Form NPORT-P WESTERN ASSET FUNDS INC For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0000863520
          XXXXXXXX
        
      
      
      
      
        S000000713
        C000002080
        C000113702
        C000066988
        C000117034
        C000002079
        C000113701
        C000113703
      
      
    
  
  
    
      Western Asset Funds Inc
      811-06110
      0000863520
      5493004NC00X8WKL1P34
      620 Eighth Avenue
      47th Floor
      New York
      
      10018
      1-877-721-1926
      Western Asset Core Bond Fund
      S000000713
      549300Q2LEO7M5HGWP70
      2022-12-31
      2022-06-30
      N
    
    
      17272193951.59
      1488334573.34
      15783859378.25
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      280714651.57000000
      741763614.45000000
      0.00000000
      25442739.12000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H2UN2
        
          
        
        11899492.41000000
        PA
        USD
        1396683.88000000
        0.008848810969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BBJA8
        
          
        
        3762026.98000000
        PA
        USD
        3638423.25000000
        0.023051543749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHK39
        
          
        
        1814124.03000000
        PA
        USD
        1759701.94000000
        0.011148743142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31296LZH7
        
          
          
        
        38102.45000000
        PA
        USD
        40127.77000000
        0.000254232941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126395AA0
        
          
        
        12350000.00000000
        PA
        USD
        12022264.35000000
        0.076168090844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-10-15
          Floating
          2.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLVJ3
        
          
        
        39057640.79000000
        PA
        USD
        34154732.80000000
        0.216390250201
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BAFQ9
        
          
        
        4383195.96000000
        PA
        USD
        4092269.88000000
        0.025926928148
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390BKV9
        
          
        
        781.29000000
        PA
        USD
        788.84000000
        0.000004997763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBL6
        
          
          
        
        2180000.00000000
        PA
        USD
        1644027.36000000
        0.010415876881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225B2X5
        
          
          
        
        11813.49000000
        PA
        USD
        13080.56000000
        0.000082873014
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201P3Q6
        
          
        
        36155.80000000
        PA
        USD
        37997.42000000
        0.000240735925
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209E6A5
        
          
        
        928.00000000
        PA
        USD
        977.20000000
        0.000006191134
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M5AJ4
        
          
        
        1327801.68000000
        PA
        USD
        1241057.66000000
        0.007862827653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833CD0
        
          
          
        
        4111000.00000000
        PA
        USD
        3769940.83000000
        0.023884784700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-04
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BF5
        
          
          
        
        336000.00000000
        PA
        USD
        334740.44000000
        0.002120776877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMT62
        
          
        
        2970903.46000000
        PA
        USD
        2604926.45000000
        0.016503735794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201YCJ3
        
          
        
        12894.74000000
        PA
        USD
        13618.15000000
        0.000086278961
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKK4
        
          
          
        
        13820000.00000000
        PA
        USD
        11786253.36000000
        0.074672822898
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126405AA7
        
          
        
        22352131.30000000
        PA
        USD
        21004820.82000000
        0.133077850712
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CB6
        
          
          
        
        4380000.00000000
        PA
        USD
        3976444.45000000
        0.025193106164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132J4H93
        
          
        
        3254.96000000
        PA
        USD
        3331.35000000
        0.000021106054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A5H40
        
          
        
        474540.95000000
        PA
        USD
        464677.41000000
        0.002944003737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAD3
        
          
        
        15500000.00000000
        PA
        USD
        14130376.60000000
        0.089524217502
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        064159VL7
        
          
          
        
        7120000.00000000
        PA
        USD
        6612700.00000000
        0.041895330169
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-11
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAR6
        
          
          
        
        21050000.00000000
        PA
        USD
        13941625.50000000
        0.088328368657
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2031-08-08
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412ACJ1
        
          
        
        95809.18000000
        PA
        USD
        102558.38000000
        0.000649767446
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AFRZ6
        
          
        
        3533222.29000000
        PA
        USD
        3095801.99000000
        0.019613720040
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAS9
        
          
          
        
        1684000.00000000
        PA
        USD
        1657857.25000000
        0.010503497340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VQU7
        
          
        
        2175253.76000000
        PA
        USD
        2128003.81000000
        0.013482151348
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        549300U48YU2VDL8N523
        
        64830KAA5
        
          
        
