3620AX6L7
        
          
        
        31751.60580000
        PA
        USD
        34142.54000000
        0.000665680922
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-CCRE13 MTG TR
        N/A
        COMM 2013-CCRE13 MTG TR 4.449% 11/10/2046
        12630BBC1
        
          
        
        4079000.00000000
        PA
        USD
        4138621.52000000
        0.080691166820
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          0.04449000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS 2.219%/VAR 06/09/2026 144A
        09659W2L7
        
          
        
        5228000.00000000
        PA
        USD
        4971336.15000000
        0.096926697128
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Variable
          0.02219000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/31 #541391
        36212RNG9
        
          
        
        394.57780000
        PA
        USD
        433.30000000
        0.000008448098
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 12/40 #G06185
        3128M8F25
        
          
        
        81747.13210000
        PA
        USD
        86354.39000000
        0.001683661203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2043#Q22486
        3132JPXP2
        
          
        
        13527.32210000
        PA
        USD
        14090.06000000
        0.000274715476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #507037
        31383MHN6
        
          
        
        961.84330000
        PA
        USD
        1057.11000000
        0.000020610591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS 3.95% 11/06/2024
        254709AK4
        
          
        
        1974000.00000000
        PA
        USD
        2008966.65000000
        0.039169047546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-06
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH 1.38% 07/15/2038 144A
        30227FAE0
        
          
        
        1551451.57960000
        PA
        USD
        1531095.45000000
        0.029851939293
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.01777000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 05/50#FM3269
        3140X6T35
        
          
        
        471582.94410000
        PA
        USD
        465049.35000000
        0.009067119208
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.375% 10/15/2028
        125523AH3
        
          
        
        4204000.00000000
        PA
        USD
        4422275.34000000
        0.086221597085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        UNUM GROUP 5.75% 08/15/2042
        91529YAJ5
        
          
        
        5046000.00000000
        PA
        USD
        5342851.59000000
        0.104170175229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.05750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 01/42#G60517
        31335ASE9
        
          
        
        1151178.99370000
        PA
        USD
        1227132.75000000
        0.023925544523
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/1/42 #Q13148
        3132HPP99
        
          
        
        49933.44730000
        PA
        USD
        49964.44000000
        0.000974162276
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 09/01/2031#
        31292HMA9
        
          
        
        5536.19860000
        PA
        USD
        6198.54000000
        0.000120853627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2045#AY2657
        3138YF5T7
        
          
        
        34924.46530000
        PA
        USD
        35554.98000000
        0.000693219423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2044#Q24971
        3132M5FL1
        
          
        
        21099.70710000
        PA
        USD
        21970.87000000
        0.000428368510
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/35 #745092
        31403CXV8
        
          
        
        16654.83920000
        PA
        USD
        18477.67000000
        0.000360261199
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/25 #331012
        31375CVD4
        
          
        
        95.28020000
        PA
        USD
        98.44000000
        0.000001919295
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC DEL
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC DEL 5.55% 06/01/2045
        49456BAH4
        
          
        
        1689000.00000000
        PA
        USD
        1888206.69000000
        0.036814577094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 12/01/2051#QD3433
        3133B0Y64
        
          
        
        968240.18000000
        PA
        USD
        900939.84000000
        0.017565724861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 8% 04/01/2027#
        3128FMF97
        
          
        
        580.44180000
        PA
        USD
        627.68000000
        0.000012237947
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 8/36 #888544
        31410GER0
        
          
        
        122771.57790000
        PA
        USD
        135727.40000000
        0.002646292303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/01/2047#BE3663
        3140FPB99
        
          
        
        607907.89630000
        PA
        USD
        641047.81000000
        0.012498580874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 1/24 #368294
        36204FC77
        
          
        
        278.22780000
        PA
        USD
        287.94000000
        0.000005613998
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.1% 03/22/2028
        92343VGH1
        
          
        
        4146000.00000000
        PA
        USD
        3864377.77000000
        0.075344205743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          0.02100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96695
        312945NL8
        
          
        
        29496.74060000
        PA
        USD
        31442.91000000
        0.000613045934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 05/01/2044#AV8078
        3138XK6Q2
        
          
        
        8314.57120000
        PA
        USD
        8970.51000000
        0.000174899037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2044#Q28059
        3132M8TQ9
        
          
        
        9870.30550000
        PA
        USD
        10274.75000000
        0.000200327950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 4/40 #A91937
        312940EJ4
        
          
        
        201292.13010000
        PA
        USD
        216976.23000000
        0.004230409832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 04/01/2044#Q25624
        3132M54H2
        
          
        
        16475.27630000
        PA
        USD
        17150.36000000
        0.000334382487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        HASBRO INC 3% 11/19/2024
        418056AX5
        
          
        
        3047000.00000000
        PA
        USD
        3022519.70000000
        0.058930404762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-19
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #443941
        36207WEN0
        
          
        
        264.71470000
        PA
        USD
        281.18000000
        0.000005482197
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2051#QC5848
        3133AQP92
        
          
        
        802952.10870000
        PA
        USD
        767850.50000000
        0.014970867108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 3.8% 03/15/2030
        38141GXH2
        
          
        
        10739000.00000000
        PA
        USD
        10810346.05000000
        0.210770526440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A
        53218CAA8
        
          
        
        6700668.65000000
        PA
        USD
        6549705.27000000
        0.127700336455
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01097000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.5% 04/01/2063
        161175CL6
        
          
        
        1753000.00000000
        PA
        USD
        1763381.25000000
        0.034380841525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-04-01
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPGN 2022-TFLM MTG TR
        N/A
        SPGN 2022-TFLM B TSFR1M+200 02/15/2039 144A
        78473HAG1
        
          
        
        1453000.00000000
        PA
        USD
        1442942.19000000
        0.028133205320
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.02301160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC B 1ML+92.21 10/15/2036 144A
        05609PAG3
        
          
        
        895713.00000000
        PA
        USD
        866551.99000000
        0.016895261102
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01295800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST 2018-3PCK
        N/A
        GS MORTGAGE SECURITIES TRUST 2018-3PCK A 1ML+145 09/15/2021 144A
        36255YAA9
        
          
        
        2581430.56400000
        PA
        USD
        2567335.69000000
        0.050055631191
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Variable
          0.02097000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 05/01/2044#AS9099
        3138WKDD4
        
          
        
        32448.87860000
        PA
        USD
        34553.48000000
        0.000673693065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 0.0% 07/01/2041#AI6050
        3138AKWL9
        
          
        
        27368.31470000
        PA
        USD
        28679.82000000
        0.000559173659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Variable
          0.02050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2051#MA4415
        31418D3Z3
        
          
        
        41760.17400000
        PA
        USD
        40956.49000000
        0.000798533267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2052#CB2662
        3140QM5Y6
        
          
        
        4995632.47800000
        PA
        USD
        4894807.13000000
        0.095434602263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 06/01/2050#RA2677
        3133KH6N1
        
          
        
        1340669.76330000
        PA
        USD
        1251253.26000000
        0.024395824805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2042#Q11868
        3132HNCD9
        
          
        
        13018.70790000
        PA
        USD
        13568.43000000
        0.000264545197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 4.50% 5/25 #AB1004
        31416WDJ8
        
          
        
        29620.49210000
        PA
        USD
        30316.29000000
        0.000591080098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 2.636%/VAR 03/03/2026
        14040HCM5
        
          
        
        3378000.00000000
        PA
        USD
        3305375.63000000
        0.064445278476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Variable
          0.02636000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AZ1192
        3138YSKE5
        
          
        
        176718.48460000
        PA
        USD
        179853.70000000
        0.003506627711
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 09/01/2051#CB1549
        3140QLWK8
        
          
        
        2443086.56700000
        PA
        USD
        2338575.72000000
        0.045595472461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 3/40 #AD2341
        31418PS71
        
          
        
        3136.65480000
        PA
        USD
        3312.15000000
        0.000064577359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 06/20/2045#MA2893
        36179RGA1
        
          
        
        186367.94110000
        PA
        USD
        193400.67000000
        0.003770754501
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 2.85% 07/25/2022
        87165BAQ6
        
          
        
        1057000.00000000
        PA
        USD
        1059901.62000000
        0.020665020471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-25
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 6.125% 12/15/2022
        780099CE5
        
          
        
        5712000.00000000
        PA
        USD
        5848604.02000000
        0.114030886942
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-12-15
          Fixed
          0.06125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIONS BANK OF ALABAMA
        EQTWLK1G7ODGC2MGLV11
        REGIONS BANK OF ALABAMA 6.45% 06/26/2037
        75913MAA7
        
          
        
        5352000.00000000
        PA
        USD
        6643236.20000000
        0.129523919462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-06-26
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL9282
        36184HJ39
        
          
        
        28788.80930000
        PA
        USD
        29005.67000000
        0.000565526793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 4.78% 03/25/2038
        126650CY4
        
          
        
        4137000.00000000
        PA
        USD
        4521071.43000000
        0.088147835505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          0.04780000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIVE CORNERS FND TR II
        N/A
        FIVE CORNERS FND TR II 2.85% 05/15/2030 144A
        33834DAA2
        
          
        
        6620000.00000000
        PA
        USD
        6273606.51000000
        0.122317208040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2045#Q34164
        3132QQTW2
        
          
        
        1460936.78570000
        PA
        USD
        1487982.38000000
        0.029011358944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2046#Q40046
        3132WDBQ6
        
          
        
        494731.32280000
        PA
        USD
        502653.21000000
        0.009800285874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2045#Q31974
        3132QNFQ7
        
          
        
        17342.07110000
        PA
        USD
        17668.54000000
        0.000344485501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 0.0% 09/01/2041#AI9813
        3138AP3X4
        
          
        
        14377.98650000
        PA
        USD
        15083.73000000
        0.000294089171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Variable
          0.02068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.05% 07/01/2030
        11120VAJ2
        
          
        
        3511000.00000000
        PA
        USD
        3522718.42000000
        0.068682835170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.3% 03/25/2028
        68389XCD5
        
          
        
        7112000.00000000
        PA
        USD
        6495914.47000000
        0.126651571209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 05/01/2035#SB8045
        3132D55E8
        
          
        
        1297494.36100000
        PA
        USD
        1284545.63000000
        0.025044929868
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL SERVICES LLC
        I7331LVCZKQKX5T7XV54
        MSCS SWAP CY451600 12/16/72 B
        N/A
        
          
        
        4680000.00000000
        NC
        USD
        8385.16000000
        0.000163486402
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY CAPITAL SERVICES LLC
              I7331LVCZKQKX5T7XV54
            
            
              
                CMBX AAA CDSI S13 PRC INDX
                CY451600
              
            
            Y
            
            
            2072-12-16
            33255.57000000
            USD
            0.00000000
            USD
            4680000.00000000
            USD
            -24870.41000000
          
        
        
          N
          N
          N
        
      
      
        ARES LV CLO LTD
        N/A
        ARES LV CLO LTD 2020-55A A1R 3ML+113 07/15/2034 144A
        04018BAL1
        
          
        
        4364867.00000000
        PA
        USD
        4337804.82000000
        0.084574665905
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Variable
          0.01371290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.5% 11/15/2030
        969457BX7
        
          
        
        5897000.00000000
        PA
        USD
        5830156.27000000
        0.113671209096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.8% 04/01/2027
        68389XBU8
        
          
        
        4061000.00000000
        PA
        USD
        3886836.66000000
        0.075782089234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/01/2049#CA4628
        3140QCEA0
        
          
        
        3748655.13260000
        PA
        USD
        3850385.76000000
        0.075071401958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2046#AL9285
        3138ERJ76
        
          
        
        28595.53540000
        PA
        USD
        29040.30000000
        0.000566201978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 5/42 #766751
        36176HTG9
        
          
        
        453232.04570000
        PA
        USD
        468241.50000000
        0.009129356914
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 05/01/2046#V82275
        3132L7Q44
        
          
        
        984396.19770000
        PA
        USD
        978854.74000000
        0.019084840383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.25% 10/22/2026
        06051GFL8
        
          
        
        2954000.00000000
        PA
        USD
        3040470.91000000
        0.059280401511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-22
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        30000000.00000000
        PA
        USD
        28524864.00000000
        0.556152464880
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 9/25 #318376
        31374MT95
        
          
        
        652.87990000
        PA
        USD
        693.89000000
        0.000013528850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 10/39 #710924
        36297FYV8
        
          
        
        43531.29550000
        PA
        USD
        46809.25000000
        0.000912645184
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#BK2485
        3140HFXP9
        
          
        
        30727.70940000
        PA
        USD
        31669.62000000
        0.000617466124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS GROUP AG 4.125% 09/24/2025 144A
        90351DAB3
        
          
        
        3647000.00000000
        PA
        USD
        3715097.37000000
        0.072433669082
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/48#Q55724
        3132XYLE5
        
          
        
        119131.99040000
        PA
        USD
        125009.78000000
        0.002437329667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2043#Q22499
        3132JPX49
        
          
        
        79644.33010000
        PA
        USD
        82957.57000000
        0.001617433023
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.3% 11/20/2026
        172967JC6
        
          
        
        1201000.00000000
        PA
        USD
        1235083.20000000
        0.024080555336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.2% 08/26/2024
        06051GFH7
        
          
        
        13850000.00000000
        PA
        USD
        14186613.17000000
        0.276597984228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL
        N/A
        CHICAGO ILL TAXABLE PROJ C1
        167486MM8
        
          
        
        2040000.00000000
        PA
        USD
        2600003.46000000
        0.050692558358
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.07781000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC
        2138008L3B3MCG1DFS50
        IMPERIAL BRANDS FINANCE PLC 3.75% 07/21/2022 144A
        453140AE5
        
          
        
        3330000.00000000
        PA
        USD
        3337839.19000000
        0.065078224137
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2022-07-21
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.5% 01/15/2025
        681936BD1
        
          
        
        1856000.00000000
        PA
        USD
        1886578.53000000
        0.036782832677
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2050#RA2457
        3133KHWS1
        
          
        
        924259.22600000
        PA
        USD
        911165.15000000
        0.017765088874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 06/01/2050#SD7518
        3132DVK79
        
          
        
        3213137.79750000
        PA
        USD
        3170629.27000000
        0.061818113619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 05/15/2042#766754
        36176HTK0
        
          
        
        125003.89370000
        PA
        USD
        129143.59000000
        0.002517927023
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 6.50% 9/35 #550659
        36213CWU0
        
          
        
        20526.96060000
        PA
        USD
        22744.73000000
        0.000443456545
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROPERTIES 3.25% 07/15/2026
        40414LAQ2
        
          
        
        397000.00000000
        PA
        USD
        396386.92000000
        0.007728400128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRPM 2021-2
        N/A
        PRPM 2021-2 2.115% 03/25/2026 144A
        69359UAA3
        
          
        
        4543935.13500000
        PA
        USD
        4389674.90000000
        0.085585982659
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          0.02115000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/22 #339158
        36224UWT0
        
          
        
        752.01480000
        PA
        USD
        763.90000000
        0.000014893843
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 07/01/2045#Q34979
        3132QRQ94
        
          
        
        25474.97400000
        PA
        USD
        25466.90000000
        0.000496530998
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 12/40#V82128
        3132L7LH0
        
          
        
        66198.60960000
        PA
        USD
        67320.68000000
        0.001312558830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.875% 11/15/2051
        912810TB4
        
          
        
        61462200.00000000
        PA
        USD
        53913873.56000000
        1.051164824892
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          0.01875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PINE STREET TRUST II
        N/A
        PINE STR TR II 5.568% 02/15/2049 144A
        72284LAA7
        
          
        
        3952000.00000000
        PA
        USD
        4395801.78000000
        0.085705439124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.05568000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH C 1ML+170 07/15/2038 144A
        30227FAG5
        
          
        
        1143959.48800000
        PA
        USD
        1127440.71000000
        0.021981837665
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.02097000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 4% 04/15/2030
        053332AZ5
        
          
        
        3682000.00000000
        PA
        USD
        3779657.91000000
        0.073692413154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/01/2041#
        3132GEQJ2
        
          
        
        16661.23920000
        PA
        USD
        17760.53000000
        0.000346279040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 03/31/2026
        91282CBT7
        
          
        
        117696800.00000000
        PA
        USD
        109756863.24000000
        2.139941842614
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-IMC D 1ML+185 04/15/2034 144A
        05608BAL4
        
          
        
        1579977.00000000
        PA
        USD
        1542184.90000000
        0.030068151540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.02297000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 10/20/2051#MA7650
        36179WQB7
        
          
        
        3363888.39600000
        PA
        USD
        3330579.85000000
        0.064936687973
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/46#BC1443
        3140EVS99
        
          
        
        715292.77650000
        PA
        USD
        742471.97000000
        0.014476059069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.125% 01/23/2023
        61744YAN8
        
          
        
        18025000.00000000
        PA
        USD
        18199642.06000000
        0.354840457490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-23
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 05/01/2048#Q55992
        3132XYUS4
        
          
        
        964612.20510000
        PA
        USD
        994943.66000000
        0.019398527857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.344% 7/35 #834917
        31407MSE6
        
          
        
        4798.41540000
        PA
        USD
        4986.37000000
        0.000097219813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Variable
          0.01815000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 11/01/2032#MA3187
        31418CRH9
        
          
        
        120916.51130000
        PA
        USD
        120125.44000000
        0.002342099143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 2.875% 03/25/2031
        68389XCE3
        
          
        
        7467000.00000000
        PA
        USD
        6808341.53000000
        0.132742996554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 6.1% 07/15/2027
        24703TAF3
        
          
        
        1647000.00000000
        PA
        USD
        1809378.08000000
        0.035277646866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 7/40 #729562
        3620AGQP3
        
          
        
        38575.25050000
        PA
        USD
        41508.37000000
        0.000809293334
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 3.95% 06/01/2025
        958254AE4
        
          
        
        602000.00000000
        PA
        USD
        605666.18000000
        0.011808741275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNR 1999-54 PH 6.5% 11/29
        31359XBH1
        
          
        
        41036.07800000
        PA
        USD
        43363.10000000
        0.000845455212
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2029-11-18
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19988
        3132JBRJ4
        
          
        
        40949.35420000
        PA
        USD
        42652.86000000
        0.000831607583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.875% 12/01/2024
        55336VAG5
        
          
        
        1897000.00000000
        PA
        USD
        1964649.85000000
        0.038304997938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 9/25 #AE0552
        31419ATJ6
        
          
        
        33995.34670000
        PA
        USD
        34741.55000000
        0.000677359887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3% 04/01/2052 #TBA
        01F030645
        
          
        
        -1500000.00000000
        PA
        USD
        -1467539.10000000
        -0.02861277402
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 2/40 #711189
        36297GC24
        
          
        
        41864.68750000
        PA
        USD
        44574.95000000
        0.000869082787
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MNGT SWAP CY451600 12/16/72 B
        N/A
        
          
        
        710000.00000000
        NC
        USD
        1272.11000000
        0.000024802470
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            
              
                CMBX AAA CDSI S13 PRC INDX
                CY451600
              
            
            Y
            
            
            2072-12-16
            2876.05000000
            USD
            0.00000000
            USD
            710000.00000000
            USD
            -1603.94000000
          
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6434
        3133KNEF6
        
          
        
        2823869.58000000
        PA
        USD
        2699319.14000000
        0.052628927282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 3/41 #A97661
        312946QN9
        
          
        
        198840.40460000
        PA
        USD
        211959.72000000
        0.004132602375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA INC 4.75% 05/01/2023
        404121AF2
        
          
        
        149000.00000000
        PA
        USD
        152719.65000000
        0.002977592102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 1/41 #004922
        36202FPF7
        
          
        
        571828.76810000
        PA
        USD
        590849.34000000
        0.011519855688
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AUTOZONE INC 3.625% 04/15/2025
        053332AY8
        
          
        
        792000.00000000
        PA
        USD
        800407.91000000
        0.015605642574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 07/15/2040#783030
        36241LLK0
        
          
        
        47375.78760000
        PA
        USD
        49035.07000000
        0.000956042246
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 8/31 #567100
        36213W7M2
        
          
        
        6355.24980000
        PA
        USD
        6857.65000000
        0.000133704369
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON 2018
        N/A
        HORIZON 2018-1 A 4.458% 12/15/2038 144A
        440405AE8
        
          
        
        1697339.33650000
        PA
        USD
        1562871.19000000
        0.030471474451
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-12-15
          Fixed
          0.04458000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.419%/VAR 12/20/2028
        06051GHD4
        
          
        
        13148000.00000000
        PA
        USD
        13015129.47000000
        0.253757435459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Variable
          0.03419000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/01/2045#BA3565
        3140E76B1
        
          
        
        194821.27010000
        PA
        USD
        202223.95000000
        0.003942782978
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2038#AB8124
        31417FA24
        
          
        
        41723.47380000
        PA
        USD
        43408.31000000
        0.000846336676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 7/38 #909209
        31411JDN3
        
          
        
        81351.29900000
        PA
        USD
        85915.52000000
        0.001675104506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 11/40 #737674
        3620ARQ38
        
          
        
        38627.22420000
        PA
        USD
        41535.90000000
        0.000809830089
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MNGT SWAP CY451600 12/16/72 B
        N/A
        
          
        
        3000000.00000000
        NC
        USD
        5375.10000000
        0.000104798926
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            
              
                CMBX AAA CDSI S13 PRC INDX
                CY451600
              
            
            Y
            
            
            2072-12-16
            17524.40000000
            USD
            0.00000000
            USD
            3000000.00000000
            USD
            -12149.30000000
          
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #772063
        36176PQQ2
        
          
        
        56372.35110000
        PA
        USD
        58449.27000000
        0.001139591956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 01/01/2041#AB2083
        31416XJ50
        
          
        
        5252.39400000
        PA
        USD
        5429.44000000
        0.000105858399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2018-1 TR
        N/A
        AASET 2018-1A A 3.844% 1/38 144A
        000367AA0
        
          
        
        2034779.66900000
        PA
        USD
        1404003.67000000
        0.027374016639
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-01-16
          Fixed
          0.03844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 10/27 #353881
        36203NCS5
        
          
        
        625.96350000
        PA
        USD
        674.06000000
        0.000013142223
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE CO LLC
        N/A
        TRANSCONTINENTAL GAS LINE LLC 3.95% 05/15/2050
        893574AR4
        
          
        
        2275000.00000000
        PA
        USD
        2212190.98000000
        0.043131335045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 2.6% 02/15/2033 144A
        11135FBF7
        
          
        
        9811000.00000000
        PA
        USD
        8517552.20000000
        0.166067668220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-15
          Fixed
          0.02600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 11/41 #AB3872
        31417AJS9
        
          
        
        389360.65080000
        PA
        USD
        402765.60000000
        0.007852765966
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AO2138
        3138LSLU2
        
          
        
        609088.89980000
        PA
        USD
        624463.10000000
        0.012175226928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT LP
        549300N4PXZ37U8QKI55
        AMERICAN HOMES 4 RENT LP 2.375% 07/15/2031
        02666TAC1
        
          
        
        522000.00000000
        PA
        USD
        460818.74000000
        0.008984634531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2048#BG3507
        3617GM3Q3
        
          
        
        511954.01970000
        PA
        USD
        527113.34000000
        0.010277187765
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 9/26 #313264
        31374F5Z8
        
          
        
        312.40500000
        PA
        USD
        332.94000000
        0.000006491368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.805% 05/01/2050
        097023CW3
        
          
        
        2080000.00000000
        PA
        USD
        2401853.00000000
        0.046829196669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          0.05805000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/26 #323242
        31374TBK4
        
          
        
        164.10970000
        PA
        USD
        173.72000000
        0.000003387038
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 03/01/2044#AS2238
        3138WBPY5
        
          
        
        135020.45900000
        PA
        USD
        134837.56000000
        0.002628942993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 04/01/2051#FM6540
        3140XAHS4
        
          
        
        3241963.87200000
        PA
        USD
        3125820.19000000
        0.060944465973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 07/01/2045#AZ5987
        3138YXUM5
        
          
        
        56976.21630000
        PA
        USD
        56845.62000000
        0.001108325413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 6/40 #745138
        3620C0ZB7
        
          
        
        57786.48030000
        PA
        USD
        61527.50000000
        0.001199608551
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        ILLINOIS ST BUILD AMERICA BONDS-TAXABLE-SE
        452152FA4
        
          
        
        6570000.00000000
        PA
        USD
        7450934.51000000
        0.145271703780
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.06725000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 2/36 #880258
        31409V5T6
        
          
        
        3883.73560000
        PA
        USD
        4383.65000000
        0.000085468514
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2019-2 TR
        N/A
        AASET 2019-2 B TR 4.458% 10/16/2039 144A
        00038RAB2
        
          
        
        713636.50550000
        PA
        USD
        463932.38000000
        0.009045341519
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-10-16
          Fixed
          0.04458000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 3.638% 03/15/2025 144A
        55903VAE3
        
          
        
        1551000.00000000
        PA
        USD
        1560423.72000000
        0.030423755855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          0.03638000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L
        N/A
        BLACKBIRD CAP II AIRCRAFT LEASE LTD / BLACKBIRD CAP II AIRCRAFT LEASE US L 2.443% 07/15/2046 144A
        09229CAA7
        
          
        
        6094147.07980000
        PA
        USD
        5573741.66000000
        0.108671864756
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          0.02443000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 01/01/2045#AY0356
        3138YDME6
        
          
        
        141315.93910000
        PA
        USD
        146950.53000000
        0.002865110924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #552552
        36213EZR0
        
          
        
        94663.50990000
        PA
        USD
        98151.19000000
        0.001913664732
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2046#BC6168
        3140F12A9
        
          
        
        267792.14250000
        PA
        USD
        271706.27000000
        0.005297487545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 10/15/2041#757458
        36230SJB1
        
          
        
        254406.41320000
        PA
        USD
        263779.48000000
        0.005142938034
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.83% 10/33 #879911
        31409VR88
        
          
        
        54304.17710000
        PA
        USD
        56640.89000000
        0.001104333769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Variable
          0.01870000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 08/01/2040#V81886
        3132L7CX5
        
          
        
        99135.26190000
        PA
        USD
        100939.52000000
        0.001968029114
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 02/01/2035#QN1578
        3133G7XF5
        
          
        
        463171.10700000
        PA
        USD
        458548.75000000
        0.008940376282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GINNIE MAE II POOL II 3.5% 12/20/2049#BR8984
        3617M76V5
        
          
        
        26724.53650000
        PA
        USD
        27056.23000000
        0.000527518343
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.55% 01/23/2049
        03523TBV9
        
          
        
        7428000.00000000
        PA
        USD
        9056779.83000000
        0.176581049653
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/30 #528329
        36212A4N2
        
          
        
        1695.53150000
        PA
        USD
        1851.18000000
        0.000036092663
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 7/40 #733234
        3620ALSX3
        
          
        
        11683.24650000
        PA
        USD
        12439.60000000
        0.000242536272
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 02/01/2042#AK2717
        3138E7AT1
        
          
        
        21011.58870000
        PA
        USD
        21740.66000000
        0.000423880080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BJ8569
        3140HAQX1
        
          
        
        220410.10060000
        PA
        USD
        222830.45000000
        0.004344550214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2048#Q55660
        3132XYJE8
        
          
        
        282693.03650000
        PA
        USD
        296640.69000000
        0.005783636722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/01/2034#FM0046
        3140X3BQ0
        
          
        
        1944336.29000000
        PA
        USD
        1966294.85000000
        0.038337070687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL PARK CLO LTD 2016
        549300XRS6MFERKEPO61
        BRISTOL PARK CLO LTD 2016 3ML+99 04/15/2029 144A
        11014PAJ4
        
          
        
        4500750.00000000
        PA
        USD
        4488044.38000000
        0.087503903416
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Variable
          0.01231290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.375% 04/15/2040
        87264AAX3
        
          
        
        912000.00000000
        PA
        USD
        915869.60000000
        0.017856812062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
        674599DJ1
        
          
        
        1179000.00000000
        PA
        USD
        1308690.00000000
        0.025515675351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL C 1ML+130 10/15/2036 144A
        056054AF6
        
          
        
        2292318.25000000
        PA
        USD
        2271416.20000000
        0.044286055786
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01647000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2052#FS0605
        3140XFU74
        
          
        
        6618581.21000000
        PA
        USD
        6328728.39000000
        0.123391925502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2045#AS4796
        3138WEKJ7
        
          
        
        89373.95140000
        PA
        USD
        90987.49000000
        0.001773993272
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 11/46#MA4126
        36179SSP3
        
          
        
        1035562.72460000
        PA
        USD
        1034369.96000000
        0.020167226839
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 1.5% 04/01/2052 #TBA
        01F012643
        
          
        
        -9400000.00000000
        PA
        USD
        -8385674.20000000
        -0.16349642809
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN CMNTYS OPER LTD PRTNRSHP
        549300PUNBPJCGT6X741
        SUN CMNTYS OPER LTD PRTNRSHP 2.3% 11/01/2028
        866677AF4
        
          
        
        1158000.00000000
        PA
        USD
        1049118.34000000
        0.020454777654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.283 6/1/41
        3128UGXF9
        
          
        
        14532.23650000
        PA
        USD
        15289.33000000
        0.000298097777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Variable
          0.02160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TANGER PROPERTIES LP
        PQPGJDNFN35EXH363L31
        TANGER PROPERTIES LP 3.125% 09/01/2026
        875484AJ6
        
          
        
        4235000.00000000
        PA
        USD
        4065506.11000000
        0.079265627491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/01/2051#RA6496
        3133KNGD9
        
          
        
        1779272.53000000
        PA
        USD
        1700239.38000000
        0.033149757421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS INC 3.8% 03/15/2032 144A
        775109CC3
        
          
        
        2863000.00000000
        PA
        USD
        2840830.65000000
        0.055387993026
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-03-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 11/01/2049#QA4396
        31339U3D0
        
          
        
        43676.78860000
        PA
        USD
        41927.80000000
        0.000817471007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 4.1% 03/15/2052 144A
        30161NBF7
        
          
        
        910000.00000000
        PA
        USD
        924260.63000000
        0.018020412912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG NEW YORK BNCH
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG NEW YORK BNCH 3.3% 11/16/2022
        251526BL2
        
          
        
        6454000.00000000
        PA
        USD
        6497328.28000000
        0.126679136421
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-16
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDF 2016-6A
        N/A
        CEDF 2016-6A ARR 3ML+105 04/20/2034 144A
        15032DAR2
        
          
        
        4267116.00000000
        PA
        USD
        4219140.81000000
        0.082261060426
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01304000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2041#
        3132GDGH9
        
          
        
        48802.34750000
        PA
        USD
        52022.28000000
        0.001014284213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021
        N/A
        WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-FCMT A 1ML+120 12/31/2049 144A
        95003EAA4
        
          
        
        3048000.00000000
        PA
        USD
        3013814.55000000
        0.058760679478
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Variable
          0.01597000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/20/2048#BG7744
        3617GSS91
        
          
        
        435313.85110000
        PA
        USD
        448203.80000000
        0.008738679635
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2045#AY5352
        3138YJ5N2
        
          
        
        97715.97030000
        PA
        USD
        99480.11000000
        0.001939574834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG L LTD / MADISON PK FDG L LLC
        N/A
        MADISON PK FDG L LTD / MADISON PK FDG L LLC 3ML+114 04/19/2034 144A
        55821FAA5
        
          
        
        4943060.00000000
        PA
        USD
        4915863.28000000
        0.095845136376
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-19
          Variable
          0.01388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AQ6625
        3138MNLF5
        
          
        
        22347.93890000
        PA
        USD
        22303.70000000
        0.000434857734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2045#AY4820
        3138YJLA2
        
          
        
        65771.73180000
        PA
        USD
        69747.78000000
        0.001359880270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #738885
        3620AS2S7
        
          
        
        173637.32900000
        PA
        USD
        180006.36000000
        0.003509604140
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 4.889% 3/33 #847126
        3128HD4K2
        
          
        
        615.70490000
        PA
        USD
        637.44000000
        0.000012428238
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Variable
          0.02281000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 9/41 #Q03090
        3132GJC31
        
          
        
        154088.65530000
        PA
        USD
        164255.29000000
        0.003202503766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 06/01/2043#Q19747
        3132JBHZ9
        
          
        
        25093.71090000
        PA
        USD
        26137.62000000
        0.000509608101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLANET FITNESS MASTER ISSUER LLC 18-1A
        N/A
        PLANET FITNESS MASTER ISSUER LLC 18-1A 3.858% 12/05/2049 144A
        72703PAC7
        
          
        
        3284400.00000000
        PA
        USD
        3094371.18000000
        0.060331301106
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2049-12-05
          Fixed
          0.03858000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21845
        3132JPBN1
        
          
        
        48396.97390000
        PA
        USD
        50410.31000000
        0.000982855454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 3/29 #323688
        31374TRH4
        
          
        
        519.83310000
        PA
        USD
        560.53000000
        0.000010928716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PARK FUNDING 2015
        N/A
        MADISON PARK FUNDING 2015-19A A1R2 3ML+92 01/22/2028 144A
        55819QAY3
        
          
        
        3037296.66300000
        PA
        USD
        3030359.48000000
        0.059083257829
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-22
          Variable
          0.01178860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/25 #250329
        31371FA69
        
          
        
        99.52900000
        PA
        USD
        104.38000000
        0.000002035108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITE CENTERS CORP
        W2AVA6SODOQ1LCYJQR54
        SITE CENTERS CORP 4.25% 02/01/2026
        23317HAE2
        
          
        
        2048000.00000000
        PA
        USD
        2071893.77000000
        0.040395944645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2044#Q25265
        3132M5QS4
        
          
        
        235030.26690000
        PA
        USD
        249802.88000000
        0.004870434700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2052#BU9788
        3140MB2W1
        
          
        
        1115406.69600000
        PA
        USD
        1093103.92000000
        0.021312369428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 07/01/2047#Q49393
        3132WPNK9
        
          
        
        253604.50730000
        PA
        USD
        267563.31000000
        0.005216711791
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 05/01/2052 #TBA
        01F022659
        
          
        
        22000000.00000000
        PA
        USD
        20949843.20000000
        0.408461436820
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK PL SECS INC
        N/A
        PPSI 2005-WCH1 M4 1ML+83 1/36
        70069FFL6
        
          
        
        160373.08730000
        PA
        USD
        159834.06000000
        0.003116302550
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-01-25
          Variable
          0.01701570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 12/01/2032#J38057
        31307U5S3
        
          
        
        246982.59950000
        PA
        USD
        249878.52000000
        0.004871909461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #509683
        31383QFY5
        
          
        
        183.88500000
        PA
        USD
        198.27000000
        0.000003865692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/47#BM1277
        3140J5M30
        
          
        
        708638.14500000
        PA
        USD
        731135.49000000
        0.014255030450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2048#Q54192
        3132XWUS8
        
          
        
        38679.95330000
        PA
        USD
        39877.48000000
        0.000777495689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 7/25 #250328
        31371FA51
        
          
        
        52.72640000
        PA
        USD
        54.12000000
        0.000001055183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 03/01/2046#BM4548
        3140J9BS9
        
          
        
        555511.11310000
        PA
        USD
        586524.85000000
        0.011435540623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.75% 01/31/2029
        91282CDW8
        
          
        
        33700000.00000000
        PA
        USD
        32267750.00000000
        0.629127931991
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 10/01/2027#
        31283G3D7
        
          
        
        121.11960000
        PA
        USD
        131.20000000
        0.000002558021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 11/01/2042#AQ6832
        3138MNSW1
        
          
        
        33198.15020000
        PA
        USD
        33132.43000000
        0.000645986694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 6/27 #391266
        31377YTX3
        
          
        
        6628.05670000
        PA
        USD
        7200.10000000
        0.000140381155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/32 #569702
        36200Q3K8
        
          
        
        840.74160000
        PA
        USD
        924.25000000
        0.000018020205
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 05/01/2034#C91764
        3128P75Z2
        
          
        
        442670.73570000
        PA
        USD
        451834.02000000
        0.008809458440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 10/28 #490635
        36210FBC9
        
          
        
        399.93820000
        PA
        USD
        430.72000000
        0.000008397796
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 04/01/2044#AV7161
        3138XJ5X1
        
          
        
        252008.28520000
        PA
        USD
        262213.94000000
        0.005112414525
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 2/28 #436199
        36207MRU2
        
          
        
        20626.94580000
        PA
        USD
        22123.30000000
        0.000431340455
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2050#
        31418DTS1
        
          
        
        75039.71500000
        PA
        USD
        73718.67000000
        0.001437301156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 3/28 #251570
        31371GMT4
        
          
        
        886.70390000
        PA
        USD
        968.26000000
        0.000018878273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 4/42 #C03856
        31292LH99
        
          
        
        917426.66450000
        PA
        USD
        949395.86000000
        0.018510477304
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 3.75% 02/15/2051 144A
        11135FBG5
        
          
        
        3718000.00000000
        PA
        USD
        3329245.47000000
        0.064910671417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 03/20/2046#MA3520
        36179R4D8
        
          
        
        180948.26750000
        PA
        USD
        181418.41000000
        0.003537135037
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPOARATE OFFICE PPTYS LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE PPTYS LP 2.25% 03/15/2026
        22003BAL0
        
          
        
        1154000.00000000
        PA
        USD
        1099516.91000000
        0.021437404212
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2033#J38387
        31307VJ80
        
          
        
        112507.03020000
        PA
        USD
        113808.61000000
        0.002218939202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058
        035240AP5
        
          
        
        3986000.00000000
        PA
        USD
        4322306.43000000
        0.084272492062
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2058-04-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORP 7.375% 11/15/2031
        337932AC1
        
          
        
        3718000.00000000
        PA
        USD
        4585632.48000000
        0.089406589520
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.07375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 6/40 #745068
        3620C0W53
        
          
        
        81285.65820000
        PA
        USD
        86547.99000000
        0.001687435844
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 02/35#BO9279
        3140K5JZ1
        
          
        
        211488.57070000
        PA
        USD
        209377.96000000
        0.004082265512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/32 #545759
        31385JJC3
        
          
        
        40195.55890000
        PA
        USD
        44326.08000000
        0.000864230541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.30% 8/36 #888199
        31410FX42
        
          
        
        113340.03670000
        PA
        USD
        118624.70000000
        0.002312839048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Variable
          0.02338000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#RA6987
        3133KNXQ1
        
          
        
        1400268.00000000
        PA
        USD
        1414499.20000000
        0.027578649162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 12/01/2051#QD3432
        3133B0Y56
        
          
        
        859809.75000000
        PA
        USD
        799508.80000000
        0.015588112525
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.6% 06/01/2060
        035240AU4
        
          
        
        2565000.00000000
        PA
        USD
        2726205.89000000
        0.053153141255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2060-06-01
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2049#BO3189
        3140JXRK6
        
          
        
        65062.84700000
        PA
        USD
        64019.10000000
        0.001248187555
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 4/1/43 #AB8881
        31417F2P2
        
          
        
        250125.57850000
        PA
        USD
        249786.76000000
        0.004870120406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 3.75% 05/15/2030
        29278NAQ6
        
          
        
        1605000.00000000
        PA
        USD
        1578932.47000000
        0.030784623024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 04/01/2052 #TBA
        21H020642
        
          
        
        -9300000.00000000
        PA
        USD
        -8842707.84000000
        -0.17240726411
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 8.00% 5/30 #479341
        36209RP23
        
          
        
        1049.87220000
        PA
        USD
        1166.53000000
        0.000022743965
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 4.75% 08/15/2028
        958254AK0
        
          
        
        801000.00000000
        PA
        USD
        826736.13000000
        0.016118966825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.65% 7/37 #942609
        31413DVA2
        
          
        
        11471.14330000
        PA
        USD
        12121.62000000
        0.000236336581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Variable
          0.02202000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 07/01/2045#Q34759
        3132QRJD3
        
          
        
        83269.80660000
        PA
        USD
        83139.34000000
        0.001620977013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 05/01/2043#Q18481
        3132J92P2
        
          
        
        57815.34950000
        PA
        USD
        60238.56000000
        0.001174477944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2033#G18684
        3128MMXN8
        
          
        
        94881.49990000
        PA
        USD
        95994.00000000
        0.001871605758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028
        95000U2V4
        
          
        
        6440000.00000000
        PA
        USD
        6427066.35000000
        0.125309231711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Variable
          0.03526000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDSON PACIFIC PROPERTIES LP
        5493007NTUGLGZ8T3526
        HUDSON PAC PPTYS LP 4.65% 04/01/2029
        44409MAB2
        
          
        
        5367000.00000000
        PA
        USD
        5627495.13000000
        0.109719902175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 8/41 #430354
        36207FBX8
        
          
        
        456522.68820000
        PA
        USD
        473342.31000000
        0.009228807977
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 3.875% 09/10/2024
        46625HJY7
        
          
        
        30332000.00000000
        PA
        USD
        30982910.46000000
        0.604077271727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.0% 09/45#AZ8147
        3140E1BR3
        
          
        
        3086.48040000
        PA
        USD
        3203.76000000
        0.000062464067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 03/01/2051#SD8134
        3132DWBB8
        
          
        
        8595297.99420000
        PA
        USD
        8000542.91000000
        0.155987480248
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 07/01/2051#CB1943
        3140QMER1
        
          
        
        36658.25000000
        PA
        USD
        35952.75000000
        0.000700974789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.95% 01/28/2060
        71654QDF6
        
          
        
        5462000.00000000
        PA
        USD
        4423673.80000000
        0.086248863016
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2060-01-28
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 8/40 #737311
        3620ARDQ1
        
          
        
        58800.75360000
        PA
        USD
        63228.52000000
        0.001232773528
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 05/15/2024
        91282CCC3
        
          
        
        15451000.00000000
        PA
        USD
        14768379.61000000
        0.287940749599
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 5/41 #Q00753
        3132GDZS4
        
          
        
        69598.63380000
        PA
        USD
        74190.69000000
        0.001446504183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 7/28 #506236
        31383LLR4
        
          
        
        13247.28800000
        PA
        USD
        14168.66000000
        0.000276247949
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.375% 11/15/2031
        91282CDJ7
        
          
        
        112397100.00000000
        PA
        USD
        103124339.25000000
        2.010626780308
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.01375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #464695
        36208YGC7
        
          
        
        4674.55100000
        PA
        USD
        4969.94000000
        0.000096899476
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 07/01/2031#
        31298RZH2
        
          
        
        233.84360000
        PA
        USD
        260.05000000
        0.000005070223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 06/01/2033#MA3391
        31418CXV1
        
          
        
        17359.77950000
        PA
        USD
        17550.41000000
        0.000342182307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST 2018-H4
        N/A
        MORGAN STANLEY CAPITAL I TRUST 2018-H4 4.31% 12/15/2051
        61691RAE6
        
          
        
        4283754.00000000
        PA
        USD
        4474503.14000000
        0.087239888345
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          0.04310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.00% 9/41 #Q03358
        3132GJMF3
        
          
        
        78781.48160000
        PA
        USD
        81555.06000000
        0.001590088129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 7/41 #AL0913
        3138EHAP7
        
          
        
        410373.76950000
        PA
        USD
        455544.68000000
        0.008881805594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 7/27 #411814
        36206HN79
        
          
        
        3930.31430000
        PA
        USD
        4196.45000000
        0.000081818655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-07-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 5/23 #354111
        36203NKY3
        
          
        
        80.90390000
        PA
        USD
        82.64000000
        0.000001611241
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/31 #559037
        36213NBE5
        
          
        
        5957.74360000
        PA
        USD
        6510.98000000
        0.000126945305
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6302
        3133KNAB9
        
          
        
        2202383.40030000
        PA
        USD
        2048612.11000000
        0.039942019515
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3.5% 04/01/2052 #TBA
        01F032641
        
          
        
        -17750000.00000000
        PA
        USD
        -17781894.98000000
        -0.34669559593
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENERGY PARTNERS LP
        549300PDHUGWPWGOT525
        KINDER MORGAN ENERGY PTNRS LP 3.45% 02/15/2023
        494550BM7
        
          
        
        1179000.00000000
        PA
        USD
        1187258.21000000
        0.023148106155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 1.125% 06/22/2022
        92556VAA4
        
          
        
        2120000.00000000
        PA
        USD
        2119871.53000000
        0.041331372399
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-22
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES OPERATING PARTNERSHIP LP
        549300147YMUQB3GW319
        INVITATION HOMES OPERATING PARTNERSHIP LP 4.15% 04/15/2032
        46188BAD4
        
          
        
        3229000.00000000
        PA
        USD
        3297675.47000000
        0.064295147595
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.04150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 6/28 #251822
        31371GVP2
        
          
        
        1050.60950000
        PA
        USD
        1150.17000000
        0.000022424993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERSHIP LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER PARTNERSHIP LP 4.55% 10/01/2029
        105340AP8
        
          
        
        4050000.00000000
        PA
        USD
        4195026.61000000
        0.081790903171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q20358
        3132JMMF3
        
          
        
        18625.73950000
        PA
        USD
        19400.58000000
        0.000378255278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/51#BQ1010
        3140KLDQ2
        
          
        
        163238.47400000
        PA
        USD
        151994.13000000
        0.002963446558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-IMC C 1ML+160 04/15/34 144A
        05608BAJ9
        
          
        
        1505103.00000000
        PA
        USD
        1476841.08000000
        0.028794135771
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01997000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 4/42 #AK4826
        3138E9LG3
        
          
        
        247756.43500000
        PA
        USD
        254010.13000000
        0.004952463924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2045#Q33347
        3132QPWH3
        
          
        
        14044.53720000
        PA
        USD
        14304.54000000
        0.000278897216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        LIBERTY MUTUAL GROUP INC 4.569% 02/01/2029 144A
        53079EBG8
        
          
        
        2838000.00000000
        PA
        USD
        3008180.53000000
        0.058650832360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.04569000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES INC
        PZ9HF5U52KPF0MH0QN75
        HEALTHPEAK PROPERTIES 3.5% 07/15/2029
        40414LAR0
        
          
        
        455000.00000000
        PA
        USD
        454367.36000000
        0.008858851254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 02/15/2045#AL2187
        36183XNC0
        
          
        
        7168.13980000
        PA
        USD
        7222.14000000
        0.000140810871
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2040#V81750
        3132L65K3
        
          
        
        154250.03720000
        PA
        USD
        157153.79000000
        0.003064045026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MYLAN INC
        30ZMPDNA1RHIBH89C294
        MYLAN INC 4.55% 04/15/2028
        628530BK2
        
          
        
        2773000.00000000
        PA
        USD
        2803595.67000000
        0.054662018455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+107.21 10/15/2036 144A
        05609PAJ7
        
          
        
        1198675.00000000
        PA
        USD
        1152147.59000000
        0.022463550468
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01495600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 1/24 #382114
        36204WN78
        
          
        
        379.57580000
        PA
        USD
        393.95000000
        0.000007680887
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-01-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST
        N/A
        MARLETTE FUNDING TRUST 1.36% 04/15/2032 144A
        57109KAA3
        
