Form NPORT-P Variable Insurance Produ For: Mar 31

May 25, 2022 12:16 PM EDT

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    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<