        10644517.87000000
        PA
        USD
        10591755.12000000
        0.067104976458
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-05-25
          Variable
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36204VCB3
        
          
        
        1402.42000000
        PA
        USD
        1411.54000000
        0.000008942933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-03-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JU6
        
          
          
        
        7037000.00000000
        PA
        USD
        6449870.16000000
        0.040863707699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-30
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -129.00000000
        NC
        USD
        -99773.50000000
        -0.00063212359
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -14332.54000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KPFT0
        
          
        
        5268624.95000000
        PA
        USD
        5095534.66000000
        0.032283198537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CW8
        
          
          
        
        4010000.00000000
        PA
        USD
        3143552.16000000
        0.019916245353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1UQ6
        
          
        
        8307822.46000000
        PA
        USD
        7245041.45000000
        0.045901583867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385XLY1
        
          
        
        100639.08000000
        PA
        USD
        105833.11000000
        0.000670514780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140AS9
        
          
          
        
        851000.00000000
        PA
        USD
        857497.18000000
        0.005432747209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-29
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAY4
        
          
          
        
        5058000.00000000
        PA
        USD
        4643839.38000000
        0.029421444202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BFP0
        
          
          
        
        430000.00000000
        PA
        USD
        422173.62000000
        0.002674717316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-11-02
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VZV5
        
          
        
        4010703.47000000
        PA
        USD
        4100105.58000000
        0.025976571900
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EBX8
        
          
        
        2960000.00000000
        PA
        USD
        2926017.90000000
        0.018538038320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EX7
        
          
          
        
        9780000.00000000
        PA
        USD
        9115428.76000000
        0.057751583700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-28
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        9400000.00000000
        PA
        USD
        2683700.00000000
        0.017002812402
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2042-04-04
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUATE PETROCHEMICAL BV
        635400Y3Z5R4NJSMQ630
        
        29441WAD7
        
          
          
        
        24740000.00000000
        PA
        USD
        22018600.00000000
        0.139500735988
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-04-28
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017CY3
        
          
          
        
        3300000.00000000
        PA
        USD
        3259985.19000000
        0.020653916839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200RLX8
        
          
        
        63052.43000000
        PA
        USD
        68726.05000000
        0.000435419806
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AEFK7
        
          
        
        4652260.20000000
        PA
        USD
        4658858.64000000
        0.029516600017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        54930068MLVF3BECCK93
        
        92917KAA2
        
          
        
        22280000.00000000
        PA
        USD
        21901240.00000000
        0.138757191604
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          2.19429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAH96
        
          
        
        11727432.02000000
        PA
        USD
        10234396.93000000
        0.064840902878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H7ZD8
        
          
        
        36500000.00000000
        PA
        USD
        789553.77000000
        0.005002285886
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-25
          Variable
          0.22959100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378ES38
        
          
        
        54523.64000000
        PA
        USD
        1637.74000000
        0.000010376042
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2027-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBV4
        
          
          
        
        4660000.00000000
        PA
        USD
        4198189.99000000
        0.026597994124
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYVX4
        
          
        
        36531597.61000000
        PA
        USD
        31302173.94000000
        0.198317617953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDP34
        
          
        
        12490093.10000000
        PA
        USD
        10897484.95000000
        0.069041954118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KFXR1
        
          
        
        4461841.70000000
        PA
        USD
        4043128.38000000
        0.025615587944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BU7
        
          
          
        
        2440000.00000000
        PA
        USD
        1956625.00000000
        0.012396366142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46640UAJ1
        
          
        
        439000.00000000
        PA
        USD
        435307.04000000
        0.002757925229
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-15
          Variable
          5.04889600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202E3H0
        
          
        
        2929.26000000
        PA
        USD
        3206.30000000
        0.000020313789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-03-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H5BC1
        
          
        
        3558153.78000000
        PA
        USD
        3575099.02000000
        0.022650347638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378QZ61
        
          
        
        1668.57000000
        PA
        USD
        1671.94000000
        0.000010592719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209W3E0
        
          
        
        27.91000000
        PA
        USD
        27.99000000
        0.000000177333
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XCRW7
        
          
          
        
        8164385.52000000
        PA
        USD
        7773018.35000000
        0.049246626973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022675
        
          
        