          
        
        8300000.00000000
        PA
        USD
        8244290.40000000
        0.160739852332
        Long
        ABS-CBDO
        CORP
        XX
        
        N
        
        2
        
          2032-04-15
          Fixed
          0.01360000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN INC
        5493000EYEKDT0FBSQ91
        ANHEUSER-BUSCH INBEV FIN INC 4.7% 02/01/2036
        035242AM8
        
          
        
        6423000.00000000
        PA
        USD
        6888767.70000000
        0.134311074588
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAE SYSTEMS PLC
        8SVCSVKSGDWMW2QHOH83
        BAE SYSTEMS PLC 3.4% 04/15/2030 144A
        05523RAD9
        
          
        
        1572000.00000000
        PA
        USD
        1548996.72000000
        0.030200962357
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-04-15
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.75% 01/15/2028
        681936BK5
        
          
        
        4424000.00000000
        PA
        USD
        4499244.23000000
        0.087722268145
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 02/01/2033#MA3283
        31418CUH5
        
          
        
        1990971.06310000
        PA
        USD
        2012834.12000000
        0.039244452041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2051#MA4467
        31418D6D9
        
          
        
        567906.76500000
        PA
        USD
        556622.34000000
        0.010852528040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 4.65% 07/01/2026
        958254AF1
        
          
        
        6278000.00000000
        PA
        USD
        6434950.00000000
        0.125462940117
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 02/34#G30703
        3132J4AD1
        
          
        
        10317733.44990000
        PA
        USD
        10547431.99000000
        0.205644461596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROJECT SILVER 2019
        N/A
        SILVER AIRCRAFT LEASE INVT LTD 2019-1 A 3.967% 07/15/2044 144A
        827304AA4
        
          
        
        3278024.94730000
        PA
        USD
        2921696.42000000
        0.056964641991
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2044-07-15
          Fixed
          0.03967000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BD5294
        3140FC3C0
        
          
        
        541215.71210000
        PA
        USD
        548957.15000000
        0.010703078973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT CFX 4.95% 07/05/2023 144A
        46645WBC6
        
          
        
        505398.00000000
        PA
        USD
        510300.06000000
        0.009949377364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          0.04949800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.8% 05/01/2025
        02005NBJ8
        
          
        
        3631000.00000000
        PA
        USD
        3851464.08000000
        0.075092426084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 12/27 #251336
        31371GEH9
        
          
        
        688.76520000
        PA
        USD
        747.42000000
        0.000014572531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34669
        31307RFJ9
        
          
        
        15631.10530000
        PA
        USD
        15824.15000000
        0.000308525223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 2/1/43 #Q15635
        3132J6V50
        
          
        
        30148.70380000
        PA
        USD
        30129.73000000
        0.000587442716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2046#Q40085
        3132WDCX0
        
          
        
        881384.39570000
        PA
        USD
        895497.56000000
        0.017459616119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 6/41 #Q01208
        3132GEKV1
        
          
        
        30753.08030000
        PA
        USD
        32782.14000000
        0.000639157051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 01/01/2052#FS0288
        3140XFKA8
        
          
        
        2705726.39800000
        PA
        USD
        2515965.96000000
        0.049054069818
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.7% 01/15/2023
        969457BU3
        
          
        
        837000.00000000
        PA
        USD
        842332.17000000
        0.016423044561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 7/40 #739706
        3620ATYB7
        
          
        
        37936.36870000
        PA
        USD
        40803.38000000
        0.000795548065
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2051#QC0287
        3133AJJ87
        
          
        
        904932.05600000
        PA
        USD
        889679.79000000
        0.017346186406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #507035
        31383MHL0
        
          
        
        1364.53750000
        PA
        USD
        1511.70000000
        0.000029473784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2048#BM3877
        3140J8JX2
        
          
        
        294957.82840000
        PA
        USD
        303856.47000000
        0.005924323592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 07/01/2048#Q59935
        3132Y4BD3
        
          
        
        369650.22890000
        PA
        USD
        382948.54000000
        0.007466390530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #587033
        36201MEE8
        
          
        
        5456.39090000
        PA
        USD
        6001.55000000
        0.000117012891
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2043#Q20882
        3132JM6T1
        
          
        
        8508.35440000
        PA
        USD
        8862.31000000
        0.000172789449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEECHWOOD PARK CLO LTD
        N/A
        BEECHWOOD PARK CLO LTD 19-1A A1R TSFR3M+130 01/17/2035 144A
        07355TAU6
        
          
        
        5919000.00000000
        PA
        USD
        5904983.81000000
        0.115130130016
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-17
          Variable
          0.01558660
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 10/01/2048#G67716
        3132XCSD8
        
          
        
        2143149.26650000
        PA
        USD
        2268311.33000000
        0.044225519788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 4.25% 08/09/2042
        02209SAM5
        
          
        
        3835000.00000000
        PA
        USD
        3416993.71000000
        0.066621508670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-08-09
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AB7567
        31417EMR9
        
          
        
        26104.23290000
        PA
        USD
        26052.56000000
        0.000507949677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 2/23 #342527
        36224YPL7
        
          
        
        28.73370000
        PA
        USD
        29.24000000
        0.000000570095
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #443873
        36207WCJ1
        
          
        
        795.70750000
        PA
        USD
        856.78000000
        0.000016704735
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35372
        3132QR6J4
        
          
        
        47423.46820000
        PA
        USD
        47378.80000000
        0.000923749764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 5/40 #004696
        36202FGD2
        
          
        
        171364.26070000
        PA
        USD
        179893.49000000
        0.003507403501
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #552505
        36213EYA8
        
          
        
        3307.50260000
        PA
        USD
        3645.59000000
        0.000071078476
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 06/01/2045#Q34103
        3132QQRZ7
        
          
        
        23042.91000000
        PA
        USD
        23150.82000000
        0.000451374127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2050#SD7523
        3132DVLC7
        
          
        
        1707342.51860000
        PA
        USD
        1639907.61000000
        0.031973462151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.705% 05/01/2040
        097023CV5
        
          
        
        2080000.00000000
        PA
        USD
        2324297.04000000
        0.045317079440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05705000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2018-BOP
        N/A
        MORGAN STANLEY CAP I TR 2018-BOP 1ML+125 06/15/2035 144A
        61768FAG5
        
          
        
        2421544.24440000
        PA
        USD
        2407069.95000000
        0.046930912127
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-15
          Variable
          0.01647000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO AVIATION SECURITIZATION EQUITY TRUST
        N/A
        APOLLO AVIATION SECURITIZATION EQUITY TRUST 3.351% 01/16/2040 144A
        00255UAA3
        
          
        
        1651225.44990000
        PA
        USD
        1452757.07000000
        0.028324567133
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-01-16
          Fixed
          0.03351000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC
        N/A
        DRYDEN 85 CLO LTD / DRYDEN 85 CLO LLC 3ML+115 10/15/2035 144A
        26246BAL8
        
          
        
        3880961.00000000
        PA
        USD
        3844988.37000000
        0.074966168442
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-10-15
          Variable
          0.01391290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2052#
        31418EAQ3
        
          
        
        649935.78800000
        PA
        USD
        651770.75000000
        0.012707647235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2043#AU8060
        3138X75W9
        
          
        
        14376.72180000
        PA
        USD
        15277.28000000
        0.000297862837
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2044#AW6964
        3138XWW20
        
          
        
        97622.59120000
        PA
        USD
        103615.61000000
        0.002020205141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.84% 01/23/2030
        71654QDC3
        
          
        
        12801000.00000000
        PA
        USD
        12704992.50000000
        0.247710660256
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2030-01-23
          Fixed
          0.06840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AB7273
        31417ECK5
        
          
        
        84990.96910000
        PA
        USD
        84822.72000000
        0.001653798062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR0530
        3138NWSU4
        
          
        
        84795.01600000
        PA
        USD
        84627.16000000
        0.001649985206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2049#CA4860
        3140QCMJ2
        
          
        
        1773246.23130000
        PA
        USD
        1744799.64000000
        0.034018553796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACE PARK CLO LTD
        N/A
        PEACE PARK CLO LTD 3ML+113 10/20/2034 144A
        70470MAC9
        
          
        
        1720018.00000000
        PA
        USD
        1701402.25000000
        0.033172430027
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01384000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026
        674599DC6
        
          
        
        3587000.00000000
        PA
        USD
        3802220.00000000
        0.074132308747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          0.05550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 8/36 #AE0746
        31419AZL4
        
          
        
        97850.45530000
        PA
        USD
        107978.65000000
        0.002105271820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.125% 01/15/2026
        92277GAG2
        
          
        
        1079000.00000000
        PA
        USD
        1103605.85000000
        0.021517126733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2043#Q20707
        3132JMYC7
        
          
        
        46197.29940000
        PA
        USD
        48028.18000000
        0.000936410799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XXI LTD 2019-21A A
        N/A
        MAGNETITE XXI LTD 2019-21A A 3ML+102 04/20/2034 144A
        55954PAN4
        
          
        
        4120834.00000000
        PA
        USD
        4081747.89000000
        0.079582295293
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01274000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC 7.25% 06/15/2037
        761713AT3
        
          
        
        2053000.00000000
        PA
        USD
        2401658.98000000
        0.046825413839
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-06-15
          Fixed
          0.07250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 1/40 #AD0732
        31418MY63
        
          
        
        138577.16990000
        PA
        USD
        153979.87000000
        0.003002162753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13654
        3132HQBX9
        
          
        
        17017.74260000
        PA
        USD
        17736.32000000
        0.000345807015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 5/42 #AO2123
        3138LSLD0
        
          
        
        41417.34480000
        PA
        USD
        42462.77000000
        0.000827901377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 11/15/2042#AB9201
        36178WGJ2
        
          
        
        8918.45230000
        PA
        USD
        9344.53000000
        0.000182191346
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC
        N/A
        EATON VANCE CLO 2013-1 LTD / EATON VANCE CLO 2013-1 LLC 3ML+125 01/15/2034 144A
        27830BBN3
        
          
        
        1005251.00000000
        PA
        USD
        998418.31000000
        0.019466273496
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-15
          Variable
          0.01491290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 06/01/2050#FM6890
        3140XAUQ3
        
          
        
        149029.53900000
        PA
        USD
        146592.22000000
        0.002858124914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 4% 06/22/2050
        92556VAF3
        
          
        
        2606000.00000000
        PA
        USD
        2189239.12000000
        0.042683840063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2048#BN2842
        3140JKEQ5
        
          
        
        8430.48200000
        PA
        USD
        8782.71000000
        0.000171237479
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/25 #319647
        31374PBQ9
        
          
        
        1487.81930000
        PA
        USD
        1576.55000000
        0.000030738171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#BO9355
        3140K5MD6
        
          
        
        11569.42900000
        PA
        USD
        11376.60000000
        0.000221810843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 11/31 #575375
        36200XFQ7
        
          
        
        260.03050000
        PA
        USD
        286.61000000
        0.000005588067
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-11-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2% 05/01/2052 #TBA
        01F020653
        
          
        
        20100000.00000000
        PA
        USD
        18621864.09000000
        0.363072567649
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        L6D8A6MLSY454J2JXJ60
        WESTERN GAS PARTNERS LP 4.5% 03/01/2028
        958254AH7
        
          
        
        1387000.00000000
        PA
        USD
        1414740.00000000
        0.027583344066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        NATWEST GRP PLC(UNGTD) 6% 12/19/2023
        780097AZ4
        
          
        
        7233000.00000000
        PA
        USD
        7542564.59000000
        0.147058225702
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-12-19
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA GROUP LTD 3.2% 09/16/2040 144A
        00131LAK1
        
          
        
        2417000.00000000
        PA
        USD
        2145827.68000000
        0.041837442360
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2040-09-16
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE5602
        3140FRGL3
        
          
        
        1766384.01090000
        PA
        USD
        1791650.01000000
        0.034932000701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 5% 04/48#784805
        3622AAGN8
        
          
        
        1351745.40870000
        PA
        USD
        1441762.06000000
        0.028110196193
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050
        035240AT7
        
          
        
        3466000.00000000
        PA
        USD
        3703220.84000000
        0.072202111048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2052#BV1102
        3140MEGL4
        
          
        
        998272.10000000
        PA
        USD
        954242.01000000
        0.018604963233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/28 #313947
        31374GWG8
        
          
        
        35.80350000
        PA
        USD
        38.65000000
        0.000000753563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/47#BH4269
        3140GSW73
        
          
        
        38862.33660000
        PA
        USD
        40096.11000000
        0.000781758342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 01/01/2035#FM2286
        3140X5RG0
        
          
        
        1438935.84390000
        PA
        USD
        1455186.61000000
        0.028371936147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.125% 05/15/2029
        11120VAH6
        
          
        
        3502000.00000000
        PA
        USD
        3591973.07000000
        0.070033100829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST APT HOMES LP
        5493005D04NMMCMCB212
        POST APT HOMES LP 3.375% 12/01/2022
        737415AL3
        
          
        
        274000.00000000
        PA
        USD
        274916.93000000
        0.005360086142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.0% 08/45#AS5634
        3138WFHL3
        
          
        
        282823.27560000
        PA
        USD
        281379.58000000
        0.005486089153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF HIPPOLYTA ISSUER LLC
        N/A
        CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A
        12530MAE5
        
          
        
        6750878.72760000
        PA
        USD
        6279204.96000000
        0.122426361646
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-03-15
          Fixed
          0.01530000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 02/01/2033#ZS8686
        3132A9UK1
        
          
        
        104882.64590000
        PA
        USD
        106034.37000000
        0.002067363975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 08/01/2049#
        3132DV3M5
        
          
        
        4974.76700000
        PA
        USD
        4898.07000000
        0.000095498218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 8% 05/01/2027#
        31283HA70
        
          
        
        207.34200000
        PA
        USD
        224.20000000
        0.000004371252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.25% 04/15/2029
        29278NAG8
        
          
        
        1423000.00000000
        PA
        USD
        1518492.65000000
        0.029606221091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 08/15/2051
        912810SZ2
        
          
        
        253059800.00000000
        PA
        USD
        228307388.31000000
        4.451334693797
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 6/41 #AE1246
        31419BL45
        
          
        
        102502.23210000
        PA
        USD
        106467.73000000
        0.002075813243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 05/01/2051#SD7540
        3132DVLV5
        
          
        
        1552513.60370000
        PA
        USD
        1487555.35000000
        0.029003033092
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/29 #502726
        31383GPK6
        
          
        
        14282.71700000
        PA
        USD
        15813.69000000
        0.000308321283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRA HEALTH CARE LP
        549300OVKLRFSIQG0H81
        SABRA HEALTH CARE LP 3.2% 12/01/2031
        78574MAA1
        
          
        
        6486000.00000000
        PA
        USD
        5788063.92000000
        0.112850529839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-01
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 4/41 #Q00114
        3132GDDT6
        
          
        
        64363.68830000
        PA
        USD
        68610.35000000
        0.001337703670
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2044#AW9240
        3138XZHS3
        
          
        
        70820.87040000
        PA
        USD
        75084.44000000
        0.001463929727
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 5.576% 01/25/2049
        35137LAK1
        
          
        
        833000.00000000
        PA
        USD
        968247.80000000
        0.018878035687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-25
          Fixed
          0.05576000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COML MTG TR 2018-BIOA
        N/A
        BX COML MTG TR 2018-BIOA STEP 03/15/2037 144A
        056057AA0
        
          
        
        4223186.30600000
        PA
        USD
        4188715.39000000
        0.081667852608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Variable
          0.01068050
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THUNDERBOLT III AIRCRAFT LEASE LTD
        N/A
        THUNDERBOLT III AIRCRAFT LEASE LTD 2019-1 A 3.671% 11/15/2039 144A
        88607AAA7
        
          
        
        5013018.11220000
        PA
        USD
        4395669.44000000
        0.085702858876
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-11-15
          Fixed
          0.03671000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 4.25% 02/01/2024
        00914AAA0
        
          
        
        3979000.00000000
        PA
        USD
        4022029.18000000
        0.078417952922
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 2.9% 05/13/2022 144A
        928668BC5
        
          
        
        3971000.00000000
        PA
        USD
        3976042.73000000
        0.077521349961
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8995
        3617M77G7
        
          
        
        228439.80230000
        PA
        USD
        232203.14000000
        0.004527290600
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 2.956/VAR 05/13/2031
        46647PBP0
        
          
        
        2994000.00000000
        PA
        USD
        2801475.83000000
        0.054620687697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-13
          Variable
          0.02956000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB INC
        254900JOFV74IJ7H9933
        UTAH ACQUISITION SUB INC 3.95% 06/15/2026
        62854AAN4
        
          
        
        1767000.00000000
        PA
        USD
        1753454.21000000
        0.034187292915
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 3/28 #456712
        36208PKZ0
        
          
        
        5592.72920000
        PA
        USD
        6065.77000000
        0.000118264996
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2043#Q15107
        3132J6DM3
        
          
        
        17965.04440000
        PA
        USD
        18718.01000000
        0.000364947135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 08/01/2034#C91782
        3128P76T5
        
          
        
        732927.62120000
        PA
        USD
        748099.22000000
        0.014585774192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.6% 03/15/2046
        674599DL6
        
          
        
        3957000.00000000
        PA
        USD
        4649475.00000000
        0.090651334276
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          0.06600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COML MTG TR 2015-C26
        N/A
        WELLS FARGO COML MTG TR 2015-C26 A4 3.166% 02/15/2048
        94989CAX9
        
          
        
        2321089.00000000
        PA
        USD
        2307293.14000000
        0.044985552499
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          0.03166000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2047#BJ4279
        3140H5XH9
        
          
        
        87719.52330000
        PA
        USD
        90422.14000000
        0.001762970580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+88 03/15/2036 144A
        53218CAC4
        
          
        
        1199386.76000000
        PA
        USD
        1160352.12000000
        0.022623515108
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01277000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2045#Q33724
        3132QQD66
        
          
        
        17563.88400000
        PA
        USD
        17889.04000000
        0.000348784614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 6/40 #A92350
        312940TF6
        
          
        
        64651.83810000
        PA
        USD
        69629.63000000
        0.001357576686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 04/15/2043#AD7475
        36180KJU6
        
          
        
        18891.07870000
        PA
        USD
        19793.60000000
        0.000385918033
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 1.65% 03/25/2026
        68389XCC7
        
          
        
        4502000.00000000
        PA
        USD
        4198139.31000000
        0.081851591831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 03/15/2041#738107
        3620ASAG4
        
          
        
        11319.48610000
        PA
        USD
        11726.07000000
        0.000228624498
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEQUOIA MTG TR
        N/A
        SEMT 2004-6 A3B 6ML+44 7/34
        81744FCU9
        
          
        
        1239.23560000
        PA
        USD
        1199.33000000
        0.000023383471
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-07-20
          Variable
          0.01191500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 1.5% 05/01/2052 #TBA
        01F012650
        
          
        
        9400000.00000000
        PA
        USD
        8370987.64000000
        0.163210082595
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.228% 7/41#AI3469
        3138AG2B3
        
          
        
        36656.33570000
        PA
        USD
        38571.12000000
        0.000752025442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Variable
          0.02068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIA GROUP LTD
        ZP5ILWVSYE4LJGMMVD57
        AIA GROUP LTD 3.375% 04/07/2030 144A
        00131LAJ4
        
          
        
        5101000.00000000
        PA
        USD
        5073241.07000000
        0.098913548755
        Long
        DBT
        CORP
        HK
        N
        
        2
        
          2030-04-07
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2051#FM7599
        3140XBNR7
        
          
        
        7817921.49500000
        PA
        USD
        7850957.69000000
        0.153071000477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 3.428% 03/15/2024 144A
        55903VAC7
        
          
        
        2833000.00000000
        PA
        USD
        2848530.73000000
        0.055538122347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.03428000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2052#CB3174
        3140QNQ47
        
          
        
        1710515.57500000
        PA
        USD
        1717209.16000000
        0.033480619120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 7.3% 08/15/2031
        023551AJ3
        
          
        
        930000.00000000
        PA
        USD
        1138971.39000000
        0.022206652623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#AL9776
        3138ER2J8
        
          
        
        1674353.71510000
        PA
        USD
        1698303.34000000
        0.033112010232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR0739
        3138NWZD4
        
          
        
        137282.10760000
        PA
        USD
        137096.15000000
        0.002672978975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        EQUITABLE HOLDINGS INC 4.35% 04/20/2028
        054561AJ4
        
          
        
        2946000.00000000
        PA
        USD
        3009156.08000000
        0.058669852767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/40#V81744
        3132L65D9
        
          
        
        83856.21390000
        PA
        USD
        85434.81000000
        0.001665732049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13121
        3132HPPE8
        
          
        
        77252.66450000
        PA
        USD
        80514.69000000
        0.001569803919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PPTY LTD PARTNERSHIP
        BVHHEFJI6SHNOKQT2572
        BOSTON PPTYS LTD PARTNERSHIP 3.25% 01/30/2031
        10112RBD5
        
          
        
        2690000.00000000
        PA
        USD
        2601570.50000000
        0.050723111112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-30
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 4.5% 04/15/2050
        87264AAZ8
        
          
        
        1793000.00000000
        PA
        USD
        1813898.99000000
        0.035365791554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #475908
        36209MU93
        
          
        
        274.14070000
        PA
        USD
        294.84000000
        0.000005748528
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC COML MTG TR 2019-CHC
        N/A
        CHC COML MTG TR 2019-CHC 1ML+175 06/15/2034 144A
        162665AJ2
        
          
        
        1216830.22520000
        PA
        USD
        1186204.19000000
        0.023127555809
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Variable
          0.02147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19606
        3132JBDL4
        
          
        
        35271.08560000
        PA
        USD
        36738.38000000
        0.000716292305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN SENIOR LOAN FUND 2018
        N/A
        DRSLF 2020-78A A 3ML+118 04/17/2033 144A
        26253LAA0
        
          
        
        2981088.00000000
        PA
        USD
        2958673.20000000
        0.057685582408
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2033-04-17
          Variable
          0.01421290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/01/2041#
        3132GDVM1
        
          
        
        6501.60810000
        PA
        USD
        6930.58000000
        0.000135126293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 3.8% 06/09/2023
        225433AT8
        
          
        
        5950000.00000000
        PA
        USD
        6004554.96000000
        0.117071479868
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-06-09
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 5.5% 09/13/2025
        172967HB0
        
          
        
        3830000.00000000
        PA
        USD
        4089443.63000000
        0.079732339996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 8/28 #482687
        36209VF41
        
          
        
        1684.60190000
        PA
        USD
        1806.70000000
        0.000035225432
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8994
        3617M77F9
        
          
        
        394302.54410000
        PA
        USD
        400305.45000000
        0.007804800146
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #778681
        36176W2N0
        
          
        
        25977.55350000
        PA
        USD
        26948.48000000
        0.000525417529
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2348
        3140QMTE4
        
          
        
        1625025.85300000
        PA
        USD
        1512581.54000000
        0.029490971518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 12/35 #AD0723
        31418MYV8
        
          
        
        150354.74520000
        PA
        USD
        165926.81000000
        0.003235093579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/01/2047#Q48759
        3132WNWV0
        
          
        
        437678.33820000
        PA
        USD
        461905.63000000
        0.009005825747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #582173
        36201FXA0
        
          
        
        648.39020000
        PA
        USD
        715.76000000
        0.000013955252
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 11/40 #734042
        3620AMP30
        
          
        
        107883.38010000
        PA
        USD
        111866.48000000
        0.002181073276
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 5/45#Q33470
        3132QP2C7
        
          
        
        23792.91820000
        PA
        USD
        23829.99000000
        0.000464615981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRPT 2021
        N/A
        CRPT 2021 1ML+220 07/15/2034 144A
        12566BAL0
        
          
        
        645000.00000000
        PA
        USD
        626378.98000000
        0.012212581054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          0.02697000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19690
        3132JBF81
        
          
        
        56526.01040000
        PA
        USD
        58766.23000000
        0.001145771761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IPALCO ENTERPRISES INC
        5493000YFVK2DZX0JV43
        IPALCO ENTERPRISES INC 3.7% 09/01/2024
        462613AM2
        
          
        
        1495000.00000000
        PA
        USD
        1498873.52000000
        0.029223704719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#FM9865
        3140XD6B7
        
          
        
        12063601.37700000
        PA
        USD
        11535290.43000000
        0.224904848126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUQUESNE LIGHT HLDGS INC
        4CUJ1D8WDXK9X7QI6B93
        DUQUESNE LIGHT HLDGS INC 2.532% 10/01/2030 144A
        266233AH8
        
          
        
        916000.00000000
        PA
        USD
        821643.52000000
        0.016019675638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          0.02532000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/26 #339193
        31375MXW8
        
          
        
        1303.27040000
        PA
        USD
        1376.52000000
        0.000026838164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 12/29 #535033
        31384VLN0
        
          
        
        422.14960000
        PA
        USD
        466.44000000
        0.000009094232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE6917
        3140FSVK6
        
          
        
        115791.01230000
        PA
        USD
        117447.26000000
        0.002289882368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MHC COML MTG TR 2021-MHC
        N/A
        MHC COML MTG TR 2021-MHC A 1ML+80.096 04/15/2026 144A
        55316VAA2
        
          
        
        5705000.00000000
        PA
        USD
        5612175.66000000
        0.109421216755
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-04-15
          Variable
          0.01197962
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #552619
        36213E4C7
        
          
        
        937.47940000
        PA
        USD
        1030.59000000
        0.000020093528
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 5% 05/01/2040#
        312940LA5
        
          
        
        23267.57600000
        PA
        USD
        25000.40000000
        0.000487435595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OREILLY AUTOMOTIVE INC
        549300K2RLMQL149Q332
        OREILLY AUTOMOTIVE INC 4.2% 04/01/2030
        67103HAJ6
        
          
        
        816000.00000000
        PA
        USD
        843932.14000000
        0.016454239355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 11/01/2029#
        31292G6T8
        
          
        
        3091.10730000
        PA
        USD
        3414.01000000
        0.000066563334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2044#Q24546
        3132M4WF8
        
          
        
        26806.76130000
        PA
        USD
        27913.56000000
        0.000544233802
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 01/01/2052#CB2558
        3140QMZY3
        
          
        
        996991.60700000
        PA
        USD
        953018.00000000
        0.018581098573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 05/01/2047
        161175BL7
        
          
        
        12598000.00000000
        PA
        USD
        12898979.20000000
        0.251492840650
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.05375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 8/40 #A93459
        312941ZY6
        
          
        
        9675.83800000
        PA
        USD
        10221.47000000
        0.000199289144
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.352%/VAR 04/24/2025
        172967MF5
        
          
        
        3438000.00000000
        PA
        USD
        3446176.56000000
        0.067190489961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-24
          Variable
          0.03352000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #552550
        36213EZP4
        
          
        
        149694.29630000
        PA
        USD
        155221.07000000
        0.003026362568
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 5.584% 03/18/2024
        345397ZQ9
        
          
        
        4330000.00000000
        PA
        USD
        4453534.90000000
        0.086831068224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-18
          Fixed
          0.05584000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 4/26 #303856
        31373UQH3
        
          
        
        7150.18260000
        PA
        USD
        7584.42000000
        0.000147874285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2051#CB1801
        3140QMAB0
        
          
        
        3776462.72000000
        PA
        USD
        3516329.02000000
        0.068558260323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 7/42 #Q09199
        3132GURU0
        
          
        
        109418.01490000
        PA
        USD
        112264.25000000
        0.002188828642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 10/28 #486599
        36210ARU3
        
          
        
        147.51990000
        PA
        USD
        158.98000000
        0.000003099650
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 9/41 #G06719
        3128M8YQ1
        
          
        
        806517.49940000
        PA
        USD
        859730.80000000
        0.016762267597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2032#J36729
        31307TPN5
        
          
        
        29326.54740000
        PA
        USD
        29707.07000000
        0.000579202067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        ALTRIA GROUP INC 5.95% 02/14/2049
        02209SBF9
        
          
        
        920000.00000000
        PA
        USD
        995949.53000000
        0.019418139417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE1526
        3140FLVU9
        
          
        
        386638.59250000
        PA
        USD
        392168.99000000
        0.007646162675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 05/31/2028
        91282CCE9
        
          
        
        280574300.00000000
        PA
        USD
        261208096.64000000
        5.092803485166
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        FORD MTR CR CO LLC 4.063% 11/01/2024
        345397ZX4
        
          
        
        12207000.00000000
        PA
        USD
        12170256.93000000
        0.237284861019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.04063000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 08/01/2042#Q10217
        3132HLG23
        
          
        
        17350.20150000
        PA
        USD
        17328.44000000
        0.000337854533
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2037#AB8009
        31417E3T6
        
          
        
        24635.78150000
        PA
        USD
        25563.06000000
        0.000498405840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.0% 12/20/2042#AA5872
        36178DQZ7
        
          
        
        2008404.53400000
        PA
        USD
        2019271.41000000
        0.039369960604
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #582105
        36201FU62
        
          
        
        496.22860000
        PA
        USD
        547.51000000
        0.000010674863
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 04/01/2052#RA7142
        3133KN5B5
        
          
        
        2200000.00000000
        PA
        USD
        2045707.62000000
        0.039885390348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2046#BD3322
        3140FAVQ2
        
          
        
        178129.57830000
        PA
        USD
        180677.51000000
        0.003522689627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21835
        3132JPBC5
        
          
        
        63207.02120000
        PA
        USD
        65836.46000000
        0.001283620826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2050#CA7323
        3140QFD55
        
          
        
        556512.38310000
        PA
        USD
        520960.76000000
        0.010157230224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 05/20/2050#MA6657
        36179VME7
        
          
        
        1340161.01070000
        PA
        USD
        1351978.28000000
        0.026359671789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 10/27 #451506
        36208HR32
        
          
        
        1308.12710000
        PA
        USD
        1408.53000000
        0.000027462267
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 04/01/2052 #TBA
        21H022648
        
          
        
        14450000.00000000
        PA
        USD
        14014102.75000000
        0.273234529269
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2043#Q22677
        3132JP6N7
        
          
        
        30713.48070000
        PA
        USD
        31991.17000000
        0.000623735420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #552554
        36213EZT6
        
          
        
        55469.04410000
        PA
        USD
        57525.50000000
        0.001121581109
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 04/01/2042#MA1028
        31418AEA2
        
          
        
        6026.71600000
        PA
        USD
        6278.32000000
        0.000122409107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODYS CORP
        549300GCEDD8YCF5WU84
        MOODYS CORP 4.875% 02/15/2024
        615369AC9
        
          
        
        1553000.00000000
        PA
        USD
        1601078.55000000
        0.031216407624
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.875% 08/14/2024
        00774MAM7
        
          
        
        4157000.00000000
        PA
        USD
        4042811.37000000
        0.078823145606
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-08-14
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 2YR NOTE (CBT) FUT JUN22 TUM2
        N/A
        
          
        
        -15.00000000
        NC
        USD
        27995.25000000
        0.000545826521
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-30
            -3206823.38000000
            USD
            27995.25000000
          
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 4.054% 03/15/2029 144A
        55903VAJ2
        
          
        
        1051000.00000000
        PA
        USD
        1056212.60000000
        0.020593095235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04054000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 02/01/2047#Q46222
        3132WK4G0
        
          
        
        142153.29150000
        PA
        USD
        150066.48000000
        0.002925862950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 7/29 #505849
        31383K5J2
        
          
        
        1100.19850000
        PA
        USD
        1218.02000000
        0.000023747872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-07-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/28 #484199
        36209W3G5
        
          
        
        113.94410000
        PA
        USD
        123.03000000
        0.000002398729
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INGERSOLL-RAND GLOBAL HLDG CO LTD
        549300UCF0D858BIOV83
        INGERSOLL RAND GLB HLDG CO LTD 4.25% 06/15/2023
        45687AAJ1
        
          
        
        2033000.00000000
        PA
        USD
        2069512.23000000
        0.040349511493
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.99% 5/34 #725828
        31402DLH1
        
          
        
        28759.10750000
        PA
        USD
        29574.70000000
        0.000576621234
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Variable
          0.01438000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.95% 06/15/2028
        29278NAF0
        
          
        
        2806000.00000000
        PA
        USD
        2946969.79000000
        0.057457399714
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 7/32 #545762
        31385JJF6
        
          
        
        7698.63470000
        PA
        USD
        8484.40000000
        0.000165421296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+140 03/15/2026 144A
        53218CAG5
        
          
        
        1049463.17000000
        PA
        USD
        1013996.35000000
        0.019770000285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01797000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 9/27 #452409
        36208JR61
        
          
        
        31.36940000
        PA
        USD
        31.43000000
        0.000000612794
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        N/A
        CENOVUS ENERGY INC 4.25% 04/15/2027
        15135UAM1
        
          
        
        4437000.00000000
        PA
        USD
        4578399.69000000
        0.089265571005
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2043#Q15893
        3132J67F5
        
          
        
        33066.81440000
        PA
        USD
        34452.74000000
        0.000671728926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 12/30 #493530
        36210JHF8
        
          
        
        9803.25070000
        PA
        USD
        10753.44000000
        0.000209661022
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 07/45#AZ5847
        3138YXP90
        
          
        
        63933.30390000
        PA
        USD
        63786.76000000
        0.001243657596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.50% 12/40 #004881
        36202FM60
        
          
        
        169972.50520000
        PA
        USD
        172131.78000000
        0.003356072573
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 08/01/2050#SD0430
        3132DMPP4
        
          
        
        7357910.42560000
        PA
        USD
        7055223.65000000
        0.137556484869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 04/01/2052 #TBA
        01F022642
        
          
        
        49450000.00000000
        PA
        USD
        47186119.66000000
        0.919993054377
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 08/01/2032#J37406
        31307UGP7
        
          
        
        47340.45710000
        PA
        USD
        47954.71000000
        0.000934978346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 9/40 #747153
        3620C3BW1
        
          
        
        44290.55970000
        PA
        USD
        47644.64000000
        0.000928932876
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        529900XWNEXYNJ3X6T40
        BAYER US FIN II LLC 4.25% 12/15/2025 144A
        07274NAJ2
        
          
        
        3025000.00000000
        PA
        USD
        3075775.23000000
        0.059968733788
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/2042#Q12215
        3132HNN88
        
          
        
        8198.20430000
        PA
        USD
        8544.38000000
        0.000166590732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.21% 3/36 #1G1851
        3128QSBU9
        
          
        
        37731.40430000
        PA
        USD
        38906.80000000
        0.000758570232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Variable
          0.01646000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/15/2023
        91282CAF8
        
          
        
        79149300.00000000
        PA
        USD
        77068539.30000000
        1.502613933459
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.375% 08/01/2023
        681936BJ8
        
          
        
        860000.00000000
        PA
        USD
        873225.61000000
        0.017025377418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 02/01/2044#Q25157
        3132M5ME9
        
          
        
        205819.75680000
        PA
        USD
        218756.37000000
        0.004265117421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE CAP CORP 2.75% 11/18/2030
        862121AC4
        
          
        
        6048000.00000000
        PA
        USD
        5472703.78000000
        0.106701917906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-18
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLATIRON CLO LTD
        N/A
        FLATIRON CLO LTD 3ML+109 11/16/2034 144A
        33883JAN1
        
          
        
        4506296.00000000
        PA
        USD
        4465338.28000000
        0.087061200044
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-11-16
          Variable
          0.01538570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.25% 04/01/2053
        161175CK8
        
          
        
        1753000.00000000
        PA
        USD
        1764822.81000000
        0.034408947781
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-01
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 6/41 #Q01393
        3132GERN2
        
          
        
        64021.14130000
        PA
        USD
        68245.20000000
        0.001330584299
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODS OPER LLC 3.7% 02/15/2026
        29379VBH5
        
          
        
        3328000.00000000
        PA
        USD
        3370610.25000000
        0.065717165161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 06/01/2045#Q34030
        3132QQPQ9
        
          
        
        113388.30770000
        PA
        USD
        113919.33000000
        0.002221097922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/22 #179985
        31367U2S3
        
          
        
        3.43320000
        PA
        USD
        3.47000000
        0.000000067654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP
        2NUNNB7D43COUIRE5295
        AES CORP 3.95% 07/15/2030 144A
        00130HCC7
        
          
        
        5194000.00000000
        PA
        USD
        5145470.38000000
        0.100321811694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 04/01/2046#Q39975
        3132QXCM7
        
          
        
        44095.61540000
        PA
        USD
        45750.87000000
        0.000892009831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 5.125% 09/30/2024
        02005NAV2
        
          
        
        1482000.00000000
        PA
        USD
        1546824.19000000
        0.030158604297
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5.0% 10/01/2041#AL4242
        3138ELWC3
        
          
        
        552351.04430000
        PA
        USD
        592716.91000000
        0.011556267909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2320
        3140QMSJ4
        
          
        
        2457411.99200000
        PA
        USD
        2349792.58000000
        0.045814168836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/24 #436781
        31380DFW1
        
          
        
        370.33470000
        PA
        USD
        381.40000000
        0.000007436198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FUNDING LTD
        549300ZKTUZSV15HAV29
        CEDAR FUNDING LTD 3ML+110 10/20/2032 144A
        15033XAJ5
        
          
        
        3529470.00000000
        PA
        USD
        3495435.32000000
        0.068150893516
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Variable
          0.01354000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.05% 07/30/2022
        172967GK1
        
          
        
        1248000.00000000
        PA
        USD
        1258493.32000000
        0.024536985065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-30
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TERWIN MORTGAGE TRUST
        N/A
        TMTS 2003-4HE A 1ML+43 9/34
        881561BU7
        
          
        
        6068.39870000
        PA
        USD
        5931.97000000
        0.000115656282
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2034-09-25
          Variable
          0.01316570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/25 #330740
        31375CLV5
        
          
        
        1473.30200000
        PA
        USD
        1562.80000000
        0.000030470086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 76 CLO LTD
        N/A
        DRYDEN 76 CLO LTD 3ML+115 10/20/2034 144A
        26252WAU3
        
          
        
        2917307.00000000
        PA
        USD
        2885490.85000000
        0.056258737942
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01404000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 02/01/2050#SD7512
        3132DVKZ7
        
          
        
        4472314.80530000
        PA
        USD
        4414545.47000000
        0.086070886945
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 2.852%/VAR 05/07/2026
        06738EBL8
        
          
        
        5610000.00000000
        PA
        USD
        5448832.05000000
        0.106236488115
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-07
          Variable
          0.02852000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 7.69% 01/23/2050
        71654QDD1
        
          
        
        11238000.00000000
        PA
        USD
        9777060.00000000
        0.190624432715
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2050-01-23
          Fixed
          0.07690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR1910
        3138NYDQ5
        
          
        
        206056.42400000
        PA
        USD
        205648.51000000
        0.004009552008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/28 #466052
        36209AWM8
        
          
        
        4048.18960000
        PA
        USD
        4376.39000000
        0.000085326965
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 2.2% 06/15/2028
        756109BJ2
        
          
        
        553000.00000000
        PA
        USD
        510137.88000000
        0.009946215322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.02200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
        674599DF9
        
          
        
        3190000.00000000
        PA
        USD
        3747245.15000000
        0.073060457945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-15
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/47#Q47942
        3132WMZG2
        
          
        
        117100.57800000
        PA
        USD
        123582.58000000
        0.002409503389
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2046#BD8012
        3140FF3W9
        
          
        
        146743.58480000
        PA
        USD
        148888.43000000
        0.002902894377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 06/01/2033#BJ6880
        3140H8UE3
        
          
        
        853874.62510000
        PA
        USD
        864318.45000000
        0.016851713522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#FM3662
        3140X7B81
        
          
        
        12158.08200000
        PA
        USD
        11963.04000000
        0.000233244729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 10/01/2050#FM5298
        3140X83G0
        
          
        
        19000018.81000000
        PA
        USD
        19075853.59000000
        0.371924051724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 06/01/2033#MA3397
        31418CX33
        
          
        
        85974.80080000
        PA
        USD
        85331.73000000
        0.001663722287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US LONG BOND(CBT) FUT JUN22 USM2
        N/A
        
          
        
        -225.00000000
        NC
        USD
        953524.46000000
        0.018590973080
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-21
            -34717586.96000000
            USD
            953524.46000000
          
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2022-DKLX
        N/A
        BAMLL COML MTG SECS TR 2022-DKLX C VAR 01/15/2039 144A
        05530SAJ5
        
          
        
        437000.00000000
        PA
        USD
        432615.71000000
        0.008434756900
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Variable
          0.02452000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2041#Q04636
        3132GKY91
        
          
        
        4823.93410000
        PA
        USD
        4994.24000000
        0.000097373256
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 01/01/2045#AX7918
        3138Y9YQ5
        
          
        
        32220.26280000
        PA
        USD
        33504.96000000
        0.000653249953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM 2013-LC13 MTG TR
        N/A
        COMM 2013-LC13 MTG TR 4.557% 08/10/2046 144A
        12626GAM5
        
          
        
        2500000.00000000
        PA
        USD
        2540782.00000000
        0.049537910926
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-10
          Fixed
          0.04557000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 01/01/2047#Q45635
        3132WKHM3
        
          
        
        32799.14080000
        PA
        USD
        34624.96000000
        0.000675086719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR1270
        3138NXMU8
        
          
        
        26647.61390000
        PA
        USD
        26611.52000000
        0.000518847782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS CORP TR 2021-IP
        N/A
        GSMS 2021-IP A 1ML+105 10/15/2036 144A
        36262MAA6
        
          
        
        3525310.00000000
        PA
        USD
        3458304.79000000
        0.067426955419
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01347000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 08/01/2042#Q10538
        3132HLS38
        
          
        
        21652.36470000
        PA
        USD
        21625.21000000
        0.000421629138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8996
        3617M77H5
        
          
        
        279807.78480000
        PA
        USD
        285291.77000000
        0.005562365559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 4.35% 06/01/2040
        035240AS9
        
          
        
        2445000.00000000
        PA
        USD
        2544368.27000000
        0.049607832833
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          0.04350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35579
        3132QSFV5
        
          
        
        55572.89450000
        PA
        USD
        55624.76000000
        0.001084522169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC LIFECORP
        VFN8KLUEIK7XMVX1JM30
        PACIFIC LIFECORP 5.125% 01/30/2043 144A
        694476AD4
        
          
        
        3641000.00000000
        PA
        USD
        3995864.60000000
        0.077907819179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-30
          Fixed
          0.05125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPOARATE OFFICE PPTYS LP
        H0TWO5VRNEP6CQAWPX27
        CORPORATE OFFICE PPTYS LP 2.75% 04/15/2031
        22003BAM8
        
          
        
        842000.00000000
        PA
        USD
        755873.73000000
        0.014737354683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 11/27 #395783
        31378DUG3
        
          
        
        107.48820000
        PA
        USD
        115.70000000
        0.000002255815
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.0% 12/44#AX8317
        3138YAG33
        
          
        
        5247.20280000
        PA
        USD
        5245.01000000
        0.000102262546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/44#Q28495
        3132M9C85
        
          
        
        48398.20590000
        PA
        USD
        50366.22000000
        0.000981995826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.293% 3/35 #815586
        31406PCX5
        
          
        
        4016.25970000
        PA
        USD
        4191.62000000
        0.000081724484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-01
          Variable
          0.02333000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-XL B 1ML+110 10/15/2036 144A
        056054AE9
        
          
        
        4883247.45000000
        PA
        USD
        4840259.25000000
        0.094371076144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01477000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.625% 09/30/2026
        912828YG9
        
          
        
        71350100.00000000
        PA
        USD
        68699555.09000000
        1.339442911962
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.01625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 04/01/2051#MA4305
        31418DYB2
        
          
        
        3022966.82820000
        PA
        USD
        2813791.43000000
        0.054860806328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 04/15/2042#792254
        36177LQG2
        
          
        
        17101.54180000
        PA
        USD
        17929.26000000
        0.000349568788
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 03/01/2045#AZ3300
        3138YUU25
        
          
        
        7221.55780000
        PA
        USD
        7507.24000000
        0.000146369498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 12/51#RA6435
        3133KNEG4
        
          
        
        12018455.70800000
        PA
        USD
        11492121.86000000
        0.224063185687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 4.50% #MA0022
        31417YAY3
        
          
        
        2128.69160000
        PA
        USD
        2222.12000000
        0.000043324922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 1/41 #AE9338
        31419LLU5
        
          
        
        26243.66620000
        PA
        USD
        27124.69000000
        0.000528853115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 11/25 #408838
        36206EEK7
        
          
        
        60.02490000
        PA
        USD
        63.76000000
        0.000001243135
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.3% 01/11/2023
        06051GEU9
        
          
        
        3010000.00000000
        PA
        USD
        3043350.56000000
        0.059336546370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.15% 05/01/2030
        097023CY9
        
          
        
        2053000.00000000
        PA
        USD
        2189437.90000000
        0.042687715699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          0.05150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NYMT LN TR 2022-CP1
        N/A
        NYMT LN TR 2022-CP1 2.0424% 07/25/2061 144A
        62955VAA4
        
          
        
        2587508.26000000
        PA
        USD
        2510506.08000000
        0.048947617926
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          0.02042400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA CLO 2020-3 LTD / VOYA CLO 2020-3 LLC
        N/A
        VOYA CLO 2020-3 LTD / LLC 3ML+115 10/20/2034 144A
        92918NAQ0
        
          
        
        5908100.00000000
        PA
        USD
        5863340.23000000
        0.114318200477
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01404000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 2/41 #AH4545
        3138A6BP4
        
          
        
        23376.11080000
        PA
        USD
        24172.33000000
        0.000471290622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT TR 2021-MFP
        N/A
        SREIT TR 2021-MFP 1ML+132.9 11/15/2038 144A
        78472UAE8
        
          
        
        1986237.00000000
        PA
        USD
        1932620.72000000
        0.037680522406
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Variable
          0.01725570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #479596
        36209RXZ1
        
          
        
        8103.23110000
        PA
        USD
        8403.03000000
        0.000163834816
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FUNDING LTD 3.95% 07/01/2024 144A
        05401AAF8
        
          
        
        1448000.00000000
        PA
        USD
        1443314.65000000
        0.028140467214
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2045#Q32328
        3132QNSS9
        
          
        
        39612.92940000
        PA
        USD
        40358.64000000
        0.000786876919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #436779
        36207NFU3
        
          
        
        523.20580000
        PA
        USD
        561.88000000
        0.000010955037
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH D 1ML+225 07/15/2038 144A
        30227FAJ9
        
          
        
        2304814.99280000
        PA
        USD
        2270089.96000000
        0.044260197936
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.02647000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 09/01/2040#AE3951
        31419EL98
        
          
        
        39502.22130000
        PA
        USD
        40790.66000000
        0.000795300061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALDS CORP
        UE2136O97NLB5BYP9H04
        MCDONALDS CORP 3.6% 07/01/2030
        58013MFQ2
        
          
        
        1390000.00000000
        PA
        USD
        1415528.70000000
        0.027598721438
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 2.7% 10/27/2022
        172967LQ2
        