        76300000.00000000
        PA
        USD
        68640195.69000000
        0.434875869361
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -689.00000000
        NC
        USD
        -850484.39000000
        -0.00538831707
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            118.00000000
            USD
            2022-07-22
            XXXX
            -484707.60000000
          
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CH6
        
          
          
        
        1379000.00000000
        PA
        USD
        1286026.52000000
        0.008147731737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AB3
        
          
          
        
        2630000.00000000
        PA
        USD
        2428094.90000000
        0.015383404285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Variable
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EP9
        
          
          
        
        2270000.00000000
        PA
        USD
        1806698.13000000
        0.011446491550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-10-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Money Management Corp
        5493004OOK6VXHQ8DQ60
        
        00176AAX3
        
          
          
        
        1543000.00000000
        PA
        USD
        1516151.91000000
        0.009605710958
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-30
          Floating
          2.29600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AFXA4
        
          
        
        2281071.86000000
        PA
        USD
        1998673.34000000
        0.012662767021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Grippen Park CLO LTD
        549300P7KR0IARP7PG22
        
        39862EAA2
        
          
        
        9450000.00000000
        PA
        USD
        9359042.55000000
        0.059295019840
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-01-20
          Floating
          2.32271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764BX7
        
          
          
        
        2750000.00000000
        PA
        USD
        2529848.72000000
        0.016028074372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-11
          Fixed
          1.99500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B2DY3
        
          
        
        414154.95000000
        PA
        USD
        43862.28000000
        0.000277893251
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Floating
          4.92600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        83208AAD5
        
          
        
        3850000.00000000
        PA
        USD
        3715551.84000000
        0.023540198572
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Floating
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit-Based Asset Servicing a
        N/A
        
        124860CB1
        
          
        
        2209.61000000
        PA
        USD
        1723.30000000
        0.000010918115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-02-03
          Variable
          4.80700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCU3
        
          
          
        
        17717000.00000000
        PA
        USD
        17486974.87000000
        0.110790234827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWL4
        
          
          
        
        8956000.00000000
        PA
        USD
        8500404.79000000
        0.053855046388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Fixed
          3.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FDG
        635400DPNHEAUHB7ZI15
        
        64952WDQ3
        
          
          
        
        5130000.00000000
        PA
        USD
        4731515.96000000
        0.029976926723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-24
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MS7
        
          
          
        
        56980000.00000000
        PA
        USD
        47945748.07000000
        0.303764414779
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-03
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BK4
        
          
          
        
        8051000.00000000
        PA
        USD
        7651990.59000000
        0.048479845179
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-13
          Fixed
          4.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B7QQ5
        
          
        
        199857.28000000
        PA
        USD
        11186.23000000
        0.000070871323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36292CQQ0
        
          
        
        13168.13000000
        PA
        USD
        13888.11000000
        0.000087989316
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAM1
        
          
          
        
        3669000.00000000
        PA
        USD
        3582483.66000000
        0.022697133661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382EDT1
        
          
        
        3076078.74000000
        PA
        USD
        518589.35000000
        0.003285567474
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FRM7
        
          
        
        50152.88000000
        PA
        USD
        53347.01000000
        0.000337984574
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHNG6
        
          
        
        20875363.96000000
        PA
        USD
        18815423.13000000
        0.119206733151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291LFS9
        
          
        
        9572.11000000
        PA
        USD
        10084.80000000
        0.000063893118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ACNQ7
        
          
        
        907686.19000000
        PA
        USD
        818153.71000000
        0.005183483268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbor Realty Collateralized Lo
        N/A
        
        03880XAA4
        
          
        
        8850000.00000000
        PA
        USD
        8623218.75000000
        0.054633144805
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-01-15
          Floating
          2.22924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COPPER CORP
        2549007U6NAP46Q9TU15
        
        84265VAJ4
        
          
          
        
        6846000.00000000
        PA
        USD
        7105258.02000000
        0.045015973911
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-04-23
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAR1
        
          
          
        
        3787000.00000000
        PA
        USD
        3601111.32000000
        0.022815150805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91086QAV0
        
          
          
        
        100000.00000000
        PA
        USD
        98631.40000000
        0.000624887726
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2040-01-11
          Fixed
          6.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2L7
        
          
          
        
        8840000.00000000
        PA
        USD
        8173015.99000000
        0.051780846459
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-09
          Fixed
          2.21900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        
        38176VAG4
        
          
        
        1250000.00000000
        PA
        USD
        1217947.92000000
        0.007716413906
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-05-05
          Floating
          4.61329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WGBJ2
        
          
        
        1095455.24000000
        PA
        USD
        1071497.28000000
        0.006788563267
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7DU5
        
          
        
        23147.99000000
        PA
        USD
        22688.94000000
        0.000143747732
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBN5
        
          
          
        
        6850000.00000000
        PA
        USD
        5034024.59000000
        0.031893496193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AMB1
        
          
        
        1568030.04000000
        PA
        USD
        1578066.23000000
        0.009997974463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        
        87612EBL9
        
          
          
        
        6720000.00000000
        PA
        USD
        6495641.91000000
        0.041153698562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413AH71
        
          
          
        
        2889.77000000
        PA
        USD
        3054.12000000
        0.000019349640
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ABUR9
        
          
        
        4399930.89000000
        PA
        USD
        4005416.76000000
        0.025376662728
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X0C55
        
          
        
        127535.69000000
        PA
        USD
        131713.07000000
        0.000834479494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAKL7
        
          
        
        4797639.52000000
        PA
        USD
        4834969.23000000
        0.030632363822
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213EUP9
        
          
        
        3066.85000000
        PA
        USD
        3223.04000000
        0.000020419847
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGJ83
        
          
        
        5078488.73000000
        PA
        USD
        4937187.30000000
        0.031279975205
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9TA3
        
          
        
        6883025.02000000
        PA
        USD
        6206091.76000000
        0.039319228658
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEYF9
        
          
        
        2374748.12000000
        PA
        USD
        2224426.90000000
        0.014093048136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380MJT9
        
          
        
        188939.44000000
        PA
        USD
        188684.32000000
        0.001195425754
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-05-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179R7J2
        
          
        
        4247992.94000000
        PA
        USD
        4189507.47000000
        0.026542985271
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WWKG3
        
          
        
        621566.58000000
        PA
        USD
        627037.11000000
        0.003972647595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137ASRX4
        
          
        
        665470.70000000
        PA
        USD
        88602.63000000
        0.000561349590
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-15
          Floating
          4.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200KHZ3
        
          
        
        1155.73000000
        PA
        USD
        1217.79000000
        0.000007715413
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YAZ8
        
          
          
        
        4380000.00000000
        PA
        USD
        3643058.78000000
        0.023080912549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-24
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFBF7
        
          
        
        4064131.33000000
        PA
        USD
        3844770.25000000
        0.024358872933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ADME5
        
          
        
        4128475.73000000
        PA
        USD
        3946532.52000000
        0.025003596556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDY93
        
          
        
        17559990.24000000
        PA
        USD
        2829708.14000000
        0.017927859544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRICK PD AU FIN PTY LT
        5493008DX0TK7OFLV260
        
        06849UAD7
        
          
          
        
        8508000.00000000
        PA
        USD
        8977369.26000000
        0.056876895852
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2039-10-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        
        38175BAA2
        
          
        
        2250000.00000000
        PA
        USD
        2223111.18000000
        0.014084712279
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-05
          Floating
          2.66329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200DM75
        
          
        
        6133.92000000
        PA
        USD
        6462.83000000
        0.000040945815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076BW1
        
          
          
        
        750000.00000000
        PA
        USD
        750465.42000000
        0.004754638279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-06
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        
        000000000
        
          
        
        -224620000.00000000
        NC
        USD
        -659913.21000000
        -0.00418093695
        N/A
        DIR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    CH
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                  
                    
                      
                    
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -224620000.00000000
            USD
            100.00000000
            USD
            2022-07-20
            XXXX
            64486.29000000
          
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YBF1
        
          
          
        
        10630000.00000000
        PA
        USD
        7870353.57000000
        0.049863302639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CG2
        
          
          
        
        20670000.00000000
        PA
        USD
        20131881.35000000
        0.127547267544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AL7
        
          
          
        
        2820000.00000000
        PA
        USD
        2418656.98000000
        0.015323609530
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-27
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291XA90
        
          
        
        2681.16000000
        PA
        USD
        2826.18000000
        0.000017905506
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EPZ6
        
          
        