          
        
        6931000.00000000
        PA
        USD
        6968819.69000000
        0.135871857194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-27
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2044#AV8482
        3138XLM82
        
          
        
        41585.50870000
        PA
        USD
        44164.42000000
        0.000861078638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.125% 05/15/2040
        912810SR0
        
          
        
        27923100.00000000
        PA
        USD
        22002530.20000000
        0.428985793037
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2043#AQ9328
        3138MRLJ8
        
          
        
        235694.87410000
        PA
        USD
        241496.81000000
        0.004708490324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.5% 02/43 #Q15871
        3132J66H2
        
          
        
        93897.10240000
        PA
        USD
        96163.54000000
        0.001874911298
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5% 05/15/2050
        29278NAR4
        
          
        
        3588000.00000000
        PA
        USD
        3630478.48000000
        0.070783845116
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2046#BD2536
        3140F9ZA6
        
          
        
        141686.00510000
        PA
        USD
        143756.93000000
        0.002802844948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMERICA HOLDINGS LP
        549300IYGAS4GE6VDL07
        HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.1% 02/15/2030
        42225UAG9
        
          
        
        910000.00000000
        PA
        USD
        865035.60000000
        0.016865695876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.03100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO 11 LTD
        549300VLRW0CEQ83RF89
        AIMCO CLO 11 LTD 3ML+113 10/17/2034 144A
        00140NAN0
        
          
        
        2895122.00000000
        PA
        USD
        2863848.89000000
        0.055836782226
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-17
          Variable
          0.01371290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/48#BJ5454
        3140H7BY2
        
          
        
        112950.96460000
        PA
        USD
        118358.39000000
        0.002307646772
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019-IMC A 1ML+105 04/15/34 144A
        05608BAA8
        
          
        
        6596864.00000000
        PA
        USD
        6522872.25000000
        0.127177170062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Variable
          0.01397000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/01/2050#FM3897
        3140X7KK4
        
          
        
        521257.62740000
        PA
        USD
        486655.03000000
        0.009488367568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2% 04/01/2052 #TBA
        01F020646
        
          
        
        50850000.00000000
        PA
        USD
        47195949.51000000
        0.920184708062
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2043#AV3928
        3138XFLJ2
        
          
        
        202609.64600000
        PA
        USD
        215174.42000000
        0.004195279741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 8% 11/01/2031
        36186CBY8
        
          
        
        1874000.00000000
        PA
        USD
        2350611.70000000
        0.045830139310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2039#AB0050
        31416VBU7
        
          
        
        584478.68700000
        PA
        USD
        609214.29000000
        0.011877919173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT TR 2021-MFP
        N/A
        SREIT TR 2021-MFP B 1ML+107.98 11/15/2038 144A
        78472UAC2
        
          
        
        3198083.00000000
        PA
        USD
        3123877.88000000
        0.060906596537
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Variable
          0.01476370
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 4/40 #733607
        3620AMAG7
        
          
        
        5418.95650000
        PA
        USD
        5769.77000000
        0.000112493851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 8.00% 1/30 #525935
        31384KHL3
        
          
        
        244.45090000
        PA
        USD
        272.17000000
        0.000005306528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 4.5% 11/15/2023
        96950FAL8
        
          
        
        1214000.00000000
        PA
        USD
        1239247.33000000
        0.024161743844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021 SR1M+156.27 02/15/2039 144A
        05610HAE3
        
          
        
        2450000.00000000
        PA
        USD
        2397942.40000000
        0.046752951263
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.01866700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP 3.482% 03/19/2030
        30231GBK7
        
          
        
        9318000.00000000
        PA
        USD
        9562822.62000000
        0.186447422547
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-19
          Fixed
          0.03482000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.5% 01/15/2025
        00774MAC9
        
          
        
        5754000.00000000
        PA
        USD
        5653100.91000000
        0.110219140933
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-01-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PARTNERSHIP LP
        549300CJHBL7JBUA6503
        BRIXMOR OPERATING PARTNERSHIP LP 4.125% 06/15/2026
        11120VAC7
        
          
        
        3222000.00000000
        PA
        USD
        3286885.28000000
        0.064084770053
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 01/01/2044#AV5414
        3138XHAQ4
        
          
        
        48139.07690000
        PA
        USD
        51124.41000000
        0.000996778341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILOS CLO LTD
        254900GFWI4EEB8IJS18
        MILOS CLO LTD 3ML+107 10/20/2030 144A
        60162PAE2
        
          
        
        4514615.00000000
        PA
        USD
        4488547.61000000
        0.087513714948
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Variable
          0.01324000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 9/40 #004801
        36202FKN5
        
          
        
        585660.14450000
        PA
        USD
        615114.46000000
        0.011992955448
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2046#BC6383
        3140F2CV0
        
          
        
        81303.71860000
        PA
        USD
        82619.12000000
        0.001610834226
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC 3.875% 04/15/2030
        87264ABF1
        
          
        
        6115000.00000000
        PA
        USD
        6138476.34000000
        0.119682559997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 02/01/2043#Q15786
        3132J62U7
        
          
        
        85459.61610000
        PA
        USD
        85566.07000000
        0.001668291240
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUQUESNE LIGHT HLDGS INC
        4CUJ1D8WDXK9X7QI6B93
        DUQUESNE LIGHT HLDGS INC 2.775% 01/07/2032 144A
        266233AJ4
        
          
        
        3169000.00000000
        PA
        USD
        2832310.10000000
        0.055221866909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-07
          Fixed
          0.02775000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARINGS CLO LTD 2020-IV
        549300Q89L7I93JSRH83
        BARINGS CLO LTD 2020-IV 3ML+122 01/20/2032 144A
        06762BAC4
        
          
        
        4679615.00000000
        PA
        USD
        4651790.01000000
        0.090696470285
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Variable
          0.01474000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 05/01/2033#G18687
        3128MMXR9
        
          
        
        31650.19970000
        PA
        USD
        31435.28000000
        0.000612897171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2043#AB9238
        31417GHQ2
        
          
        
        68646.55520000
        PA
        USD
        68553.57000000
        0.001336596624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2346
        3140QMTC8
        
          
        
        3963648.53300000
        PA
        USD
        3696814.13000000
        0.072077198706
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVESCO CLO LTD
        N/A
        INVESCO CLO LTD 3ML+113 10/22/2034 144A
        46146JAA4
        
          
        
        3092012.00000000
        PA
        USD
        3058374.00000000
        0.059629460060
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-22
          Variable
          0.01248470
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3% 10/29/2028
        00774MAW5
        
          
        
        2927000.00000000
        PA
        USD
        2699241.79000000
        0.052627419181
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AB7280
        31417ECS8
        
          
        
        211761.01680000
        PA
        USD
        211341.81000000
        0.004120554915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2045#Q33801
        3132QQGK2
        
          
        
        17643.33580000
        PA
        USD
        17969.96000000
        0.000350362320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 1/28 #449499
        36208FKL3
        
          
        
        2755.41460000
        PA
        USD
        2953.19000000
        0.000057578675
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/29 #501816
        31383FN95
        
          
        
        6858.09560000
        PA
        USD
        7609.60000000
        0.000148365222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2019-B10 MTG TR
        N/A
        BENCHMARK 2019-B10 MORTGAGE TRUST 3.717% 03/15/2062
        08162VAE8
        
          
        
        881154.00000000
        PA
        USD
        898214.90000000
        0.017512596401
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          0.03717000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 3% 03/22/2027
        92343VFF6
        
          
        
        898000.00000000
        PA
        USD
        887508.56000000
        0.017303853692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 10/37 #995073
        31416BMW5
        
          
        
        141403.40460000
        PA
        USD
        156527.87000000
        0.003051841394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE XXIX LTD / MAGNETITE XXIX LLC
        N/A
        MAGNETITE CLO LTD 2021-29A A 3ML+100 01/15/2034 144A
        55955KAA2
        
          
        
        4305246.00000000
        PA
        USD
        4268711.68000000
        0.083227549225
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-15
          Variable
          0.01231290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 03/01/2048#Q54622
        3132XXD48
        
          
        
        8857.11900000
        PA
        USD
        9131.33000000
        0.000178034562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 2.5% 05/01/2037 #TBA
        01F022451
        
          
        
        4600000.00000000
        PA
        USD
        4531361.56000000
        0.088348463321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-05-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS INC
        54930030NVF3Y2OL0A78
        ROGERS COMMUNICATIONS INC 3.2% 03/15/2027 144A
        775109CB5
        
          
        
        3281000.00000000
        PA
        USD
        3229524.33000000
        0.062966397193
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-15
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 02/47#AL9779
        3138ER2M1
        
          
        
        2600717.88540000
        PA
        USD
        2692223.62000000
        0.052490585135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 3/42 #AK7441
        3138ECHT3
        
          
        
        55373.94640000
        PA
        USD
        57281.22000000
        0.001116818355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2045#AZ1128
        3138YSHE9
        
          
        
        65333.63090000
        PA
        USD
        66492.73000000
        0.001296416196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #511414
        31383SDT4
        
          
        
        90.30140000
        PA
        USD
        99.84000000
        0.000001946591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNE 2020-27A AR
        N/A
        MAGNE 2020-27A AR 3ML+114 10/20/2034 144A
        55955EAL2
        
          
        
        1041994.00000000
        PA
        USD
        1031846.02000000
        0.020118017298
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01394000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #772072
        36176PQZ2
        
          
        
        11991.77230000
        PA
        USD
        12441.75000000
        0.000242578191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2376
        3140QMUA0
        
          
        
        2143403.41900000
        PA
        USD
        2049535.64000000
        0.039960025683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAPPHIRE AVIATION FINANCE
        N/A
        SAPPHIRE AVIATION FINANCE 4.335% 03/15/2040 144A
        80307AAB5
        
          
        
        521804.69000000
        PA
        USD
        408094.32000000
        0.007956660616
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.04335000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 06/01/2051#
        3140XBR69
        
          
        
        6999301.47300000
        PA
        USD
        7025597.15000000
        0.136978853684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 6/27 #780580
        36225AUD0
        
          
        
        1569.71660000
        PA
        USD
        1686.82000000
        0.000032888118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#
        3133KNWJ8
        
          
        
        1362735.35700000
        PA
        USD
        1371049.00000000
        0.026731495751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 09/01/2046#BD3432
        3140FAY63
        
          
        
        135584.46390000
        PA
        USD
        137523.84000000
        0.002681317695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.25% 03/15/2023
        29278NAL7
        
          
        
        705000.00000000
        PA
        USD
        712678.73000000
        0.013895176936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2048#BK2527
        3140HFYZ6
        
          
        
        22437.01510000
        PA
        USD
        23113.92000000
        0.000450654684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039
        03523TBU1
        
          
        
        3251000.00000000
        PA
        USD
        3796435.03000000
        0.074019518539
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-01-23
          Fixed
          0.05450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.75% 08/31/2026
        91282CCW9
        
          
        
        34663800.00000000
        PA
        USD
        32127655.66000000
        0.626396496969
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-08-31
          Fixed
          0.00750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 02/01/2046#AS6620
        3138WGLA0
        
          
        
        334838.21110000
        PA
        USD
        340255.49000000
        0.006633999357
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/01/2052 #TBA
        21H040640
        
          
        
        12400000.00000000
        PA
        USD
        12642971.80000000
        0.246501435729
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2046#BC4754
        3140F0H80
        
          
        
        691643.20760000
        PA
        USD
        717923.78000000
        0.013997440262
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/24 #279712
        31372QVD6
        
          
        
        482.88980000
        PA
        USD
        498.88000000
        0.000009726719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 02/15/2042#778869
        36176XCE7
        
          
        
        11145.08770000
        PA
        USD
        11554.81000000
        0.000225285423
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/28 #412599
        31378YKL7
        
          
        
        1138.36150000
        PA
        USD
        1239.96000000
        0.000024175638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 11/01/2050#CA7616
        3140QFPA1
        
          
        
        383122.13400000
        PA
        USD
        357210.47000000
        0.006964572499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AM PIPELN/PAA FIN C
        N/A
        PLAINS ALL AM PIPELN/PAA FIN C 3.55% 12/15/2029
        72650RBM3
        
          
        
        917000.00000000
        PA
        USD
        886189.98000000
        0.017278145190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 01/01/2035#CA5039
        3140QCS56
        
          
        
        265225.39580000
        PA
        USD
        269463.99000000
        0.005253769561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FINANCE OF AMERICA HECM BUYOUT 2019-AB1
        N/A
        FINANCE OF AMERICA HECM BUYOUT 2019-AB1 VAR 02/25/2032 144A
        31735JAA3
        
          
        
        7900000.00000000
        PA
        USD
        7750679.73000000
        0.151115869871
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-02-25
          Variable
          0.02694800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.8% 08/15/2038
        125523AJ9
        
          
        
        2618000.00000000
        PA
        USD
        2865781.32000000
        0.055874459030
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-08-15
          Fixed
          0.04800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 01/01/2046#G08687
        3128MJXR6
        
          
        
        60411.29630000
        PA
        USD
        61435.27000000
        0.001197810332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        REALTY INCOME CORP 2.85% 12/15/2032
        756109BL7
        
          
        
        679000.00000000
        PA
        USD
        641495.31000000
        0.012507305832
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-12-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2051#CB1799
        3140QL7M2
        
          
        
        2850168.34140000
        PA
        USD
        2659184.55000000
        0.051846418691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERA US FINANCE LP
        N/A
        EMERA US FINANCE LP 3.55% 06/15/2026
        29103DAJ5
        
          
        
        1311000.00000000
        PA
        USD
        1309649.59000000
        0.025534384584
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-15
          Fixed
          0.03550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 2/25 #303237
        31373TZA1
        
          
        
        364.15370000
        PA
        USD
        378.39000000
        0.000007377512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 03/01/2033#AB0066
        31416VCC6
        
          
        
        25818.45710000
        PA
        USD
        27208.67000000
        0.000530490483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2051#MA4281
        31418DXK3
        
          
        
        5478848.99710000
        PA
        USD
        5099737.85000000
        0.099430159439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AR3691
        3138W1C54
        
          
        
        79401.21560000
        PA
        USD
        79293.66000000
        0.001545997360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 5/24 #354828
        36203PD91
        
          
        
        52.02960000
        PA
        USD
        54.22000000
        0.000001057133
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 5/27 #250912
        31371FVD1
        
          
        
        415.53670000
        PA
        USD
        447.04000000
        0.000008715988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
        674599DD4
        
          
        
        5324000.00000000
        PA
        USD
        6495280.00000000
        0.126639200877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY9287
        3138YPJ94
        
          
        
        71354.25130000
        PA
        USD
        72620.17000000
        0.001415883579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2045#AS4972
        3138WEQ28
        
          
        
        132998.37410000
        PA
        USD
        132444.16000000
        0.002582278605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2022-DKLX
        N/A
        BAMLL COML MTG SECS TR 2022-DKLX SOFR30A+115 01/15/2039 144A
        05530SAA4
        
          
        
        3239000.00000000
        PA
        USD
        3211734.42000000
        0.062619545328
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Variable
          0.01452000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO 14 LTD / AIMCO CLO 14 LLC
        N/A
        AIMCO CLO 14 LTD / AIMCO CLO 14 LLC 21-14A A 3ML+99 04/20/2034 144A
        00144GAC5
        
          
        
        7080431.00000000
        PA
        USD
        6980696.05000000
        0.136103411914
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01244000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/27 #313644
        31374GLZ8
        
          
        
        323.33450000
        PA
        USD
        347.32000000
        0.000006771736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 03/15/2043#AB3930
        36178QLK6
        
          
        
        128752.61160000
        PA
        USD
        132895.74000000
        0.002591083111
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.25% 09/30/2028
        91282CCY5
        
          
        
        19463800.00000000
        PA
        USD
        18061798.16000000
        0.352152899549
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-09-30
          Fixed
          0.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP DEL
        549300Z7JJ4TQSQGT333
        CENTENE CORP 2.45% 07/15/2028
        15135BAY7
        
          
        
        6801000.00000000
        PA
        USD
        6214073.70000000
        0.121156490183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 8.50% 3/25 #250212
        31371E3V5
        
          
        
        60.11870000
        PA
        USD
        63.87000000
        0.000001245280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-03-01
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 11/01/2031#
        31298YN64
        
          
        
        144.23440000
        PA
        USD
        162.97000000
        0.000003177444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/44#Q27794
        3132M8KF2
        
          
        
        34444.95330000
        PA
        USD
        35856.35000000
        0.000699095267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 9/40 #737454
        3620ARH79
        
          
        
        45751.51780000
        PA
        USD
        49196.66000000
        0.000959192784
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 08/15/2042#AB2759
        36178NB40
        
          
        
        187068.79820000
        PA
        USD
        193263.86000000
        0.003768087101
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-08-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2018-SITE
        N/A
        CSMC 2018-SITE 4.284% 04/15/2036 144A
        12690CAA1
        
          
        
        2552643.00000000
        PA
        USD
        2524297.18000000
        0.049216504546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          0.04284000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 07/01/2047#G61047
        31335BEU6
        
          
        
        279035.41330000
        PA
        USD
        295579.87000000
        0.005762953796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2051#FM9919
        3140XEAV6
        
          
        
        6100819.32300000
        PA
        USD
        5985314.34000000
        0.116696343347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VLS COMMERCIAL MORTGAGE TRUST 2020
        N/A
        VLS COMMERCIAL MORTGAGE TRUST 2020 2.453% 10/10/2042 144A
        92858TAC0
        
          
        
        256512.00000000
        PA
        USD
        226321.23000000
        0.004412610343
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-10
          Fixed
          0.02453000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21258
        3132JNMF1
        
          
        
        85450.84080000
        PA
        USD
        89005.63000000
        0.001735352726
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.412%/VAR 03/31/2031
        172967MP3
        
          
        
        7364000.00000000
        PA
        USD
        7644970.92000000
        0.149054853376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Variable
          0.04412000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AFFILIATED MANAGERS GROUP INC
        2JE75BUE3T1BLCYYGK54
        AFFILIATED MANAGERS GROUP INC 4.25% 02/15/2024
        008252AM0
        
          
        
        2972000.00000000
        PA
        USD
        3044291.85000000
        0.059354898806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 5.95% 01/28/2031
        71654QDE9
        
          
        
        2524000.00000000
        PA
        USD
        2327001.80000000
        0.045369814448
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-01-28
          Fixed
          0.05950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELP COMMERCIAL MORTGAGE TRUST 2021-ELP
        N/A
        ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A
        26863LAA2
        
          
        
        8268706.00000000
        PA
        USD
        8107760.60000000
        0.158077915545
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Variable
          0.01098000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/25 #303450
        31373UBT3
        
          
        
        1725.40350000
        PA
        USD
        1818.31000000
        0.000035451793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 10/28 #446737
        36208CHN0
        
          
        
        7711.82310000
        PA
        USD
        8382.88000000
        0.000163441949
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-10-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 02/01/2045#AY5052
        3138YJTJ5
        
          
        
        31117.47610000
        PA
        USD
        33222.25000000
        0.000647737925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 2/42 #AJ9901
        3138E3AB9
        
          
        
        103923.19880000
        PA
        USD
        106028.85000000
        0.002067256351
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2% 12/01/2036#BU1384
        3140M2RE4
        
          
        
        284919.45100000
        PA
        USD
        277061.32000000
        0.005401895554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2043#BM1167
        3140J5JM2
        
          
        
        320488.82510000
        PA
        USD
        333768.22000000
        0.006507516328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 01/15/2045#AL1889
        36183XC24
        
          
        
        4517.96690000
        PA
        USD
        4559.06000000
        0.000088888502
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 4.25% 10/21/2025
        38141GVR2
        
          
        
        1573000.00000000
        PA
        USD
        1611135.14000000
        0.031412482084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TR 2013-LC12 WELLS FARGO COML MTG TR 2013-LC12
        N/A
        WELLS FARGO TR 2018-C48 A5 4.302% 01/15/2052
        95001RAX7
        
          
        
        1922455.00000000
        PA
        USD
        2024672.12000000
        0.039475258851
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          0.04302000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 8/40 #741372
        3620AVT51
        
          
        
        47092.43580000
        PA
        USD
        50141.14000000
        0.000977607416
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 05/51#SD7541
        3132DVLW3
        
          
        
        2708686.34580000
        PA
        USD
        2525490.03000000
        0.049239761676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG LII LTD / MADISON PK FDG LII LLC
        N/A
        MADISON PK FDG LII LTD / MADISON PK FDG LII LLC 3ML+110 01/22/2035 144A
        55822BAC9
        
          
        
        5026253.00000000
        PA
        USD
        4975543.13000000
        0.097008721088
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-22
          Variable
          0.01192620
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 09/01/2050#SD8092
        3132DV7D1
        
          
        
        15193.65000000
        PA
        USD
        14930.92000000
        0.000291109817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.78% 10/35 #1N0063
        3128QGB84
        
          
        
        7070.07290000
        PA
        USD
        7443.03000000
        0.000145117588
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Variable
          0.02844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 12/01/2033#C91737
        3128P74W0
        
          
        
        407617.11210000
        PA
        USD
        416691.69000000
        0.008124284501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 3.75% 04/01/2032
        548661EH6
        
          
        
        1445000.00000000
        PA
        USD
        1460894.03000000
        0.028483214353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 05/01/2043#Q18564
        3132J96A1
        
          
        
        16983.50440000
        PA
        USD
        17695.33000000
        0.000345007828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        HALLIBURTON CO 3.8% 11/15/2025
        406216BG5
        
          
        
        41000.00000000
        PA
        USD
        41870.18000000
        0.000816347584
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC 4.45% 06/12/2025
        761713BG0
        
          
        
        1623000.00000000
        PA
        USD
        1657180.67000000
        0.032310236934
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-12
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS
        549300M8ZYFG0OCMTT87
        GNR 2007-35 SC -1ML+4020 6/37
        38375KVH2
        
          
        
        10759.05210000
        PA
        USD
        15766.50000000
        0.000307401214
        Long
        ABS-CBDO
        USGA
        US
        N
        
        2
        
          2037-06-16
          Variable
          0.37616600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP CAREY INC 3.85% 07/15/2029
        92936UAF6
        
          
        
        884000.00000000
        PA
        USD
        894087.12000000
        0.017432116612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION LLC
        549300KJYBG7C6WJYZ11
        SABINE PASS LIQUEFACTION LLC 4.5% 05/15/2030
        785592AX4
        
          
        
        5530000.00000000
        PA
        USD
        5783094.33000000
        0.112753637187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RR 7 LTD
        N/A
        RR 7 LTD 3ML+134 01/15/2037 144A
        74980EAQ1
        
          
        
        5953000.00000000
        PA
        USD
        5939046.17000000
        0.115794247660
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Variable
          0.01520310
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2044#Q24973
        3132M5FN7
        
          
        
        15730.75960000
        PA
        USD
        16380.25000000
        0.000319367566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2021-1 TR
        N/A
        AASET 2021-1 TR 2.95% 11/16/2041 144A
        00038PAA8
        
          
        
        4496997.86540000
        PA
        USD
        3722396.28000000
        0.072575976747
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2041-11-16
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FUNDING LTD 2022
        N/A
        CEDAR FUNDING LTD 2022 TSFR3M+132 04/20/2035 144A
        15032QAA0
        
          
        
        5493000.00000000
        PA
        USD
        5486457.84000000
        0.106970082352
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2035-04-20
          Variable
          0.02032730
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 4.03% 01/25/2024
        35137LAG0
        
          
        
        879000.00000000
        PA
        USD
        897368.87000000
        0.017496101259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-25
          Fixed
          0.04030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 4.05% 04/15/2030
        30161NAX9
        
          
        
        1206000.00000000
        PA
        USD
        1244875.47000000
        0.024271476320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 08/01/2043#AU2854
        3138X2E42
        
          
        
        241714.59350000
        PA
        USD
        251578.92000000
        0.004905062350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLANET FITNESS MASTER ISSUER LLC 18-1A
        N/A
        PLANET FITNESS MASTER ISSUER LLC 18-1A 4.008% 12/05/2051 144A
        72703PAE3
        
          
        
        3217000.00000000
        PA
        USD
        2982927.86000000
        0.058158478227
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-12-05
          Fixed
          0.04008000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 4.25% 09/15/2024
        00912XAN4
        
          
        
        2472000.00000000
        PA
        USD
        2501809.45000000
        0.048778058758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.625% 01/20/2027
        61746BEF9
        
          
        
        7626000.00000000
        PA
        USD
        7691555.46000000
        0.149963117364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-20
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19764
        3132JBJJ3
        
          
        
        19066.06240000
        PA
        USD
        19859.22000000
        0.000387197434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2019-BNK21
        N/A
        BANK 2019-BN21 A5 2.851% 10/17/2052
        06540BBD0
        
          
        
        456176.00000000
        PA
        USD
        440945.97000000
        0.008597172911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-17
          Fixed
          0.02851000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 08/01/2032#MA3090
        31418CNG5
        
          
        
        840543.81000000
        PA
        USD
        850036.58000000
        0.016573258305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 07/15/2045#AN7592
        36186QNH1
        
          
        
        10608.52020000
        PA
        USD
        10688.43000000
        0.000208393515
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2044#Q25146
        3132M5L34
        
          
        
        238383.94410000
        PA
        USD
        253367.35000000
        0.004939931570
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/28 #313946
        31374GWF0
        
          
        
        513.25000000
        PA
        USD
        554.55000000
        0.000010812123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 2.593%/VAR 09/11/2025 144A
        225401AM0
        
          
        
        7335000.00000000
        PA
        USD
        7085680.20000000
        0.138150299632
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-11
          Variable
          0.02593000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 5.875% 11/15/2040
        88732JAY4
        
          
        
        1040000.00000000
        PA
        USD
        1117698.12000000
        0.021791885298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.05875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SITE CENTERS CORP
        W2AVA6SODOQ1LCYJQR54
        SITE CENTERS CORP 3.625% 02/01/2025
        23317HAD4
        
          
        
        1568000.00000000
        PA
        USD
        1569019.14000000
        0.030591341720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 07/01/2043#Q19597
        3132JBDB6
        
          
        
        71380.78350000
        PA
        USD
        74350.25000000
        0.001449615142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2018-B4 MTG TR
        N/A
        BENCHMARK MTG TR 2018-B4 A5 4.121% 07/15/2051
        08161HAF7
        
          
        
        950482.00000000
        PA
        USD
        987882.71000000
        0.019260859725
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          0.04121000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR0938
        3138NXBG1
        
          
        
        19067.97500000
        PA
        USD
        19042.15000000
        0.000371266929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/31 #550143
        36213CEQ9
        
          
        
        1453.48140000
        PA
        USD
        1592.58000000
        0.000031050710
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 04/03/2026
        00774MAL9
        
          
        
        2167000.00000000
        PA
        USD
        2188721.88000000
        0.042673755377
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-04-03
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.6% 03/09/2026
        172967KJ9
        
          
        
        1522000.00000000
        PA
        USD
        1578208.18000000
        0.030770501461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-09
          Fixed
          0.04600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35375
        3132QR6M7
        
          
        
        39448.81120000
        PA
        USD
        39362.35000000
        0.000767452141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 12/29 #535040
        31384VLV2
        
          
        
        36.94170000
        PA
        USD
        40.73000000
        0.000000794117
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX6333
        3138Y8BB5
        
          
        
        17642.77360000
        PA
        USD
        18784.52000000
        0.000366243888
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY
        R6ZXK5P01NP6HXSY1S07
        MASSACHUSETTS MUTUAL LIFE INS 3.729% 10/15/2070 144A
        575767AN8
        
          
        
        4028000.00000000
        PA
        USD
        3604855.82000000
        0.070284277247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2070-10-15
          Fixed
          0.03729000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC DEL
        N/A
        AUTONATION INC DEL 4.75% 06/01/2030
        05329WAQ5
        
          
        
        530000.00000000
        PA
        USD
        552406.33000000
        0.010770328021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP DEL
        549300Z7JJ4TQSQGT333
        CENTENE CORP 3.375% 02/15/2030
        15135BAV3
        
          
        
        3536000.00000000
        PA
        USD
        3327146.16000000
        0.064869740935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 2.406%/VAR 10/30/2025
        95000U2H5
        
          
        
        3163000.00000000
        PA
        USD
        3096353.41000000
        0.060369948866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-30
          Variable
          0.02406000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        549300SHPNDCE059M934
        ELANCO ANIMAL HEALTH INC VAR 08/28/2028
        28414HAG8
        
          
        
        925000.00000000
        PA
        USD
        992081.00000000
        0.019342714254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-28
          Variable
          0.06400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 08/20/2043#MA1225
        36179NLE6
        
          
        
        70523.85400000
        PA
        USD
        73273.28000000
        0.001428617338
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-08-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 11/27 #461022
        36208UD38
        
          
        
        931.93260000
        PA
        USD
        998.07000000
        0.000019459482
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC (UNGTD)
        2138005O9XJIJN4JPN90
        ROYAL BK SCOTLND GRP PLC(UNGTD) 3.073/VAR 05/22/2028
        780097BP5
        
          
        
        3224000.00000000
        PA
        USD
        3094659.99000000
        0.060336932067
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-22
          Variable
          0.03073000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 10/01/44#Q28991
        3132M9UQ5
        
          
        
        105823.25710000
        PA
        USD
        110126.34000000
        0.002147145572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 4/42 #AO1215
        3138LRK50
        
          
        
        187126.78910000
        PA
        USD
        191850.11000000
        0.003740523059
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 2% 05/01/2037 #TBA
        01F020455
        
          
        
        13050000.00000000
        PA
        USD
        12643315.02000000
        0.246508127528
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 03/01/2052#CB3038
        3140QNLU4
        
          
        
        649247.65600000
        PA
        USD
        603511.15000000
        0.011766724414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON VANCE CLO 2020-2 LTD
        N/A
        EATON VANCE CLO 2020-2 LTD 3ML+114 01/15/2035 144A
        27829PAL0
        
          
        
        5288000.00000000
        PA
        USD
        5255579.27000000
        0.102468617041
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-15
          Variable
          0.01391290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 3/41 #004978
        36202FQ74
        
          
        
        25308.85900000
        PA
        USD
        26947.95000000
        0.000525407196
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 05/01/2043#Q18363
        3132J9WZ7
        
          
        
        9399.59080000
        PA
        USD
        9793.55000000
        0.000190945940
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 02/15/2042#616913
        36290TK24
        
          
        
        166053.33710000
        PA
        USD
        169312.88000000
        0.003301112164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 06/15/2045#AN5721
        36186NLA5
        
          
        
        10089.89410000
        PA
        USD
        10165.90000000
        0.000198205689
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-06-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 3.9% 01/15/2025
        96950FAQ7
        
          
        
        843000.00000000
        PA
        USD
        854878.54000000
        0.016667662541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 01/01/2033#ZS8682
        3132A9UF2
        
          
        
        166279.65570000
        PA
        USD
        168105.59000000
        0.003277573496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.35% 02/12/2048
        71654QCL4
        
          
        
        9151000.00000000
        PA
        USD
        7178959.50000000
        0.139968976581
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2048-02-12
          Fixed
          0.06350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2321
        3140QMSK1
        
          
        
        2385077.48800000
        PA
        USD
        2279880.54000000
        0.044451085970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2041#AH4043
        3138A5P55
        
          
        
        68327.16030000
        PA
        USD
        72777.97000000
        0.001418960223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Central Investment Portfolios LLC
        S2V1M15I679NQK6BNY65
        Fidelity Specialized High Income Central Fund
        31606V807
        
          
        
        908333.62180000
        NS
        USD
        82276859.46000000
        1.604161134346
        Long
        EC
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 08/31/2028
        91282CCV1
        
          
        
        86127100.00000000
        PA
        USD
        79351319.12000000
        1.547121547016
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-31
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2046#BC6149
        3140F1ZP0
        
          
        
        338526.01280000
        PA
        USD
        343474.01000000
        0.006696751202
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 08/01/2045#AZ8288
        3140E1F65
        
          
        
        125200.71760000
        PA
        USD
        124561.62000000
        0.002428591841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.484% 10/23/2045
        161175BA1
        
          
        
        1902000.00000000
        PA
        USD
        2165205.06000000
        0.042215245306
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          0.06484000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUCALI CLO LTD
        N/A
        LUCALI CLO LTD 2020-1A A 3ML+121 01/15/2033 144A
        54929JAC7
        
          
        
        2218484.00000000
        PA
        USD
        2207373.83000000
        0.043037414533
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-15
          Variable
          0.01451290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 3/41 #783262
        36241LTT3
        
          
        
        199966.59930000
        PA
        USD
        212912.18000000
        0.004151172594
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3% 09/15/2023
        00912XAT1
        
          
        
        608000.00000000
        PA
        USD
        605383.89000000
        0.011803237436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 6.2% 07/15/2030
        24703TAH9
        
          
        
        1425000.00000000
        PA
        USD
        1624001.46000000
        0.031663338165
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          0.06200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOODYS CORP
        549300GCEDD8YCF5WU84
        MOODYS CORP 3.25% 01/15/2028
        615369AM7
        
          
        
        1654000.00000000
        PA
        USD
        1651357.06000000
        0.032196693359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 9/41 #Q03529
        3132GJSS9
        
          
        
        18180.17170000
        PA
        USD
        19379.68000000
        0.000377847789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #439864
        36207RTV7
        
          
        
        657.91890000
        PA
        USD
        708.42000000
        0.000013812144
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 3.3% 01/30/2032
        00774MAX3
        
          
        
        3131000.00000000
        PA
        USD
        2822469.98000000
        0.055030012988
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 11/36 #995606
        31416CAF3
        
          
        
        69372.36670000
        PA
        USD
        72265.65000000
        0.001408971463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Variable
          0.01950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK 4.2% 08/08/2023
        25466AAD3
        
          
        
        1975000.00000000
        PA
        USD
        2008125.43000000
        0.039152646185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-08
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2046#BE0548
        3140FKTE0
        
          
        
        231044.51080000
        PA
        USD
        234349.33000000
        0.004569135106
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLSON COORS BEVERAGE CO
        54930073LBBH6ZCBE225
        MOLSON COORS BEVERAGE CO 5% 05/01/2042
        60871RAD2
        
          
        
        9077000.00000000
        PA
        USD
        9601410.60000000
        0.187199776711
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 5.2% 05/12/2026
        06738EAP0
        
          
        
        4314000.00000000
        PA
        USD
        4485524.64000000
        0.087454775764
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-05-12
          Fixed
          0.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2044#Q25069
        3132M5JN3
        
          
        
        188501.02450000
        PA
        USD
        200349.09000000
        0.003906228623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN LIFE GLOBAL FUNDING I
        635400MMSOCXNNNZDZ82
        METROPOLITAN LIFE GLBL FDG I 3% 01/10/2023 144A
        59217GAX7
        
          
        
        1827000.00000000
        PA
        USD
        1842913.10000000
        0.035931482902
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-10
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 8/40 #G05969
        3128M76E1
        
          
        
        111054.17350000
        PA
        USD
        119020.24000000
        0.002320550935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/28 #422181
        31379K6S7
        
          
        
        933.46960000
        PA
        USD
        1008.54000000
        0.000019663617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.753% 10/33 #746320
        31403EDZ7
        
          
        
        8551.37590000
        PA
        USD
        8915.42000000
        0.000173824941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Variable
          0.02409000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        UNUM GROUP 4% 03/15/2024
        91529YAK2
        
          
        
        4111000.00000000
        PA
        USD
        4169216.61000000
        0.081287682713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 11/01/2042#AP4325
        3138M7YX7
        
          
        
        23466.39380000
        PA
        USD
        23419.94000000
        0.000456621190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN SENIOR LOAN FUND
        N/A
        DRYDEN SENIOR LOAN FUND 3ML+113 02/20/2035 144A
        262484AC2
        
          
        
        2307917.00000000
        PA
        USD
        2285797.92000000
        0.044566457790
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-02-20
          Variable
          0.01289730
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIA KINGDOM OF
        54930044PULMORCKB765
        SAUDI ARABIA KINGDOM OF 4.5% 04/22/2060 144A
        80413TAU3
        
          
        
        1664000.00000000
        PA
        USD
        1797120.00000000
        0.035038649708
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2060-04-22
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS TR 2013-GCJ12
        549300SSCQUZ3RRV2T53
        GS MTG SECS TR 2013-GCJ12 3.375% 06/10/2046
        36197XAP9
        
          
        
        3922000.00000000
        PA
        USD
        3925352.53000000
        0.076533037461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-06-10
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #447529
        36208DEA9
        
          
        
        403.35990000
        PA
        USD
        431.01000000
        0.000008403450
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 10/26 #313182
        31374F2P3
        
          
        
        4393.61790000
        PA
        USD
        4715.76000000
        0.000091943700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY 2.8% 05/01/2023
        664397AK2
        
          
        
        3543000.00000000
        PA
        USD
        3550549.60000000
        0.069225462800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 9/29 #514340
        31383VLV3
        
          
        
        66.06690000
        PA
        USD
        71.08000000
        0.000001385854
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 12/20/2049#BR8985
        3617M76W3
        
          
        
        82240.92170000
        PA
        USD
        83492.97000000
        0.001627871777
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+132.21 10/15/2036 144A
        05609PAL2
        
          
        
        1163318.00000000
        PA
        USD
        1116705.24000000
        0.021772527005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01695300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 2.45% 02/15/2031 144A
        11135FBH3
        
          
        
        9811000.00000000
        PA
        USD
        8752178.04000000
        0.170642194473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.125% 08/31/2023
        91282CCU3
        
          
        
        79588100.00000000
        PA
        USD
        77430515.95000000
        1.509671432704
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.00125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/20/2047#MA4381
        36179S2N6
        
          
        
        58193.43910000
        PA
        USD
        58126.41000000
        0.001133297119
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/46#BC6151
        3140F1ZR6
        
          
        
        33657.46270000
        PA
        USD
        34841.69000000
        0.000679312328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 07/47#BE3749
        3140FPEX3
        
          
        
        557374.06950000
        PA
        USD
        587584.97000000
        0.011456209901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LXP INDUSTRIAL TRUST
        549300S4MH2ICXDBFV43
        LEXINGTON CORP PPTYS TR REIT 2.7% 09/15/2030
        529043AE1
        
          
        
        1267000.00000000
        PA
        USD
        1169009.88000000
        0.022792316423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 11/01/2049#CA4536
        3140QCBE5
        
          
        
        2060704.98310000
        PA
        USD
        2027646.95000000
        0.039533259445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.358% 10/33 #754672
        31403QMV9
        
          
        
        3189.18610000
        PA
        USD
        3300.22000000
        0.000064344758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-01
          Variable
          0.01747000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 10/01/2048#Q58998
        3132Y27L4
        
          
        
        81399.09620000
        PA
        USD
        84817.43000000
        0.001653694922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/27 #399910
        31378JGT8
        
          
        
        1296.51460000
        PA
        USD
        1356.17000000
        0.000026441398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.2% 09/15/2023
        29278NAC7
        
          
        
        822000.00000000
        PA
        USD
        832831.12000000
        0.016237801527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-15
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AR5360
        3138W25W1
        
          
        
        75646.29550000
        PA
        USD
        75543.83000000
        0.001472886505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 5.5% 02/15/2049
        55336VAT7
        
          
        
        2341000.00000000
        PA
        USD
        2592726.72000000
        0.050550682944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS 4.5% 01/30/2026
        254709AP3
        
          
        
        3249000.00000000
        PA
        USD
        3347208.95000000
        0.065260907396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 04/15/2046#784232
        3622A2VZ2
        
          
        
        1438301.57330000
        PA
        USD
        1507016.43000000
        0.029382467946
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AR4275
        3138W1XD4
        
          
        
        15399.85710000
        PA
        USD
        15379.00000000
        0.000299846083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/01/2052#FS0631
        3140XFVZ1
        
          
        
        1644060.92200000
        PA
        USD
        1611906.87000000
        0.031427528590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 05/51#QC1514
        3133AKVF4
        
          
        
        293686.53650000
        PA
        USD
        273640.11000000
        0.005335191840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        ILLINOIS ST BUILD AMERICA BONDS-IL ST
        452152BM2
        
          
        
        8520000.00000000
        PA
        USD
        9561184.04000000
        0.186415474970
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.06630000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 5.088%/VAR 06/20/2030
        06738EBK0
        
          
        
        5094000.00000000
        PA
        USD
        5284085.82000000
        0.103024412436
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-06-20
          Variable
          0.05088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BABSON CLO LTD/CAYMAN ISLANDS
        N/A
        BABSON CLO LTD/CAYMAN ISLANDS 2020-1A AR 3ML+115 10/15/2036 144A
        06762LAM0
        
          
        
        2921466.00000000
        PA
        USD
        2893119.02000000
        0.056407465226
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-10-15
          Variable
          0.01391290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        Z2VZBHUMB7PWWJ63I008
        TOYOTA MOTOR CREDIT CORP 2.9% 03/30/2023
        89236TGW9
        
          
        
        5372000.00000000
        PA
        USD
        5407340.45000000
        0.105427521747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-30
          Fixed
          0.02900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        MNGT SWAP CY451600 12/16/72 B
        N/A
        
          
        
        1120000.00000000
        NC
        USD
        2006.70000000
        0.000039124854
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            
              
                CMBX AAA CDSI S13 PRC INDX
                CY451600
              
            
            Y
            
            
            2072-12-16
            5042.15000000
            USD
            0.00000000
            USD
            1120000.00000000
            USD
            -3035.45000000
          
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 09/01/2051#BT0233
        3140LNHK6
        
          
        
        2204991.91500000
        PA
        USD
        2053105.68000000
        0.040029631152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 1.5% 04/01/2037 #TBA
        01F012445
        
          
        
        14200000.00000000
        PA
        USD
        13466259.02000000
        0.262553158770
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEACHTREE CORNERS FDG TR
        N/A
        PEACHTREE CORNERS FDG TR 3.976% 02/15/2025 144A
        70466WAA7
        
          
        
        3466000.00000000
        PA
        USD
        3510015.91000000
        0.068435172911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          0.03976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 2/40 #711491
        36297GNG1
        
          
        
        20372.03130000
        PA
        USD
        21098.42000000
        0.000411358255
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-02-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 3.50% 5/42 #766750
        36176HTF1
        
          
        
        297245.80690000
        PA
        USD
        307089.55000000
        0.005987359314
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-05-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 5/32 #552578
        36213E2K1
        
          
        
        999.89990000
        PA
        USD
        1089.50000000
        0.000021242103
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 2.836% 01/15/2050 144A
        78403DAN0
        
          
        
        4299000.00000000
        PA
        USD
        4231979.02000000
        0.082511368443
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-01-15
          Fixed
          0.02836000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #443199
        36207VKL9
        
          
        
        387.27720000
        PA
        USD
        413.83000000
        0.000008068489
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2048#Q54499
        3132XW7M7
        
          
        
        22510.71000000
        PA
        USD
        23218.54000000
        0.000452694472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#RA6308
        3133KNAH6
        
          
        
        449535.24500000
        PA
        USD
        418429.47000000
        0.008158166192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 3.75% 07/10/2025
        026874DD6
        
          
        
        5762000.00000000
        PA
        USD
        5854902.40000000
        0.114153687162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-10
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 3.375% 02/01/2031
        681936BM1
        
          
        
        2321000.00000000
        PA
        USD
        2126240.99000000
        0.041455558474
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 10/22 #332060
        36224LZZ3
        
          
        
        1014.22180000
        PA
        USD
        1025.99000000
        0.000020003841
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-10-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#BT9493
        3140LYRP0
        
          
        
        2655888.91000000
        PA
        USD
        2472113.61000000
        0.048199075643
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/01/2047#Q47935
        3132WMY99
        
          
        
        232859.84690000
        PA
        USD
        245749.59000000
        0.004791407251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/29 #487575
        36210BT88
        
          
        
        3794.88160000
        PA
        USD
        4102.54000000
        0.000079987681
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 5/46#Q40310
        3132WDKY9
        
          
        
        149026.12990000
        PA
        USD
        148187.22000000
        0.002889222808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 06/01/2045#AU2444
        3138X1WE2
        
          
        
        40845.65500000
        PA
        USD
        40675.45000000
        0.000793053799
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2050#
        3140KAND4
        
          
        
        125000.22200000
        PA
        USD
        125553.82000000
        0.002447936875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2045#G07949
        3128MAEW5
        
          
        
        643401.09750000
        PA
        USD
        669764.71000000
        0.013058477486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13381
        3132HPXJ8
        
          
        
        7267.14790000
        PA
        USD
        7574.01000000
        0.000147671320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN NATURAL RESOURCES LTD
        549300T15RIMIKZC5Q38
        CANADIAN NATL RESOURCES LTD 3.8% 04/15/2024
        136385AT8
        
          
        
        4702000.00000000
        PA
        USD
        4768087.22000000
        0.092963930000
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-04-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIMA CAPITAL LTD 2021
        N/A
        PRIMA CAPITAL LTD 2021-9A A 1ML+145 12/15/2037 144A
        74167CAA5
        
          
        
        1390255.64300000
        PA
        USD
        1372001.45000000
        0.026750065775
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-12-15
          Variable
          0.01611710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2045#AY8424
        3138YNLE5
        
          
        
        2035457.48690000
        PA
        USD
        2070933.07000000
        0.040377213769
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 10YR NOTE FUT (CBT)JUN22 TYM2
        N/A
        
          
        
        189.00000000
        NC
        USD
        -584906.79000000
        -0.01140399312
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Long
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-21
            23808281.79000000
            USD
            -584906.79000000
          
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #738886
        3620AS2T5
        
          
        
        74754.52560000
        PA
        USD
        77446.10000000
        0.001509975276
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 12/01/2044#AX5347
        3138Y65H3
        
          
        
        110435.07820000
        PA
        USD
        114838.38000000
        0.002239016743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 6.25% 04/15/2049
        29279FAA7
        
          
        
        977000.00000000
        PA
        USD
        1121084.35000000
        0.021857907003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.06250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 6.00% 7/37 #G03508
        3128M5GR5
        
          
        
        6343.83670000
        PA
        USD
        7038.73000000
        0.000137234906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 1/42 #AL2128
        3138EJLJ5
        
          
        
        16256.01600000
        PA
        USD
        18078.81000000
        0.000352484581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/25 #328844
        31375AHV4
        
          
        
        509.21030000
        PA
        USD
        542.71000000
        0.000010581277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/45#AY8537
        3138YNPX9
        
          
        
        50937.50350000
        PA
        USD
        52920.75000000
        0.001031801783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/28 #251409
        31371GGS3
        
          
        
        559.98630000
        PA
        USD
        606.18000000
        0.000011818759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 4.493%/VAR 03/24/2031
        46647PBJ4
        
          
        
        8874000.00000000
        PA
        USD
        9405890.70000000
        0.183387703345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Variable
          0.04493000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX4256
        3138Y5WS1
        
          
        
        51193.10700000
        PA
        USD
        54319.84000000
        0.001059079997
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO 5.04% 05/01/2027
        097023CU7
        