        311426.58000000
        PA
        USD
        345448.50000000
        0.002188618713
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-20
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Asset Backed Secu
        N/A
        
        073879MR6
        
          
        
        3117480.00000000
        PA
        USD
        3056659.21000000
        0.019365727587
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-12-25
          Floating
          2.59857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOLLAR GENERAL CORP
        OPX52SQVOZI8IVSWYU66
        
        256677AC9
        
          
          
        
        660000.00000000
        PA
        USD
        656956.54000000
        0.004162204719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDS7
        
          
          
        
        6340000.00000000
        PA
        USD
        4537450.00000000
        0.028747405126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.88700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138M3TF1
        
          
        
        237596.44000000
        PA
        USD
        240441.50000000
        0.001523337824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JBDV2
        
          
        
        583880.87000000
        PA
        USD
        589571.24000000
        0.003735279350
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argent Securities Inc.
        N/A
        
        040104TF8
        
          
        
        96509.87000000
        PA
        USD
        26268.42000000
        0.000166425836
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-25
          Floating
          1.84357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDR26
        
          
        
        22753889.25000000
        PA
        USD
        3507848.79000000
        0.022224278016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2R3
        
          
          
        
        15830000.00000000
        PA
        USD
        15468313.94000000
        0.098000834709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-02
          Fixed
          1.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JBVE3
        
          
        
        2491000.53000000
        PA
        USD
        2197203.26000000
        0.013920570421
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CQ6
        
          
          
        
        4633000.00000000
        PA
        USD
        3278030.23000000
        0.020768242743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deephaven Residential Mortgage
        N/A
        
        24382JAA4
        
          
        
        26572801.95000000
        PA
        USD
        24953875.25000000
        0.158097425046
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335B4Y9
        
          
        
        6548748.21000000
        PA
        USD
        6206845.99000000
        0.039324007147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDBANK AB
        M312WZV08Y7LYUC71685
        
        87020PAK3
        
          
          
        
        8590000.00000000
        PA
        USD
        8411044.70000000
        0.053288897844
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2023-06-02
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B1QD6
        
          
        
        888667.54000000
        PA
        USD
        802884.48000000
        0.005086743747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arbys Funding LLC
        N/A
        
        038779AB0
        
          
        
        884250.00000000
        PA
        USD
        798418.51000000
        0.005058449209
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-07-30
          Fixed
          3.23700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CR9
        
          
          
        
        3540000.00000000
        PA
        USD
        3512600.40000000
        0.022254382251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90276XAZ8
        
          
        
        1430000.00000000
        PA
        USD
        1362107.32000000
        0.008629748196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-06-15
          Variable
          4.71290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMQN8
        
          
        
        7165933.01000000
        PA
        USD
        6711262.16000000
        0.042519779219
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412XXC3
        
          
          
        
        886.64000000
        PA
        USD
        952.39000000
        0.000006033948
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ELYW7
        
          
        
        482198.18000000
        PA
        USD
        526876.81000000
        0.003338073391
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-05-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967GT2
        
          
          
        
        1849000.00000000
        PA
        USD
        1848943.46000000
        0.011714140475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCG Trust
        N/A
        
        55352NAC1
        
          
        
        6358000.00000000
        PA
        USD
        5980004.82000000
        0.037886835384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-07
          Variable
          3.57714200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VER1
        
          
          
        
        9637000.00000000
        PA
        USD
        9594525.31000000
        0.060786941140
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.32900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201KM45
        
          
        
        13410.82000000
        PA
        USD
        14091.46000000
        0.000089277658
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGE4
        
          
          
        
        1513000.00000000
        PA
        USD
        1364021.29000000
        0.008641874318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-11-04
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDV3
        
          
          
        
        564000.00000000
        PA
        USD
        608588.86000000
        0.003855767118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-16
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMSJ5
        
          
        
        6769278.54000000
        PA
        USD
        6107478.81000000
        0.038694457823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        
        87938WAU7
        
          
          
        
        2821000.00000000
        PA
        USD
        2505898.84000000
        0.015876337845
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2047-03-08
          Fixed
          5.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JASZ9
        
          
        
        64679.05000000
        PA
        USD
        65425.94000000
        0.000414511675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J8GH0
        
          
        
        358893.58000000
        PA
        USD
        340406.02000000
        0.002156671646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYV71
        
          
        
        2502195.07000000
        PA
        USD
        2237775.46000000
        0.014177619087
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WLAL0
        
          
        
        25985.06000000
        PA
        USD
        26523.29000000
        0.000168040587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UKY7
        
          
          
        
        9311627.99000000
        PA
        USD
        9530493.52000000
        0.060381262222
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FFZS9
        
          
        
        25667813.33000000
        PA
        USD
        3398415.92000000
        0.021530956647
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FUZK3
        
          
        
        7448261.44000000
        PA
        USD
        1043150.61000000
        0.006608970499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-25
          Variable
          1.62976000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CME GROUP INC
        LCZ7XYGSLJUHFXXNXD88
        
        12572QAF2
        
          
          
        
        1070000.00000000
        PA
        USD
        1166237.32000000
        0.007388796947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291XNT2
        
          
          
        
        2448.42000000
        PA
        USD
        2579.48000000
        0.000016342517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KTHM0
        
          
        
        688536.91000000
        PA
        USD
        620582.88000000
        0.003931756265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200XH69
        
          
        
        17118.70000000
        PA
        USD
        17980.76000000
        0.000113918653
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032688
        
          
        
        44700000.00000000
        PA
        USD
        43383445.54000000
        0.274859554310
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201F5L7
        
          
        
        3689.03000000
        PA
        USD
        3876.66000000
        0.000024560913
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        5493006EIGNTETP6G413
        
        15673FAA8
        
          
        
        1950000.00000000
        PA
        USD
        1921516.10000000
        0.012173930684
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          2.84429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VCK8
        
          
          
        
        5144000.00000000
        PA
        USD
        5074465.21000000
        0.032149711223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-21
          Fixed
          4.86200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        
        36255TAJ1
        
          
        
        29598786.02000000
        PA
        USD
        23965018.21000000
        0.151832436134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Floating
          4.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMWN1
        
          
        
        7024866.43000000
        PA
        USD
        6357852.83000000
        0.040280723982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -211.00000000
        NC
        USD
        -349468.75000000
        -0.00221408935
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            139.00000000
            USD
            2022-07-22
            XXXX
            -148740.03000000
          
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        
        59156RAP3
        
          
          
        
        6365000.00000000
        PA
        USD
        6416970.23000000
        0.040655267360
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-12-15
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBY38
        
          
        
        25649840.89000000
        PA
        USD
        25080424.68000000
        0.158899189855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XUM38
        
          
        
        2463817.03000000
        PA
        USD
        2409716.83000000
        0.015266968440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WVAJ0
        
          
        
        33555.60000000
        PA
        USD
        33634.84000000
        0.000213096424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95001WBF4
        
          
        
        7160000.00000000
        PA
        USD
        6835631.95000000
        0.043307734731
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.54600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMLS1
        
          
        
        779307.56000000
        PA
        USD
        738104.56000000
        0.004676324986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QN5C2
        
          
        
        1390650.54000000
        PA
        USD
        1315326.87000000
        0.008333366627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDQ4
        
          
        
        17911000.00000000
        PA
        USD
        17089083.91000000
        0.108269362394
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CAH7
        
          
        
        20940726.71000000
        PA
        USD
        20573341.55000000
        0.130344176648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409YPS0
        
          
        
        972.81000000
        PA
        USD
        1040.53000000
        0.000006592367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402CTT9
        
          
          
        
        4488.03000000
        PA
        USD
        4809.24000000
        0.000030469354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201MZ21
        
          
        
        7862.56000000
        PA
        USD
        8269.89000000
        0.000052394600
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291VNV1
        
          
        
        387.49000000
        PA
        USD
        408.26000000
        0.000002586566
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36206RTJ5
        
          
        
        21.55000000
        PA
        USD
        22.65000000
        0.000000143501
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283HRA5
        
          
          
        
        94267.23000000
        PA
        USD
        101288.32000000
        0.000641720871
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGN8
        
          
          
        
        20529000.00000000
        PA
        USD
        17039011.29000000
        0.107952122999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KGNJ3
        
          
        
        6981512.28000000
        PA
        USD
        6633285.27000000
        0.042025749919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H5EK0
        
          
        
        319565.30000000
        PA
        USD
        324219.93000000
        0.002054123280
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833BZ2
        