          
        
        2053000.00000000
        PA
        USD
        2161835.18000000
        0.042149542378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.05040000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP VAR 05/15/2024
        292480AH3
        
          
        
        917000.00000000
        PA
        USD
        922418.51000000
        0.017984496893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Variable
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2041#
        312946BR6
        
          
        
        58791.66660000
        PA
        USD
        62670.69000000
        0.001221897454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 1ML+98.535 05/15/2036 144A
        12653VAA4
        
          
        
        495000.00000000
        PA
        USD
        492327.15000000
        0.009598957527
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01377000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.451% 11/35 #1G1790
        3128QJ7B6
        
          
        
        10209.09790000
        PA
        USD
        10660.48000000
        0.000207848571
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Variable
          0.02410000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMCO REALTY CORP
        549300EA7I6T15IBYS12
        KIMCO REALTY CORP 3.375% 10/15/2022
        948741AH6
        
          
        
        563000.00000000
        PA
        USD
        565481.14000000
        0.011025249054
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/26 #250551
        31371FH47
        
          
        
        3908.43090000
        PA
        USD
        4161.54000000
        0.000081138010
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 09/32#MA3125
        31418CPK4
        
          
        
        145129.10760000
        PA
        USD
        146722.78000000
        0.002860670457
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 5.05% 03/15/2042 144A
        55903VAN3
        
          
        
        1645000.00000000
        PA
        USD
        1677949.70000000
        0.032715173036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          0.05050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3.5% 02/01/2034#G16752
        3128MFWM6
        
          
        
        558815.10840000
        PA
        USD
        572548.32000000
        0.011163038653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.375% 07/01/2025
        00914AAH5
        
          
        
        4468000.00000000
        PA
        USD
        4403600.44000000
        0.085857490470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNR 1999-57 PH 6.5% 12/29
        31359XGQ6
        
          
        
        61900.15460000
        PA
        USD
        64742.05000000
        0.001262282992
        Long
        ABS-CBDO
        USGSE
        US
        N
        
        2
        
          2029-12-25
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2019
        N/A
        BAMLL COML MTG SECS TR 2019 3.465% 11/05/2032 144A
        05492PAE8
        
          
        
        600000.00000000
        PA
        USD
        576829.32000000
        0.011246505789
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Fixed
          0.03465000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 3.8% 12/01/2057
        00206RMN9
        
          
        
        10572000.00000000
        PA
        USD
        9645258.48000000
        0.188054683733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 8.00% 3/30 #479229
        36209RLJ0
        
          
        
        2092.96900000
        PA
        USD
        2317.64000000
        0.000045187286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-03-15
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 3.8% 01/31/2028
        14040HBW4
        
          
        
        4892000.00000000
        PA
        USD
        4922736.04000000
        0.095979135346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-31
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 6.02% 06/15/2026
        24703TAD8
        
          
        
        1084000.00000000
        PA
        USD
        1174219.88000000
        0.022893896376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.06020000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/22 #336788
        36224SCZ3
        
          
        
        82.83200000
        PA
        USD
        84.14000000
        0.000001640486
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 7.125% 03/15/2033
        023551AM6
        
          
        
        695000.00000000
        PA
        USD
        857593.81000000
        0.016720602464
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          0.07125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.125% 07/03/2023
        00774MAF2
        
          
        
        2906000.00000000
        PA
        USD
        2923295.96000000
        0.056995828401
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-07-03
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AQ8634
        3138MQSY0
        
          
        
        93458.96990000
        PA
        USD
        93273.96000000
        0.001818572833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 5.15% 03/19/2029
        87165BAP8
        
          
        
        5824000.00000000
        PA
        USD
        6101294.62000000
        0.118957623842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-19
          Fixed
          0.05150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 10/01/2047#Q51124
        3132XTHA9
        
          
        
        15305.09200000
        PA
        USD
        15793.52000000
        0.000307928026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 05/01/2045#Q33441
        3132QPZF4
        
          
        
        30557.10280000
        PA
        USD
        30700.21000000
        0.000598565429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CREDIT FUND
        549300ORP3TTCNXSYO43
        BLACKSTONE PRIVATE CREDIT FUND 4.7% 03/24/2025 144A
        09261HAS6
        
          
        
        7621000.00000000
        PA
        USD
        7631831.73000000
        0.148798677118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 9/25 #319653
        31374PBW6
        
          
        
        140.36590000
        PA
        USD
        148.42000000
        0.000002893761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35367
        3132QR6D7
        
          
        
        49901.93790000
        PA
        USD
        49948.51000000
        0.000973851687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/01/2044#AS2751
        3138WCBV4
        
          
        
        95466.40400000
        PA
        USD
        101327.06000000
        0.001975585025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 6% 05/01/2036#745512
        31403DGV5
        
          
        
        1084242.07160000
        PA
        USD
        1191850.28000000
        0.023237638257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 4.194/VAR 04/01/2031 144A
        225401AP3
        
          
        
        6669000.00000000
        PA
        USD
        6579035.19000000
        0.128272185187
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2031-04-01
          Variable
          0.04194000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34677
        31307RFS9
        
          
        
        16670.27080000
        PA
        USD
        16876.15000000
        0.000329036184
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 5.012% 04/15/2049
        92343VDS0
        
          
        
        200000.00000000
        PA
        USD
        234123.44000000
        0.004564730904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          0.05012000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYBANK NATL ASSN
        HUX2X73FUCYHUVH1BK78
        KEYBANK NATL ASSN 6.95% 02/01/2028
        49306CAB7
        
          
        
        800000.00000000
        PA
        USD
        926992.78000000
        0.018073681947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.06950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A
        83368RAZ5
        
          
        
        6749000.00000000
        PA
        USD
        6101288.55000000
        0.118957505495
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-14
          Variable
          0.01488000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #510172
        31383QW91
        
          
        
        1133.57490000
        PA
        USD
        1236.82000000
        0.000024114417
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2046#BE1891
        3140FMC53
        
          
        
        193765.71440000
        PA
        USD
        196537.30000000
        0.003831909727
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPRESA NACIONAL DEL PETROLEO
        549300YP3P0JZBLIV197
        EMPRESA NACIONAL DEL PETROLEO 4.375% 10/30/2024 144A
        29245JAH5
        
          
        
        2454000.00000000
        PA
        USD
        2519644.50000000
        0.049125790724
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2024-10-30
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
        549300PXR5FKNXF0OH19
        CREDIT SUISSE GROUP FUNDING GUERNSEY LTD 3.8% 09/15/2022
        225433AH4
        
          
        
        5019000.00000000
        PA
        USD
        5070704.63000000
        0.098864095501
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2022-09-15
          Fixed
          0.03800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 11/22 #339989
        36224VUN3
        
          
        
        731.80350000
        PA
        USD
        743.37000000
        0.000014493568
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2048#BM3700
        3140J8DE0
        
          
        
        663182.62460000
        PA
        USD
        684236.88000000
        0.013340643004
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 6.55% 05/01/2037
        88732JAJ7
        
          
        
        14010000.00000000
        PA
        USD
        16111916.66000000
        0.314135841783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          0.06550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 01/01/2042#AJ6217
        3138AX4B4
        
          
        
        8091.39760000
        PA
        USD
        8370.44000000
        0.000163199405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORPORATION
        549300DDU6FDRBIELS05
        FOX CORP 4.709% 01/25/2029
        35137LAH8
        
          
        
        1272000.00000000
        PA
        USD
        1357974.09000000
        0.026476572768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-25
          Fixed
          0.04709000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC 6.15% 09/15/2043
        761713AZ9
        
          
        
        2773000.00000000
        PA
        USD
        2931664.96000000
        0.057158999731
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-09-15
          Fixed
          0.06150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        METLIFE INC 4.55% 03/23/2030
        59156RBZ0
        
          
        
        7973000.00000000
        PA
        USD
        8694490.72000000
        0.169517458341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-23
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 4.5% 04/15/2030
        548661DU8
        
          
        
        2645000.00000000
        PA
        USD
        2830364.91000000
        0.055183941322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 8/39 #664574
        36295AJT3
        
          
        
        4847.94830000
        PA
        USD
        5213.00000000
        0.000101638444
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/1/42 #Q13634
        3132HQBB7
        
          
        
        257519.24350000
        PA
        USD
        258725.26000000
        0.005044395341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB MASTER FIN LLC
        549300F17UZJL70BPB08
        DNKN 2017-1A A2II 4.03% 11/20/2047 144A
        233046AF8
        
          
        
        4011840.00000000
        PA
        USD
        4024493.34000000
        0.078465996925
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2047-11-20
          Fixed
          0.04030000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 1.5% 11/01/2041#MA4473
        31418D6K3
        
          
        
        4983485.14500000
        PA
        USD
        4508935.76000000
        0.087911224989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2% 04/01/2052 #TBA
        01F020646
        
          
        
        -29600000.00000000
        PA
        USD
        -27472961.76000000
        -0.53564340921
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 6/40 #782989
        36241LKA3
        
          
        
        106683.92660000
        PA
        USD
        113590.51000000
        0.002214686882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AZ0727
        3138YRYZ5
        
          
        
        115813.25440000
        PA
        USD
        117904.12000000
        0.002298789819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 05/15/2045#670008
        36295GKV3
        
          
        
        13261.47930000
        PA
        USD
        13361.38000000
        0.000260508320
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-05-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT TR 2021-MFP
        N/A
        SREIT TR 2021-MFP D 1ML+157.82 11/15/2038 144A
        78472UAG3
        
          
        
        1305439.00000000
        PA
        USD
        1265313.85000000
        0.024669965701
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Variable
          0.01974770
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 02/15/2045#AL3843
        36184AHU6
        
          
        
        18409.22530000
        PA
        USD
        18547.90000000
        0.000361630481
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 4/41 #738229
        3620ASEA3
        
          
        
        18518.58530000
        PA
        USD
        20098.24000000
        0.000391857633
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 4.375% 03/19/2024
        87165BAN3
        
          
        
        3791000.00000000
        PA
        USD
        3861358.23000000
        0.075285333434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-19
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 10/29 #518567
        31384BCC8
        
          
        
        281.75480000
        PA
        USD
        308.50000000
        0.000006014859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2042#AL6997
        3138EPX33
        
          
        
        227598.82170000
        PA
        USD
        242424.54000000
        0.004726578379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.0% 06/45#AZ3703
        3138YVDH9
        
          
        
        13120.94690000
        PA
        USD
        13090.87000000
        0.000255234157
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY CORP NEW
        4XM3TW50JULSLG8BNC79
        ENTERGY CORP NEW 2.8% 06/15/2030
        29364GAL7
        
          
        
        1980000.00000000
        PA
        USD
        1855696.06000000
        0.036180713704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          0.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 3/41 #783295
        36241LUU8
        
          
        
        791002.09310000
        PA
        USD
        842210.54000000
        0.016420673128
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 10/27 #399572
        31378H2D2
        
          
        
        729.65280000
        PA
        USD
        795.47000000
        0.000015509367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 11/01/2051#FM9501
        3140XDRX6
        
          
        
        5455173.44000000
        PA
        USD
        5216270.67000000
        0.101702212869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #754197
        36230NUW3
        
          
        
        17836.21290000
        PA
        USD
        18479.95000000
        0.000360305652
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 3.375% 03/25/2027
        191216CR9
        
          
        
        3937000.00000000
        PA
        USD
        4028422.14000000
        0.078542597179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 01/01/2033#MA3246
        31418CTC8
        
          
        
        104240.61860000
        PA
        USD
        103558.65000000
        0.002019094585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.864%/VAR 07/23/2024
        06051GHL6
        
          
        
        3030000.00000000
        PA
        USD
        3064253.45000000
        0.059744092355
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Variable
          0.03864000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.25% 07/31/2025
        91282CAB7
        
          
        
        208468400.00000000
        PA
        USD
        193273009.07000000
        3.768265481972
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-07-31
          Fixed
          0.00250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 03/01/2052#FS1082
        3140XGFY0
        
          
        
        3100000.00000000
        PA
        USD
        2980707.97000000
        0.058115196784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 4.9% 12/15/2048
        125523AK6
        
          
        
        2615000.00000000
        PA
        USD
        2930184.28000000
        0.057130130747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 1/1/43 #Q14696
        3132HRGD6
        
          
        
        190361.35210000
        PA
        USD
        190122.58000000
        0.003706841213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZOETIS INC
        549300HD9Q1LOC9KLJ48
        ZOETIS INC 3.25% 02/01/2023
        98978VAB9
        
          
        
        1143000.00000000
        PA
        USD
        1150899.12000000
        0.022439208909
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-01
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 2/42 #AK3548
        3138E75J9
        
          
        
        15094.03350000
        PA
        USD
        15611.79000000
        0.000304384816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2018-SITE
        N/A
        CREDIT SUISSE MORTGAGE TRUST 2017-RPL3 4.5349% 04/15/2036 144A
        12690CAE3
        
          
        
        784789.00000000
        PA
        USD
        768007.62000000
        0.014973930494
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          0.04534900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 03/01/2043#AB8610
        31417FR83
        
          
        
        105066.04290000
        PA
        USD
        104923.72000000
        0.002045709508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAVO RESIDENTIAL FDG TR 2022-RPL1
        N/A
        BRAVO RESIDENTIAL FDG TR 2022-RPL1 2.75% 09/25/2061 144A
        10569XAA7
        
          
        
        6212247.49000000
        PA
        USD
        6138364.61000000
        0.119680381585
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2061-09-25
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER HLDGS USA INC
        549300SMVCQN2P0O6I58
        SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028
        80282KBC9
        
          
        
        3958000.00000000
        PA
        USD
        3692816.73000000
        0.071999260951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-06
          Variable
          0.02490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #510166
        31383QW34
        
          
        
        1987.40280000
        PA
        USD
        2197.39000000
        0.000042842758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2019
        N/A
        BAMLL COML MTG SECS TR 2019-BPR CNM CSTR 11/05/2032 144A
        05492PAG3
        
          
        
        248000.00000000
        PA
        USD
        234411.66000000
        0.004570350361
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-11-05
          Variable
          0.03718550
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY9324
        3138YPLE0
        
          
        
        233678.04980000
        PA
        USD
        237823.80000000
        0.004636877237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OPER LP 3.875% 03/15/2023
        23311VAD9
        
          
        
        1228000.00000000
        PA
        USD
        1228073.68000000
        0.023943889940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 5/40 #AL2129
        3138EJLK2
        
          
        
        200757.57350000
        PA
        USD
        222742.72000000
        0.004342839733
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2050#MA4097
        31418DRT1
        
          
        
        19235.83200000
        PA
        USD
        18903.20000000
        0.000368557805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 4.50% 7/25 #G13844
        3128MCP58
        
          
        
        41081.08980000
        PA
        USD
        42134.47000000
        0.000821500475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 07/01/2047#Q49499
        3132WPRV1
        
          
        
        133122.09760000
        PA
        USD
        140740.56000000
        0.002744034444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 4/41 #738218
        3620ASDX4
        
          
        
        15836.05680000
        PA
        USD
        17186.89000000
        0.000335094717
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2020-NET
        N/A
        CSMC 2020-NET 2.2569% 08/15/2037 144A
        126438AA8
        
          
        
        1338203.89000000
        PA
        USD
        1273967.29000000
        0.024838682789
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-08-15
          Fixed
          0.02256900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AR1680
        3138NX2N6
        
          
        
        8767.66550000
        PA
        USD
        8802.37000000
        0.000171620792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 9/39 #723339
        3620A9S44
        
          
        
        30708.88000000
        PA
        USD
        33021.30000000
        0.000643819980
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 06/01/2050#CA5966
        3140QDTY0
        
          
        
        1148428.64170000
        PA
        USD
        1103069.16000000
        0.021506662828
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.8% 06/15/2038
        29278NAD5
        
          
        
        1565000.00000000
        PA
        USD
        1693014.17000000
        0.033008886693
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-06-15
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 3/42 #AK1510
        3138E5VC9
        
          
        
        43749.65370000
        PA
        USD
        45251.39000000
        0.000882271413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 09/01/2046#G61420
        31335BSH0
        
          
        
        321427.77850000
        PA
        USD
        327277.76000000
        0.006380971103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC (THE) 2.383%/VAR 07/21/2032
        38141GYJ7
        
          
        
        6540000.00000000
        PA
        USD
        5792495.99000000
        0.112936942403
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Variable
          0.02383000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR3682
        3138W1CU9
        
          
        
        37624.77950000
        PA
        USD
        37573.81000000
        0.000732580777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/40 #783143
        36241LP42
        
          
        
        39676.39880000
        PA
        USD
        41094.60000000
        0.000801226014
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 01/01/2027#
        31283GW60
        
          
        
        810.99570000
        PA
        USD
        869.92000000
        0.000016960927
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Cash Central Fund
        31635A105
        
          
        
        205358356.72100000
        NS
        USD
        205399428.39000000
        4.004695636205
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 10/01/2044#AX6700
        3138Y8NS5
        
          
        
        16915.76110000
        PA
        USD
        17948.93000000
        0.000349952296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 07/15/2043#AF0101
        36181FDE8
        
          
        
        189617.29050000
        PA
        USD
        195718.99000000
        0.003815955045
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-07-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 08/01/2046#BD4423
        3140FB4H0
        
          
        
        244249.68140000
        PA
        USD
        247819.71000000
        0.004831768612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 12/01/2042#Q13420
        3132HPYR9
        
          
        
        39773.64290000
        PA
        USD
        41453.10000000
        0.000808215728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC
        N/A
        BX COMMERCIAL MORTGAGE TRUST 2021-PAC 1ML+71.21 10/15/2036 144A
        05609PAA6
        
          
        
        6127747.00000000
        PA
        USD
        6007777.97000000
        0.117134319254
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01086100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 3.5% 02/01/2025
        92277GAE7
        
          
        
        4467000.00000000
        PA
        USD
        4479053.22000000
        0.087328601764
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG SARL
        N/A
        JBS FINANCE LUXEMBOURG SARL 2.5% 01/15/2027 144A
        46592QAB5
        
          
        
        6111000.00000000
        PA
        USD
        5675652.36000000
        0.110658829076
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2027-01-15
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 3/1/43 #AT0170
        3138WMFL0
        
          
        
        301802.54650000
        PA
        USD
        308854.56000000
        0.006021771912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 7/40 #743665
        3620AYFE1
        
          
        
        27759.33410000
        PA
        USD
        29849.65000000
        0.000581981965
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MTRS FINL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MTRS FINL CO INC 4.25% 05/15/2023
        37045XAL0
        
          
        
        1442000.00000000
        PA
        USD
        1459555.72000000
        0.028457121173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 10/40 #004833
        36202FLN4
        
          
        
        281423.48430000
        PA
        USD
        290753.49000000
        0.005668853325
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM 30YR 4.5% 10/01/2040#
        3129424K8
        
          
        
        10297.30380000
        PA
        USD
        10866.68000000
        0.000211868875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 03/01/2045#AY5060
        3138YJTS5
        
          
        
        85440.64380000
        PA
        USD
        86983.17000000
        0.001695920597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 12/32 #735415
        31402RAQ2
        
          
        
        14603.99630000
        PA
        USD
        16095.18000000
        0.000313809525
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 4/35 #A32438
        31297MV70
        
          
        
        1770.33080000
        PA
        USD
        1851.36000000
        0.000036096173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        ALLY FINL INC 1.45% 10/02/2023
        02005NBL3
        
          
        
        1531000.00000000
        PA
        USD
        1495047.47000000
        0.029149107794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-02
          Fixed
          0.01450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 12/01/2051#QD3168
        3133B0QV8
        
          
        
        2667484.28000000
        PA
        USD
        2482906.64000000
        0.048409508557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 6/35 #G01827
        3128LXA42
        
          
        
        1024.44960000
        PA
        USD
        1072.23000000
        0.000020905388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/47 #MA2864
        31418CFE9
        
          
        
        546643.90160000
        PA
        USD
        554121.33000000
        0.010803765568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO and CO
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO and CO NEW 5.013%/VAR 04/04/2051
        95000U2M4
        
          
        
        14623000.00000000
        PA
        USD
        17354144.44000000
        0.338355695795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-04
          Variable
          0.05013000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 4.65% 07/15/2042
        20030NBE0
        
          
        
        1760000.00000000
        PA
        USD
        1933840.57000000
        0.037704305958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-15
          Fixed
          0.04650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 03/15/2045#AL5046
        36184BTB3
        
          
        
        15989.28620000
        PA
        USD
        16109.73000000
        0.000314093208
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2018-SITE
        N/A
        CSMC 2018-SITE D CSTR 04/15/2036 144A
        12690CAJ2
        
          
        
        1053087.00000000
        PA
        USD
        1001319.98000000
        0.019522847681
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Variable
          0.04782040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2018-SITE
        N/A
        CSMC 2018-SITE C CSTR 04/15/2036 144A
        12690CAG8
        
          
        
        526890.00000000
        PA
        USD
        512451.69000000
        0.009991327935
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Variable
          0.04782040
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2045#Q32124
        3132QNLE7
        
          
        
        15105.32100000
        PA
        USD
        15389.68000000
        0.000300054312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.875% 01/16/2024
        00774MAK1
        
          
        
        3477000.00000000
        PA
        USD
        3523971.70000000
        0.068707270510
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-01-16
          Fixed
          0.04875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2019-MEAD
        N/A
        MORGAN STANLEY CAP I TR 2019-MEAD 3.17709% 11/10/2036 144A
        61771LAE2
        
          
        
        839558.00000000
        PA
        USD
        809833.87000000
        0.015789421570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          0.03177097
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 04/01/2051#BR7939
        3140L6ZD9
        
          
        
        82877.99500000
        PA
        USD
        81310.18000000
        0.001585313676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 4.45% 09/29/2027
        172967KA8
        
          
        
        11855000.00000000
        PA
        USD
        12227678.28000000
        0.238404411505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-29
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2042#Q11138
        3132HMHP9
        
          
        
        38805.33430000
        PA
        USD
        40443.91000000
        0.000788539438
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.5% 02/43 #Q15869
        3132J66F6
        
          
        
        192797.70380000
        PA
        USD
        197451.36000000
        0.003849731257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 12/15/2042#AB8144
        36178VBM2
        
          
        
        6931.37640000
        PA
        USD
        7262.52000000
        0.000141598164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        SIMON PROPERTY GROUP LP 2.45% 09/13/2029
        828807DF1
        
          
        
        1129000.00000000
        PA
        USD
        1052055.61000000
        0.020512045936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-13
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AB7497
        31417EKK6
        
          
        
        27451.25290000
        PA
        USD
        27396.91000000
        0.000534160619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028
        92277GAM9
        
          
        
        1555000.00000000
        PA
        USD
        1588695.68000000
        0.030974977422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 10/01/2051#BU1269
        3140M2MT6
        
          
        
        3454922.97400000
        PA
        USD
        3216937.86000000
        0.062720997379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 03/01/2044#Q25226
        3132M5PK2
        
          
        
        45439.77480000
        PA
        USD
        47315.89000000
        0.000922523201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 3.35% 04/01/2027
        548661EG8
        
          
        
        469000.00000000
        PA
        USD
        471742.04000000
        0.009197607334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2046#BC8095
        3140F37H5
        
          
        
        253297.09380000
        PA
        USD
        262209.30000000
        0.005112324059
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 12/01/2042#Q13899
        3132HQKL5
        
          
        
        26134.09280000
        PA
        USD
        27237.62000000
        0.000531054924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPG TR 2021-PORT
        N/A
        OPG TR 2021-PORT 1ML+49.8 10/15/2036 144A
        67118AAA3
        
          
        
        10552000.00000000
        PA
        USD
        10177810.25000000
        0.198437905177
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.00881000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SREIT TR 2021-MFP
        N/A
        SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A
        78472UAA6
        
          
        
        5583647.00000000
        PA
        USD
        5468101.80000000
        0.106612192587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Variable
          0.01127370
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        CIGNA CORP 3.05% 10/15/2027
        125523AZ3
        
          
        
        2218000.00000000
        PA
        USD
        2197896.56000000
        0.042852635139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW JERSEY ECO DEV AUTH ST PEN
        N/A
        NEW JERSEY ECO DEV AUTH ST PENSER A MBIA
        645913AA2
        
          
        
        5019000.00000000
        PA
        USD
        5898049.74000000
        0.114994935677
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.07425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 10/41 #005280
        36202F2M7
        
          
        
        1926000.15990000
        PA
        USD
        1991958.15000000
        0.038837430918
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-01-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 7.3% 07/01/2038
        88732JAN8
        
          
        
        2621000.00000000
        PA
        USD
        3182114.90000000
        0.062042050232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          0.07300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 2.299%/VAR 07/21/2032
        06051GKA6
        
          
        
        10524000.00000000
        PA
        USD
        9366519.23000000
        0.182620073389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Variable
          0.02299000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 12/01/2044#Q30848
        3132QL5J8
        
          
        
        34432.89620000
        PA
        USD
        34271.34000000
        0.000668192150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#QC9113
        3133AUDS4
        
          
        
        1475888.91700000
        PA
        USD
        1374225.41000000
        0.026793426572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 5% 11/24/2025
        6174467X1
        
          
        
        10147000.00000000
        PA
        USD
        10696157.77000000
        0.208544184769
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-24
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 2.75% 03/15/2027 144A
        30161NAZ4
        
          
        
        1012000.00000000
        PA
        USD
        986063.16000000
        0.019225383755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.02750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA CENT CLO 29 LTD / COLUMBIA CENT CLO 29 CORP
        N/A
        CENT CLO 20 LTD / CENT CLO 20-29A AR 3ML+117 10/20/2034 144A
        197363AU8
        
          
        
        4393985.00000000
        PA
        USD
        4351003.04000000
        0.084831993078
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Variable
          0.01424000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 01/01/2043#AQ9316
        3138MRK67
        
          
        
        1627750.14200000
        PA
        USD
        1574522.55000000
        0.030698642321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/01/2041#
        3132GET67
        
          
        
        44601.45990000
        PA
        USD
        47544.22000000
        0.000926974976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 06/01/2045#Q34104
        3132QQR20
        
          
        
        56159.23620000
        PA
        USD
        56246.74000000
        0.001096648982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 03/01/2033#G18681
        3128MMXK4
        
          
        
        202011.15500000
        PA
        USD
        204379.78000000
        0.003984815437
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/29 #506813
        36211AAN6
        
          
        
        137.27690000
        PA
        USD
        144.63000000
        0.000002819867
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPGN 2022-TFLM MTG TR
        N/A
        SPGN 2022-TFLM C TSFR1M+265 02/15/2039 144A
        78473HAJ5
        
          
        
        756000.00000000
        PA
        USD
        752436.97000000
        0.014670347789
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.02951160
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2019-2 TR
        N/A
        AASET 2019-2 TR 3.376% 10/16/2039 144A
        00038RAA4
        
          
        
        3833152.38970000
        PA
        USD
        3043355.87000000
        0.059336649899
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-10-16
          Fixed
          0.03376000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #435836
        36207MEH5
        
          
        
        2086.85850000
        PA
        USD
        2248.93000000
        0.000043847639
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 02/01/2035#FM2502
        3140X5X81
        
          
        
        610523.20460000
        PA
        USD
        604621.09000000
        0.011788365039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES XLI CLO LTD / ARES XLI CLO LLC
        549300X38KZ67Q2FQG11
        ARES XLI CLO LTD / ARES XLI CLO LLC 1ML+107 04/15/2034 144A
        04016DAS4
        
          
        
        4911862.00000000
        PA
        USD
        4875563.34000000
        0.095059403936
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Variable
          0.01311290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLEGRO CLO LTD
        N/A
        ALLEGRO CLO LTD 3ML+114 07/20/2034 144A
        01750WAC3
        
          
        
        3462915.00000000
        PA
        USD
        3428614.83000000
        0.066848086947
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Variable
          0.01394000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 4% 04/47#784304
        3622A2X98
        
          
        
        581684.64860000
        PA
        USD
        600544.73000000
        0.011708887792
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.409% 5/35 #829985
        31407GCW6
        
          
        
        12792.81790000
        PA
        USD
        13359.67000000
        0.000260474980
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Variable
          0.02538000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.5% 11/15/2042#AB9211
        36178WGU7
        
          
        
        381306.13260000
        PA
        USD
        393695.34000000
        0.007675922092
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.50% 7/40 #004746
        36202FHX7
        
          
        
        129082.51370000
        PA
        USD
        135552.80000000
        0.002642888107
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-20
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 11/27 #190289
        31368HKA0
        
          
        
        2843.13960000
        PA
        USD
        3063.15000000
        0.000059722578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/01/2034#CA4890
        3140QCNG7
        
          
        
        279053.25260000
        PA
        USD
        283512.83000000
        0.005527681367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERGY COMPANY
        549300JD0S5IZJE9LY15
        BERKSHIRE HATHAWAY ENERGY COMPANY 4.05% 04/15/2025
        084659AT8
        
          
        
        8619000.00000000
        PA
        USD
        8884464.17000000
        0.173221391950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.04050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 11/01/2044#AX4421
        3138Y54F0
        
          
        
        264229.35950000
        PA
        USD
        280058.10000000
        0.005460324109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2033#727139
        31402EZC5
        
          
        
        137569.34200000
        PA
        USD
        143376.32000000
        0.002795424152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 10/28 #457547
        31381DHY4
        
          
        
        366.96210000
        PA
        USD
        388.83000000
        0.000007581062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 4/41 #762904
        36176DKR3
        
          
        
        72047.60060000
        PA
        USD
        77454.86000000
        0.001510146071
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 07/15/2045#AN8980
        36186S6R4
        
          
        
        24236.38740000
        PA
        USD
        24388.66000000
        0.000475508432
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR0910
        3138NXAL1
        
          
        
        29734.21790000
        PA
        USD
        29693.94000000
        0.000578946070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 7/41 #769093
        36176LGA7
        
          
        
        31393.70560000
        PA
        USD
        32545.23000000
        0.000634537990
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-07-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2042#Q13653
        3132HQBW1
        
          
        
        35024.43840000
        PA
        USD
        36503.36000000
        0.000711710094
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 12/01/2051#RA6510
        3133KNGT4
        
          
        
        3058826.75000000
        PA
        USD
        2847170.01000000
        0.055511592237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2350
        3140QMTG9
        
          
        
        2304517.12700000
        PA
        USD
        2144334.98000000
        0.041808339021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP 4.5% 07/15/2023
        55336VAE0
        
          
        
        1369000.00000000
        PA
        USD
        1391654.02000000
        0.027133234131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 06/47#Q48876
        3132WN2J0
        
          
        
        148175.88890000
        PA
        USD
        156702.17000000
        0.003055239740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE5530
        3140FREC5
        
          
        
        205493.86650000
        PA
        USD
        208433.21000000
        0.004063845615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2045#AY7630
        3138YMPQ6
        
          
        
        13970.37420000
        PA
        USD
        13938.35000000
        0.000271757569
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2043#Q16935
        3132J8EH9
        
          
        
        303712.19890000
        PA
        USD
        311043.05000000
        0.006064441146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 3.625% 10/01/2029
        681936BL3
        
          
        
        4099000.00000000
        PA
        USD
        3872965.15000000
        0.075511634851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OPER LP 5.6% 04/01/2044
        23311VAF4
        
          
        
        851000.00000000
        PA
        USD
        894196.76000000
        0.017434254275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 5.141% 03/15/2052 144A
        55903VAQ6
        
          
        
        1299000.00000000
        PA
        USD
        1328999.87000000
        0.025911659159
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          0.05141000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP NEW
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP NEW 2.45% 06/01/2030
        26441CBH7
        
          
        
        1929000.00000000
        PA
        USD
        1777311.08000000
        0.034652432979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 9/41 #772060
        36176PQM1
        
          
        
        43159.41690000
        PA
        USD
        44742.51000000
        0.000872349723
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2052#BU9196
        3140MBGE6
        
          
        
        998262.47700000
        PA
        USD
        953608.90000000
        0.018592619416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG SARL
        N/A
        JBS FINANCE LUXEMBOURG SARL 3.625% 01/15/2032 144A
        46592QAA7
        
          
        
        2104000.00000000
        PA
        USD
        1925160.00000000
        0.037535059914
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-01-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE FRANCE 1.038/VAR 06/18/2025 144A
        83368RBE1
        
          
        
        10968000.00000000
        PA
        USD
        10301922.35000000
        0.200857732677
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-06-18
          Variable
          0.01038000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 5.15% 4/35 #1N0006
        3128QGAF9
        
          
        
        36904.23840000
        PA
        USD
        38395.87000000
        0.000748608573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Variable
          0.01808000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 1/28 #415853
        31379C5N7
        
          
        
        1669.77480000
        PA
        USD
        1810.48000000
        0.000035299131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 11/01/2032#G18665
        3128MMW33
        
          
        
        44284.53780000
        PA
        USD
        44025.34000000
        0.000858366979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 3/39 #697924
        36296QLD9
        
          
        
        24887.33850000
        PA
        USD
        26761.38000000
        0.000521769620
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-03-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 12/40 #AH1016
        3138A2DW6
        
          
        
        8525.04660000
        PA
        USD
        8783.31000000
        0.000171249177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 2% 11/15/2041
        912810TC2
        
          
        
        16900000.00000000
        PA
        USD
        15291859.38000000
        0.298147093244
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 09/01/2051#QC7496
        3133ASKH5
        
          
        
        146777.00000000
        PA
        USD
        143860.51000000
        0.002804864459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE CO LLC
        N/A
        TRANSCONTINENTAL GAS LINE LLC 3.25% 05/15/2030
        893574AP8
        
          
        
        705000.00000000
        PA
        USD
        687528.09000000
        0.013404812094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PPTY LTD PARTNERSHIP
        BVHHEFJI6SHNOKQT2572
        BOSTON PPTYS LTD PARTNERSHIP 4.5% 12/01/2028
        10112RBA1
        
          
        
        2698000.00000000
        PA
        USD
        2845515.20000000
        0.055479328221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21605
        3132JNYA9
        
          
        
        58177.32250000
        PA
        USD
        60597.52000000
        0.001181476627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TR 2018-IND
        N/A
        BX COML MTG TR 2018-IND F 1ML+188.9 11/15/2035 144A
        056059AQ1
        
          
        
        933173.62000000
        PA
        USD
        932611.20000000
        0.018183224910
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-11-15
          Variable
          0.02197000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 3/38 #889219
        31410G4C4
        
          
        
        48513.60660000
        PA
        USD
        53920.71000000
        0.001051298115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS 4.1% 02/09/2027
        254709AM0
        
          
        
        1978000.00000000
        PA
        USD
        2016850.49000000
        0.039322759656
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-09
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2051#BT8865
        3140LXZ73
        
          
        
        94242.66100000
        PA
        USD
        92428.94000000
        0.001802097384
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 06/01/2044#Q26541
        3132M65A4
        
          
        
        25487.78590000
        PA
        USD
        26532.16000000
        0.000517300492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 5/28 #428795
        31379TKG8
        
          
        
        3721.46060000
        PA
        USD
        4053.01000000
        0.000079021989
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 8/39 #698474
        36296Q6K0
        
          
        
        142370.33840000
        PA
        USD
        151587.21000000
        0.002955512793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 8/41 #Q02511
        3132GFYG6
        
          
        
        8967.28450000
        PA
        USD
        9558.94000000
        0.000186371722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 3.7% 04/06/2023
        718546AU8
        
          
        
        330000.00000000
        PA
        USD
        334588.38000000
        0.006523507079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 5/39 #G05457
        3128M7ME3
        
          
        
        171367.07340000
        PA
        USD
        180671.38000000
        0.003522570110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERSHIP LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER PARTNERSHIP LP 3.95% 11/15/2027
        105340AQ6
        
          
        
        3198000.00000000
        PA
        USD
        3201885.28000000
        0.062427515543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 2/42 #AK2525
        3138E6YX8
        
          
        
        31502.91580000
        PA
        USD
        32572.85000000
        0.000635076500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/29 #511104
        31383RX98
        
          
        
        1551.23680000
        PA
        USD
        1713.79000000
        0.000033413955
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 02/52#RA6824
        3133KNSM6
        
          
        
        5861683.62000000
        PA
        USD
        5452418.52000000
        0.106306413922
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC (THE)
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC 3.691/VAR 06/05/2028
        38141GWL4
        
          
        
        28871000.00000000
        PA
        USD
        28904120.52000000
        0.563546871683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Variable
          0.03691000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2049#BO1438
        3140JVS45
        
          
        
        6868.17800000
        PA
        USD
        6754.99000000
        0.000131702795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN GROUP AMER FIN LLC
        5493002SQ1AVQBY41K40
        VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A
        928668BD3
        
          
        
        3459000.00000000
        PA
        USD
        3482495.81000000
        0.067898610442
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-12
          Fixed
          0.03125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC
        N/A
        AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A
        00900PAL9
        
          
        
        1196595.00000000
        PA
        USD
        1187117.97000000
        0.023145371880
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Variable
          0.01341290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 3.75% 03/26/2025
        225433AC5
        
          
        
        3231000.00000000
        PA
        USD
        3219046.08000000
        0.062762101581
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-03-26
          Fixed
          0.03750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 03/46#BC0287
        3140EUJ91
        
          
        
        46558.80250000
        PA
        USD
        49227.89000000
        0.000959801679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 12/01/2047#Q53017
        3132XVK77
        
          
        
        543786.43560000
        PA
        USD
        571168.31000000
        0.011136132444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/27 #366829
        31376VPN6
        
          
        
        2183.14280000
        PA
        USD
        2341.81000000
        0.000045658531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAP I TR 2018-BOP
        N/A
        MORGAN STANLEY CAP I TR 2018-BOP C 1ML+150 06/15/2035 144A
        61768FAJ9
        
          
        
        5832343.41890000
        PA
        USD
        5781665.60000000
        0.112725781078
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-15
          Variable
          0.01897000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 06/47#MA4511
        36179TAL9
        
          
        
        789151.95530000
        PA
        USD
        814492.18000000
        0.015880245162
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 3/31 #533678
        36212G2K7
        
          
        
        2592.18790000
        PA
        USD
        2759.43000000
        0.000053800915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-03-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 04/01/2052 #TBA
        01F022642
        
          
        
        -37150000.00000000
        PA
        USD
        -35449228.42000000
        -0.69115757270
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 1.75% 08/15/2041
        912810TA6
        
          
        
        98418200.00000000
        PA
        USD
        85300899.28000000
        1.663121177058
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          0.01750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 2.55% 03/21/2031
        92343VGJ7
        
          
        
        3838000.00000000
        PA
        USD
        3565693.90000000
        0.069520732911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          0.02550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.0% 08/20/2045#MA3035
        36179RLQ0
        
          
        
        1382700.12350000
        PA
        USD
        1433581.00000000
        0.027950689151
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-08-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 6.00% 8/37 #G06089
        3128M8C28
        
          
        
        62381.36560000
        PA
        USD
        69039.60000000
        0.001346072805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.7% 02/16/2032
        71643VAB1
        
          
        
        3500000.00000000
        PA
        USD
        3325000.00000000
        0.064827897013
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2032-02-16
          Fixed
          0.06700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 01/15/2045#AL1884
        36183XCV0
        
          
        
        6917.67870000
        PA
        USD
        6980.60000000
        0.000136101539
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-01-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 7.5% 02/01/2028#
        31292GUK0
        
          
        
        203.82240000
        PA
        USD
        221.61000000
        0.000004320754
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 12/01/2046#Q45028
        3132WJSS1
        
          
        
        47063.84060000
        PA
        USD
        49698.43000000
        0.000968975850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #353415
        36203MSC5
        
          
        
        3107.52480000
        PA
        USD
        3337.21000000
        0.000065065956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 11/41 #489862
        36210EFB0
        
          
        
        97803.26490000
        PA
        USD
        101398.73000000
        0.001976982383
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 11/01/2043#Q23023
        3132M3AY3
        
          
        
        393472.07670000
        PA
        USD
        409733.10000000
        0.007988612093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/47#Q48877
        3132WN2K7
        
          
        
        694532.55660000
        PA
        USD
        718650.48000000
        0.014011608813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/27 #404846
        31378PWF6
        
          
        
        1316.41260000
        PA
        USD
        1429.94000000
        0.000027879700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2045#AZ0814
        3138YR3Y2
        
          
        
        1133863.19310000
        PA
        USD
        1153979.40000000
        0.022499265473
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 11/01/2042#AQ1978
        3138MHFU2
        
          
        
        68971.43710000
        PA
        USD
        68834.90000000
        0.001342081746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3.5% 04/01/2052 #TBA
        01F032641
        
          
        
        20500000.00000000
        PA
        USD
        20536836.45000000
        0.400408998006
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2043#Q20763
        3132JMZ44
        
          
        
        44510.38070000
        PA
        USD
        46362.03000000
        0.000903925686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 08/01/2039#MA3761
        31418DFB3
        
          
        
        60055.84300000
        PA
        USD
        58448.59000000
        0.001139578698
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC COML MTG TR 2019-CHC
        N/A
        CHC COML MTG TR 2019-CHC A 1ML+112 06/15/2034
        162665AA1
        
          
        
        5470232.18660000
        PA
        USD
        5415162.27000000
        0.105580024647
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Variable
          0.01517000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 03/01/2033#G18683
        3128MMXM0
        
          
        
        123795.05010000
        PA
        USD
        122954.43000000
        0.002397256278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/45#AY3962
        3138YHML1
        
          
        
        55185.15870000
        PA
        USD
        57282.05000000
        0.001116834537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL2303
        36183XRY8
        
          
        
        5839.23550000
        PA
        USD
        5883.22000000
        0.000114705798
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        UNUM GROUP 4% 06/15/2029
        91529YAN6
        
          
        
        3057000.00000000
        PA
        USD
        3124282.03000000
        0.060914476295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/29 #323500
        31374TKM0
        
          
        
        356.54270000
        PA
        USD
        384.13000000
        0.000007489425
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/1/42 #Q13479
        3132HP2L7
        
          
        
        14925.07990000
        PA
        USD
        14906.36000000
        0.000290630968
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 04/01/2043#Q16749
        3132J75K4
        
          
        
        19022.93260000
        PA
        USD
        19820.24000000
        0.000386437436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE and CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE and CO 3.797%/VAR 07/23/2024
        46647PAU0
        
          
        
        3965000.00000000
        PA
        USD
        4010122.97000000
        0.078185816214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-23
          Variable
          0.03797000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR CLO 41 LTD
        N/A
        KKR CLO 41 LTD 22-41A A1 TSFR3M+133 04/15/2035 144A
        48255PAA3
        
          
        
        7169000.00000000
        PA
        USD
        7152059.65000000
        0.139444507196
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-15
          Variable
          0.02022320
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 11/25 #329280
        31375AXH7
        
          
        
        907.27450000
        PA
        USD
        964.34000000
        0.000018801844
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATE OF ABU DHABI
        213800FER4348CINTA77
        EMIRATE OF ABU DHABI 3.875% 04/16/2050 144A
        29135LAJ9
        
          
        
        3952000.00000000
        PA
        USD
        4124900.00000000
        0.080423636809
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2050-04-16
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 03/01/2033#ZS8690
        3132A9UP0
        
          
        
        202029.94720000
        PA
        USD
        204248.46000000
        0.003982255076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3.625% 04/01/2027
        126650DH0
        
          
        
        1244000.00000000
        PA
        USD
        1264574.19000000
        0.024655544467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 11/25 #328609
        31375AAJ8
        
          
        
        570.20260000
        PA
        USD
        607.17000000
        0.000011838061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/01/2046#BC2847
        3140EXEV1
        
          
        
        34160.38470000
        PA
        USD
        35362.31000000
        0.000689462914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 01/01/2052#RA6622
        3133KNLB7
        
          
        
        5297585.16200000
        PA
        USD
        5065583.78000000
        0.098764253715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/49#CA4421
        3140QB4F2
        
          
        
        674071.85000000
        PA
        USD
        663258.32000000
        0.012931621672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BH6415
        3140GVDV4
        
          
        
        189636.02830000
        PA
        USD
        191718.44000000
        0.003737955874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 11/01/2051#QD0399
        3133AWNQ3
        
          
        
        293831.24300000
        PA
        USD
        273499.47000000
        0.005332449766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST
        N/A
        CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA
        13063A5G5
        
          
        
        2485000.00000000
        PA
        USD
        3684874.80000000
        0.071844416253
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-04-01
          Fixed
          0.07550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 5/29 #508736
        36211CEH1
        
          
        
        3525.10110000
        PA
        USD
        3780.83000000
        0.000073715265
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/20/2050#MA6599
        36179VKL3
        
          
        
        4976457.04710000
        PA
        USD
        4938067.16000000
        0.096278047908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 6.00% 4/32 #C01344
        31292HP57
        
          
        
        139682.65080000
        PA
        USD
        151467.63000000
        0.002953181328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#BM4614
        3140J9DU2
        
          
        
        282043.58690000
        PA
        USD
        285228.87000000
        0.005561139190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 6/41 #768770
        36176K2B2
        
          
        
        10778.35180000
        PA
        USD
        11177.12000000
        0.000217921559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-06-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 10/31 #550985
        36213DCW6
        
          
        
        7394.84790000
        PA
        USD
        8129.34000000
        0.000158498651
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-10-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTENDED STAY AMER TR 2021-ESH
        N/A
        EXTENDED STAY AMER TR 2021-ESH A 1ML+108 07/15/2038 144A
        30227FAA8
        
          
        
        2724233.67860000
        PA
        USD
        2691730.85000000
        0.052480977543
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-07-15
          Variable
          0.01477000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2.5% 10/01/2039#FM1486
        3140X4UL8
        
          
        
        323118.01480000
        PA
        USD
        314470.54000000
        0.006131267302
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-10-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 9/37 #942981
        31413ECS2
        
          
        
        12314.39800000
        PA
        USD
        13641.94000000
        0.000265978430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3% 2/43 #Q15438
        3132J6PY4
        
          
        
        570674.40800000
        PA
        USD
        571385.30000000
        0.011140363122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.5% 03/13/2027
        71654QCG5
        
          
        
        3349000.00000000
        PA
        USD
        3388350.75000000
        0.066063053674
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-03-13
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/32 #555211
        31385WYG8
        
          
        
        140.02930000
        PA
        USD
        156.12000000
        0.000003043889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2033#727060
        31402EWV6
        
          
        
        58977.73140000
        PA
        USD
        61452.99000000
        0.001198155821
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2046#Q39717
        3132QWYP8
        
          
        
        48200.30370000
        PA
        USD
        47928.97000000
        0.000934476490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL9314
        36184HK37
        
          
        
        8052.92360000
        PA
        USD
        8113.59000000
        0.000158191572
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 02/20/2050#MA6474
        36179VFP0
        
          
        
        993619.65460000
        PA
        USD
        986575.59000000
        0.019235374660
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 3.24% 9/33 #555935
        31385XSY4
        
          
        
        43864.85460000
        PA
        USD
        44961.06000000
        0.000876610817
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Variable
          0.01571000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 0.0% 10/01/2041#AI6819
        3138ALSH1
        
          
        
        13199.02680000
        PA
        USD
        13441.74000000
        0.000262075108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Variable
          0.02080000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 2/26 #336195
        31375JNL0
        
          
        
        245.91040000
        PA
        USD
        263.24000000
        0.000005132419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 2/32 #634194
        31389SRP1
        
          
        
        763.18600000
        PA
        USD
        836.71000000
        0.000016313428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34584
        31307RCV5
        
          
        
        22983.46240000
        PA
        USD
        23267.31000000
        0.000453645346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 08/01/2045#AZ3728
        3138YVEA3
        
          
        
        62519.14100000
        PA
        USD
        62200.01000000
        0.001212720554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 11/01/2050#SD8108
        3132DWAH6
        
          
        
        80898.23800000
        PA
        USD
        79474.06000000
        0.001549514639
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 4.95% 03/31/2030
        404280CF4
        
          
        
        988000.00000000
        PA
        USD
        1055188.83000000
        0.020573134677
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-31
          Fixed
          0.04950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 01/01/2043#Q15174
        3132J6FQ2
        
          
        
        2642.05810000
        PA
        USD
        2756.92000000
        0.000053751977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #444633
        36207W4S0
        
          
        
        975.58410000
        PA
        USD
        1050.46000000
        0.000020480936
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 06/20/2050#MA6711
        36179VN48
        
          
        
        11333940.69560000
        PA
        USD
        11432995.94000000
        0.222910401010
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-06-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ST
        52990074F6OJOAXK4P65
        QATAR ST 3.4% 04/16/2025 144A
        74727PBC4
        
          
        
        1444000.00000000
        PA
        USD
        1467465.00000000
        0.028611329290
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2025-04-16
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AASET 2019-1 TRUST
        549300TXM3PCKZJKD061
        AASET 2019-1 TRUST 3.844% 05/15/2039 144A
        00256DAA0
        
          
        
        2137655.62510000
        PA
        USD
        1370528.83000000
        0.026721353938
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-05-15
          Fixed
          0.03844000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 4/42 #AK6409
        3138EBDP7
        
          
        
        57458.24620000
        PA
        USD
        59856.97000000
        0.001167038041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 3.35% 03/15/2032 144A
        30161NBC4
        
          
        
        1228000.00000000
        PA
        USD
        1196537.78000000
        0.023329030969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2043#Q20785
        3132JM2S7
        
          
        
        29522.25500000
        PA
        USD
        30750.39000000
        0.000599543794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 01/01/2041#
        3129444V0
        
          
        
        36482.91620000
        PA
        USD
        38890.03000000
        0.000758243266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY3425
        3138YGYX4
        
          
        
        84807.68190000
        PA
        USD
        86338.78000000
        0.001683356853
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA CENT CLO 31 LTD
        N/A
        COLUMBIA CENT CLO 31A A1 LTD 3ML+120 04/20/2034 144A
        19737LAC7
        
          
        
        4714279.00000000
        PA
        USD
        4672835.77000000
        0.091106801822
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Variable
          0.01454000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026
        00774MAV7
        
          
        
        2795000.00000000
        PA
        USD
        2585241.76000000
        0.050404747841
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          0.02450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP DEL
        549300Z7JJ4TQSQGT333
        CENTENE CORP 2.625% 08/01/2031
        15135BAZ4
        
          
        
        3172000.00000000
        PA
        USD
        2823080.00000000
        0.055041906617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          0.02625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RABOBANK NEDERLAND COOPERATIEV E CENTRALE RAIFEISEN-BOERNELEE NBANK B.A.
        DG3RU1DBUFHT4ZF9WN62
        RABOBANK NEDERLAND COOP CENTL 4.375% 08/04/2025
        21684AAC0
        
          
        
        5166000.00000000
        PA
        USD
        5250003.40000000
        0.102359903680
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-08-04
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 2.7% 06/22/2030
        92556VAD8
        
          
        
        3464000.00000000
        PA
        USD
        3046814.03000000
        0.059404074032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-22
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUITABLE HOLDINGS INC
        549300FIBAKMNHPZ4009
        EQUITABLE HOLDINGS INC 3.9% 04/20/2023
        054561AC9
        
          
        
        469000.00000000
        PA
        USD
        475301.96000000
        0.009267015492
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-20
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/26 #358481
        31376LFW9
        
          
        
        209.81060000
        PA
        USD
        218.46000000
        0.000004259339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 05/01/2045#Q33468
        3132QP2A1
        
          
        
        45648.97590000
        PA
        USD
        45491.86000000
        0.000886959884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/2048#BJ2731
        3140H4A95
        
          
        
        1672644.80710000
        PA
        USD
        1723917.22000000
        0.033611406916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNETITE IX LTD / MAGNETITE IX LLC
        N/A
        MAGNETITE IX LTD /LLC 3ML+113 10/25/2034 144A
        55953UAA2
        
          
        
        5328522.00000000
        PA
        USD
        5282147.87000000
        0.102986628008
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-25
          Variable
          0.01262180
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 3.50% 4/42 #AK6572
        3138EBJS5
        
          
        
        654191.60020000
        PA
        USD
        670704.25000000
        0.013076795803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 10/41 #Q03643
        3132GJWC9
        
          
        
        302385.06140000
        PA
        USD
        322336.16000000
        0.006284624175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 06/01/2050#MA4048
        31418DQA3
        
          
        
        80240.29900000
        PA
        USD
        78877.85000000
        0.001537890266
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        VIATRIS INC 1.65% 06/22/2025
        92556VAB2
        
          
        
        681000.00000000
        PA
        USD
        633703.42000000
        0.012355386480
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-22
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21526
        3132JNVT1
        
          
        
        33819.48190000
        PA
        USD
        35226.39000000
        0.000686812867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 12/01/2045#G61796
        31335B7H3
        
          
        
        88982.81550000
        PA
        USD
        93871.28000000
        0.001830218848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.3% 02/15/2030
        00206RGQ9
        
          
        
        1940000.00000000
        PA
        USD
        2049757.27000000
        0.039964346827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 7/40#V81831
        3132L7A82
        
          
        
        29820.40400000
        PA
        USD
        30372.45000000
        0.000592175055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 3.5% 06/01/2032#C91456
        3128P7TM5
        
          
        
        5031171.76020000
        PA
        USD
        5135317.02000000
        0.100123850498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUSTRALIA
        MSFSBD3QN1GSN7Q6C537
        COMMONWEALTH BANK AUSTRALIA 3.61%/VAR 09/12/2034 144A
        202712BK0
        
          
        
        1813000.00000000
        PA
        USD
        1740458.12000000
        0.033933906694
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2034-09-12
          Variable
          0.03610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC
        N/A
        MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+120 01/22/2031 144A
        55817AAQ7
        
          
        
        1296427.00000000
        PA
        USD
        1295834.53000000
        0.025265030814
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-22
          Variable
          0.01458860
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2044#AX8928
        3138YA4N2
        
          
        
        75928.62590000
        PA
        USD
        80454.62000000
        0.001568632727
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2050#FM6118
        3140X9YQ2
        
          
        
        1095310.43500000
        PA
        USD
        1076370.22000000
        0.020986110607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 7.875% 10/01/2029
        023551AF1
        
          
        
        3041000.00000000
        PA
        USD
        3764822.01000000
        0.073403155951
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          0.07875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/45#AZ9583
        3140E2UH2
        
          
        
        13874.44610000
        PA
        USD
        14384.29000000
        0.000280452111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP 3% 08/15/2026
        126650DF4
        
          
        
        433000.00000000
        PA
        USD
        429454.46000000
        0.008373121655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66 3.85% 04/09/2025
        718546AV6
        
          
        
        426000.00000000
        PA
        USD
        434634.58000000
        0.008474119034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-09
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY BOND
        254900HROIFWPRGM1V77
        UNITED STATES TREASURY BOND 3% 02/15/2047
        912810RV2
        
          
        
        67280100.00000000
        PA
        USD
        72391810.55000000
        1.411431229770
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-02-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/29 #499474
        36210Q2F8
        
          
        
        4970.33680000
        PA
        USD
        5366.64000000
        0.000104633980
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 7/40 #719232
        3620A5A90
        
          
        
        50973.69080000
        PA
        USD
        54273.66000000
        0.001058179621
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/01/2049#FM1277
        3140X4M37
        
          
        
        1122291.47220000
        PA
        USD
        1149767.08000000
        0.022417137399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 11/47#V84700
        3132LAGH9
        
          
        
        20723.62800000
        PA
        USD
        21036.04000000
        0.000410142025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THUNDERBOLT AIRCRAFT LEASE LIM
        N/A
        THUNDERBOLT AIRCRAFT LEASE 2018-A A STEP 07/15/2038 144A
        886065AA9
        
          
        
        4033265.23970000
        PA
        USD
        3596257.32000000
        0.070116631331
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2038-09-15
          Variable
          0.04147000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO
        N/A
        ARES CLO 2019-54A A 3ML+132 10/15/2032 144A
        04017WAC6
        
          
        
        3790141.00000000
        PA
        USD
        3773036.09000000
        0.073563306788
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Variable
          0.01561290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PINE STR TR I
        N/A
        PINE STR TR I 4.572% 02/15/2029 144A
        722844AA5
        
          
        
        3957000.00000000
        PA
        USD
        4116396.19000000
        0.080257837074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          0.04572000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2051#
        3140QMKN3
        
          
        
        999900.38100000
        PA
        USD
        1004047.47000000
        0.019576025859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 2/28 #190294
        31368HKF9
        
          
        
        340.43240000
        PA
        USD
        368.51000000
        0.000007184880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3.0% 03/15/2045#AL9337
        36184HLS1
        
          
        
        21459.22850000
        PA
        USD
        21620.88000000
        0.000421544716
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 01/01/2052#FS0286
        3140XFJ85
        
          
        
        6260474.99500000
        PA
        USD
        5825322.53000000
        0.113576965127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.59% 9/36 #893081
        31410PFW8
        
          
        
        34300.78280000
        PA
        USD
        35540.87000000
        0.000692944318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Variable
          0.02246000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON VANCE CLO 2019-1 LTD
        N/A
        EATON 2019-1A AR 3ML+108 04/15/2031 144A
        27830XAL0
        
          
        
        2000795.00000000
        PA
        USD
        1987633.77000000
        0.038753117997
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Variable
          0.01341290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2.5% 12/20/2051#MA7767
        36179WTY4
        
          
        
        197459.85000000
        PA
        USD
        191786.47000000
        0.003739282263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 8/37 #AE0265
        31419AJK4
        
          
        
        241759.31260000
        PA
        USD
        263617.21000000
        0.005139774237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.0% 2/1/43#Q15558
        3132J6TQ7
        
          
        
        26760.26250000
        PA
        USD
        26902.31000000
        0.000524517348
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.45% 04/01/2024
        00206RDC3
        
          
        
        333000.00000000
        PA
        USD
        342708.02000000
        0.006681816609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 04/01/2051#FM6944
        3140XAWE8
        
          
        
        3887139.70000000
        PA
        USD
        3624241.17000000
        0.070662235585
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2049#CA4406
        3140QB3Q9
        
          
        
        846660.28780000
        PA
        USD
        835723.89000000
        0.016294202187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 02/01/2047#BE5696
        3140FRKJ3
        
          
        
        135808.90050000
        PA
        USD
        137751.48000000
        0.002685756017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY9074
        3138YPCL4
        
          
        
        76743.56450000
        PA
        USD
        78129.08000000
        0.001523291414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2045#AS5366
        3138WE6C8
        
          
        
        49703.58220000
        PA
        USD
        50585.39000000
        0.000986269008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2349
        3140QMTF1
        
          
        
        6527694.87200000
        PA
        USD
        6076008.41000000
        0.118464615777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 0.875% 09/30/2026
        91282CCZ2
        
          
        
        20798300.00000000
        PA
        USD
        19359480.05000000
        0.377453948548
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-09-30
          Fixed
          0.00875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST
        N/A
        CA ST BUILD AMERICA BONDS
        13063BBU5
        
          
        
        560000.00000000
        PA
        USD
        792590.40000000
        0.015453223706
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2039-11-01
          Fixed
          0.07350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN CMNTYS OPER LTD PRTNRSHP
        549300PUNBPJCGT6X741
        SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031
        866677AE7
        
          
        
        2990000.00000000
        PA
        USD
        2697385.77000000
        0.052591232151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          0.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 07/01/2047#AS9968
        3138WLCE1
        
          
        
        361980.15210000
        PA
        USD
        373472.04000000
        0.007281626149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 07/47#MA4587
        36179TCY9
        
          
        
        236479.13420000
        PA
        USD
        244072.64000000
        0.004758711569
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#QD0109
        3133AWDN1
        
          
        
        315380.29400000
        PA
        USD
        293557.43000000
        0.005723522057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP
        2NUNNB7D43COUIRE5295
        AES CORP 3.3% 07/15/2025 144A
        00130HCB9
        
          
        
        5956000.00000000
        PA
        USD
        5843431.60000000
        0.113930039691
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.03300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSOLIDATED EDISON CO OF NEW YORK INC
        VZFZPMWDHTQCFKYOBP05
        CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030
        209111FX6
        
          
        
        548000.00000000
        PA
        USD
        546210.54000000
        0.010649528010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          0.03350000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 04/01/2034#G16829
        3128MFY28
        
          
        
        480844.15230000
        PA
        USD
        486031.35000000
        0.009476207610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 07/01/2032#J37270
        31307UCF3
        
          
        
        33452.66110000
        PA
        USD
        33886.72000000
        0.000660693171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2045#Q33791
        3132QQF98
        
          
        
        247486.48640000
        PA
        USD
        252145.42000000
        0.004916107464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3% 2/1/43 #Q15788
        3132J62W3
        
          
        
        83230.03180000
        PA
        USD
        83177.66000000
        0.001621724143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISOURCE INC
        549300D8GOWWH0SJB189
        NISOURCE INC 2.95% 09/01/2029
        65473PAH8
        
          
        
        5930000.00000000
        PA
        USD
        5651026.29000000
        0.110178691834
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          0.02950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 4.5% 04/15/2024
        29278NAH6
        
          
        
        875000.00000000
        PA
        USD
        895272.84000000
        0.017455234728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 08/01/2049#BO3356
        3140JXWS3
        
          
        
        90767.84400000
        PA
        USD
        89368.47000000
        0.001742427058
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/28 #484239
        36209W4Y5
        
          
        
        64.94920000
        PA
        USD
        69.95000000
        0.000001363822
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.75% 11/15/2030
        92277GAV9
        
          
        
        6944000.00000000
        PA
        USD
        7389728.90000000
        0.144078371154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A97151
        3129455L8
        
          
        
        26042.30600000
        PA
        USD
        27760.55000000
        0.000541250549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        PUGET ENERGY INC 4.224% 03/15/2032
        745310AN2
        
          
        
        4173000.00000000
        PA
        USD
        4181397.66000000
        0.081525178008
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.04224000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 8/25 #303505
        31373UDJ3
        
          
        
        427.57140000
        PA
        USD
        451.62000000
        0.000008805285
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 01/01/2045#AY0364
        3138YDMN6
        
          
        
        99224.00390000
        PA
        USD
        105253.32000000
        0.002052135756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 3/40 #727841
        3620AES68
        
          
        
        106669.63020000
        PA
        USD
        110355.68000000
        0.002151617039
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLSON COORS BEVERAGE CO
        54930073LBBH6ZCBE225
        MOLSON COORS BEVERAGE CO 3% 07/15/2026
        60871RAG5
        
          
        
        5200000.00000000
        PA
        USD
        5135073.79000000
        0.100119108215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LLC / JBS USA FIN INC
        N/A
        JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
        472141AA8
        
          
        
        875000.00000000
        PA
        USD
        922468.75000000
        0.017985476428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          0.06750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMCC COML MTG SECS TR 2016-JP4
        N/A
        JPMCC COML MTG SECS TR 2016-JP4 3.4743% 12/15/2049
        46645UAU1
        
          
        
        4258496.61500000
        PA
        USD
        4289684.14000000
        0.083636451624
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          0.03474300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 10/01/2040#V81966
        3132L7FF1
        
          
        
        40596.53150000
        PA
        USD
        41335.39000000
        0.000805920723
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 11/40 #749953
        3620C6E27
        
          
        
        26305.13120000
        PA
        USD
        27249.98000000
        0.000531295908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 04/01/2046#Q40165
        3132WDFF6
        
          
        
        65535.96950000
        PA
        USD
        65167.05000000
        0.001270569264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 08/01/2051#CB1384
        3140QLRE8
        
          
        
        1168887.78680000
        PA
        USD
        1118884.87000000
        0.021815023495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAMLL COML MTG SECS TR 2022-DKLX
        N/A
        BAMLL COML MTG SECS TR 2022-DKLX B SOFR30A+155 01/15/2039 144A
        05530SAG1
        
          
        
        618000.00000000
        PA
        USD
        611709.32000000
        0.011926565052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Variable
          0.01852000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 7/40 #A92914
        312941GX9
        
          
        
        27835.33250000
        PA
        USD
        29817.29000000
        0.000581351039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 09/01/2051#QC7468
        3133ASJM6
        
          
        
        2657254.59800000
        PA
        USD
        2474215.20000000
        0.048240050579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILLINOIS ST
        N/A
        ILLINOIS ST TXBL
        452151LF8
        
          
        
        3330000.00000000
        PA
        USD
        3541146.64000000
        0.069042132237
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2033-06-01
          Fixed
          0.05100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR ST
        52990074F6OJOAXK4P65
        QATAR ST 4.4% 04/16/2050 144A
        74727PBE0
        
          
        
        4929000.00000000
        PA
        USD
        5526641.25000000
        0.107753542793
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2050-04-16
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 3.25% 04/15/2033
        681936BN9
        
          
        
        3640000.00000000
        PA
        USD
        3174480.25000000
        0.061893196607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 01/01/2044#Q24255
        3132M4MC6
        
          
        
        5931.04640000
        PA
        USD
        6177.78000000
        0.000120448867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 2/29 #323542
        31374TLX5
        
          
        
        28956.50790000
        PA
        USD
        31374.41000000
        0.000611710382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/22 #336156
        36224RMD3
        
          
        
        102.56620000
        PA
        USD
        103.76000000
        0.000002023020
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 2% 05/01/2052 #TBA
        21H020659
        
          
        
        32450000.00000000
        PA
        USD
        30804960.23000000
        0.600607756182
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        HUMANA INC 3.7% 03/23/2029
        444859BT8
        
          
        
        1841000.00000000
        PA
        USD
        1847077.29000000
        0.036012672581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-23
          Fixed
          0.03700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2049#CA4557
        3140QCB39
        
          
        
        4779280.91510000
        PA
        USD
        4817399.03000000
        0.093925367877
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 3.5% 06/01/2030
        035240AV2
        
          
        
        2565000.00000000
        PA
        USD
        2601758.60000000
        0.050726778519
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 11/45#AZ0560
        3138YRTS7
        
          
        
        95071.16800000
        PA
        USD
        98683.62000000
        0.001924045580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 7.50% 8/26 #G00529
        31283GSS7
        
          
        
        106.21460000
        PA
        USD
        113.94000000
        0.000002221500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVIDENCE PLACE GROUP LTD PARTNERSHIP
        N/A
        PPGLP 2000-C1 A2 7.75% 7/28
        743784AB6
        
          
        
        2169101.30970000
        PA
        USD
        2443489.81000000
        0.047640994212
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-07-20
          Fixed
          0.07750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3% 03/20/2043#AD8812
        36180MYH4
        
          
        
        561148.19570000
        PA
        USD
        564184.40000000
        0.010999966369
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APOLLO AVIATION SECURITIZATION EQUITY TRUST
        N/A
        APOLLO AVIATION SECURITIZATION EQUITY TRUST 4.335% 01/16/2040 144A
        00255UAB1
        
          
        
        473101.48000000
        PA
        USD
        219281.68000000
        0.004275359449
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2040-01-16
          Fixed
          0.04335000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 09/01/2043#Q21900
        3132JPDD1
        
          
        
        19262.88560000
        PA
        USD
        20064.23000000
        0.000391194537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 4% 04/01/2052 #TBA
        01F040644
        
          
        
        11100000.00000000
        PA
        USD
        11328076.14000000
        0.220864767930
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 11/41 #AJ3402
        3138AUX85
        
          
        
        29585.32030000
        PA
        USD
        31512.50000000
        0.000614402738
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2046#BC0824
        3140EU4J5
        
          
        
        1261457.41710000
        PA
        USD
        1280683.67000000
        0.024969632801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 2.5% 07/31#BC1465
        3140EVTX5
        
          
        
        8519476.39080000
        PA
        USD
        8474388.77000000
        0.165226105996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.21% 5/36 #872503
        31409JKQ2
        
          
        
        40673.99260000
        PA
        USD
        42648.17000000
        0.000831516142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Variable
          0.02062000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 07/01/2051#
        3132DWB93
        
          
        
        3000001.06200000
        PA
        USD
        3008459.26000000
        0.058656266790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 11/32#BJ6650
        3140H8L86
        
          
        
        53916.48960000
        PA
        USD
        54508.55000000
        0.001062759297
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 2/27 #250932
        31371FVZ2
        
          
        
        999.04320000
        PA
        USD
        1080.27000000
        0.000021062145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.49% 01/23/2027
        71654QDB5
        
          
        
        2655000.00000000
        PA
        USD
        2689249.50000000
        0.052432598385
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-01-23
          Fixed
          0.06490000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2043#Q15992
        3132J7C67
        
          
        
        57877.17140000
        PA
        USD
        60302.97000000
        0.001175733753
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 7/40 #719228
        3620A5A58
        
          
        
        62963.09990000
        PA
        USD
        67039.25000000
        0.001307071757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 12/40 #AE4446
        31419E5G0
        
          
        
        5322.24830000
        PA
        USD
        5503.82000000
        0.000107308594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 2% 04/01/2037 #TBA
        01F020448
        
          
        
        27400000.00000000
        PA
        USD
        26604983.52000000
        0.518720340358
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AB7458
        31417EJC6
        
          
        
        25971.24000000
        PA
        USD
        25919.83000000
        0.000505361825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 6/46#V82414
        3132L7VF3
        
          
        
        1001585.60930000
        PA
        USD
        995947.38000000
        0.019418097498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO BOARD OF TRADE
        N/A
        US 5YR NOTE (CBT) FUT JUN22 FVM2
        N/A
        
          
        
        -33.00000000
        NC
        USD
        -20045.33000000
        -0.00039082604
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO BOARD OF TRADE
              N/A
            
            Short
            
              
                UST NOTES
                UST NOTES 0% 06/30/2040
                
                  
                
              
            
            2022-06-30
            -3764642.17000000
            USD
            -20045.33000000
          
        
        
          N
          N
          N
        
      
      
        ARES LIX CLO LTD
        N/A
        ARES LIX CLO LTD 2021-59A A 3ML+103 04/25/2034 144A
        04018EAA9
        
          
        
        2349513.00000000
        PA
        USD
        2320957.02000000
        0.045251958696
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-25
          Variable
          0.01287710
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 9/40 #004800
        36202FKM7
        
          
        
        444251.50200000
        PA
        USD
        458959.74000000
        0.008948389400
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2045#Q33547
        3132QP5H3
        
          
        
        1130566.46490000
        PA
        USD
        1151849.38000000
        0.022457736235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fidelity Revere Street Trust
        549300BDV45LJNXBZC55
        Fidelity Securities Lending Cash Central Fund
        31635A303
        
          
        
        112204534.56200000
        NS
        USD
        112215755.02000000
        2.187883130759
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/31 #550867
        36213C6C9
        
          
        
        8897.14590000
        PA
        USD
        9754.07000000
        0.000190176194
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2048#Q56870
        3132Y0T42
        
          
        
        36418.49880000
        PA
        USD
        36876.46000000
        0.000718984466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/20/2050#MA6600
        36179VKM1
        
          
        
        793082.82680000
        PA
        USD
        800014.13000000
        0.015597965001
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRPT 2021
        N/A
        CRPT 2021 1ML+180 07/15/2034 144A
        12566BAJ5
        
          
        
        749956.90000000
        PA
        USD
        730794.45000000
        0.014248381155
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          0.02297000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/28 #464690
        36208YF79
        
          
        
        2910.91630000
        PA
        USD
        3126.47000000
        0.000060957135
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 1.125% 02/15/2031
        91282CBL4
        
          
        
        133949300.00000000
        PA
        USD
        120946799.92000000
        2.358113290038
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          0.01125000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/44#AX7267
        3138Y9CD8
        
          
        
        1784.94070000
        PA
        USD
        1879.32000000
        0.000036641312
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2046#BC9079
        3140F5CR2
        
          
        
        40870.17360000
        PA
        USD
        43123.74000000
        0.000840788383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLANET FITNESS MASTER ISSUER LLC 18-1A
        N/A
        PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A
        72703PAD5
        
          
        
        3600000.00000000
        PA
        USD
        3426058.80000000
        0.066798251744
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2051-12-05
          Fixed
          0.03251000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RETAIL OPPORTUNITY INVESTMENTS PARTNERSHIP LP
        549300KH0PNTJK9NTE57
        RETAIL OPPTY INVTS PRTNRSHP LP 4% 12/15/2024
        76132FAB3
        
          
        
        678000.00000000
        PA
        USD
        679843.10000000
        0.013254976984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/32 #567624
        36213XSM7
        
          
        
        26932.66110000
        PA
        USD
        29689.01000000
        0.000578849949
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 12/28 #490998
        36210FNP7
        
          
        
        983.27820000
        PA
        USD
        1057.54000000
        0.000020618975
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34653
        31307RE27
        
          
        
        105889.18380000
        PA
        USD
        107196.94000000
        0.002090030732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2033#727221
        31402E4E5
        
          
        
        50276.23970000
        PA
        USD
        52341.39000000
        0.001020505936
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC (UNGTD)
        213800LBQA1Y9L22JB70
        BARCLAYS PLC (UNGTD) 4.375% 01/12/2026
        06738EAN5
        
          
        
        4313000.00000000
        PA
        USD
        4403369.25000000
        0.085852982933
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-12
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP DEL
        549300Z7JJ4TQSQGT333
        CENTENE CORP 4.625% 12/15/2029
        15135BAT8
        
          
        
        6187000.00000000
        PA
        USD
        6237052.83000000
        0.121604516852
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FUNDING LTD 5.25% 05/15/2024 144A
        05401AAD3
        
          
        
        2643000.00000000
        PA
        USD
        2698265.45000000
        0.052608383371
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP 3.875% 01/15/2026
        04010LAZ6
        
          
        
        8639000.00000000
        PA
        USD
        8474652.96000000
        0.165231256938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE COR PORATION
        S6XOOCT0IEG5ABCC6L87
        FHLM ARM 3.464% 5/1/41#1B8304
        3128UGTL1
        
          
        
        42779.16750000
        PA
        USD
        45075.05000000
        0.000878833293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Variable
          0.02160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASCADE FUNDING MORTGAGE TRUST
        N/A
        CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A
        12527LAA0
        
          
        
        3182757.06260000
        PA
        USD
        3150862.65000000
        0.061432721617
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2036-06-25
          Fixed
          0.00898300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS LTD
        635400CPI3EOIFF6OC33
        PARK AEROSPACE HOLDINGS LTD 5.5% 02/15/2024 144A
        70014LAB6
        
          
        
        4229000.00000000
        PA
        USD
        4328327.24000000
        0.084389880468
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-15
          Fixed
          0.05500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 8/39 #710776
        36297FT93
        
          
        
        43042.79280000
        PA
        USD
        46283.97000000
        0.000902403741
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-08-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 07/01/2045#AZ1783
        3138YS6V3
        
          
        
        327323.36620000
        PA
        USD
        339760.77000000
        0.006624353746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/28 #471698
        36209G7K7
        
          
        
        15704.57800000
        PA
        USD
        16756.03000000
        0.000326694191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2044#AX1002
        3138Y2DG5
        
          
        
        226035.44510000
        PA
        USD
        239576.17000000
        0.004671043391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 06/01/2045#AZ3115
        3138YUN98
        
          
        
        5288.23670000
        PA
        USD
        5494.13000000
        0.000107119667
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP CAREY INC 2.4% 02/01/2031
        92936UAG4
        
          
        
        2634000.00000000
        PA
        USD
        2373731.96000000
        0.046280917606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          0.02400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 11/01/2045#Q38812
        3132QVYJ4
        
          
        
        77148.98450000
        PA
        USD
        80141.43000000
        0.001562526427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021
        N/A
        BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A
        05610HAA1
        
          
        
        8132000.00000000
        PA
        USD
        7968982.68000000
        0.155372146912
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.01317900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/28 #471672
        36209G6H5
        
          
        
        166.22970000
        PA
        USD
        177.06000000
        0.000003452158
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 04/48#CA1545
        3140Q8WF8
        
          
        
        152505.04350000
        PA
        USD
        157179.86000000
        0.003064553316
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 3.273%/VAR 03/01/2030
        14040HCN3
        
          
        
        4321000.00000000
        PA
        USD
        4172165.06000000
        0.081345168972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Variable
          0.03273000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4% 03/15/2042#733816
        3620AMGZ9
        
          
        
        54301.33880000
        PA
        USD
        56322.74000000
        0.001098130763
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        SYNCHRONY FINANCIAL 4.25% 08/15/2024
        87165BAD5
        
          
        
        4637000.00000000
        PA
        USD
        4701693.11000000
        0.091669436609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 2.5% 06/01/2052 #TBA
        01F022667
        
          
        
        15600000.00000000
        PA
        USD
        14827313.28000000
        0.289089785957
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-06-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 5/29 #458552
        36208RL93
        
          
        
        3006.89510000
        PA
        USD
        3122.24000000
        0.000060874662
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 02/01/2042#AJ5602
        3138AXGL9
        
          
        
        226524.93490000
        PA
        USD
        234305.61000000
        0.004568282693
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 11/40 #734032
        3620AMPR7
        
          
        
        10663.40130000
        PA
        USD
        11523.07000000
        0.000224666585
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 06/01/2043#AT3665
        3138WRCB4
        
          
        
        110736.19220000
        PA
        USD
        110586.19000000
        0.002156111319
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 09/01/2035#AB8197
        31417FDB1
        
          
        
        249780.71790000
        PA
        USD
        261263.14000000
        0.005093876671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2045#AS6191
        3138WF2Z8
        
          
        
        15661.56010000
        PA
        USD
        15919.84000000
        0.000310390901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 12/01/2051#BT9503
        3140LYRZ8
        
          
        
        149646.72800000
        PA
        USD
        146579.69000000
        0.002857880615
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/28 #442336
        36207ULR7
        
          
        
        1400.16860000
        PA
        USD
        1502.80000000
        0.000029300259
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHC COML MTG TR 2019-CHC
        N/A
        CHC COML MTG TR 2019-CHC B 1ML+140 06/15/2034 144A
        162665AG8
        
          
        
        1077115.02150000
        PA
        USD
        1060849.29000000
        0.020683497299
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Variable
          0.01897000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 4.45% 03/03/2026
        06051GFU8
        
          
        
        1052000.00000000
        PA
        USD
        1087965.94000000
        0.021212193658
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #563599
        36213TDC4
        
          
        
        225.95400000
        PA
        USD
        249.80000000
        0.000004870378
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 01/01/2052#QD5561
        3133B3FA0
        
          
        
        1880090.84900000
        PA
        USD
        1842028.03000000
        0.035914226594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 4/27 #440301
        36207SDE0
        
          
        
        666.91560000
        PA
        USD
        717.12000000
        0.000013981768
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COML MTG TR 2018-BIOA
        N/A
        BX COML MTG TR 2018-BIOA C 1ML+112.11 03/15/2037 144A
        056057AJ1
        
          
        
        454399.21500000
        PA
        USD
        448681.06000000
        0.008747984827
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-03-15
          Variable
          0.01518050
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 03/01/2033#G18680
        3128MMXJ7
        
          
        
        284304.55590000
        PA
        USD
        282374.01000000
        0.005505477666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 4.58% 7/35 #995273
        31416BT65
        
          
        
        4686.17400000
        PA
        USD
        4873.84000000
        0.000095025803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Variable
          0.02082000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2052#RA6986
        3133KNXP3
        
          
        
        5397255.00000000
        PA
        USD
        5441988.53000000
        0.106103059240
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2032#C91403
        3128P7RY1
        
          
        
        1103552.77360000
        PA
        USD
        1126396.32000000
        0.021961475076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2.5% 02/01/2051#SD7535
        3132DVLQ6
        
          
        
        1646481.25960000
        PA
        USD
        1582865.18000000
        0.030861299511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 08/01/2049#FM1338
        3140X4PY6
        
          
        
        1671185.30330000
        PA
        USD
        1753541.82000000
        0.034189001057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 06/01/2045#AY5622
        3138YKG80
        
          
        
        2872014.65250000
        PA
        USD
        2922967.93000000
        0.056989432764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 07/15/2045#AK8998
        36183S7K1
        
          
        
        10962.90920000
        PA
        USD
        11031.79000000
        0.000215088043
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 4.45% 04/01/2062
        548661EF0
        
          
        
        6060000.00000000
        PA
        USD
        6305961.10000000
        0.122948029102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-04-01
          Fixed
          0.04450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWES COS INC
        WAFCR4OKGSC504WU3E95
        LOWES COS INC 4.25% 04/01/2052
        548661EJ2
        
          
        
        5882000.00000000
        PA
        USD
        6083949.29000000
        0.118619440003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 02/01/2043#Q15400
        3132J6NS9
        
          
        
        46257.62460000
        PA
        USD
        48196.42000000
        0.000939690993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 01/01/2043#Q15372
        3132J6MW1
        
          
        
        9967.48390000
        PA
        USD
        10385.25000000
        0.000202482381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 06/01/2042#AO2244
        3138LSP61
        
          
        
        41169.68230000
        PA
        USD
        42985.70000000
        0.000838097002
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Variable
          0.01968000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2045#Q33114
        3132QPN83
        
          
        
        9912.40220000
        PA
        USD
        10099.00000000
        0.000196901332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 04/01/2043#Q17518
        3132J8YQ7
        
          
        
        26944.41830000
        PA
        USD
        28073.74000000
        0.000547356849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 4.5% 01/23/2026
        71654QBW1
        
          
        
        3688000.00000000
        PA
        USD
        3590268.00000000
        0.069999856889
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-01-23
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 20YR 2% 02/01/2042#MA4540
        31418EBJ8
        
          
        
        701996.61900000
        PA
        USD
        659125.40000000
        0.012851041669
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 12/27 #251335
        31371GEG1
        
          
        
        749.64470000
        PA
        USD
        808.39000000
        0.000015761270
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 06/01/2045#AY8494
        3138YNNL7
        
          
        
        16547.72370000
        PA
        USD
        17192.01000000
        0.000335194542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER FINANCIAL SVS
        Z1YLO2USPORE63VVUL20
        DISCOVER FINANCIAL SVS 3.85% 11/21/2022
        254709AJ7
        
          
        
        3494000.00000000
        PA
        USD
        3536866.35000000
        0.068958678944
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 5% 02/01/2035#AB0067
        31416VCD4
        
          
        
        55302.37800000
        PA
        USD
        58409.31000000
        0.001138812852
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/47#BE9387
        3140FVND4
        
          
        
        26146.87800000
        PA
        USD
        27564.10000000
        0.000537420341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GRP INC
        2138004JDDA4ZQUPFW65
        CITIZENS FINANCIAL GRP INC 2.638% 09/30/2032
        174610AW5
        
          
        
        3367000.00000000
        PA
        USD
        2969986.49000000
        0.057906158889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-09-30
          Fixed
          0.02638000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 12/30 #443191
        36207VKC9
        
          
        
        476.25120000
        PA
        USD
        486.43000000
        0.000009483980
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-12-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3.5% 05/01/2052 #TBA
        01F032658
        
          
        
        2150000.00000000
        PA
        USD
        2145800.84000000
        0.041836919058
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 11/01/2042#AQ3751
        3138MKEZ5
        
          
        
        38597.87700000
        PA
        USD
        38521.47000000
        0.000751057410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 9/40#V81958
        3132L7E70
        
          
        
        64008.04520000
        PA
        USD
        65172.99000000
        0.001270685077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 12/23 #050946
        313615TB2
        
          
        
        269.62080000
        PA
        USD
        277.39000000
        0.000005408303
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-12-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 03/01/2050#FM2870
        3140X6FL0
        
          
        
        6002894.67380000
        PA
        USD
        5925354.68000000
        0.115527303147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.30% 12/35 #850837
        31408GHN0
        
          
        
        16446.26270000
        PA
        USD
        17191.85000000
        0.000335191422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Variable
          0.02195000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 6.00% 5/33 #G01785
        31283H6W0
        
          
        
        56463.40030000
        PA
        USD
        60867.62000000
        0.001186742797
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/01/2045#BC0532
        3140EUSW0
        
          
        
        98921.22390000
        PA
        USD
        102556.31000000
        0.001999551850
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 12/34#FM0045
        3140X3BP2
        
          
        
        573666.91400000
        PA
        USD
        581221.30000000
        0.011332136715
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4.00% 2/41 #004945
        36202FP67
        
          
        
        18928.41580000
        PA
        USD
        19559.75000000
        0.000381358634
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST CITIZENS BANK and TRUST COMPANY
        L9VVX1KT5TFTKS0MLF66
        FIRST CITIZENS BANK and TRUST CO 3.929/VAR 06/19/2024
        125581HA9
        
          
        
        1158000.00000000
        PA
        USD
        1169700.79000000
        0.022805787173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-19
          Variable
          0.03929000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.908% 07/23/2025
        161175AY0
        
          
        
        2676000.00000000
        PA
        USD
        2775041.78000000
        0.054105300067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          0.04908000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 11/15/2040#749947
        3620C6EU5
        
          
        
        7442.66420000
        PA
        USD
        7718.02000000
        0.000150479099
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NATWEST MARKETS PLC 2.375% 05/21/2023 144A
        63906YAA6
        
          
        
        6028000.00000000
        PA
        USD
        5994813.81000000
        0.116881555576
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-05-21
          Fixed
          0.02375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THOMSON REUTERS CORP
        549300561UZND4C7B569
        THOMSON REUTERS CORP 3.85% 09/29/2024
        884903BT1
        
          
        
        717000.00000000
        PA
        USD
        727574.32000000
        0.014185597920
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-09-29
          Fixed
          0.03850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        PETROLEOS MEXICANOS 6.5% 01/23/2029
        71654QCP5
        
          
        
        3855000.00000000
        PA
        USD
        3812170.95000000
        0.074326323532
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 05/46#MA3664
        36179SB97
        
          
        
        1659494.10480000
        PA
        USD
        1719523.32000000
        0.033525738556
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AB8529
        31417FPP7
        
          
        
        1025158.03760000
        PA
        USD
        1023769.36000000
        0.019960545755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALERO ENERGY CORP
        549300XTO5VR8SKV1V74
        VALERO ENERGY CORP 2.85% 04/15/2025
        91913YAY6
        
          
        
        163000.00000000
        PA
        USD
        161049.57000000
        0.003140001485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.02850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 12/01/2051#CB2347
        3140QMTD6
        
          
        
        1874537.75700000
        PA
        USD
        1745414.16000000
        0.034030535161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOYA 2020
        N/A
        VOYA 2020 3ML+115 07/16/2034 144A
        92918EAL1
        
          
        
        2915227.00000000
        PA
        USD
        2894123.67000000
        0.056427052999
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-16
          Variable
          0.01391290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 3.4% 06/30/2030
        026874DR5
        
          
        
        8250000.00000000
        PA
        USD
        8227587.23000000
        0.160414188757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-30
          Fixed
          0.03400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 04/01/2044#AW1064
        3138XQFE6
        
          
        
        62774.91990000
        PA
        USD
        66667.89000000
        0.001299831310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA 5.71% 01/15/2026 144A
        46115HAW7
        
          
        
        8910000.00000000
        PA
        USD
        9101991.97000000
        0.177462555805
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-15
          Fixed
          0.05710000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#QC9114
        3133AUDT2
        
          
        
        1388414.04300000
        PA
        USD
        1292342.18000000
        0.025196940075
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP NEW
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORP NEW 3.9% 03/01/2038
        20030NCJ8
        
          
        
        743000.00000000
        PA
        USD
        765270.40000000
        0.014920562610
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          0.03900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMERICA HOLDINGS LP
        549300IYGAS4GE6VDL07
        HEALTHCARE TRUST OF AMERICA HOLDINGS LP 3.5% 08/01/2026
        42225UAD6
        
          
        
        947000.00000000
        PA
        USD
        944141.30000000
        0.018408028560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CORP
        ZUE8T73ROZOF6FLBAR73
        CAPITAL ONE FINANCIAL CORP 3.65% 05/11/2027
        14040HCE3
        
          
        
        9345000.00000000
        PA
        USD
        9356518.93000000
        0.182425096421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          0.03650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 02/01/2052#BU8226
        3140MAD84
        
          
        
        998180.31500000
        PA
        USD
        953530.41000000
        0.018591089088
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP
        N/A
        COLUMBIA CENT CLO 30 LTD / COLUMBIA CENT CLO 30 CORP 3ML+131 01/20/2034 144A
        19736WAC4
        
          
        
        6170159.00000000
        PA
        USD
        6120236.24000000
        0.119326930727
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Variable
          0.01564000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LXP INDUSTRIAL TRUST
        549300S4MH2ICXDBFV43
        LEXINGTON CORP PPTYS TR REIT 4.4% 06/15/2024
        529043AD3
        
          
        
        999000.00000000
        PA
        USD
        1016335.09000000
        0.019815598961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 3% 04/01/2052 #TBA
        01F030645
        
          
        
        12200000.00000000
        PA
        USD
        11935984.68000000
        0.232717228750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 4.0% 09/15/2040#783095
        36241LNL6
        
          
        
        20472.67310000
        PA
        USD
        21204.45000000
        0.000413425534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORP 3.6% 04/01/2040
        68389XBW4
        
          
        
        4063000.00000000
        PA
        USD
        3524597.16000000
        0.068719465174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 06/45#G60179
        31335AFU7
        
          
        
        34346.78840000
        PA
        USD
        35743.43000000
        0.000696893653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 08/01/2044#Q27808
        3132M8KV7
        
          
        
        21942.65190000
        PA
        USD
        22841.76000000
        0.000445348350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        549300GZKULIZ0WOW665
        DISNEY (WALT) CO 4.7% 03/23/2050
        254687FS0
        
          
        
        5039000.00000000
        PA
        USD
        5843907.59000000
        0.113939320121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-23
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 03/01/2045#AL6541
        3138EPHT4
        
          
        
        1727646.59340000
        PA
        USD
        1796531.84000000
        0.035027182287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 05/01/2043#AB9341
        31417GLX2
        
          
        
        92485.92420000
        PA
        USD
        92360.64000000
        0.001800765731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 05/01/46#AS7188
        3138WG7A6
        
          
        
        166485.76610000
        PA
        USD
        172603.67000000
        0.003365273065
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 01/01/2043#AR1276
        3138NXM20
        
          
        
        69723.75820000
        PA
        USD
        69629.31000000
        0.001357570447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 8/33 #713686
        31401N2T5
        
          
        
        29204.82920000
        PA
        USD
        30411.84000000
        0.000592943047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE CAP CORP 4.625% 03/15/2029
        862121AB6
        
          
        
        1243000.00000000
        PA
        USD
        1289977.25000000
        0.025150830770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          0.04625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUGET ENERGY INC
        SYBSJ96YIDMIUY7WDR33
        PUGET ENERGY INC 4.1% 06/15/2030
        745310AK8
        
          
        
        2331000.00000000
        PA
        USD
        2326540.19000000
        0.045360814386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          0.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 12/45#BA6404
        3140EBDJ7
        
          
        
        29828.42980000
        PA
        USD
        30961.83000000
        0.000603666263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        EXELON CORP 4.7% 04/15/2050
        30161NAY7
        
          
        
        537000.00000000
        PA
        USD
        590577.91000000
        0.011514563587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          0.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAKILAT INC
        2549006RMTDJWLLWF072
        NAKILAT INC 6.067% 12/31/2033 144A
        62983PAA3
        
          
        
        1187243.37450000
        PA
        USD
        1354422.08000000
        0.026407318831
        Long
        DBT
        CORP
        MH
        
        N
        
        2
        
          2033-12-31
          Fixed
          0.06067000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORP
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORP 3.2% 08/15/2026
        674599CR4
        
          
        
        421000.00000000
        PA
        USD
        413632.50000000
        0.008064639131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          0.03200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2045#AZ3198
        3138YURU7
        
          
        
        294827.03120000
        PA
        USD
        300057.65000000
        0.005850257573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AB7767
        31417ETZ4
        
          
        
        1219588.22840000
        PA
        USD
        1217936.17000000
        0.023746237773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 03/01/2045#Q32008
        3132QNGS2
        
          
        
        107749.59500000
        PA
        USD
        109777.98000000
        0.002140353558
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/46#BC2843
        3140EXER0
        
          
        
        744432.95440000
        PA
        USD
        772719.40000000
        0.015065796596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 8/41 #AI7910
        3138AMYG4
        
          
        
        45170.40790000
        PA
        USD
        48112.79000000
        0.000938060449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AL2860
        3138EKFA8
        
          
        
        80241.48260000
        PA
        USD
        80082.64000000
        0.001561380192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 8/41 #Q02592
        3132GF2Z9
        
          
        
        100964.66010000
        PA
        USD
        107626.22000000
        0.002098400452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLECO CORPORATE HLDGS LLC
        5493002H80P81B3HXL31
        CLECO CORPORATE HLDGS LLC 3.375% 09/15/2029
        18551PAE9
        
          
        
        2390000.00000000
        PA
        USD
        2284112.58000000
        0.044533598527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          0.03375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 8.5% 01/01/2028#
        31283G7J0
        
          
        
        1253.93980000
        PA
        USD
        1359.25000000
        0.000026501449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 01/01/2052#RA6604
        3133KNKR3
        
          
        
        970676.72500000
        PA
        USD
        951085.85000000
        0.018543427228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIA KINGDOM OF
        54930044PULMORCKB765
        SAUDI ARABIA KINGDOM OF 3.25% 10/22/2030 144A
        80413TAT6
        
          
        
        2184000.00000000
        PA
        USD
        2194920.00000000
        0.042794600816
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2030-10-22
          Fixed
          0.03250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 10/01/2051#CB2660
        3140QM5W0
        
          
        
        82136.98800000
        PA
        USD
        80453.57000000
        0.001568612255
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021
        N/A
        BX COMMERCIAL MORTGAGE TRUST 22-LP2 TSFR1M+196.27 02/15/2039 144A
        05610HAG8
        
          
        
        2450000.00000000
        PA
        USD
        2394740.50000000
        0.046690523461
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.02265800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 3/41 #A97528
        312946LH7
        
          
        
        38094.93770000
        PA
        USD
        40608.41000000
        0.000791746713
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #534007
        36212HGQ7
        
          
        
        11779.38670000
        PA
        USD
        12984.92000000
        0.000253168438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS RLTY LTD PARTNERSHIP
        32SXKSJ72K64GM3HOU64
        VENTAS RLTY LTD PARTNERSHIP 4.375% 02/01/2045
        92277GAF4
        
          
        
        529000.00000000
        PA
        USD
        532614.83000000
        0.010384450931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1
        N/A
        CASTLELAKE AIRCRAFT STRUCTURED TR 2019-1A B 5.095% 04/15/2039 144A
        14855MAB4
        
          
        
        1505422.78950000
        PA
        USD
        1269519.73000000
        0.024751968214
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2039-04-15
          Fixed
          0.05095000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UST NOTES
        254900HROIFWPRGM1V77
        UST NOTES 2.25% 04/30/2024
        9128286R6
        
          
        
        40250000.00000000
        PA
        USD
        40143085.94000000
        0.782674237936
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-30
          Fixed
          0.02250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 07/01/2043#AB9814
        31417G3Y0
        
          
        
        66306.85960000
        PA
        USD
        66217.04000000
        0.001291041037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 10/40 #AE4428
        31419E4N6
        
          
        
        47873.28430000
        PA
        USD
        49495.82000000
        0.000965025540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 4.55% 06/24/2024
        969457BW9
        
          
        
        9246000.00000000
        PA
        USD
        9497869.73000000
        0.185181028784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-24
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 09/01/2050#
        31418DSK9
        
          
        
        100440.50900000
        PA
        USD
        98703.68000000
        0.001924436692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 06/01/2046#BA7483
        3140ECJ59
        
          
        
        46346.85980000
        PA
        USD
        47977.56000000
        0.000935423855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2045#AL7619
        3138EQPD8
        
          
        
        390560.95970000
        PA
        USD
        405401.22000000
        0.007904152944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.0% 8/45#Q35578
        3132QSFU7
        
          
        
        34863.19710000
        PA
        USD
        35004.68000000
        0.000682490162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV FIN INC
        5493000EYEKDT0FBSQ91
        ANHEUSER-BUSCH INBEV FIN INC 4.9% 02/01/2046
        035242AN6
        
          
        
        7980000.00000000
        PA
        USD
        8874915.90000000
        0.173035228262
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          0.04900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 11/42#G60488
        31335ARH3
        
          
        
        2324452.69710000
        PA
        USD
        2405036.82000000
        0.046891271964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/24 #282104
        31372TKR1
        
          
        
        439.07060000
        PA
        USD
        455.60000000
        0.000008882884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 05/20/2047#MA4452
        36179S5M5
        
          
        
        163602.70410000
        PA
        USD
        168856.10000000
        0.003292206273
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-05-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT
        N/A
        J P MORGAN CHASE COML MTG SECS TR 2018-WPT EFX 5.5422% 07/05/2033 144A
        46645WBG7
        
          
        
        1062793.00000000
        PA
        USD
        1061443.36000000
        0.020695079948
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-07-05
          Fixed
          0.05542200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRANDYWINE OPER PARTNERSHIP LP
        IXBXSCONLDQ1ZI73YU71
        BRANDYWINE OPER PARTNERSHIP LP 3.95% 02/15/2023
        105340AM5
        
          
        
        3820000.00000000
        PA
        USD
        3844834.32000000
        0.074963164912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 9/31 #565700
        36213VNR5
        
          
        
        601.06150000
        PA
        USD
        662.50000000
        0.000012916836
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CRPT 2021
        N/A
        CRPT 2021-RETL D 1ML+295 07/15/2034 144A
        12566BAN6
        
          
        
        795750.00000000
        PA
        USD
        769152.69000000
        0.014996256052
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Variable
          0.03447000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 11/01/2040#AB1801
        31416XAB6
        
          
        
        3579708.59520000
        PA
        USD
        3700922.54000000
        0.072157300835
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 10/01/2047#Q51234
        3132XTLQ9
        
          
        
        15948.60000000
        PA
        USD
        16452.58000000
        0.000320777793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 10/42 #Q11886
        3132HNCX5
        
          
        
        210163.90750000
        PA
        USD
        215499.44000000
        0.004201616692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 08/01/2032#G18654
        3128MMWQ2
        
          
        
        30955.94860000
        PA
        USD
        30774.77000000
        0.000600019133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 7/23 #355342
        36203PWB5
        
          
        
        142.34360000
        PA
        USD
        143.66000000
        0.000002800955
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2023-07-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARSH and MCLENNAN COS INC
        549300XMP3KDCKJXIU47
        MARSH and MCLENNAN COS INC 4.75% 03/15/2039
        571748BH4
        
          
        
        1265000.00000000
        PA
        USD
        1388993.31000000
        0.027081357971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 06/01/2040#V81792
        3132L67D7
        
          
        
        203124.86210000
        PA
        USD
        206885.21000000
        0.004033664086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 8/28 #436662
        31380DB70
        
          
        
        6202.35020000
        PA
        USD
        6699.02000000
        0.000130611542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-08-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST 2021
        N/A
        BX COMMERCIAL MORTGAGE TRUST 22-LP2 B TSFR1M+126.27 02/15/2039 144A
        05610HAC7
        
          
        
        2450000.00000000
        PA
        USD
        2399411.42000000
        0.046781592911
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Variable
          0.01617300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 12/01/2042#AQ8767
        3138MQW58
        
          
        
        39324.41890000
        PA
        USD
        39246.57000000
        0.000765194766
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART SECURITIZATION TR 2022-1
        N/A
        UPSTART SECURITIZATION TR 2022-1 3.12% 03/20/2032 144A
        91679WAA6
        
          
        
        2100000.00000000
        PA
        USD
        2082638.25000000
        0.040605430973
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2032-03-20
          Fixed
          0.03120000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
        N/A
        JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 04/15/2029 144A
        46590XAA4
        
          
        
        705000.00000000
        PA
        USD
        744656.25000000
        0.014518646221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 10/01/2045#AS6020
        3138WFVN3
        
          
        
        339740.95510000
        PA
        USD
        352650.19000000
        0.006875660210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 5/29 #252492
        31371HNH7
        
          
        
        1138.87850000
        PA
        USD
        1253.68000000
        0.000024443139
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
        N/A
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.4% 04/01/2033
        161175CJ1
        
          
        
        1753000.00000000
        PA
        USD
        1747815.31000000
        0.034077350651
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          0.04400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        N/A
        MAGALLANES INC 3.755% 03/15/2027 144A
        55903VAG8
        
          
        
        3034000.00000000
        PA
        USD
        3028477.33000000
        0.059046561340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          0.03755000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 02/01/2043#AR2943
        3138W0HV4
        
          
        
        113388.79980000
        PA
        USD
        113235.20000000
        0.002207759363
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 3% 03/01/2033#MA3312
        31418CVE1
        
          
        
        758258.69070000
        PA
        USD
        766585.21000000
        0.014946197607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 11/22 #321719
        36223YK82
        
          
        
        1114.51950000
        PA
        USD
        1129.85000000
        0.000022028811
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-11-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 11/01/2051#
        3140QNGZ9
        
          
        
        2999702.71500000
        PA
        USD
        3008394.35000000
        0.058655001232
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC
        N/A
        SYMPHONY CLO XXVI LTD 2021-26A AR 3ML+108 04/20/2033 144A
        87190GAC5
        
          
        
        3750625.00000000
        PA
        USD
        3738150.42000000
        0.072883136977
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Variable
          0.01334000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MILLS INC
        2TGYMUGI08PO8X8L6150
        GENERAL MILLS INC 2.875% 04/15/2030
        370334CL6
        
          
        
        498000.00000000
        PA
        USD
        478395.57000000
        0.009327331953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          0.02875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 08/01/2032#J37452
        31307UH50
        
          
        
        34513.34580000
        PA
        USD
        34982.73000000
        0.000682062200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #748242
        3620C4HT0
        
          
        
        21248.24870000
        PA
        USD
        22043.99000000
        0.000429794139
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 10/01/2050#CA7229
        3140QFA74
        
          
        
        8282564.83290000
        PA
        USD
        7949604.90000000
        0.154994336167
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 4/42 #G06993
        3128M9C67
        
          
        
        80349.19430000
        PA
        USD
        82439.28000000
        0.001607327865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AS4992
        3138WERN1
        
          
        
        82059.09460000
        PA
        USD
        83540.57000000
        0.001628799840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 04/01/2046#V82292
        3132L7RM3
        
          
        
        204442.07540000
        PA
        USD
        212116.40000000
        0.004135657183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 04/01/2048#Q55500
        3132XYDE4
        
          
        
        280903.64870000
        PA
        USD
        294587.45000000
        0.005743604472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 01/01/2047#BE6903
        3140FSU50
        
          
        
        157830.47610000
        PA
        USD
        160088.05000000
        0.003121254622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/25 #418624
        36206RAZ9
        
          
        
        916.08430000
        PA
        USD
        968.26000000
        0.000018878273
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 6/27 #443920
        36207WDZ4
        
          
        
        316.10220000
        PA
        USD
        338.54000000
        0.000006600552
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-06-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.5% 07/15/2025
        00774MAN5
        
          
        
        2513000.00000000
        PA
        USD
        2661103.86000000
        0.051883839693
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2025-07-15
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        ARES CAPITAL CORP 4.2% 06/10/2024
        04010LAX1
        
          
        
        6174000.00000000
        PA
        USD
        6218628.08000000
        0.121245287440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-10
          Fixed
          0.04200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GRP INC 2.5% 06/30/2025
        026874DQ7
        
          
        
        8250000.00000000
        PA
        USD
        8066132.09000000
        0.157266279828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 4% 04/20/2047#MA4383
        36179S2Q9
        
          
        
        1120852.18990000
        PA
        USD
        1157544.07000000
        0.022568766243
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2046#AS7009
        3138WGYF5
        
          
        
        1056493.60260000
        PA
        USD
        1072595.94000000
        0.020912523048
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 98 CLO LTD
        N/A
        DRYDEN 98 CLO LTD TSFR3M+130 04/20/2035 144A
        26248AAA2
        
          
        
        3085000.00000000
        PA
        USD
        3077759.51000000
        0.060007421518
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Variable
          0.02204010
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 10/28 #323327
        31374TD89
        
          
        
        1658.33070000
        PA
        USD
        1798.41000000
        0.000035063800
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-10-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA PIPELINE GROUP INC
        549300SRP1TQM9JJBG80
        COLUMBIA PIPELINE GROUP INC 4.5% 06/01/2025
        198280AF6
        
          
        
        926000.00000000
        PA
        USD
        955572.99000000
        0.018630913499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA ARM 5.31% 2/36 #822116
        31406WK52
        
          
        
        27079.86310000
        PA
        USD
        28205.51000000
        0.000549925984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Variable
          0.02163000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLATIRON CLO 20 LTD / FLATIRON CLO 20 LLC
        N/A
        FLATIRON CLO 20 LTD / LLC 3ML+130 11/20/2033 144A
        33883MAA2
        
          
        
        4388439.00000000
        PA
        USD
        4361902.11000000
        0.085044493465
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-11-20
          Variable
          0.01779570
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA COLA CO
        UWJKFUJFZ02DKWI3RY53
        COCA COLA CO 3.45% 03/25/2030
        191216CT5
        
          
        
        2406000.00000000
        PA
        USD
        2473006.88000000
        0.048216491828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          0.03450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 2/41 #738002
        3620AR3K5
        
          
        
        17315.58610000
        PA
        USD
        17937.54000000
        0.000349730224
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        L2Z2MO2EQURH3BREWI15
        DISCOVERY COMMUNICATIONS LLC 3.625% 05/15/2030
        25470DBJ7
        
          
        
        2410000.00000000
        PA
        USD
        2340829.39000000
        0.045639412517
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          0.03625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2% 07/01/2050#CA6275
        3140QD6M1
        
          
        
        431734.05710000
        PA
        USD
        402804.46000000
        0.007853523623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER BUSCH INBEV WORLDWIDE INC
        549300CRGMZK3K53BF92
        ANHEUSER BUSCH INBEV WORLD INC 5.8% 01/23/2059
        03523TBW7
        
          
        
        7849000.00000000
        PA
        USD
        9905858.39000000
        0.193135629335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2059-01-23
          Fixed
          0.05800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GRP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GRP AG 4.55% 04/17/2026
        225433AR2
        
          
        
        1785000.00000000
        PA
        USD
        1815836.84000000
        0.035403574032
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          0.04550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 11/28 #457257
        31381C5S2
        
          
        
        2206.88280000
        PA
        USD
        2343.93000000
        0.000045699865
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-11-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 4/39 #AB0042
        31416VBL7
        
          
        
        3044504.22960000
        PA
        USD
        3176722.18000000
        0.061936907767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4% 09/01/2045#AZ7012
        3138YYYJ6
        
          
        
        279053.17420000
        PA
        USD
        289656.44000000
        0.005647464018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3.5% 04/01/2052 #TBA
        21H032647
        
          
        
        18250000.00000000
        PA
        USD
        18357326.43000000
        0.357914847294
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 8.00% 9/30 #479580
        36209RXH1
        
          
        
        2130.32600000
        PA
        USD
        2363.09000000
        0.000046073430
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-09-15
          Fixed
          0.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 05/01/2051#QC1881
        3133ALCS5
        
          
        
        108082.98900000
        PA
        USD
        106011.35000000
        0.002066915151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALABAMA POWER and LIGHT
        0RL818ELFOHP5JHOFU19
        ALABAMA POWER CO 3.05% 03/15/2032
        010392FX1
        
          
        
        4570000.00000000
        PA
        USD
        4443493.40000000
        0.086635287975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          0.03050000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3% 03/20/2043#AA6146
        36178DZK0
        
          
        
        1307309.91870000
        PA
        USD
        1314383.38000000
        0.025626679818
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-03-20
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 30YR 4% 04/01/2052 #TBA
        01F040644
        
          
        
        -11100000.00000000
        PA
        USD
        -11328076.14000000
        -0.22086476793
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 8/33 #726923
        31402ESL3
        
          
        
        56869.98510000
        PA
        USD
        59152.40000000
        0.001153300961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/32 #553440
        36213FZD8
        
          
        
        3668.23070000
        PA
        USD
        3992.77000000
        0.000077847483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA II 3.5% 01/20/2050#BR8993
        3617M77E2
        
          
        
        689181.86340000
        PA
        USD
        697735.71000000
        0.013603831203
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 11/23 #050930
        313615ST4
        
          
        
        79.46980000
        PA
        USD
        81.97000000
        0.000001598178
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-11-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/26 #303884
        31373URD1
        
          
        
        767.94800000
        PA
        USD
        816.94000000
        0.000015927970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2019-ICE4
        N/A
        CSMC 2019-ICE4 B 1ML+123 05/15/2036 144A
        12653VAC0
        
          
        
        2282000.00000000
        PA
        USD
        2259017.52000000
        0.044044317335
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Variable
          0.01627000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 07/01/2046#AS7594
        3138WHNL2
        
          
        
        191473.01070000
        PA
        USD
        194271.64000000
        0.003787735900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE 2021-BMR MTG TR
        N/A
        LIFE 2021-BMR MTG TR 1ML+110 03/15/2036 144A
        53218CAE0
        
          
        
        754387.32000000
        PA
        USD
        728893.55000000
        0.014211319095
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-03-15
          Variable
          0.01497000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC 5.7% 08/15/2035
        761713BA3
        
          
        
        842000.00000000
        PA
        USD
        888379.22000000
        0.017320829047
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-08-15
          Fixed
          0.05700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/32 #565960
        36213VWV6
        
          
        
        3170.11020000
        PA
        USD
        3483.10000000
        0.000067910390
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 12/01/2040#AE0675
        31419AXD4
        
          
        
        623647.71870000
        PA
        USD
        657818.31000000
        0.012825557189
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY 3.622/VAR 04/01/2031
        6174468P7
        
          
        
        6958000.00000000
        PA
        USD
        6921802.81000000
        0.134955163824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Variable
          0.03622000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 1.5% 04/01/2037 #TBA
        01F012445
        
          
        
        -11200000.00000000
        PA
        USD
        -10621274.72000000
        -0.20708418156
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.01500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 05/01/2048#Q55839
        3132XYPZ4
        
          
        
        355779.92770000
        PA
        USD
        371788.14000000
        0.007248794962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC / EMC CORP
        N/A
        DELL INTL/EMC CORP 5.85% 07/15/2025
        24703TAC0
        
          
        
        897000.00000000
        PA
        USD
        957397.94000000
        0.018666494753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          0.05850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        AIR LEASE CORP 3.875% 07/03/2023
        00912XBC7
        
          
        
        3869000.00000000
        PA
        USD
        3908006.91000000
        0.076194847967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-03
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 2/41 #A96876
        312945T99
        
          
        
        40255.88420000
        PA
        USD
        42911.93000000
        0.000836658700
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 1/26 #331637
        31375DLS0
        
          
        
        491.83060000
        PA
        USD
        517.70000000
        0.000010093654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 10/39 #723228
        3620A9PM7
        
          
        
        17387.21770000
        PA
        USD
        18696.50000000
        0.000364527752
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 2.5% 12/01/2032#G18669
        3128MMW74
        
          
        
        1437595.16890000
        PA
        USD
        1429181.07000000
        0.027864903224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC 4.862% 08/21/2046
        92343VCK8
        
          
        
        5159000.00000000
        PA
        USD
        5919439.13000000
        0.115411967007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-21
          Fixed
          0.04862000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/22 #338522
        36224UAX5
        
          
        
        42.99520000
        PA
        USD
        43.59000000
        0.000000849879
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 3.50% 9/42 #Q11420
        3132HMSH5
        
          
        
        29408.69210000
        PA
        USD
        30155.31000000
        0.000587941452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC 4.25% 03/14/2024
        404280AP4
        
          
        
        1525000.00000000
        PA
        USD
        1547292.48000000
        0.030167734599
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-14
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 05/01/2045#AY9863
        3138YP5Z1
        
          
        
        39056.15310000
        PA
        USD
        39749.06000000
        0.000774991870
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUVEEN FINANCE LLC
        N/A
        NUVEEN FINANCE LLC 4.125% 11/01/2024 144A
        87246YAC0
        
          
        
        1228000.00000000
        PA
        USD
        1251039.53000000
        0.024391657687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.04125000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/25 #780453
        36225AQE3
        
          
        
        241.06020000
        PA
        USD
        255.81000000
        0.000004987556
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2025-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 10/01/2051#RA6076
        3133KMXD2
        
          
        
        3869552.60560000
        PA
        USD
        3600588.13000000
        0.070201069618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        635400ZRKEX9L1BKCH30
        AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A
        05401AAG6
        
          
        
        3240000.00000000
        PA
        USD
        3196277.46000000
        0.062318179249
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-05-01
          Fixed
          0.04375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR
        N/A
        AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.65% 10/29/2024
        00774MAU9
        
          
        
        7659000.00000000
        PA
        USD
        7233229.45000000
        0.141027083868
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2024-10-29
          Fixed
          0.01650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 6% 06/15/2048
        29278NAE3
        
          
        
        1019000.00000000
        PA
        USD
        1129558.41000000
        0.022023126699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        TIME WARNER CABLE LLC 4.5% 09/15/2042
        88732JBD9
        
          
        
        641000.00000000
        PA
        USD
        592873.72000000
        0.011559325251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-09-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 20YR 2.5% 09/01/2039#RB5016
        3133KYSD2
        
          
        
        10645.69800000
        PA
        USD
        10360.79000000
        0.000202005481
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2018-BNK10
        N/A
        BANK 2018-BNK10 3.688% 02/15/2061
        065404BB0
        
          
        
        266911.00000000
        PA
        USD
        271636.95000000
        0.005296136005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-02-15
          Fixed
          0.03688000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 5.25% 01/15/2026
        681936BH2
        
          
        
        3942000.00000000
        PA
        USD
        4088110.35000000
        0.079706344887
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.05250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.0% 01/01/2045#AY3020
        3138YGLA8
        
          
        
        124962.04620000
        PA
        USD
        129944.57000000
        0.002533543819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 10/41 #479430
        36209RST1
        
          
        
        324798.19930000
        PA
        USD
        336685.00000000
        0.006564385114
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-10-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AM PIPELN/PAA FIN C
        N/A
        PLAINS ALL AM PIPELN/PAA FIN C 3.6% 11/01/2024
        72650RBF8
        
          
        
        963000.00000000
        PA
        USD
        965960.92000000
        0.018833448132
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          0.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 9/27 #453633
        36208K4S5
        
          
        
        3899.56520000
        PA
        USD
        4212.83000000
        0.000082138017
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-09-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 2.328% 07/15/2052 144A
        78403DAR1
        
          
        
        1266000.00000000
        PA
        USD
        1201147.12000000
        0.023418899787
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2052-07-15
          Fixed
          0.02328000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 07/01/2050#CA6312
        3140QEAN2
        
          
        
        2854789.90960000
        PA
        USD
        2813453.69000000
        0.054854221374
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.50% 8/36 #888034
        31410FSX4
        
          
        
        26420.65860000
        PA
        USD
        29026.30000000
        0.000565929018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          0.06500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 4.50% 5/41 #Q00736
        3132GDY97
        
          
        
        53827.04540000
        PA
        USD
        57378.51000000
        0.001118715229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA II GTD PASS THRU CTF MULTIPLE ISSUER
        549300M8ZYFG0OCMTT87
        GNII II 3% 04/01/2052 #TBA
        21H030641
        
          
        
        16800000.00000000
        PA
        USD
        16605805.44000000
        0.323765246585
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COML MTG SECS TR 2020-2PAC
        N/A
        NATIXIS COML MTG SECS TR 2020-2PAC 2.966% 12/15/2038 144A
        63875DAA9
        
          
        
        8342000.00000000
        PA
        USD
        8159807.38000000
        0.159092677438
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-12-15
          Fixed
          0.02966000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34598
        31307RDB8
        
          
        
        29904.69930000
        PA
        USD
        30274.03000000
        0.000590256150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.50% 3/41 #783276
        36241LT97
        
          
        
        9286.64560000
        PA
        USD
        9887.85000000
        0.000192784517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-15
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORPORATION 3.95% 04/21/2025
        06051GFP9
        
          
        
        2860000.00000000
        PA
        USD
        2914318.49000000
        0.056820793664
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-21
          Fixed
          0.03950000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 4/42 #AK8237
        3138EDEK3
        
          
        
        381258.41640000
        PA
        USD
        397174.93000000
        0.007743764047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/01/2046#Q39899
        3132QW7M5
        
          
        
        33644.98600000
        PA
        USD
        34907.95000000
        0.000680604206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMEGA HEALTHCARE INVESTORS INC
        549300OJ7ENK42CZ8E73
        OMEGA HEALTHCARE INVESTORS INC 4.5% 04/01/2027 REGS
        681936BF6
        
          
        
        11228000.00000000
        PA
        USD
        11451109.23000000
        0.223263557851
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 03/01/2044#Q25336
        3132M5SZ6
        
          
        
        52549.06450000
        PA
        USD
        55851.99000000
        0.001088952497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRYDEN 83 CLO LTD
        2549001LFFVBUD1OX384
        DRYDEN 83 CLO LTD 3ML+122 01/18/2032 144A
        26246EAC2
        
          
        
        3577306.00000000
        PA
        USD
        3561912.85000000
        0.069447013357
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-18
          Variable
          0.01461290
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.0% 04/01/2044#Q25663
        3132M55Y4
        
          
        
        13855.97770000
        PA
        USD
        14428.06000000
        0.000281305500
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 8/31 #564604
        36213UGM6
        
          
        
        448.42350000
        PA
        USD
        488.10000000
        0.000009516540
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-08-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 11/40 #AE0504
        31419AR25
        
          
        
        324270.59800000
        PA
        USD
        342688.29000000
        0.006681431931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST 2019
        N/A
        BX TRUST 2019 1ML+185 10/15/2036 144A
        056054AH2
        
          
        
        4561654.20000000
        PA
        USD
        4513008.26000000
        0.087990626978
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.02197000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 11/40 #AE6935
        31419HV58
        
          
        
        3847.96460000
        PA
        USD
        3979.40000000
        0.000077586807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP DEL
        549300Z7JJ4TQSQGT333
        CENTENE CORP 4.25% 12/15/2027
        15135BAR2
        
          
        
        3983000.00000000
        PA
        USD
        3997936.25000000
        0.077948210370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 4.00% 12/41 #709061
        36297DWW3
        
          
        
        19964.54510000
        PA
        USD
        20681.65000000
        0.000403232443
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-12-15
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT and T INC
        549300Z40J86GGSTL398
        AT and T INC 4.75% 05/15/2046
        00206RCQ3
        
          
        
        10884000.00000000
        PA
        USD
        11820925.20000000
        0.230473901195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-15
          Fixed
          0.04750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP 5.4% 10/01/2047
        86765BAV1
        
          
        
        935000.00000000
        PA
        USD
        978881.24000000
        0.019085357057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 1/28 #458374
        36208RFP4
        
          
        
        141.89670000
        PA
        USD
        151.97000000
        0.000002962976
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-01-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 5.00% 4/40 #733601
        3620AMAA0
        
          
        
        8464.72170000
        PA
        USD
        9102.13000000
        0.000177465246
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 09/01/2047#Q50433
        3132XSPT1
        
          
        
        27515.80460000
        PA
        USD
        28393.91000000
        0.000553599240
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 07/15/2045#AL4759
        36184BJC2
        
          
        
        5813.34540000
        PA
        USD
        5857.14000000
        0.000114197313
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VLS COMMERCIAL MORTGAGE TRUST 2020
        N/A
        VLS COMMERCIAL MORTGAGE TRUST 2020 2.13% 10/10/2042 144A
        92858TAA4
        
          
        
        3993271.00000000
        PA
        USD
        3550197.22000000
        0.069218592408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-10
          Fixed
          0.02130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 7/25 #307018
        31373YAT6
        
          
        
        918.50670000
        PA
        USD
        968.00000000
        0.000018873204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-07-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MTG SECS CORP TR 2021-IP
        N/A
        GSMS 2021-IP B 1ML+170 10/15/2036 144A
        36262MAE8
        
          
        
        449243.00000000
        PA
        USD
        436396.45000000
        0.008508470411
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Variable
          0.01947000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 02/01/2052#QD7058
        3133B4ZX6
        
          
        
        1086513.90300000
        PA
        USD
        1064245.58000000
        0.020749715145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.00% 6/41 #AB3143
        31416YP51
        
          
        
        107227.51900000
        PA
        USD
        110720.08000000
        0.002158721787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNUM GROUP
        549300E32YFDO6TZ8R31
        UNUM GROUP 3.875% 11/05/2025
        91529YAL0
        
          
        
        3369000.00000000
        PA
        USD
        3393296.25000000
        0.066159476641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-05
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 2.5% 12/01/2051#CB2289
        3140QMRK2
        
          
        
        3669795.12500000
        PA
        USD
        3507934.04000000
        0.068394582459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 7/32 #552668
        36213E6D3
        
          
        
        1649.05190000
        PA
        USD
        1817.82000000
        0.000035442239
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-07-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 02/50#CA5126
        3140QCVU7
        
          
        
        2806290.82570000
        PA
        USD
        2761272.03000000
        0.053836829710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA/FHLG TBA ISSUER
        N/A
        UMBS 15YR 2% 04/01/2037 #TBA
        01F020448
        
          
        
        -6550000.00000000
        PA
        USD
        -6359950.44000000
        -0.12400066530
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-04-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 5/26 #303913
        31373USA6
        
          
        
        2053.92720000
        PA
        USD
        2186.98000000
        0.000042639793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.50% 12/27 #417005
        36206PGN4
        
          
        
        1770.52230000
        PA
        USD
        1915.81000000
        0.000037352761
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-12-15
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA TOWER TR
        N/A
        SBA TOWER TR 1.884% 07/15/2050 144A
        78403DAP5
        
          
        
        1656000.00000000
        PA
        USD
        1564011.85000000
        0.030493714027
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          0.01884000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        BROADCOM INC 3.5% 02/15/2041 144A
        11135FBJ9
        
          
        
        7923000.00000000
        PA
        USD
        7055654.22000000
        0.137564879741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.5% 04/01/2046#BC0791
        3140EU2Z1
        
          
        
        613639.30030000
        PA
        USD
        622991.96000000
        0.012146543946
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 04/01/2043#AB9247
        31417GHZ2
        
          
        
        188318.42990000
        PA
        USD
        188534.13000000
        0.003675871026
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COS INC 4.3% 03/04/2024
        96950FAM6
        
          
        
        3778000.00000000
        PA
        USD
        3861891.47000000
        0.075295730074
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-04
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 6/28 #449564
        36208FMM9
        
          
        
        1891.96900000
        PA
        USD
        2033.47000000
        0.000039646792
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3% 07/01/2051#SD8157
        3132DWB28
        
          
        
        78028.98000000
        PA
        USD
        76527.30000000
        0.001492061330
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3% 01/01/2051#FM6293
        3140X97F6
        
          
        
        20363.47500000
        PA
        USD
        20017.71000000
        0.000390287531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 15YR 5.00% 3/23 #889342
        31410KBK9
        
          
        
        214.93320000
        PA
        USD
        217.66000000
        0.000004243741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-03-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 05/01/2046#G60553
        31335ATJ7
        
          
        
        773186.47760000
        PA
        USD
        786291.99000000
        0.015330422902
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 4/29 #323645
        31374TP60
        
          
        
        213.62170000
        PA
        USD
        230.51000000
        0.000004494279
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DCP MIDSTREAM OPERATING LP
        549300Y6CTBSE0QIPL28
        DCP MIDSTREAM OPER LP 6.45% 11/03/2036 144A
        26439XAH6
        
          
        
        1717000.00000000
        PA
        USD
        1978413.25000000
        0.038573344487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-03
          Fixed
          0.06450000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPERIAL BRANDS FINANCE PLC
        2138008L3B3MCG1DFS50
        IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A
        453140AF2
        
          
        
        10737000.00000000
        PA
        USD
        10829237.81000000
        0.211138861198
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-07-21
          Fixed
          0.04250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 30YR 3% 07/15/2045#AN5754
        36186NMB2
        
          
        
        5602.72980000
        PA
        USD
        5644.93000000
        0.000110059831
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-07-15
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/31 #547493
        36212YGA5
        
          
        
        3648.98800000
        PA
        USD
        3932.39000000
        0.000076670247
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 4.5% 06/01/2047#BH0561
        3140GNTT0
        
          
        
        119524.99730000
        PA
        USD
        125592.65000000
        0.002448693948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 10/01/2047#Q51189
        3132XTKB3
        
          
        
        56154.57970000
        PA
        USD
        57946.64000000
        0.001129792123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 2% 12/01/2051#QD3434
        3133B0Y72
        
          
        
        853335.87000000
        PA
        USD
        793755.62000000
        0.015475942131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          0.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 6/41 #G06596
        3128M8UV4
        
          
        
        362927.36480000
        PA
        USD
        394457.95000000
        0.007690790784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 15YR 3% 06/01/2031#J34571
        31307RCG8
        
          
        
        38518.80000000
        PA
        USD
        38994.51000000
        0.000760280324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 4/29 #480551
        36209SZQ7
        
          
        
        2481.10400000
        PA
        USD
        2653.34000000
        0.000051732466
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-04-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4% 02/46#Q38783
        3132QVXM8
        
          
        
        264706.21110000
        PA
        USD
        274642.73000000
        0.005354740034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          0.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.00% 4/26 #343282
        31375SJ35
        
          
        
        381.64760000
        PA
        USD
        408.15000000
        0.000007957746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-04-01
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 7.50% 12/28 #323424
        31374TG94
        
          
        
        142.63870000
        PA
        USD
        154.65000000
        0.000003015228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-12-01
          Fixed
          0.07500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 4.5% 10/01/2041#
        3132GKK96
        
          
        
        16188.65330000
        PA
        USD
        17256.77000000
        0.000336457175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 11/01/2040#V82091
        3132L7KC2
        
          
        
        90562.03320000
        PA
        USD
        92125.36000000
        0.001796178451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC 3.875% 03/26/2025
        172967JL6
        
          
        
        6586000.00000000
        PA
        USD
        6672510.07000000
        0.130094675381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-26
          Fixed
          0.03875000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 8.5% 05/01/2027#
        31283GYN1
        
          
        
        419.13770000
        PA
        USD
        449.48000000
        0.000008763561
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-01
          Fixed
          0.08500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORP
        UASVRYNXNK17ULIGK870
        HESS CORP 4.3% 04/01/2027
        42809HAG2
        
          
        
        3390000.00000000
        PA
        USD
        3478419.78000000
        0.067819139629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          0.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK 2018-B8 MTG TR
        N/A
        BENCHMARK 2018-B8 A5 MORTGAGE TRUST 4.2317% 01/15/2052
        08162UAW0
        
          
        
        6516104.00000000
        PA
        USD
        6833049.91000000
        0.133224738603
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          0.04231700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 4.50% 8/33 #726949
        31402ETE8
        
          
        
        135728.20180000
        PA
        USD
        141138.93000000
        0.002751801509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          0.04500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 6.00% 10/34 #AL2130
        3138EJLL0
        
          
        
        55318.80670000
        PA
        USD
        60485.56000000
        0.001179293730
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          0.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FNMA GTD MTG PASS THRU CTF
        B1V7KEBTPIMZEU4LTD58
        FNMA 30YR 3.0% 11/01/2042#AQ1886
        3138MHCY7
        
          
        
        25084.63050000
        PA
        USD
        25034.97000000
        0.000488109611
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          0.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 5.00% 1/40 #A90893
        3129387E7
        
          
        
        117404.27030000
        PA
        USD
        126228.47000000
        0.002461090602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          0.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GNMA GUARANTEED PASS THRU CERT
        549300M8ZYFG0OCMTT87
        GNMA 7.00% 5/29 #510978
        36211EUB2
        
          
        
        6680.03820000
        PA
        USD
        7226.00000000
        0.000140886130
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          0.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED HOME LOAN MTG CORP - GOLD
        S6XOOCT0IEG5ABCC6L87
        FHLG 30YR 3.5% 04/01/2043#Q17578
        3132J82L3
        
          
        
        152101.32950000
        PA
        USD
        155772.68000000
        0.003037117370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          0.03500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-04-30
      Laura M. Del Prato
      Laura M. Del Prato
      Laura M. Del Prato
      President and Treasurer
    
  
  XXXX
Quarterly Holdings Report
for
Fidelity® Variable Insurance Products:
Investment Grade Bond Portfolio
March 31, 2022
VIPIGB-NPRT1-0522
1.799863.118
Nonconvertible Bonds - 33.3%
 
  
Principal
Amount (a)
 
Value ($)
 
COMMUNICATION SERVICES - 3.2%
 
  
  
Diversified Telecommunication Services - 0.9%
  
  
  
AT&T, Inc.:
  
  
  
 2.55% 12/1/33
 
10,360,000
9,204,284
 3.8% 12/1/57
 
10,572,000
9,645,258
 4.3% 2/15/30
 
1,940,000
2,049,757
 4.45% 4/1/24
 
333,000
342,708
 4.75% 5/15/46
 
10,884,000
11,820,925
Verizon Communications, Inc.:
  
  
  
 2.1% 3/22/28
 
4,146,000
3,864,378
 2.55% 3/21/31
 
3,838,000
3,565,694
 3% 3/22/27
 
898,000
887,509
 4.862% 8/21/46
 
5,159,000
5,919,439
 5.012% 4/15/49
 
200,000
234,123
 
  
  
47,534,075
Entertainment - 0.7%
  
  
  
Magallanes, Inc.:
  
  
  
 3.428% 3/15/24 (b)
  
2,833,000
2,848,531
 3.638% 3/15/25 (b)
  
1,551,000
1,560,424
 3.755% 3/15/27 (b)
  
3,034,000
3,028,477
 4.054% 3/15/29 (b)
  
1,051,000
1,056,213
 4.279% 3/15/32 (b)
  
1,397,000
1,403,215
 5.05% 3/15/42 (b)
  
1,645,000
1,677,950
 5.141% 3/15/52 (b)
  
1,299,000
1,329,000
The Walt Disney Co.:
  
  
  
 3.8% 3/22/30
 
15,959,000
16,585,431
 4.7% 3/23/50
 
5,039,000
5,843,908
 
  
  
35,333,149
Media - 1.2%
  
  
  
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.:
  
  
  
 4.4% 4/1/33
 
1,753,000
1,747,815
 4.464% 7/23/22
 
3,981,000
3,995,595
 4.908% 7/23/25
 
2,676,000
2,775,042
 5.25% 4/1/53
 
1,753,000
1,764,823
 5.375% 5/1/47
 
12,598,000
12,898,979
 5.5% 4/1/63
 
1,753,000
1,763,381
 6.484% 10/23/45
 
1,902,000
2,165,205
Comcast Corp.:
  
  
  
 3.9% 3/1/38
 
743,000
765,270
 4.65% 7/15/42
 
1,760,000
1,933,841
Discovery Communications LLC:
  
  
  
 3.625% 5/15/30
 
2,410,000
2,340,829
 4.65% 5/15/50
 
6,516,000
6,315,527
Fox Corp.:
  
  
  
 4.03% 1/25/24
 
879,000
897,369
 4.709% 1/25/29
 
1,272,000
1,357,974
 5.476% 1/25/39
 
1,254,000
1,419,655
 5.576% 1/25/49
 
833,000
968,248
Time Warner Cable LLC:
  
  
  
 4.5% 9/15/42
 
641,000
592,874
 5.5% 9/1/41
 
1,179,000
1,223,899
 5.875% 11/15/40
 
1,040,000
1,117,698
 6.55% 5/1/37
 
14,010,000
16,111,917
 7.3% 7/1/38
 
2,621,000
3,182,115
 
  
  
65,338,056
Wireless Telecommunication Services - 0.4%
  
  
  
Rogers Communications, Inc.:
  
  
  
 3.2% 3/15/27 (b)
  
3,281,000
3,229,524
 3.8% 3/15/32 (b)
  
2,863,000
2,840,831
T-Mobile U.S.A., Inc.:
  
  
  
 3.75% 4/15/27
 
4,229,000
4,253,720
 3.875% 4/15/30
 
6,115,000
6,138,476
 4.375% 4/15/40
 
912,000
915,870
 4.5% 4/15/50
 
1,793,000
1,813,899
 
  
  
19,192,320
TOTAL COMMUNICATION SERVICES
  
  
167,397,600
CONSUMER DISCRETIONARY - 0.8%
 
  
  
Automobiles - 0.2%
  
  
  
General Motors Financial Co., Inc. 4.25% 5/15/23
 
1,442,000
1,459,556
Volkswagen Group of America Finance LLC:
  
  
  
 2.9% 5/13/22 (b)
  
3,971,000
3,976,043
 3.125% 5/12/23 (b)
  
3,459,000
3,482,496
 
  
  
8,918,095
Diversified Consumer Services - 0.0%
  
  
  
Ingersoll-Rand Global Holding Co. Ltd. 4.25% 6/15/23
 
2,033,000
2,069,512
Hotels, Restaurants & Leisure - 0.1%
  
  
  
McDonald's Corp.:
  
  
  
 3.5% 7/1/27
 
1,168,000
1,187,095
 3.6% 7/1/30
 
1,390,000
1,415,529
 
  
  
2,602,624
Leisure Products - 0.1%
  
  
  
Hasbro, Inc. 3% 11/19/24
 
3,047,000
3,022,520
Specialty Retail - 0.4%
  
  
  
AutoNation, Inc. 4.75% 6/1/30
 
530,000
552,406
AutoZone, Inc.:
  
  
  
 3.625% 4/15/25
 
792,000
800,408
 4% 4/15/30
 
3,682,000
3,779,658
Lowe's Companies, Inc.:
  
  
  
 3.35% 4/1/27
 
469,000
471,742
 3.75% 4/1/32
 
1,445,000
1,460,894
 4.25% 4/1/52
 
5,882,000
6,083,949
 4.45% 4/1/62
 
6,060,000
6,305,961
 4.5% 4/15/30
 
2,645,000
2,830,365
O'Reilly Automotive, Inc. 4.2% 4/1/30
 
816,000
843,932
 
  
  
23,129,315
TOTAL CONSUMER DISCRETIONARY
  
  
39,742,066
CONSUMER STAPLES - 2.4%
 
  
  
Beverages - 1.5%
  
  
  
Anheuser-Busch InBev Finance, Inc.:
  
  
  
 4.7% 2/1/36
 
6,423,000
6,888,768
 4.9% 2/1/46
 
7,980,000
8,874,916
Anheuser-Busch InBev Worldwide, Inc.:
  
  
  
 3.5% 6/1/30
 
2,565,000
2,601,759
 4.35% 6/1/40
 
2,445,000
2,544,368
 4.5% 6/1/50
 
3,466,000
3,703,221
 4.6% 6/1/60
 
2,565,000
2,726,206
 4.75% 4/15/58
 
3,986,000
4,322,306
 5.45% 1/23/39
 
3,251,000
3,796,435
 5.55% 1/23/49
 
7,428,000
9,056,780
 5.8% 1/23/59 (Reg. S)
 
7,849,000
9,905,858
Molson Coors Beverage Co.:
  
  
  
 3% 7/15/26
 
5,200,000
5,135,074
 5% 5/1/42
 
9,077,000
9,601,411
The Coca-Cola Co.:
  
  
  
 3.375% 3/25/27
 
3,937,000
4,028,422
 3.45% 3/25/30
 
2,406,000
2,473,007
 
  
  
75,658,531
Food Products - 0.3%
  
  
  
General Mills, Inc. 2.875% 4/15/30
 
498,000
478,396
JBS Finance Luxembourg SARL:
  
  
  
 2.5% 1/15/27 (b)
  
6,111,000
5,675,652
 3.625% 1/15/32 (b)
  
2,104,000
1,925,160
JBS U.S.A. LLC/JBS U.S.A. Finance, Inc. 6.75% 2/15/28 (b)
  
875,000
922,469
JBS U.S.A. Lux SA / JBS Food Co.:
  
  
  
 3% 5/15/32 (b)
  
5,470,000
4,923,055
 5.5% 1/15/30 (b)
  
876,000
895,517
 6.5% 4/15/29 (b)
  
705,000
744,656
 
  
  
15,564,905
Tobacco - 0.6%
  
  
  
Altria Group, Inc.:
  
  
  
 4.25% 8/9/42
 
3,835,000
3,416,994
 4.5% 5/2/43
 
2,570,000
2,339,761
 4.8% 2/14/29
 
702,000
735,920
 5.375% 1/31/44
 
2,329,000
2,407,215
 5.95% 2/14/49
 
920,000
995,950
Imperial Tobacco Finance PLC:
  
  
  
 3.75% 7/21/22 (b)
  
3,330,000
3,337,839
 4.25% 7/21/25 (b)
  
10,737,000
10,829,238
Reynolds American, Inc.:
  
  
  
 4.45% 6/12/25
 
1,623,000
1,657,181
 5.7% 8/15/35
 
842,000
888,379
 6.15% 9/15/43
 
2,773,000
2,931,665
 7.25% 6/15/37
 
2,053,000
2,401,659
 
  
  
31,941,801
TOTAL CONSUMER STAPLES
  
  
123,165,237
ENERGY - 4.0%
 
  
  
Energy Equipment & Services - 0.0%
  
  
  
Halliburton Co.:
  
  
  
 3.8% 11/15/25
 
41,000
41,870
 4.85% 11/15/35
 
1,493,000
1,604,091
 
  
  
1,645,961
Oil, Gas & Consumable Fuels - 4.0%
  
  
  
Canadian Natural Resources Ltd.:
  
  
  
 3.8% 4/15/24
 
4,702,000
4,768,087
 5.85% 2/1/35
 
1,731,000
1,939,565
Cenovus Energy, Inc. 4.25% 4/15/27
 
4,437,000
4,578,400
Columbia Pipeline Group, Inc. 4.5% 6/1/25
 
926,000
955,573
DCP Midstream Operating LP:
  
  
  
 3.875% 3/15/23
 
1,228,000
1,228,074
 5.6% 4/1/44
 
851,000
894,197
 6.45% 11/3/36 (b)
  
1,717,000
1,978,413
Empresa Nacional de Petroleo 4.375% 10/30/24 (b)
  
2,454,000
2,519,645
Enbridge, Inc.:
  
  
  
 4% 10/1/23
 
1,950,000
1,980,300
 4.25% 12/1/26
 
1,229,000
1,273,607
Energy Transfer LP:
  
  
  
 3.75% 5/15/30
 
1,605,000
1,578,932
 3.9% 5/15/24 (c)
  
917,000
922,419
 4.2% 9/15/23
 
822,000
832,831
 4.25% 3/15/23
 
705,000
712,679
 4.5% 4/15/24
 
875,000
895,273
 4.95% 6/15/28
 
2,806,000
2,946,970
 5% 5/15/50
 
3,588,000
3,630,478
 5.25% 4/15/29
 
1,423,000
1,518,493
 5.4% 10/1/47
 
935,000
978,881
 5.8% 6/15/38
 
1,565,000
1,693,014
 6% 6/15/48
 
1,019,000
1,129,558
 6.25% 4/15/49
 
977,000
1,121,084
Enterprise Products Operating LP 3.7% 2/15/26
 
3,328,000
3,370,610
Exxon Mobil Corp. 3.482% 3/19/30
 
9,318,000
9,562,823
Hess Corp.:
  
  
  
 4.3% 4/1/27
 
3,390,000
3,478,420
 5.6% 2/15/41
 
8,299,000
9,325,156
 7.125% 3/15/33
 
695,000
857,594
 7.3% 8/15/31
 
930,000
1,138,971
 7.875% 10/1/29
 
3,041,000
3,764,822
Kinder Morgan Energy Partners LP:
  
  
  
 3.45% 2/15/23
 
1,179,000
1,187,258
 6.55% 9/15/40
 
319,000
381,455
Kinder Morgan, Inc. 5.55% 6/1/45
 
1,689,000
1,888,207
MPLX LP:
  
  
  
 4.5% 7/15/23
 
1,369,000
1,391,654
 4.8% 2/15/29
 
781,000
831,515
 4.875% 12/1/24
 
1,897,000
1,964,650
 5.5% 2/15/49
 
2,341,000
2,592,727
Occidental Petroleum Corp.:
  
  
  
 3.2% 8/15/26
 
421,000
413,633
 3.5% 8/15/29
 
1,323,000
1,303,155
 4.3% 8/15/39
 
193,000
182,385
 5.55% 3/15/26
 
3,587,000
3,802,220
 6.2% 3/15/40
 
1,179,000
1,308,690
 6.45% 9/15/36
 
3,190,000
3,747,245
 6.6% 3/15/46
 
3,957,000
4,649,475
 7.5% 5/1/31
 
5,324,000
6,495,280
Petroleos Mexicanos:
  
  
  
 4.5% 1/23/26
 
3,688,000
3,590,268
 5.95% 1/28/31
 
2,524,000
2,327,002
 6.35% 2/12/48
 
9,151,000
7,178,960
 6.49% 1/23/27
 
2,655,000
2,689,250
 6.5% 3/13/27
 
3,349,000
3,388,351
 6.5% 1/23/29
 
3,855,000
3,812,171
 6.7% 2/16/32
 
3,500,000
3,325,000
 6.75% 9/21/47
 
8,392,000
6,738,356
 6.84% 1/23/30
 
12,801,000
12,704,993
 6.95% 1/28/60
 
5,462,000
4,423,674
 7.69% 1/23/50
 
11,238,000
9,777,060
Phillips 66 Co.:
  
  
  
 3.7% 4/6/23
 
330,000
334,588
 3.85% 4/9/25
 
426,000
434,635
Plains All American Pipeline LP/PAA Finance Corp.:
  
  
  
 3.55% 12/15/29
 
917,000
886,190
 3.6% 11/1/24
 
963,000
965,961
Sabine Pass Liquefaction LLC 4.5% 5/15/30
 
5,530,000
5,783,094
The Williams Companies, Inc.:
  
  
  
 3.5% 11/15/30
 
5,897,000
5,830,156
 3.7% 1/15/23
 
837,000
842,332
 3.9% 1/15/25
 
843,000
854,879
 4.3% 3/4/24
 
3,778,000
3,861,891
 4.5% 11/15/23
 
1,214,000
1,239,247
 4.55% 6/24/24
 
9,246,000
9,497,870
Transcontinental Gas Pipe Line Co. LLC:
  
  
  
 3.25% 5/15/30
 
705,000
687,528
 3.95% 5/15/50
 
2,275,000
2,212,191
Valero Energy Corp. 2.85% 4/15/25
 
163,000
161,050
Western Gas Partners LP:
  
  
  
 3.95% 6/1/25
 
602,000
605,666
 4.5% 3/1/28
 
1,387,000
1,414,740
 4.65% 7/1/26
 
6,278,000
6,434,950
 4.75% 8/15/28
 
801,000
826,736
 
  
  
206,543,207
TOTAL ENERGY
  
  
208,189,168
FINANCIALS - 15.4%
 
  
  
Banks - 6.3%
  
  
  
Bank of America Corp.:
  
  
  
 2.299% 7/21/32 (c)
  
10,524,000
9,366,519
 3.3% 1/11/23
 
3,010,000
3,043,351
 3.419% 12/20/28 (c)
  
13,148,000
13,015,129
 3.5% 4/19/26
 
3,483,000
3,526,169
 3.864% 7/23/24 (c)
  
3,030,000
3,064,253
 3.95% 4/21/25
 
2,860,000
2,914,318
 4.2% 8/26/24
 
13,850,000
14,186,613
 4.25% 10/22/26
 
2,954,000
3,040,471
 4.45% 3/3/26
 
1,052,000
1,087,966
Barclays PLC:
  
  
  
 2.852% 5/7/26 (c)
  
5,610,000
5,448,832
 4.375% 1/12/26
 
4,313,000
4,403,369
 5.088% 6/20/30 (c)
  
5,094,000
5,284,086
 5.2% 5/12/26
 
4,314,000
4,485,525
BNP Paribas SA 2.219% 6/9/26 (b)(c)
  
5,228,000
4,971,336
Citigroup, Inc.:
  
  
  
 2.7% 10/27/22
 
6,931,000
6,968,820
 3.352% 4/24/25 (c)
  
3,438,000
3,446,177
 3.875% 3/26/25
 
6,586,000
6,672,510
 4.05% 7/30/22
 
1,248,000
1,258,493
 4.3% 11/20/26
 
1,201,000
1,235,083
 4.412% 3/31/31 (c)
  
7,364,000
7,644,971
 4.45% 9/29/27
 
11,855,000
12,227,678
 4.6% 3/9/26
 
1,522,000
1,578,208
 5.5% 9/13/25
 
3,830,000
4,089,444
Citizens Financial Group, Inc. 2.638% 9/30/32
 
3,367,000
2,969,986
Commonwealth Bank of Australia 3.61% 9/12/34 (b)(c)
  
1,813,000
1,740,458
Credit Suisse Group Funding Guernsey Ltd. 3.8% 9/15/22
 
5,019,000
5,070,705
Discover Bank 4.2% 8/8/23
 
1,975,000
2,008,125
First Citizens Bank & Trust Co. 3.929% 6/19/24 (c)
  
1,158,000
1,169,701
HSBC Holdings PLC:
  
  
  
 4.25% 3/14/24
 
1,525,000
1,547,292
 4.95% 3/31/30
 
988,000
1,055,189
Intesa Sanpaolo SpA:
  
  
  
 5.017% 6/26/24 (b)
  
3,007,000
3,032,982
 5.71% 1/15/26 (b)
  
8,910,000
9,101,992
JPMorgan Chase & Co.:
  
  
  
 2.956% 5/13/31 (c)
  
2,994,000
2,801,476
 3.797% 7/23/24 (c)
  
3,965,000
4,010,123
 3.875% 9/10/24
 
30,332,000
30,982,910
 4.125% 12/15/26
 
9,761,000
10,100,531
 4.493% 3/24/31 (c)
  
8,874,000
9,405,891
NatWest Group PLC:
  
  
  
 3.073% 5/22/28 (c)
  
3,224,000
3,094,660
 5.125% 5/28/24
 
14,227,000
14,668,334
 6% 12/19/23
 
7,233,000
7,542,565
 6.1% 6/10/23
 
9,268,000
9,560,493
 6.125% 12/15/22
 
5,712,000
5,848,604
NatWest Markets PLC 2.375% 5/21/23 (b)
  
6,028,000
5,994,814
Rabobank Nederland 4.375% 8/4/25
 
5,166,000
5,250,003
Santander Holdings U.S.A., Inc. 2.49% 1/6/28 (c)
  
3,958,000
3,692,817
Societe Generale:
  
  
  
 1.038% 6/18/25 (b)(c)
  
10,968,000
10,301,922
 1.488% 12/14/26 (b)(c)
  
6,749,000
6,101,289
Synchrony Bank 3% 6/15/22
 
3,149,000
3,154,354
Wells Fargo & Co.:
  
  
  
 2.406% 10/30/25 (c)
  
3,163,000
3,096,353
 3.526% 3/24/28 (c)
  
6,440,000
6,427,066
 4.478% 4/4/31 (c)
  
9,914,000
10,497,935
 5.013% 4/4/51 (c)
  
14,623,000
17,354,144
Westpac Banking Corp. 4.11% 7/24/34 (c)
  
2,573,000
2,536,128
 
  
  
323,078,163
Capital Markets - 4.0%
  
  
  
Affiliated Managers Group, Inc.:
  
  
  
 3.5% 8/1/25
 
3,841,000
3,874,179
 4.25% 2/15/24
 
2,972,000
3,044,292
Ares Capital Corp.:
  
  
  
 3.875% 1/15/26
 
8,639,000
8,474,653
 4.2% 6/10/24
 
6,174,000
6,218,628
Credit Suisse Group AG:
  
  
  
 2.593% 9/11/25 (b)(c)
  
7,335,000
7,085,680
 3.75% 3/26/25
 
3,231,000
3,219,046
 3.8% 6/9/23
 
5,950,000
6,004,555
 3.869% 1/12/29 (b)(c)
  
2,787,000
2,719,652
 4.194% 4/1/31 (b)(c)
  
6,669,000
6,579,035
 4.55% 4/17/26
 
1,785,000
1,815,837
Deutsche Bank AG 4.5% 4/1/25
 
8,292,000
8,323,592
Deutsche Bank AG New York Branch 3.3% 11/16/22
 
6,454,000
6,497,328
Goldman Sachs Group, Inc.:
  
  
  
 2.383% 7/21/32 (c)
  
6,540,000
5,792,496
 3.2% 2/23/23
 
4,957,000
5,001,063
 3.691% 6/5/28 (c)
  
28,871,000
28,904,121
 3.8% 3/15/30
 
10,739,000
10,810,346
 4.25% 10/21/25
 
1,573,000
1,611,135
 6.75% 10/1/37
 
1,557,000
1,962,041
Moody's Corp.:
  
  
  
 3.25% 1/15/28
 
1,654,000
1,651,357
 3.75% 3/24/25
 
3,518,000
3,576,543
 4.875% 2/15/24
 
1,553,000
1,601,079
Morgan Stanley:
  
  
  
 3.125% 1/23/23
 
18,025,000
18,199,642
 3.125% 7/27/26
 
15,227,000
15,095,599
 3.622% 4/1/31 (c)
  
6,958,000
6,921,803
 3.625% 1/20/27
 
7,626,000
7,691,555
 3.737% 4/24/24 (c)
  
3,466,000
3,500,298
 4.431% 1/23/30 (c)
  
3,047,000
3,185,897
 4.875% 11/1/22
 
5,374,000
5,465,276
 5% 11/24/25
 
10,147,000
10,696,158
Peachtree Corners Funding Trust 3.976% 2/15/25 (b)
  
3,466,000
3,510,016
UBS Group AG:
  
  
  
 1.494% 8/10/27 (b)(c)
  
4,041,000
3,667,985
 4.125% 9/24/25 (b)
  
3,647,000
3,715,097
 
  
  
206,415,984
Consumer Finance - 2.6%
  
  
  
AerCap Ireland Capital Ltd./AerCap Global Aviation Trust:
  
  
  
 1.65% 10/29/24
 
7,659,000
7,233,229
 2.45% 10/29/26
 
2,795,000
2,585,242
 2.875% 8/14/24
 
4,157,000
4,042,811
 3% 10/29/28
 
2,927,000
2,699,242
 3.3% 1/30/32
 
3,131,000
2,822,470
 3.5% 1/15/25
 
5,754,000
5,653,101
 4.125% 7/3/23
 
2,906,000
2,923,296
 4.45% 4/3/26
 
2,167,000
2,188,722
 4.875% 1/16/24
 
3,477,000
3,523,972
 6.5% 7/15/25
 
2,513,000
2,661,104
Ally Financial, Inc.:
  
  
  
 1.45% 10/2/23
 
1,531,000
1,495,047
 3.05% 6/5/23
 
6,677,000
6,701,376
 5.125% 9/30/24
 
1,482,000
1,546,824
 5.8% 5/1/25
 
3,631,000
3,851,464
 8% 11/1/31
 
1,874,000
2,350,612
Capital One Financial Corp.:
  
  
  
 2.6% 5/11/23
 
5,180,000
5,195,333
 2.636% 3/3/26 (c)
  
3,378,000
3,305,376
 3.273% 3/1/30 (c)
  
4,321,000
4,172,165
 3.65% 5/11/27
 
9,345,000
9,356,519
 3.8% 1/31/28
 
4,892,000
4,922,736
Discover Financial Services:
  
  
  
 3.85% 11/21/22
 
3,494,000
3,536,866
 3.95% 11/6/24
 
1,974,000
2,008,967
 4.1% 2/9/27
 
1,978,000
2,016,850
 4.5% 1/30/26
 
3,249,000
3,347,209
Ford Motor Credit Co. LLC:
  
  
  
 4.063% 11/1/24
 
12,207,000
12,170,257
 5.584% 3/18/24
 
4,330,000
4,453,535
Synchrony Financial:
  
  
  
 2.85% 7/25/22
 
1,057,000
1,059,902
 3.95% 12/1/27
 
5,325,000
5,273,718
 4.25% 8/15/24
 
4,637,000
4,701,693
 4.375% 3/19/24
 
3,791,000
3,861,358
 5.15% 3/19/29
 
5,824,000
6,101,295
Toyota Motor Credit Corp. 2.9% 3/30/23
 
5,372,000
5,407,340
 
  
  
133,169,631
Diversified Financial Services - 0.7%
  
  
  
Blackstone Private Credit Fund 4.7% 3/24/25 (b)
  
7,621,000
7,631,832
Brixmor Operating Partnership LP:
  
  
  
 4.05% 7/1/30
 
3,511,000
3,522,718
 4.125% 6/15/26
 
3,222,000
3,286,885
 4.125% 5/15/29
 
3,502,000
3,591,973
Equitable Holdings, Inc.:
  
  
  
 3.9% 4/20/23
 
469,000
475,302
 4.35% 4/20/28
 
2,946,000
3,009,156
Park Aerospace Holdings Ltd. 5.5% 2/15/24 (b)
  
4,229,000
4,328,327
Pine Street Trust I 4.572% 2/15/29 (b)
  
3,957,000
4,116,396
Pine Street Trust II 5.568% 2/15/49 (b)
  
3,952,000
4,395,802
 
  
  
34,358,391
Insurance - 1.8%
  
  
  
AIA Group Ltd.:
  
  
  
 3.2% 9/16/40 (b)
  
2,417,000
2,145,828
 3.375% 4/7/30 (b)
  
5,101,000
5,073,241
American International Group, Inc.:
  
  
  
 2.5% 6/30/25
 
8,250,000
8,066,132
 3.4% 6/30/30
 
8,250,000
8,227,587
 3.75% 7/10/25
 
5,762,000
5,854,902
Five Corners Funding Trust II 2.85% 5/15/30 (b)
  
6,620,000
6,273,607
Liberty Mutual Group, Inc. 4.569% 2/1/29 (b)
  
2,838,000
3,008,181
Marsh & McLennan Companies, Inc.:
  
  
  
 4.375% 3/15/29
 
2,758,000
2,914,497
 4.75% 3/15/39
 
1,265,000
1,388,993
Massachusetts Mutual Life Insurance Co. 3.729% 10/15/70 (b)
  
4,028,000
3,604,856
MetLife, Inc. 4.55% 3/23/30
 
7,973,000
8,694,491
Metropolitan Life Global Funding I 3% 1/10/23 (b)
  
1,827,000
1,842,913
Pacific LifeCorp 5.125% 1/30/43 (b)
  
3,641,000
3,995,865
SunAmerica, Inc.:
  
  
  
 3.5% 4/4/25 (b)
  
1,402,000
1,400,892
 3.65% 4/5/27 (b)
  
1,999,000
1,996,201
 3.85% 4/5/29 (b)
  
1,961,000
1,959,215
 3.9% 4/5/32 (b)
  
2,335,000
2,331,544
 4.35% 4/5/42 (b)
  
531,000
530,857
 4.4% 4/5/52 (b)
  
1,571,000
1,570,733
Swiss Re Finance Luxembourg SA 5% 4/2/49 (b)(c)
  
1,600,000
1,656,000
Teachers Insurance & Annuity Association of America 4.9% 9/15/44 (b)
  
3,707,000
4,086,119
TIAA Asset Management Finance LLC 4.125% 11/1/24 (b)
  
1,228,000
1,251,040
Unum Group:
  
  
  
 3.875% 11/5/25
 
3,369,000
3,393,296
 4% 3/15/24
 
4,111,000
4,169,217
 4% 6/15/29
 
3,057,000
3,124,282
 5.75% 8/15/42
 
5,046,000
5,342,852
 
  
  
93,903,341
TOTAL FINANCIALS
  
  
790,925,510
HEALTH CARE - 1.4%
 
  
  
Health Care Providers & Services - 1.0%
  
  
  
Centene Corp.:
  
  
  
 2.45% 7/15/28
 
6,801,000
6,214,074
 2.625% 8/1/31
 
3,172,000
2,823,080
 3.375% 2/15/30
 
3,536,000
3,327,146
 4.25% 12/15/27
 
3,983,000
3,997,936
 4.625% 12/15/29
 
6,187,000
6,237,053
Cigna Corp.:
  
  
  
 3.05% 10/15/27
 
2,218,000
2,197,897
 4.375% 10/15/28
 
4,204,000
4,422,275
 4.8% 8/15/38
 
2,618,000
2,865,781
 4.9% 12/15/48
 
2,615,000
2,930,184
CVS Health Corp.:
  
  
  
 3% 8/15/26
 
433,000
429,454
 3.625% 4/1/27
 
1,244,000
1,264,574
 4.78% 3/25/38
 
4,137,000
4,521,071
HCA Holdings, Inc. 4.75% 5/1/23
 
149,000
152,720
Humana, Inc. 3.7% 3/23/29
 
1,841,000
1,847,077
Sabra Health Care LP 3.2% 12/1/31
 
6,486,000
5,788,064
Toledo Hospital 5.325% 11/15/28
 
1,462,000
1,565,127
 
  
  
50,583,513
Pharmaceuticals - 0.4%
  
  
  
Bayer U.S. Finance II LLC 4.25% 12/15/25 (b)
  
3,025,000
3,075,775
Elanco Animal Health, Inc. 6.4% 8/28/28 (c)
  
925,000
992,081
Mylan NV 4.55% 4/15/28
 
2,773,000
2,803,596
Utah Acquisition Sub, Inc. 3.95% 6/15/26
 
1,767,000
1,753,454
Viatris, Inc.:
  
  
  
 1.125% 6/22/22
 
2,120,000
2,119,872
 1.65% 6/22/25
 
681,000
633,703
 2.7% 6/22/30
 
3,464,000
3,046,814
 3.85% 6/22/40
 
1,509,000
1,305,151
 4% 6/22/50
 
2,606,000
2,189,239
Zoetis, Inc. 3.25% 2/1/23
 
1,143,000
1,150,899
 
  
  
19,070,584
TOTAL HEALTH CARE
  
  
69,654,097
INDUSTRIALS - 0.7%
 
  
  
Aerospace & Defense - 0.2%
  
  
  
BAE Systems PLC 3.4% 4/15/30 (b)
  
1,572,000
1,548,997
The Boeing Co.:
  
  
  
 5.04% 5/1/27
 
2,053,000
2,161,835
 5.15% 5/1/30
 
2,053,000
2,189,438
 5.705% 5/1/40
 
2,080,000
2,324,297
 5.805% 5/1/50
 
2,080,000
2,401,853
 5.93% 5/1/60
 
2,052,000
2,369,211
 
  
  
12,995,631
Professional Services - 0.0%
  
  
  
Thomson Reuters Corp. 3.85% 9/29/24
 
717,000
727,574
Trading Companies & Distributors - 0.3%
  
  
  
Air Lease Corp.:
  
  
  
 2.25% 1/15/23
 
919,000
919,334
 3% 9/15/23
 
608,000
605,384
 3.375% 7/1/25
 
4,468,000
4,403,600
 3.875% 7/3/23
 
3,869,000
3,908,007
 4.25% 2/1/24
 
3,979,000
4,022,029
 4.25% 9/15/24
 
2,472,000
2,501,809
 
  
  
16,360,163
Transportation Infrastructure - 0.2%
  
  
  
Avolon Holdings Funding Ltd.:
  
  
  
 3.95% 7/1/24 (b)
  
1,448,000
1,443,315
 4.25% 4/15/26 (b)
  
1,095,000
1,079,839
 4.375% 5/1/26 (b)
  
3,240,000
3,196,277
 5.25% 5/15/24 (b)
  
2,643,000
2,698,265
 
  
  
8,417,696
TOTAL INDUSTRIALS
  
  
38,501,064
INFORMATION TECHNOLOGY - 1.2%
 
  
  
Electronic Equipment & Components - 0.1%
  
  
  
Dell International LLC/EMC Corp.:
  
  
  
 5.45% 6/15/23
 
1,200,000
1,236,171
 5.85% 7/15/25
 
897,000
957,398
 6.02% 6/15/26
 
1,084,000
1,174,220
 6.1% 7/15/27
 
1,647,000
1,809,378
 6.2% 7/15/30
 
1,425,000
1,624,001
 
  
  
6,801,168
Semiconductors & Semiconductor Equipment - 0.6%
  
  
  
Broadcom, Inc.:
  
  
  
 1.95% 2/15/28 (b)
  
1,153,000
1,038,952
 2.45% 2/15/31 (b)
  
9,811,000
8,752,178
 2.6% 2/15/33 (b)
  
9,811,000
8,517,552
 3.5% 2/15/41 (b)
  
7,923,000
7,055,654
 3.75% 2/15/51 (b)
  
3,718,000
3,329,245
 
  
  
28,693,581
Software - 0.5%
  
  
  
Oracle Corp.:
  
  
  
 1.65% 3/25/26
 
4,502,000
4,198,139
 2.3% 3/25/28
 
7,112,000
6,495,914
 2.8% 4/1/27
 
4,061,000
3,886,837
 2.875% 3/25/31
 
7,467,000
6,808,342
 3.6% 4/1/40
 
4,063,000
3,524,597
 
  
  
24,913,829
TOTAL INFORMATION TECHNOLOGY
  
  
60,408,578
REAL ESTATE - 2.8%
 
  
  
Equity Real Estate Investment Trusts (REITs) - 2.3%
  
  
  
Alexandria Real Estate Equities, Inc. 4.9% 12/15/30
 
2,889,000
3,193,896
American Homes 4 Rent 3.625% 4/15/32
 
2,147,000
2,093,690
American Homes 4 Rent LP 2.375% 7/15/31
 
522,000
460,819
Boston Properties, Inc.:
  
  
  
 3.25% 1/30/31
 
2,690,000
2,601,571
 4.5% 12/1/28
 
2,698,000
2,845,515
Corporate Office Properties LP:
  
  
  
 2.25% 3/15/26
 
1,154,000
1,099,517
 2.75% 4/15/31
 
842,000
755,874
Healthcare Trust of America Holdings LP:
  
  
  
 3.1% 2/15/30
 
910,000
865,036
 3.5% 8/1/26
 
947,000
944,141
Healthpeak Properties, Inc.:
  
  
  
 3.25% 7/15/26
 
397,000
396,387
 3.5% 7/15/29
 
455,000
454,367
Hudson Pacific Properties LP 4.65% 4/1/29
 
5,367,000
5,627,495
Invitation Homes Operating Partnership LP 4.15% 4/15/32 (d)
  
3,229,000
3,297,675
Kimco Realty Corp. 3.375% 10/15/22
 
563,000
565,481
Kite Realty Group Trust:
  
  
  
 4% 3/15/25
 
4,320,000
4,345,533
 4.75% 9/15/30
 
6,734,000
6,959,290
LXP Industrial Trust (REIT):
  
  
  
 2.7% 9/15/30
 
1,267,000
1,169,010
 4.4% 6/15/24
 
999,000
1,016,335
Omega Healthcare Investors, Inc.:
  
  
  
 3.25% 4/15/33
 
3,640,000
3,174,480
 3.375% 2/1/31
 
2,321,000
2,126,241
 3.625% 10/1/29
 
4,099,000
3,872,965
 4.375% 8/1/23
 
860,000
873,226
 4.5% 1/15/25
 
1,856,000
1,886,579
 4.5% 4/1/27
 
11,228,000
11,451,109
 4.75% 1/15/28
 
4,424,000
4,499,244
 4.95% 4/1/24
 
939,000
959,484
 5.25% 1/15/26
 
3,942,000
4,088,110
Piedmont Operating Partnership LP 2.75% 4/1/32
 
1,018,000
907,087
Realty Income Corp.:
  
  
  
 2.2% 6/15/28
 
553,000
510,138
 2.85% 12/15/32
 
679,000
641,495
 3.25% 1/15/31
 
707,000
694,279
 3.4% 1/15/28
 
1,104,000
1,100,860
Retail Opportunity Investments Partnership LP:
  
  
  
 4% 12/15/24
 
678,000
679,843
 5% 12/15/23
 
511,000
520,793
Simon Property Group LP 2.45% 9/13/29
 
1,129,000
1,052,056
SITE Centers Corp.:
  
  
  
 3.625% 2/1/25
 
1,568,000
1,569,019
 4.25% 2/1/26
 
2,048,000
2,071,894
Store Capital Corp.:
  
  
  
 2.75% 11/18/30
 
6,048,000
5,472,704
 4.625% 3/15/29
 
1,243,000
1,289,977
Sun Communities Operating LP:
  
  
  
 2.3% 11/1/28
 
1,158,000
1,049,118
 2.7% 7/15/31
 
2,990,000
2,697,386
Ventas Realty LP:
  
  
  
 3% 1/15/30
 
5,289,000
5,061,424
 3.5% 2/1/25
 
4,467,000
4,479,053
 4% 3/1/28
 
1,555,000
1,588,696
 4.125% 1/15/26
 
1,079,000
1,103,606
 4.375% 2/1/45
 
529,000
532,615
 4.75% 11/15/30
 
6,944,000
7,389,729
Vornado Realty LP 2.15% 6/1/26
 
1,306,000
1,220,603
WP Carey, Inc.:
  
  
  
 2.4% 2/1/31
 
2,634,000
2,373,732
 3.85% 7/15/29
 
884,000
894,087
 4% 2/1/25
 
3,716,000
3,795,059
 
  
  
120,318,323
Real Estate Management & Development - 0.5%
  
  
  
Brandywine Operating Partnership LP:
  
  
  
 3.95% 2/15/23
 
3,820,000
3,844,834
 3.95% 11/15/27
 
3,198,000
3,201,885
 4.1% 10/1/24
 
3,515,000
3,556,168
 4.55% 10/1/29
 
4,050,000
4,195,027
CBRE Group, Inc. 2.5% 4/1/31
 
3,859,000
3,486,679
Post Apartment Homes LP 3.375% 12/1/22
 
274,000
274,917
Tanger Properties LP:
  
  
  
 2.75% 9/1/31
 
3,041,000
2,637,906
 3.125% 9/1/26
 
4,235,000
4,065,506
 
  
  
25,262,922
TOTAL REAL ESTATE
  
  
145,581,245
UTILITIES - 1.4%
 
  
  
Electric Utilities - 0.7%
  
  
  
Alabama Power Co. 3.05% 3/15/32
 
4,570,000
4,443,493
Cleco Corporate Holdings LLC:
  
  
  
 3.375% 9/15/29
 
2,390,000
2,284,113
 3.743% 5/1/26
 
9,137,000
9,258,371
Duke Energy Corp. 2.45% 6/1/30
 
1,929,000
1,777,311
Duquesne Light Holdings, Inc.:
  
  
  
 2.532% 10/1/30 (b)
  
916,000
821,644
 2.775% 1/7/32 (b)
  
3,169,000
2,832,310
Entergy Corp. 2.8% 6/15/30
 
1,980,000
1,855,696
Eversource Energy 2.8% 5/1/23
 
3,543,000
3,550,550
Exelon Corp.:
  
  
  
 2.75% 3/15/27 (b)
  
1,012,000
986,063
 3.35% 3/15/32 (b)
  
1,228,000
1,196,538
 4.05% 4/15/30
 
1,206,000
1,244,875
 4.1% 3/15/52 (b)
  
910,000
924,261
 4.7% 4/15/50
 
537,000
590,578
FirstEnergy Corp. 7.375% 11/15/31
 
3,718,000
4,585,632
IPALCO Enterprises, Inc. 3.7% 9/1/24
 
1,495,000
1,498,874
 
  
  
37,850,309
Gas Utilities - 0.0%
  
  
  
Nakilat, Inc. 6.067% 12/31/33 (b)
  
1,187,243
1,354,422
Independent Power and Renewable Electricity Producers - 0.3%
  
  
  
Emera U.S. Finance LP 3.55% 6/15/26
 
1,311,000
1,309,650
The AES Corp.:
  
  
  
 3.3% 7/15/25 (b)
  
5,956,000
5,843,432
 3.95% 7/15/30 (b)
  
5,194,000
5,145,470
 
  
  
12,298,552
Multi-Utilities - 0.4%
  
  
  
Berkshire Hathaway Energy Co. 4.05% 4/15/25
 
8,619,000
8,884,464
Consolidated Edison Co. of New York, Inc. 3.35% 4/1/30
 
548,000
546,211
NiSource, Inc. 2.95% 9/1/29
 
5,930,000
5,651,026
Puget Energy, Inc.:
  
  
  
 4.1% 6/15/30
 
2,331,000
2,326,540
 4.224% 3/15/32
 
4,173,000
4,181,398
WEC Energy Group, Inc. 3 month U.S. LIBOR + 2.610% 2.6189% 5/15/67 (c)(e)
  
989,000
838,672
 
  
  
22,428,311
TOTAL UTILITIES
  
  
73,931,594
 
TOTAL NONCONVERTIBLE BONDS
 (Cost $1,834,880,722)
  
  
  
1,717,496,159
 
  
  
  
U.S. Treasury Obligations - 36.0%
 
  
Principal
Amount (a)
 
Value ($)
 
U.S. Treasury Bonds:
  
  
  
 1.125% 5/15/40
 
27,923,100
22,002,530
 1.75% 8/15/41
 
98,418,200
85,300,899
 1.875% 11/15/51
 
61,462,200
53,913,874
 2% 11/15/41 (f)
  
16,900,000
15,291,859
 2% 8/15/51
 
253,059,800
228,307,388
 2.25% 2/15/52
 
33,800,000
32,416,313
 3% 2/15/47
 
67,280,100
72,391,811
U.S. Treasury Notes:
  
  
  
 0.125% 8/15/23
 
79,149,300
77,068,539
 0.125% 8/31/23
 
79,588,100
77,430,516
 0.25% 5/15/24
 
15,451,000
14,768,380
 0.25% 7/31/25
 
208,468,400
193,273,009
 0.75% 3/31/26
 
117,696,800
109,756,863
 0.75% 8/31/26
 
34,663,800
32,127,656
 0.875% 9/30/26
 
20,798,300
19,359,480
 1.125% 10/31/26
 
41,596,600
39,126,802
 1.125% 8/31/28
 
86,127,100
79,351,319
 1.125% 2/15/31 (g)
  
133,949,300
120,946,800
 1.25% 5/31/28
 
280,574,300
261,208,093
 1.25% 9/30/28
 
19,463,800
18,061,798
 1.375% 11/15/31 (f)
  
112,397,100
103,124,339
 1.5% 1/31/27
 
6,200,000
5,924,875
 1.5% 11/30/28 (f)(h)
  
2,000,000
1,883,906
 1.625% 9/30/26
 
71,350,100
68,699,555
 1.75% 1/31/29
 
33,700,000
32,267,750
 2.25% 4/30/24
 
40,250,000
40,143,086
 2.5% 1/31/24
 
53,590,300
53,770,330
 
TOTAL U.S. TREASURY OBLIGATIONS
 (Cost $2,002,510,871)
  
  
1,857,917,770
 
  
  
  
U.S. Government Agency - Mortgage Securities - 19.9%
 
  
Principal
Amount (a)
 
Value ($)
 
Fannie Mae - 6.3%
 
  
  
12 month U.S. LIBOR + 1.480% 1.855% 7/1/34 (c)(e)
  
5,096
5,293
12 month U.S. LIBOR + 1.550% 1.803% 6/1/36 (c)(e)
  
5,254
5,484
12 month U.S. LIBOR + 1.630% 1.95% 11/1/36 (c)(e)
  
69,372
72,266
12 month U.S. LIBOR + 1.700% 1.968% 6/1/42 (c)(e)
  
41,170
42,986
12 month U.S. LIBOR + 1.730% 2.062% 5/1/36 (c)(e)
  
40,674
42,648
12 month U.S. LIBOR + 1.750% 2.082% 7/1/35 (c)(e)
  
4,686
4,874
12 month U.S. LIBOR + 1.780% 2.163% 2/1/36 (c)(e)
  
27,080
28,206
12 month U.S. LIBOR + 1.800% 2.05% 7/1/41 (c)(e)
  
27,368
28,680
12 month U.S. LIBOR + 1.810% 2.068% 7/1/41 (c)(e)
  
36,656
38,571
12 month U.S. LIBOR + 1.810% 2.068% 9/1/41 (c)(e)
  
14,378
15,084
12 month U.S. LIBOR + 1.820% 2.195% 12/1/35 (c)(e)
  
16,446
17,192
12 month U.S. LIBOR + 1.830% 2.08% 10/1/41 (c)(e)
  
13,199
13,442
12 month U.S. LIBOR + 1.950% 2.202% 7/1/37 (c)(e)
  
11,471
12,122
12 month U.S. LIBOR + 1.950% 2.246% 9/1/36 (c)(e)
  
34,301
35,541
6 month U.S. LIBOR + 1.310% 1.438% 5/1/34 (c)(e)
  
28,759
29,575
6 month U.S. LIBOR + 1.420% 1.571% 9/1/33 (c)(e)
  
43,865
44,961
6 month U.S. LIBOR + 1.550% 1.747% 10/1/33 (c)(e)
  
3,189
3,300
6 month U.S. LIBOR + 1.560% 1.815% 7/1/35 (c)(e)
  
4,798
4,986
U.S. TREASURY 1 YEAR INDEX + 1.940% 1.87% 10/1/33 (c)(e)
  
54,304
56,641
U.S. TREASURY 1 YEAR INDEX + 2.200% 2.333% 3/1/35 (c)(e)
  
4,016
4,192
U.S. TREASURY 1 YEAR INDEX + 2.220% 2.338% 8/1/36 (c)(e)
  
113,340
118,625
U.S. TREASURY 1 YEAR INDEX + 2.280% 2.409% 10/1/33 (c)(e)
  
8,551
8,915
U.S. TREASURY 1 YEAR INDEX + 2.420% 2.538% 5/1/35 (c)(e)
  
12,793
13,360
1.5% 11/1/41
 
4,983,485
4,508,936
2% 12/1/36 to 3/1/52
 
64,271,533
59,856,080
2.5% 7/1/31 to 3/1/52
 
69,833,226
67,243,340
3% 8/1/32 to 2/1/52 (f)(h)
  
74,565,291
73,813,206
3.5% 8/1/37 to 3/1/52
 
70,446,001
71,068,946
4% 7/1/39 to 11/1/49
 
25,081,444
25,929,383
4.5% to 4.5% 5/1/25 to 9/1/49
 
16,199,029
17,038,993
5% 3/1/23 to 5/1/44
 
700,131
747,848
6% 10/1/34 to 1/1/42
 
2,595,604
2,861,857
6.5% 12/1/23 to 8/1/36
 
480,704
530,704
7% to 7% 11/1/23 to 8/1/32
 
78,440
84,096
7.5% to 7.5% 9/1/22 to 11/1/31
 
95,287
104,049
8% 1/1/30
 
244
272
8.5% 3/1/25
 
60
64
TOTAL FANNIE MAE
  
  
324,434,718
Freddie Mac - 3.8%
 
  
  
12 month U.S. LIBOR + 1.370% 1.646% 3/1/36 (c)(e)
  
37,731
38,907
12 month U.S. LIBOR + 1.880% 2.13% 4/1/41 (c)(e)
  
5,128
5,404
12 month U.S. LIBOR + 1.880% 2.13% 9/1/41 (c)(e)
  
20,491
21,404
12 month U.S. LIBOR + 1.910% 2.16% 5/1/41 (c)(e)
  
42,779
45,075
12 month U.S. LIBOR + 1.910% 2.16% 6/1/41 (c)(e)
  
55,766
58,722
12 month U.S. LIBOR + 1.910% 2.16% 6/1/41 (c)(e)
  
14,532
15,289
12 month U.S. LIBOR + 1.910% 2.197% 5/1/41 (c)(e)
  
40,713
42,938
12 month U.S. LIBOR + 2.030% 2.281% 3/1/33 (c)(e)
  
616
637
12 month U.S. LIBOR + 2.160% 2.41% 11/1/35 (c)(e)
  
10,209
10,660
6 month U.S. LIBOR + 1.650% 1.808% 4/1/35 (c)(e)
  
36,904
38,396
6 month U.S. LIBOR + 2.680% 2.844% 10/1/35 (c)(e)
  
7,070
7,443
U.S. TREASURY 1 YEAR INDEX + 2.240% 2.371% 1/1/35 (c)(e)
  
4,680
4,878
2% 6/1/50 to 4/1/52
 
52,312,328
48,680,383
2.5% 8/1/32 to 2/1/52
 
46,982,783
45,111,391
3% 6/1/31 to 2/1/52
 
24,668,365
24,432,036
3.5% 3/1/32 to 3/1/52
 
45,324,880
46,045,069
4% 5/1/37 to 6/1/48
 
18,082,090
18,721,069
4.5% 7/1/25 to 10/1/48
 
11,152,209
11,812,186
5% 1/1/40 to 6/1/41
 
908,433
981,130
6% 4/1/32 to 8/1/37
 
264,871
288,414
7.5% 8/1/26 to 11/1/31
 
10,248
11,372
8% 4/1/27 to 5/1/27
 
788
852
8.5% 5/1/27 to 1/1/28
 
1,673
1,809
TOTAL FREDDIE MAC
  
  
196,375,464
Ginnie Mae - 4.3%
 
  
  
3% 12/20/42 to 10/20/51
 
18,080,715
17,990,950
3.5% 12/20/40 to 6/20/50
 
17,616,567
17,829,569
4% 2/15/40 to 4/20/48
 
16,965,279
17,568,665
4.5% 5/15/39 to 5/20/41
 
3,386,556
3,593,630
5% 3/15/39 to 4/20/48
 
2,014,511
2,155,002
6.5% 4/15/35 to 11/15/35
 
35,905
39,866
7% 1/15/28 to 7/15/32
 
255,431
277,876
7.5% to 7.5% 10/15/22 to 10/15/28
 
47,214
50,591
8% 3/15/30 to 9/15/30
 
5,273
5,847
2% 4/1/52 (d)
  
2,900,000
2,757,404
2% 4/1/52 (d)
  
10,750,000
10,221,410
2% 4/1/52 (d)
  
1,800,000
1,711,492
2% 4/1/52 (d)
  
7,300,000
6,941,050
2% 4/1/52 (d)
  
7,250,000
6,893,509
2% 5/1/52 (d)
  
9,300,000
8,828,540
2% 5/1/52 (d)
  
7,300,000
6,929,929
2% 5/1/52 (d)
  
7,850,000
7,452,047
2% 5/1/52 (d)
  
8,000,000
7,594,443
2.5% 12/20/51
 
197,460
191,786
2.5% 4/1/52 (d)
  
4,600,000
4,461,237
2.5% 4/1/52 (d)
  
8,950,000
8,680,015
2.5% 4/1/52 (d)
  
900,000
872,851
2.5% 5/1/52 (d)
  
7,900,000
7,645,334
2.5% 5/1/52 (d)
  
6,850,000
6,629,182
2.5% 5/1/52 (d)
  
15,000,000
14,516,457
3% 4/1/52 (d)
  
6,700,000
6,622,553
3% 4/1/52 (d)
  
5,600,000
5,535,268
3% 4/1/52 (d)
  
4,500,000
4,447,984
3% 5/1/52 (d)
  
9,550,000
9,414,615
3.5% 4/1/52 (d)
  
2,100,000
2,112,350
3.5% 4/1/52 (d)
  
6,100,000
6,135,873
3.5% 4/1/52 (d)
  
3,800,000
3,822,347
3.5% 4/1/52 (d)
  
6,250,000
6,286,756
4% 4/1/52 (d)
  
9,200,000
9,380,269
4% 4/1/52 (d)
  
950,000
968,615
4% 4/1/52 (d)
  
950,000
968,615
4% 4/1/52 (d)
  
750,000
764,696
4% 4/1/52 (d)
  
550,000
560,777
TOTAL GINNIE MAE
  
  
218,859,400
Uniform Mortgage Backed Securities - 5.5%
 
  
  
1.5% 4/1/37 (d)
  
8,500,000
8,060,789
1.5% 4/1/37 (d)
  
2,850,000
2,702,735
1.5% 4/1/37 (d)
  
1,400,000
1,327,659
1.5% 4/1/37 (d)
  
1,450,000
1,375,076
1.5% 4/1/52 (d)
  
2,700,000
2,408,651
1.5% 4/1/52 (d)
  
1,300,000
1,159,721
1.5% 4/1/52 (d)
  
1,050,000
936,698
1.5% 4/1/52 (d)
  
14,250,000
12,712,325
1.5% 4/1/52 (d)
  
6,050,000
5,397,163
1.5% 5/1/52 (d)
  
9,400,000
8,370,988
2% 4/1/37 (d)
  
6,300,000
6,117,204
2% 4/1/37 (d)
  
850,000
825,337
2% 4/1/37 (d)
  
5,300,000
5,146,219
2% 4/1/37 (d)
  
4,250,000
4,126,685
2% 4/1/37 (d)
  
5,350,000
5,194,769
2% 4/1/37 (d)
  
5,350,000
5,194,769
2% 5/1/37 (d)
  
9,400,000
9,107,062
2% 5/1/37 (d)
  
3,650,000
3,536,253
2% 4/1/52 (d)
  
15,200,000
14,107,737
2% 4/1/52 (d)
  
2,300,000
2,134,723
2% 4/1/52 (d)
  
2,600,000
2,413,166
2% 4/1/52 (d)
  
1,800,000
1,670,653
2% 4/1/52 (d)
  
1,700,000
1,577,839
2% 4/1/52 (d)
  
5,200,000
4,826,331
2% 4/1/52 (d)
  
9,900,000
9,188,592
2% 4/1/52 (d)
  
9,200,000
8,538,894
2% 4/1/52 (d)
  
4,300,000
3,991,005
2% 4/1/52 (d)
  
350,000
324,849
2% 5/1/52 (d)
  
17,600,000
16,305,712
2% 5/1/52 (d)
  
2,500,000
2,316,152
2.5% 5/1/37 (d)
  
4,600,000
4,531,362
2.5% 4/1/52 (d)
  
22,000,000
20,992,814
2.5% 4/1/52 (d)
  
7,750,000
7,395,196
2.5% 4/1/52 (d)
  
10,850,000
10,353,274
2.5% 4/1/52 (d)
  
6,850,000
6,536,399
2.5% 4/1/52 (d)
  
1,000,000
954,219
2.5% 4/1/52 (d)
  
1,000,000
954,219
2.5% 5/1/52 (d)
  
11,050,000
10,522,535
2.5% 5/1/52 (d)
  
10,950,000
10,427,308
2.5% 6/1/52 (d)
  
15,600,000
14,827,313
3% 4/1/52 (d)
  
9,600,000
9,392,250
3% 4/1/52 (d)
  
2,600,000
2,543,734
3.5% 4/1/52 (d)
  
4,900,000
4,908,805
3.5% 4/1/52 (d)
  
6,100,000
6,110,961
3.5% 4/1/52 (d)
  
7,600,000
7,613,656
3.5% 4/1/52 (d)
  
950,000
951,707
3.5% 4/1/52 (d)
  
950,000
951,707
3.5% 5/1/52 (d)
  
150,000
149,707
3.5% 5/1/52 (d)
  
2,000,000
1,996,094
4% 4/1/52 (d)
  
9,200,000
9,389,036
4% 4/1/52 (d)
  
950,000
969,520
4% 4/1/52 (d)
  
950,000
969,520
TOTAL UNIFORM MORTGAGE BACKED SECURITIES
  
  
284,537,092
 
TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES
 (Cost $1,061,087,631)
  
  
  
1,024,206,674
 
  
  
  
Asset-Backed Securities - 6.1%
 
  
Principal
Amount (a)
 
Value ($)
 
AASET Trust:
  
  
  
 Series 2018-1A Class A, 3.844% 1/16/38 (b)
  
2,034,780
1,404,004
 Series 2019-1 Class A, 3.844% 5/15/39 (b)
  
2,137,656
1,370,529
 Series 2019-2:
 
  
  
Class A, 3.376% 10/16/39 (b)
 
  
3,833,152
3,043,356
Class B, 4.458% 10/16/39 (b)
 
  
713,637
463,932
 Series 2021-1A Class A, 2.95% 11/16/41 (b)
  
4,496,998
3,722,396
 Series 2021-2A Class A, 2.798% 1/15/47 (b)
  
8,034,537
7,400,787
Aimco Series 2021-BA Class AR, 3 month U.S. LIBOR + 1.100% 1.3413% 1/15/32 (b)(c)(e)
  
1,196,595
1,187,118
AIMCO CLO Ltd. Series 2021-11A Class AR, 3 month U.S. LIBOR + 1.130% 1.3713% 10/17/34 (b)(c)(e)
  
2,895,122
2,863,849
AIMCO CLO Ltd. / AIMCO CLO LLC Series 2021-14A Class A, 3 month U.S. LIBOR + 0.990% 1.244% 4/20/34 (b)(c)(e)
  
7,080,431
6,980,696
Allegro CLO, Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.140% 1.394% 7/20/34 (b)(c)(e)
  
3,462,915
3,428,615
Apollo Aviation Securitization Equity Trust Series 2020-1A:
  
  
  
 Class A, 3.351% 1/16/40 (b)
  
1,651,225
1,452,757
 Class B, 4.335% 1/16/40 (b)
  
473,101
219,282
Ares CLO Series 2019-54A Class A, 3 month U.S. LIBOR + 1.320% 1.5613% 10/15/32 (b)(c)(e)
  
3,790,141
3,773,036
Ares LIX CLO Ltd. Series 2021-59A Class A, 3 month U.S. LIBOR + 1.030% 1.2877% 4/25/34 (b)(c)(e)
  
2,349,513
2,320,957
Ares LV CLO Ltd. Series 2021-55A Class A1R, 3 month U.S. LIBOR + 1.130% 1.3713% 7/15/34 (b)(c)(e)
  
4,364,867
4,337,805
Ares LVIII CLO LLC Series 2022-58A Class AR, UNITED STATES 90 DAY AVERAGE S + 1.330% 1.5112% 1/15/35 (b)(c)(e)
  
5,823,000
5,809,368
Ares XLI CLO Ltd. / Ares XLI CLO LLC Series 2021-41A Class AR2, 3 month U.S. LIBOR + 1.070% 1.3113% 4/15/34 (b)(c)(e)
  
4,911,862
4,875,563
Ares XXXIV CLO Ltd. Series 2020-2A Class AR2, 3 month U.S. LIBOR + 1.250% 1.4913% 4/17/33 (b)(c)(e)
  
1,505,103
1,495,562
Babson CLO Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.150% 1.3913% 10/15/36 (b)(c)(e)
  
2,921,466
2,893,119
Barings CLO Ltd.:
  
  
  
 Series 2021-1A Class A, 3 month U.S. LIBOR + 1.020% 1.2777% 4/25/34 (b)(c)(e)
  
5,159,362
5,110,183
 Series 2021-4A Class A, 3 month U.S. LIBOR + 1.220% 1.474% 1/20/32 (b)(c)(e)
  
4,679,615
4,651,790
Beechwood Park CLO Ltd. Series 2022-1A Class A1R, CME TERM SOFR 3 MONTH INDEX + 1.300% 1.5587% 1/17/35 (b)(c)(e)
  
5,919,000
5,904,984
BETHP Series 2021-1A Class A, 3 month U.S. LIBOR + 1.130% 1.2698% 1/15/35 (b)(c)(e)
  
4,414,783
4,374,035
Blackbird Capital Aircraft:
  
  
  
 Series 2016-1A:
 
  
  
Class A, 4.213% 12/16/41 (b)
 
  
4,633,846
4,326,257
Class AA, 2.487% 12/16/41 (b)(c)
 
  
622,271
592,658
 Series 2021-1A Class A, 2.443% 7/15/46 (b)
  
6,094,147
5,573,742
Bristol Park CLO, Ltd. Series 2020-1A Class AR, 3 month U.S. LIBOR + 0.990% 1.2313% 4/15/29 (b)(c)(e)
  
4,500,750
4,488,044
Castlelake Aircraft Securitization Trust Series 2019-1A:
  
  
  
 Class A, 3.967% 4/15/39 (b)
  
3,024,846
2,739,793
 Class B, 5.095% 4/15/39 (b)
  
1,505,423
1,269,520
Castlelake Aircraft Structured Trust:
  
  
  
 Series 2018-1 Class A, 4.125% 6/15/43 (b)
  
2,497,164
2,251,633
 Series 2021-1A Class A, 3.474% 1/15/46 (b)
  
1,335,496
1,236,865
Cedar Funding Ltd.:
  
  
  
 Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.100% 1.354% 10/20/32 (b)(c)(e)
  
3,529,470
3,495,435
 Series 2022-15A Class A, CME TERM SOFR 3 MONTH INDEX + 1.320% 2.0327% 4/20/35 (b)(c)(e)
  
5,493,000
5,486,458
Cedar Funding XII CLO Ltd. / Cedar Funding XII CLO LLC Series 2021-12A Class A1R, 3 month U.S. LIBOR + 1.130% 1.3877% 10/25/34 (b)(c)(e)
  
2,709,324
2,681,437
CEDF Series 2021-6A Class ARR, 3 month U.S. LIBOR + 1.050% 1.304% 4/20/34 (b)(c)(e)
  
4,267,116
4,219,141
Cent CLO Ltd. / Cent CLO Series 2021-29A Class AR, 3 month U.S. LIBOR + 1.170% 1.424% 10/20/34 (b)(c)(e)
  
4,393,985
4,351,003
Columbia Cent CLO 31 Ltd. Series 2021-31A Class A1, 3 month U.S. LIBOR + 1.200% 1.454% 4/20/34 (b)(c)(e)
  
4,714,279
4,672,836
Columbia Cent CLO Ltd. / Columbia Cent CLO Corp. Series 2021-30A Class A1, 3 month U.S. LIBOR + 1.310% 1.564% 1/20/34 (b)(c)(e)
  
6,170,159
6,120,236
DB Master Finance LLC Series 2017-1A Class A2II, 4.03% 11/20/47 (b)
  
4,011,840
4,024,493
Dryden 98 CLO Ltd. Series 2022-98A Class A, CME TERM SOFR 3 MONTH INDEX + 1.300% 2.204% 4/20/35 (b)(c)(e)
  
3,085,000
3,077,760
Dryden CLO, Ltd.:
  
  
  
 Series 2021-76A Class A1R, 3 month U.S. LIBOR + 1.150% 1.404% 10/20/34 (b)(c)(e)
  
2,917,307
2,885,491
 Series 2021-83A Class A, 3 month U.S. LIBOR + 1.220% 1.4613% 1/18/32 (b)(c)(e)
  
3,577,306
3,561,913
Dryden Senior Loan Fund:
  
  
  
 Series 2020-78A Class A, 3 month U.S. LIBOR + 1.180% 1.4213% 4/17/33 (b)(c)(e)
  
2,981,088
2,958,673
 Series 2021-85A Class AR, 3 month U.S. LIBOR + 1.150% 1.3913% 10/15/35 (b)(c)(e)
  
3,880,961
3,844,988
 Series 2021-90A Class A1A, 3 month U.S. LIBOR + 1.130% 1.2897% 2/20/35 (b)(c)(e)
  
2,307,917
2,285,798
Eaton Vance CLO, Ltd.:
  
  
  
 Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.100% 1.3413% 4/15/31 (b)(c)(e)
  
2,000,795
1,987,634
 Series 2021-2A Class AR, 3 month U.S. LIBOR + 1.150% 1.3913% 1/15/35 (b)(c)(e)
  
5,288,000
5,255,579
Eaton Vance CLO, Ltd. / Eaton Vance CLO LLC Series 2021-1A Class A13R, 3 month U.S. LIBOR + 1.250% 1.4913% 1/15/34 (b)(c)(e)
  
1,005,251
998,418
Flatiron CLO Ltd. Series 2021-1A:
  
  
  
 Class A1, 3 month U.S. LIBOR + 1.110% 1.358% 7/19/34 (b)(c)(e)
  
3,148,168
3,122,019
 Class AR, 3 month U.S. LIBOR + 1.080% 1.5386% 11/16/34 (b)(c)(e)
  
4,506,296
4,465,338
Flatiron CLO Ltd. / Flatiron CLO LLC Series 2020-1A Class A, 3 month U.S. LIBOR + 1.300% 1.7796% 11/20/33 (b)(c)(e)
  
4,388,439
4,361,902
Horizon Aircraft Finance I Ltd. Series 2018-1 Class A, 4.458% 12/15/38 (b)
  
1,697,339
1,562,871
Horizon Aircraft Finance Ltd. Series 2019-1 Class A, 3.721% 7/15/39 (b)
  
1,751,841
1,562,613
Invesco CLO Ltd. Series 2021-3A Class A, 3 month U.S. LIBOR + 1.130% 1.2485% 10/22/34 (b)(c)(e)
  
3,092,012
3,058,374
KKR CLO Ltd. Series 2022-41A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.330% 2.0223% 4/15/35 (b)(c)(e)
  
7,169,000
7,152,060
Lucali CLO Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.210% 1.4513% 1/15/33 (b)(c)(e)
  
2,218,484
2,207,374
Madison Park Funding Series 2020-19A Class A1R2, 3 month U.S. LIBOR + 0.920% 1.1789% 1/22/28 (b)(c)(e)
  
3,037,297
3,030,359
Madison Park Funding L Ltd. / Madison Park Funding L LLC Series 2021-50A Class A, 3 month U.S. LIBOR + 1.140% 1.388% 4/19/34 (b)(c)(e)
  
4,943,060
4,915,863
Madison Park Funding LII Ltd. / Madison Park Funding LII LLC Series 2021-52A Class A, 3 month U.S. LIBOR + 1.100% 1.1926% 1/22/35 (b)(c)(e)
  
5,026,253
4,975,543
Madison Park Funding XLV Ltd./Madison Park Funding XLV LLC Series 2021-45A Class AR, 3 month U.S. LIBOR + 1.120% 1.3613% 7/15/34 (b)(c)(e)
  
3,141,928
3,127,375
Madison Park Funding XXXII, Ltd. / Madison Park Funding XXXII LLC Series 2021-32A Class A2R, 3 month U.S. LIBOR + 1.200% 1.4589% 1/22/31 (b)(c)(e)
  
1,296,427
1,295,835
Magnetite CLO Ltd. Series 2021-27A Class AR, 3 month U.S. LIBOR + 1.140% 1.394% 10/20/34 (b)(c)(e)
  
1,041,994
1,031,846
Magnetite IX, Ltd. / Magnetite IX LLC Series 2021-30A Class A, 3 month U.S. LIBOR + 1.130% 1.2622% 10/25/34 (b)(c)(e)
  
5,328,522
5,282,148
Magnetite XXI Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.020% 1.274% 4/20/34 (b)(c)(e)
  
4,120,834
4,081,748
Magnetite XXIX, Ltd. / Magnetite XXIX LLC Series 2021-29A Class A, 3 month U.S. LIBOR + 0.990% 1.2313% 1/15/34 (b)(c)(e)
  
4,305,246
4,268,712
Marlette Funding Trust Series 2022-1A Class A, 1.36% 4/15/32 (b)
  
8,300,000
8,244,290
Milos CLO, Ltd. Series 2020-1A Class AR, 3 month U.S. LIBOR + 1.070% 1.324% 10/20/30 (b)(c)(e)
  
4,514,615
4,488,548
Park Place Securities, Inc. Series 2005-WCH1 Class M4, 1 month U.S. LIBOR + 1.240% 1.7016% 1/25/36 (c)(e)
  
160,373
159,834
Peace Park CLO, Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.130% 1.384% 10/20/34 (b)(c)(e)
  
1,720,018
1,701,402
Planet Fitness Master Issuer LLC:
  
  
  
 Series 2019-1A Class A2, 3.858% 12/5/49 (b)
  
3,284,400
3,094,371
 Series 2022-1A:
 
  
  
Class A2I, 3.251% 12/5/51 (b)
 
  
3,600,000
3,426,059
Class A2II, 4.008% 12/5/51 (b)
 
  
3,217,000
2,982,928
Project Silver Series 2019-1 Class A, 3.967% 7/15/44 (b)
  
3,278,025
2,921,696
Rockland Park CLO Ltd. Series 2021-1A Class A, 3 month U.S. LIBOR + 1.120% 1.374% 4/20/34 (b)(c)(e)
  
5,887,302
5,843,618
RR 7 Ltd. Series 2022-7A Class A1AB, 3 month U.S. LIBOR + 1.340% 1.5203% 1/15/37 (b)(c)(e)
  
5,953,000
5,939,046
Sapphire Aviation Finance Series 2020-1A:
  
  
  
 Class A, 3.228% 3/15/40 (b)
  
3,397,815
3,067,247
 Class B, 4.335% 3/15/40 (b)
  
521,805
408,094
SBA Tower Trust:
  
  
  
 Series 2019, 2.836% 1/15/50 (b)
  
4,299,000
4,231,979
 1.884% 7/15/50 (b)
  
1,656,000
1,564,012
 2.328% 7/15/52 (b)
  
1,266,000
1,201,147
SYMP Series 2022-32A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.320% 1.85% 4/23/35 (b)(c)(e)
  
6,160,000
6,149,522
Symphony CLO XXI, Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.060% 1.3013% 7/15/32 (b)(c)(e)
  
580,272
576,216
Symphony CLO XXV Ltd. / Symphony CLO XXV LLC Series 2021-25A Class A, 3 month U.S. LIBOR + 0.980% 1.228% 4/19/34 (b)(c)(e)
  
5,230,076
5,172,305
Symphony CLO XXVI Ltd. / Symphony CLO XXVI LLC Series 2021-26A Class AR, 3 month U.S. LIBOR + 1.080% 1.334% 4/20/33 (b)(c)(e)
  
3,750,625
3,738,150
Terwin Mortgage Trust Series 2003-4HE Class A1, 1 month U.S. LIBOR + 0.860% 1.3166% 9/25/34 (c)(e)
  
6,068
5,932
Thunderbolt Aircraft Lease Ltd. Series 2018-A Class A, 4.147% 9/15/38 (b)(c)
  
4,033,265
3,596,257
Thunderbolt III Aircraft Lease Ltd. Series 2019-1 Class A, 3.671% 11/15/39 (b)
  
5,013,018
4,395,669
Upstart Securitization Trust 3.12% 3/20/32 (b)
  
2,100,000
2,082,638
Voya CLO Ltd. Series 2019-2A Class A, 3 month U.S. LIBOR + 1.270% 1.524% 7/20/32 (b)(c)(e)
  
4,542,346
4,521,969
Voya CLO Ltd./Voya CLO LLC:
  
  
  
 Series 2021-2A Class A1R, 3 month U.S. LIBOR + 1.160% 1.408% 7/19/34 (b)(c)(e)
  
2,886,802
2,871,848
 Series 2021-3A Class AR, 3 month U.S. LIBOR + 1.150% 1.404% 10/20/34 (b)(c)(e)
  
5,908,100
5,863,340
Voya CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.150% 1.3913% 7/16/34 (b)(c)(e)
  
2,915,227
2,894,124
 
TOTAL ASSET-BACKED SECURITIES
 (Cost $323,983,768)
  
  
314,113,749
 
  
  
  
Collateralized Mortgage Obligations - 0.5%
 
  
Principal
Amount (a)
 
Value ($)
 
Private Sponsor - 0.5%
 
  
  
Binom Securitization Trust 202 Series 2022-RPL1 Class A1, 3% 2/25/61 (b)
  
4,433,574
4,302,081
BRAVO Residential Funding Trust sequential payer Series 2022-RPL1 Class A1, 2.75% 9/25/61 (b)
  
6,212,247
6,138,365
Cascade Funding Mortgage Trust Series 2021-HB6 Class A, 0.8983% 6/25/36 (b)
  
3,182,757
3,150,863
Finance of America HECM Buyout sequential payer Series 2022-HB1 Class A, 2.6948% 2/25/32 (b)(c)
  
7,900,000
7,750,680
NYMT Loan Trust sequential payer Series 2021-CP1 Class A1, 2.0424% 7/25/61 (b)
  
2,587,508
2,510,506
Preston Ridge Partners Mortgage Trust Series 2021-2 Class A1, 2.115% 3/25/26 (b)
  
4,543,935
4,389,675
Sequoia Mortgage Trust floater Series 2004-6 Class A3B, 6 month U.S. LIBOR + 0.880% 1.1915% 7/20/34 (c)(e)
  
1,239
1,199
TOTAL PRIVATE SPONSOR
  
  
28,243,369
U.S. Government Agency - 0.0%
 
  
  
Fannie Mae planned amortization class:
  
  
  
 Series 1999-54 Class PH, 6.5% 11/18/29
 
41,036
43,363
 Series 1999-57 Class PH, 6.5% 12/25/29
 
61,900
64,742
Ginnie Mae guaranteed REMIC pass-thru certificates:
  
  
  
 sequential payer Series 2013-H06 Class HA, 1.65% 1/20/63 (i)
  
22,245
22,217
 Series 2007-35 Class SC, 40.200% - 1 month U.S. LIBOR 37.6166% 6/16/37 (c)(j)
  
10,759
15,767
TOTAL U.S. GOVERNMENT AGENCY
  
  
146,089
 
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
 (Cost $29,069,909)
  
  
  
28,389,458
 
  
  
  
Commercial Mortgage Securities - 5.2%
 
  
Principal
Amount (a)
 
Value ($)
 
BAMLL Commercial Mortgage Securities Trust:
  
  
  
 floater Series 2022-DKLX:
 
  
  
Class A, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 1.150% 1.452% 1/15/39 (b)(c)(e)
 
  
3,239,000
3,211,734
Class B, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 1.550% 1.852% 1/15/39 (b)(c)(e)
 
  
618,000
611,709
Class C, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 2.150% 2.452% 1/15/39 (b)(c)(e)
 
  
437,000
432,616
 sequential payer Series 2019-BPR Class ANM, 3.112% 11/5/32 (b)
  
2,673,000
2,615,680
 Series 2019-BPR:
 
  
  
Class BNM, 3.465% 11/5/32 (b)
 
  
600,000
576,829
Class CNM, 3.7186% 11/5/32 (b)(c)
 
  
248,000
234,412
BANK sequential payer:
  
  
  
 Series 2018-BN10 Class A5, 3.688% 2/15/61
 
266,911
271,637
 Series 2019-BN21 Class A5, 2.851% 10/17/52
 
456,176
440,946
Benchmark Mortgage Trust:
  
  
  
 sequential payer:
 
  
  
Series 2018-B4 Class A5, 4.121% 7/15/51
 
  
950,482
987,883
Series 2019-B10 Class A4, 3.717% 3/15/62
 
  
881,154
898,215
 Series 2018-B8 Class A5, 4.2317% 1/15/52
 
6,516,104
6,833,050
BFLD Trust floater sequential payer Series 2020-OBRK Class A, 1 month U.S. LIBOR + 2.050% 2.447% 11/15/28 (b)(c)(e)
  
2,439,000
2,414,564
BX Commercial Mortgage Trust:
  
  
  
 floater:
 
  
  
Series 2018-BIOA:
 
  
  
  
 Class A, 1 month U.S. LIBOR + 0.670% 1.0681% 3/15/37 (b)(c)(e)
  
4,223,186
4,188,715
 Class C, 1 month U.S. LIBOR + 1.120% 1.5181% 3/15/37 (b)(e)
  
454,399
448,681
 Class D, 1 month U.S. LIBOR + 1.320% 1.7181% 3/15/37 (b)(c)(e)
  
3,167,163
3,119,362
Series 2021-PAC:
 
  
  
  
 Class A, 1 month U.S. LIBOR + 0.680% 1.0861% 10/15/36 (b)(c)(e)
  
6,127,747
6,007,778
 Class B, 1 month U.S. LIBOR + 0.890% 1.2958% 10/15/36 (b)(c)(e)
  
895,713
866,552
 Class C, 1 month U.S. LIBOR + 1.090% 1.4956% 10/15/36 (b)(c)(e)
  
1,198,675
1,152,148
 Class D, 1 month U.S. LIBOR + 1.290% 1.6953% 10/15/36 (b)(c)(e)
  
1,163,318
1,116,705
 Class E, 1 month U.S. LIBOR + 1.940% 2.3445% 10/15/36 (b)(c)(e)
  
4,045,267
3,896,718
Series 2021-VINO Class A, 1 month U.S. LIBOR + 0.650% 1.0493% 5/15/38 (b)(c)(e)
 
  
450,000
438,734
Series 2022-LP2:
 
  
  
  
 Class A, CME TERM SOFR 1 MONTH INDEX + 1.010% 1.3179% 2/15/39 (b)(c)(e)
  
8,132,000
7,968,983
 Class B, CME TERM SOFR 1 MONTH INDEX + 1.310% 1.6173% 2/15/39 (b)(c)(e)
  
2,450,000
2,399,411
 Class C, CME TERM SOFR 1 MONTH + 1.560% 1.8667% 2/15/39 (b)(c)(e)
  
2,450,000
2,397,942
 Class D, CME TERM SOFR 1 MONTH INDEX + 1.960% 2.2658% 2/15/39 (b)(c)(e)
  
2,450,000
2,394,741
 floater sequential payer Series 2020-FOX Class A, 1 month U.S. LIBOR + 1.000% 1.397% 11/15/32 (b)(c)(e)
  
2,941,092
2,919,815
BX Trust:
  
  
  
 floater:
 
  
  
Series 2018-EXCL Class D, 1 month U.S. LIBOR + 2.620% 3.022% 9/15/37 (b)(c)(e)
 
  
1,126,800
956,481
Series 2018-IND Class F, 1 month U.S. LIBOR + 1.800% 2.197% 11/15/35 (b)(c)(e)
 
  
933,174
932,611
Series 2019-IMC:
 
  
  
  
 Class B, 1 month U.S. LIBOR + 1.300% 1.697% 4/15/34 (b)(c)(e)
  
2,276,719
2,239,781
 Class C, 1 month U.S. LIBOR + 1.600% 1.997% 4/15/34 (b)(c)(e)
  
1,505,103
1,476,841
 Class D, 1 month U.S. LIBOR + 1.900% 2.297% 4/15/34 (b)(c)(e)
  
1,579,977
1,542,185
Series 2019-XL:
 
  
  
  
 Class B, 1 month U.S. LIBOR + 1.080% 1.477% 10/15/36 (b)(c)(e)
  
4,883,247
4,840,259
 Class C, 1 month U.S. LIBOR + 1.250% 1.647% 10/15/36 (b)(c)(e)
  
2,292,318
2,271,416
 Class D, 1 month U.S. LIBOR + 1.450% 1.847% 10/15/36 (b)(c)(e)
  
3,246,370
3,215,747
 Class E, 1 month U.S. LIBOR + 1.800% 2.197% 10/15/36 (b)(c)(e)
  
4,561,654
4,513,008
 floater sequential payer Series 2021-SOAR Class A, 1.067% 6/15/38 (b)(c)
  
8,715,000
8,529,384
 floater, sequential payer:
 
  
  
Series 2019-IMC Class A, 1 month U.S. LIBOR + 1.000% 1.397% 4/15/34 (b)(c)(e)
 
  
6,596,864
6,522,872
Series 2019-XL Class A, 1 month U.S. LIBOR + 0.920% 1.317% 10/15/36 (b)(c)(e)
 
  
1,480,772
1,474,323
CF Hippolyta Issuer LLC sequential payer Series 2021-1A Class A1, 1.53% 3/15/61 (b)
  
6,750,879
6,279,205
CHC Commercial Mortgage Trust floater Series 2019-CHC:
  
  
  
 Class A, 1 month U.S. LIBOR + 1.120% 1.517% 6/15/34 (b)(c)(e)
  
5,470,232
5,415,162
 Class B, 1 month U.S. LIBOR + 1.500% 1.897% 6/15/34 (b)(c)(e)
  
1,077,115
1,060,849
 Class C, 1 month U.S. LIBOR + 1.750% 2.147% 6/15/34 (b)(c)(e)
  
1,216,830
1,186,204
CIM Retail Portfolio Trust floater Series 2021-RETL:
  
  
  
 Class B, 1 month U.S. LIBOR + 1.900% 2.297% 8/15/36 (b)(c)(e)
  
749,957
730,794
 Class C, 1 month U.S. LIBOR + 2.300% 2.697% 8/15/36 (b)(c)(e)
  
645,000
626,379
 Class D, 1 month U.S. LIBOR + 3.050% 3.447% 8/15/36 (b)(c)(e)
  
795,750
769,153
COMM Mortgage Trust:
  
  
  
 sequential payer Series 2014-CR18 Class A5, 3.828% 7/15/47
 
876,301
885,882
 Series 2013-CR13 Class AM, 4.449% 11/10/46
 
4,079,000
4,138,622
 Series 2013-LC13 Class AM, 4.557% 8/10/46 (b)
  
2,500,000
2,540,782
 Series 2014-CR14 Class AM, 4.526% 2/10/47 (c)
  
5,020,000
5,112,987
Credit Suisse Mortgage Trust:
  
  
  
 floater Series 2019-ICE4:
 
  
  
Class A, 1 month U.S. LIBOR + 0.980% 1.377% 5/15/36 (b)(c)(e)
 
  
495,000
492,327
Class B, 1 month U.S. LIBOR + 1.230% 1.627% 5/15/36 (b)(c)(e)
 
  
2,282,000
2,259,018
Class C, 1 month U.S. LIBOR + 1.430% 1.827% 5/15/36 (b)(c)(e)
 
  
549,000
543,342
 sequential payer Series 2020-NET Class A, 2.2569% 8/15/37 (b)
  
1,338,204
1,273,967
 Series 2018-SITE:
 
  
  
Class A, 4.284% 4/15/36 (b)
 
  
2,552,643
2,524,297
Class B, 4.5349% 4/15/36 (b)
 
  
784,789
768,008
Class C, 4.782% 4/15/36 (b)(c)
 
  
526,890
512,452
Class D, 4.782% 4/15/36 (b)(c)
 
  
1,053,087
1,001,320
ELP Commercial Mortgage Trust floater Series 2021-ELP Class A, 1 month U.S. LIBOR + 0.700% 1.098% 11/15/38 (b)(c)(e)
  
8,268,706
8,107,761
Extended Stay America Trust floater Series 2021-ESH:
  
  
  
 Class A, 1 month U.S. LIBOR + 1.080% 1.477% 7/15/38 (b)(c)(e)
  
2,724,234
2,691,731
 Class B, 1 month U.S. LIBOR + 1.380% 1.777% 7/15/38 (b)(c)(e)
  
1,551,452
1,531,095
 Class C, 1 month U.S. LIBOR + 1.700% 2.097% 7/15/38 (b)(c)(e)
  
1,143,959
1,127,441
 Class D, 1 month U.S. LIBOR + 2.250% 2.647% 7/15/38 (b)(c)(e)
  
2,304,815
2,270,090
Freddie Mac:
  
  
  
 floater:
 
  
  
Series 2021-F104 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.2997% 1/25/31 (c)(e)
 
  
1,394,294
1,394,294
Series 2021-F108 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.250% 0.2997% 2/25/31 (c)(e)
 
  
1,900,459
1,881,076
Series 2021-F112 Class A/S, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Indx + 0.230% 0.2797% 4/25/31 (c)(e)
 
  
1,829,000
1,829,000
 sequential payer Series 2021-K136 Class A2, 2.127% 11/25/31
 
4,030,000
3,781,940
GS Mortgage Securities Trust:
  
  
  
 floater:
 
  
  
Series 2018-3PCK Class A, 1 month U.S. LIBOR + 1.700% 2.097% 9/15/31 (b)(c)(e)
 
  
2,581,431
2,567,336
Series 2021-IP:
 
  
  
  
 Class A, 1 month U.S. LIBOR + 0.950% 1.347% 10/15/36 (b)(c)(e)
  
3,525,310
3,458,305
 Class B, 1 month U.S. LIBOR + 1.150% 1.547% 10/15/36 (b)(c)(e)
  
544,915
533,472
 Class C, 1 month U.S. LIBOR + 1.550% 1.947% 10/15/36 (b)(c)(e)
  
449,243
436,396
 Series 2013-GC12 Class A/S, 3.375% 6/10/46
 
3,922,000
3,925,353
JPMBB Commercial Mortgage Securities Trust Series 2013-C17 Class A/S, 4.4584% 1/15/47
 
5,700,000
5,787,005
JPMCC Commercial Mortgage Securities Trust Series 2016-JP4 Class ASB, 3.4743% 12/15/49
 
4,258,497
4,289,684
JPMorgan Chase Commercial Mortgage Securities Trust Series 2018-WPT:
  
  
  
 Class AFX, 4.2475% 7/5/33 (b)
  
277,000
280,192
 Class CFX, 4.9498% 7/5/33 (b)
  
505,398
510,300
 Class DFX, 5.3503% 7/5/33 (b)
  
874,221
881,652
 Class EFX, 5.5422% 7/5/33 (b)
  
1,062,793
1,061,443
LIFE Mortgage Trust floater Series 2021-BMR:
  
  
  
 Class A, 1 month U.S. LIBOR + 0.700% 1.097% 3/15/38 (b)(c)(e)
  
6,700,669
6,549,705
 Class B, 1 month U.S. LIBOR + 0.880% 1.277% 3/15/38 (b)(c)(e)
  
1,199,387
1,160,352
 Class C, 1 month U.S. LIBOR + 1.100% 1.497% 3/15/38 (b)(c)(e)
  
754,387
728,894
 Class D, 1 month U.S. LIBOR + 1.400% 1.797% 3/15/38 (b)(c)(e)
  
1,049,463
1,013,996
 Class E, 1 month U.S. LIBOR + 1.750% 2.147% 3/15/38 (b)(c)(e)
  
917,259
881,669
MHC Commercial Mortgage Trust floater sequential payer Series 2021-MHC Class A, 1 month U.S. LIBOR + 0.800% 1.198% 4/15/38 (b)(c)(e)
  
5,705,000
5,612,176
Morgan Stanley Capital I Trust:
  
  
  
 floater Series 2018-BOP:
 
  
  
Class B, 1 month U.S. LIBOR + 1.250% 1.647% 8/15/33 (b)(c)(e)
 
  
2,421,544
2,407,070
Class C, 1 month U.S. LIBOR + 1.500% 1.897% 8/15/33 (b)(c)(e)
 
  
5,832,343
5,781,666
 sequential payer Series 2019-MEAD Class A, 3.17% 11/10/36 (b)
  
5,810,349
5,703,331
 Series 2018-H4 Class A4, 4.31% 12/15/51
 
4,283,754
4,474,503
 Series 2019-MEAD:
 
  
  
Class B, 3.1771% 11/10/36 (b)(c)
 
  
839,558
809,834
Class C, 3.1771% 11/10/36 (b)(c)
 
  
805,587
767,054
Natixis Commercial Mortgage Securities Trust sequential payer Series 2020-2PAC Class A, 2.966% 12/15/38 (b)
  
8,342,000
8,159,807
OPG Trust floater Series 2021-PORT Class A, 1 month U.S. LIBOR + 0.480% 0.881% 10/15/36 (b)(c)(e)
  
10,552,000
10,177,810
Prima Capital Ltd. floater sequential payer Series 2021-9A Class A, 1 month U.S. LIBOR + 1.450% 1.6117% 12/15/37 (b)(c)(e)
  
1,390,256
1,372,001
Providence Place Group Ltd. Partnership Series 2000-C1 Class A2, 7.75% 7/20/28 (b)
  
2,169,101
2,443,490
SPGN Mortgage Trust floater Series 2022-TFLM:
  
  
  
 Class B, CME TERM SOFR 1 MONTH INDEX + 2.000% 2.3012% 2/15/39 (b)(c)(e)
  
1,453,000
1,442,942
 Class C, CME TERM SOFR 1 MONTH INDEX + 2.650% 2.9512% 2/15/39 (b)(c)(e)
  
756,000
752,437
SREIT Trust floater Series 2021-MFP:
  
  
  
 Class A, 1 month U.S. LIBOR + 0.730% 1.1274% 11/15/38 (b)(c)(e)
  
5,583,647
5,468,102
 Class B, 1 month U.S. LIBOR + 1.070% 1.4764% 11/15/38 (b)(c)(e)
  
3,198,083
3,123,878
 Class C, 1 month U.S. LIBOR + 1.320% 1.7256% 11/15/38 (b)(c)(e)
  
1,986,237
1,932,621
 Class D, 1 month U.S. LIBOR + 1.570% 1.9748% 11/15/38 (b)(c)(e)
  
1,305,439
1,265,314
VLS Commercial Mortgage Trust:
  
  
  
 sequential payer Series 2020-LAB Class A, 2.13% 10/10/42 (b)
  
3,993,271
3,550,197
 Series 2020-LAB Class B, 2.453% 10/10/42 (b)
  
256,512
226,321
Wells Fargo Commercial Mortgage Trust:
  
  
  
 floater Series 2021-FCMT Class A, 1 month U.S. LIBOR + 1.200% 1.597% 5/15/31 (b)(c)(e)
  
3,048,000
3,013,815
 sequential payer Series 2015-C26 Class A4, 3.166% 2/15/48
 
2,321,089
2,307,293
 Series 2018-C48 Class A5, 4.302% 1/15/52
 
1,922,455
2,024,672
 
TOTAL COMMERCIAL MORTGAGE SECURITIES
 (Cost $274,332,641)
  
  
266,977,734
 
  
  
  
Municipal Securities - 0.8%
 
  
Principal
Amount (a)
 
Value ($)
 
California Gen. Oblig. Series 2009:
  
  
  
 7.35% 11/1/39
 
560,000
792,590
 7.55% 4/1/39
 
2,485,000
3,684,875
Chicago Gen. Oblig. (Taxable Proj.) Series 2010 C1, 7.781% 1/1/35
 
2,040,000
2,600,003
Illinois Gen. Oblig.:
  
  
  
 Series 2003:
 
  
  
4.95% 6/1/23
 
  
1,746,182
1,777,302
5.1% 6/1/33
 
  
3,330,000
3,541,147
 Series 2010-1, 6.63% 2/1/35
 
8,520,000
9,561,184
 Series 2010-3:
 
  
  
6.725% 4/1/35
 
  
6,570,000
7,450,935
7.35% 7/1/35
 
  
3,840,000
4,465,695
New Jersey Econ. Dev. Auth. State Pension Fdg. Rev. Series 1997, 7.425% 2/15/29 (Nat'l. Pub. Fin. Guarantee Corp. Insured)
 
5,019,000
5,898,050
 
TOTAL MUNICIPAL SECURITIES
 (Cost $43,461,744)
  
  
39,771,781
 
  
  
  
Foreign Government and Government Agency Obligations - 0.3%
 
  
Principal
Amount (a)
 
Value ($)
 
Emirate of Abu Dhabi 3.875% 4/16/50 (b)
  
3,952,000
4,124,900
Kingdom of Saudi Arabia:
  
  
  
 3.25% 10/22/30 (b)
  
2,184,000
2,194,920
 4.5% 4/22/60 (b)
  
1,664,000
1,797,120
State of Qatar:
  
  
  
 3.4% 4/16/25 (b)
  
1,444,000
1,467,465
 4.4% 4/16/50 (b)
  
4,929,000
5,526,641
 
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
 (Cost $16,315,125)
  
  
15,111,046
 
  
  
  
Supranational Obligations - 0.1%
 
  
Principal
Amount (a)
 
Value ($)
 
Corporacion Andina de Fomento 2.375% 5/12/23
 
 (Cost $4,159,570)
 
  
4,090,000
4,093,202
 
  
  
  
Bank Notes - 0.2%
 
  
Principal
Amount (a)
 
Value ($)
 
Discover Bank:
  
  
  
 3.35% 2/6/23
 
2,223,000
2,244,372
 4.682% 8/9/28 (c)
  
1,914,000
1,940,896
KeyBank NA 6.95% 2/1/28
 
800,000
926,993
Regions Bank 6.45% 6/26/37
 
5,352,000
6,643,236
 
TOTAL BANK NOTES
 (Cost $12,791,546)
  
  
11,755,497
 
  
  
  
Fixed-Income Funds - 1.6%
 
  
Shares
Value ($)
 
Fidelity Specialized High Income Central Fund (k)
 
 (Cost $83,266,580)
 
  
911,959
82,605,261
 
  
  
  
Money Market Funds - 6.2%
 
  
Shares
Value ($)
 
Fidelity Cash Central Fund 0.31% (l)
  
205,358,357
205,399,428
Fidelity Securities Lending Cash Central Fund 0.31% (l)(m)
  
112,663,136
112,674,403
 
TOTAL MONEY MARKET FUNDS
 (Cost $318,073,472)
  
  
318,073,831
 
  
  
  
 
TOTAL INVESTMENT IN SECURITIES - 110.2%
 (Cost $6,003,933,579)
 
  
 
5,680,512,162
NET OTHER ASSETS (LIABILITIES) - (10.2)%  
(527,453,941)
NET ASSETS - 100.0%
5,153,058,221
 
  
 TBA Sale Commitments
 
Principal
Amount (a)
Value ($)
Ginnie Mae
  
  
2% 4/1/52
(9,300,000)
(8,842,708)
3% 4/1/52
(9,550,000)
(9,439,610)
3.5% 4/1/52
(200,000)
(201,176)
3.5% 4/1/52
(7,600,000)
(7,644,695)
3.5% 4/1/52
(950,000)
(955,587)
3.5% 4/1/52
(950,000)
(955,587)
 
  
  
TOTAL GINNIE MAE
 
(28,039,363)
 
  
  
Uniform Mortgage Backed Securities
  
  
1.5% 4/1/37
(9,300,000)
(8,819,451)
1.5% 4/1/37
(1,900,000)
(1,801,823)
1.5% 4/1/52
(9,400,000)
(8,385,674)
2% 4/1/37
(3,800,000)
(3,689,742)
2% 4/1/37
(1,900,000)
(1,844,871)
2% 4/1/37
(850,000)
(825,337)
2% 4/1/37
(1,900,000)
(1,844,871)
2% 4/1/52
(2,900,000)
(2,691,608)
2% 4/1/52
(17,600,000)
(16,335,275)
2% 4/1/52
(2,600,000)
(2,413,166)
2% 4/1/52
(2,200,000)
(2,041,909)
2% 4/1/52
(1,800,000)
(1,670,653)
2% 4/1/52
(2,500,000)
(2,320,352)
2.5% 4/1/52
(2,700,000)
(2,576,391)
2.5% 4/1/52
(15,600,000)
(14,885,813)
2.5% 4/1/52
(10,950,000)
(10,448,696)
2.5% 4/1/52
(3,950,000)
(3,769,164)
2.5% 4/1/52
(3,950,000)
(3,769,164)
3% 4/1/52
(1,500,000)
(1,467,539)
3.5% 4/1/52
(6,100,000)
(6,110,961)
3.5% 4/1/52
(150,000)
(150,270)
3.5% 4/1/52
(2,000,000)
(2,003,594)
3.5% 4/1/52
(7,600,000)
(7,613,656)
3.5% 4/1/52
(950,000)
(951,707)
3.5% 4/1/52
(950,000)
(951,707)
4% 4/1/52
(9,200,000)
(9,389,036)
4% 4/1/52
(950,000)
(969,520)
4% 4/1/52
(950,000)
(969,520)
 
  
  
TOTAL UNIFORM MORTGAGE BACKED SECURITIES
 
(120,711,470)
 
  
  
TOTAL TBA SALE COMMITMENTS
 (Proceeds $149,184,902)
  
  
(148,750,833)
 
 
 
Futures Contracts 
 
Number
of contracts
Expiration
Date
Notional
Amount ($)
 
Value ($)
 
Unrealized
Appreciation/
(Depreciation) ($)
 
Purchased
  
  
  
  
  
 
  
  
  
  
  
Treasury Contracts
  
  
  
  
  
CBOT 10-Year U.S. Treasury Note Contracts (United States)
223
Jun 2022
27,401,125
(541,724)
(541,724)
 
  
  
  
  
  
Sold
  
  
  
  
  
 
  
  
  
  
  
Treasury Contracts
  
  
  
  
  
CBOT 2-Year U.S. Treasury Note Contracts (United States)
15
Jun 2022
3,178,828
27,995
27,995
CBOT 5-Year U.S. Treasury Note Contracts (United States)
17
Jun 2022
1,949,688
(9,988)
(9,988)
CBOT Long Term U.S. Treasury Bond Contracts (United States)
206
Jun 2022
30,912,875
922,919
922,919
 
  
  
  
  
  
TOTAL SOLD
  
  
  
  
940,926
 
  
  
  
  
  
TOTAL FUTURES CONTRACTS
  
  
  
  
399,202
The notional amount of futures purchased as a percentage of Net Assets is 0.5%
The notional amount of futures sold as a percentage of Net Assets is 0.7%
 
 Credit Default Swaps
Underlying Reference
Maturity
Date
Clearinghouse /
Counterparty
Fixed
Payment
Received/
(Paid)
Payment
Frequency
Notional
Amount(1)
Value ($)
Upfront
Premium
Received/
(Paid) ($)
Unrealized
Appreciation/
(Depreciation) ($)
Buy Protection
  
  
  
  
  
  
  
  
  
  
CMBX N.A. AAA Index Series 13
  
Dec 2072
JPMorgan Securities LLC
(0.5%)
Monthly
  
3,000,000
5,375
(17,524)
(12,149)
CMBX N.A. AAA Index Series 13
  
Dec 2072
JPMorgan Securities LLC
(0.5%)
Monthly
  
1,120,000
2,007
(5,042)
(3,035)
CMBX N.A. AAA Index Series 13
  
Dec 2072
JPMorgan Securities LLC
(0.5%)
Monthly
  
710,000
1,272
(2,876)
(1,604)
CMBX N.A. AAA Index Series 13
  
Dec 2072
Morgan Stanley Capital Services LLC
(0.5%)
Monthly
  
4,680,000
8,385
(33,256)
(24,871)
 
  
  
  
  
  
  
  
  
  
  
TOTAL CREDIT DEFAULT SWAPS
  
  
  
  
  
  
  
17,039
(58,698)
(41,659)
 
(1)Notional amount is stated in U.S. Dollars unless otherwise noted
 
 
 
Legend
 
(a)
Amount is stated in United States dollars unless otherwise noted.
 
(b)
Security exempt from registration under Rule 144A of the Securities Act of 1933.  These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $825,761,135 or 16.0% of net assets.
 
(c)
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
 
(d)
Security or a portion of the security purchased on a delayed delivery or when-issued basis.
 
(e)
Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.
 
(f)
Security or a portion of the security has been segregated as collateral for mortgage-backed or asset-backed securities purchased on a delayed delivery or when-issued basis. At period end, the value of securities pledged amounted to $6,647,209.
 
(g)
Security or a portion of the security is on loan at period end.
 
(h)
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $714,913.
 
(i)
Represents an investment in an underlying pool of reverse mortgages which typically do not require regular principal and interest payments as repayment is deferred until a maturity event.
 
(j)
Coupon is inversely indexed to a floating interest rate multiplied by a specified factor. The price may be considerably more volatile than the price of a comparable fixed rate security.
 
(k)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. A complete unaudited schedule of portfolio holdings for each Fidelity Central Fund is filed with the SEC for the first and third quarters of each fiscal year on Form N-PORT and is available upon request or at the SEC's website at www.sec.gov. An unaudited holdings listing for the Fund, which presents direct holdings as well as the pro-rata share of securities and other investments held indirectly through its investment in underlying non-money market Fidelity Central Funds, is available at fidelity.com and/or institutional.fidelity.com, as applicable. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
(l)
Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.
 
(m)
Investment made with cash collateral received from securities on loan.
 
 
 
 
Affiliated Central Funds
 
Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.
 
 
Affiliate
Value,
beginning
of period ($)
Purchases ($)
Sales
Proceeds ($)
Dividend
Income ($)
Realized
Gain (loss) ($)
Change in
Unrealized
appreciation
(depreciation) ($)
Value,
end
of period ($)
%ownership,
end
of period
Fidelity Cash Central Fund 0.31%
515,408,790
386,712,506
696,721,868
86,499
-
-
205,399,428
0.4%
Fidelity Securities Lending Cash Central Fund 0.31%
161,494,470
444,503,931
493,323,998
40,698
-
-
112,674,403
0.2%
Fidelity Specialized High Income Central Fund
87,005,374
933,077
-
933,077
-
(5,333,190)
82,605,261
22.9%
Total
763,908,634
832,149,514
1,190,045,866
1,060,274
-
(5,333,190)
400,679,092
  
 
Amounts in the income column in the above table include any capital gain distributions from underlying funds.
 
Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.
 
Investment Valuation
Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Security transactions are accounted for as of trade date. The Board of Trustees (the Board) has delegated the day to day responsibility for the valuation of the Fund's investments to the Fair Value Committee (the Committee) established by the Fund's investment adviser. In accordance with valuation policies and procedures approved by the Board, the Fund attempts to obtain prices from one or more third party pricing vendors or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with procedures adopted by the Board. Factors used in determining fair value vary by investment type and may include market or investment specific events, changes in interest rates and credit quality. The frequency with which these procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee oversees the Fund's valuation policies and procedures and reports to the Board on the Committee's activities and fair value determinations. The Board monitors the appropriateness of the procedures used in valuing the Fund's investments and ratifies the fair value determinations of the Committee.   
 
The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:
 
Level 1 - Unadjusted quoted prices in active markets for identical investments
Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)
Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)
 
Valuation techniques used to value investments by major category are as follows:
Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing vendors or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Treasury Obligations, Municipal Securities, Foreign Government and Government Agency Obligations, Supranational Obligations and Bank Notes are valued by pricing vendors who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. U.S. Government Agency - Mortgage Securities, Asset-Backed Securities, Collateralized Mortgage Obligations and Commercial Mortgage Securities are valued by pricing vendors who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Swaps are marked-to-market daily based on valuations from third party pricing vendors, registered derivatives clearing organizations (clearinghouses) or broker-supplied valuations. These pricing sources may utilize inputs such as interest rate curves, credit spread curves, default possibilities and recovery rates. When independent prices are unavailable or unreliable, swaps may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing vendors. Swaps are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.
 
Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.
 
Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.
 
Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.
 
Derivative Instruments
Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.
 
The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.  
 
The Fund's use of derivatives increased or decreased its exposure to the following risk(s):
 
Credit Risk - Credit risk relates to the ability of the issuer of a financial instrument to make further principal or interest payments on an obligation or commitment that it has to the Fund.
 
Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.
 
The Fund is also exposed to additional risks from investing in derivatives, such as liquidity risk and counterparty credit risk. Liquidity risk is the risk that the Fund will be unable to close out the derivative in the open market in a timely manner. Counterparty credit risk is the risk that the counterparty will not be able to fulfill its obligation to the Fund. 
 
Derivative counterparty credit risk is managed through formal evaluation of the creditworthiness of all potential counterparties. On certain OTC derivatives, the Fund attempts to reduce its exposure to counterparty credit risk by entering into an International Swaps and Derivatives Association, Inc. (ISDA) Master Agreement with each of its counterparties. The ISDA Master Agreement gives the Fund the right to terminate all transactions traded under such agreement upon the deterioration in the credit quality of the counterparty beyond specified levels. The ISDA Master Agreement gives each party the right, upon an event of default by the other party or a termination of the agreement, to close out all transactions traded under such agreement and to net the amounts owed under each transaction to one net payable by one party to the other. To mitigate counterparty credit risk on bi-lateral OTC derivatives, the Fund receives collateral in the form of cash or securities once the Fund's net unrealized appreciation on outstanding derivative contracts under an ISDA Master Agreement exceeds certain applicable thresholds, subject to certain minimum transfer provisions. The collateral received is held in segregated accounts with the Fund's custodian bank in accordance with the collateral agreements entered into between the Fund, the counterparty and the Fund's custodian bank. The Fund could experience delays and costs in gaining access to the collateral even though it is held by the Fund's custodian bank. The Fund's maximum risk of loss from counterparty credit risk related to bi-lateral OTC derivatives is generally the aggregate unrealized appreciation and unpaid counterparty payments in excess of any collateral pledged by the counterparty to the Fund. The Fund may be required to pledge collateral for the benefit of the counterparties on bi-lateral OTC derivatives in an amount not less than each counterparty's unrealized appreciation on outstanding derivative contracts, subject to certain minimum transfer provisions, and any such pledged collateral is identified in the Schedule of Investments. Exchange-traded contracts are not covered by the ISDA Master Agreement; however counterparty credit risk related to these contracts may be mitigated by the protection provided by the exchange on which they trade. Counterparty credit risk related to centrally cleared OTC swaps may be mitigated by the protection provided by the clearinghouse.
 
Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.  
 
Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.
 
The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.
 
Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.
 
Swaps: A swap is a contract between two parties to exchange future cash flows at periodic intervals based on a notional principal amount.
 
A bi-lateral OTC swap is a transaction between a fund and a dealer counterparty where cash flows are exchanged between the two parties for the life of the swap.
 
Credit Default Swaps: Credit default swaps enable the Fund to buy or sell protection against specified credit events on a single-name issuer or a traded credit index. Under the terms of a credit default swap the buyer of protection (buyer) receives credit protection in exchange for making periodic payments to the seller of protection (seller) based on a fixed percentage applied to a notional principal amount. In return for these payments, the seller will be required to make a payment upon the occurrence of one or more specified credit events. The Fund enters into credit default swaps as a seller to gain credit exposure to an issuer and/or as a buyer to obtain a measure of protection against defaults of an issuer. Periodic payments are made over the life of the contract by the buyer provided that no credit event occurs. For credit default swaps on most corporate and sovereign issuers, credit events include bankruptcy, failure to pay or repudiation/moratorium. For credit default swaps on corporate or sovereign issuers, the obligation that may be put to the seller is not limited to the specific reference obligation described in the Schedule of Investments. For credit default swaps on asset-backed securities, a credit event may be triggered by events such as failure to pay principal, maturity extension, rating downgrade or write-down. For credit default swaps on asset-backed securities, the reference obligation described represents the security that may be put to the seller. For credit default swaps on a traded credit index, a specified credit event may affect all or individual underlying securities included in the index. Typically, the value of each credit default swap and credit rating disclosed for each reference obligation in the Schedule of Investments, where the Fund is the seller, can be used as measures of the current payment/performance risk of the swap. As the value of the swap changes as a positive or negative percentage of the total notional amount, the payment/performance risk may decrease or increase, respectively. In addition to these measures, FMR monitors a variety of factors including cash flow assumptions, market activity and market sentiment as part of its ongoing process of assessing payment/ performance risk.
 
Open swaps at period end are included in the Schedule of Investments under the caption Credit Default Swaps, Interest Rate Swaps and/or Total Return Swaps, as applicable.
 
For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.
 
The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.
 
Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.

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