          
          
        
        9994000.00000000
        PA
        USD
        9579204.33000000
        0.060689873752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        
        00914AAH5
        
          
          
        
        4630000.00000000
        PA
        USD
        4364830.13000000
        0.027653757078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        
        12596GAZ2
        
          
        
        14929000.00000000
        PA
        USD
        14916759.71000000
        0.094506415398
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-11-15
          Variable
          4.42160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        
        14310MAW7
        
          
        
        4486359.75000000
        PA
        USD
        4405145.43000000
        0.027909178132
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-17
          Floating
          2.01429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377EEZ3
        
          
        
        63180.62000000
        PA
        USD
        8402.86000000
        0.000053237042
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-20
          Floating
          4.88486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388KB92
        
          
        
        4902.61000000
        PA
        USD
        4945.76000000
        0.000031334288
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122DL9
        
          
          
        
        2329000.00000000
        PA
        USD
        2284682.97000000
        0.014474805655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AK72
        
          
        
        107974.83000000
        PA
        USD
        108666.08000000
        0.000688463305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XABM3
        
          
        
        1606905.76000000
        PA
        USD
        1405111.55000000
        0.008902205197
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BLC4
        
          
        
        1201995.07000000
        PA
        USD
        1192442.94000000
        0.007554824909
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-03-20
          Floating
          1.28329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HS35
        
          
        
        3560487.87000000
        PA
        USD
        491564.16000000
        0.003114347056
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202E2C2
        
          
        
        3227.17000000
        PA
        USD
        3533.90000000
        0.000022389327
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-02-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VBG8
        
          
          
        
        6606000.00000000
        PA
        USD
        5645121.56000000
        0.035765153659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MY4
        
          
          
        
        5000000.00000000
        PA
        USD
        4121821.80000000
        0.026114156881
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A4XN1
        
          
        
        1422344.51000000
        PA
        USD
        1343788.91000000
        0.008513690332
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200MC43
        
          
        
        7030.39000000
        PA
        USD
        7385.70000000
        0.000046792738
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H3HW6
        
          
        
        94854.28000000
        PA
        USD
        92979.32000000
        0.000589078486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        
        65535VLL0
        
          
        
        48481.34000000
        PA
        USD
        27628.72000000
        0.000175044134
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Variable
          5.47600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17325HBS2
        
          
        
        2624000.00000000
        PA
        USD
        2451370.98000000
        0.015530871894
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-04-14
          Variable
          4.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAP6
        
          
          
        
        3529000.00000000
        PA
        USD
        3515349.58000000
        0.022271799917
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAX3
        
          
          
        
        7950000.00000000
        PA
        USD
        6372086.70000000
        0.040370903891
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2032-01-30
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419KHY4
        
          
        
        354461.77000000
        PA
        USD
        366099.77000000
        0.002319456612
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X3CH9
        
          
        
        1681465.33000000
        PA
        USD
        1655300.64000000
        0.010487299717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CMF8
        
          
        
        17180501.44000000
        PA
        USD
        16828462.83000000
        0.106618175103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KDM0
        
          
          
        
        5452.09000000
        PA
        USD
        5944.66000000
        0.000037662905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FF3L3
        
          
        
        44008.07000000
        PA
        USD
        41739.23000000
        0.000264442485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W9TS9
        
          
        
        332811.90000000
        PA
        USD
        340423.05000000
        0.002156779541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAF4
        
          
          
        
        2360000.00000000
        PA
        USD
        1587366.75000000
        0.010056898708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        
        21987BAW8
        
          
          
        
        14365000.00000000
        PA
        USD
        13624051.29000000
        0.086316349908
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2027-08-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371NGG4
        
          
        
        2305.91000000
        PA
        USD
        2477.61000000
        0.000015697111
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L13J2
        
          
        
        1257096.47000000
        PA
        USD
        1098858.99000000
        0.006961915737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MJF79
        
          
        
        1644197.66000000
        PA
        USD
        1663970.81000000
        0.010542230326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAU7
        
          
          
        
        19033000.00000000
        PA
        USD
        17692269.04000000
        0.112090893716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VEA8
        
          
          
        
        40598000.00000000
        PA
        USD
        39636930.85000000
        0.251123187936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-10
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AFRX1
        
          
        
        3140517.96000000
        PA
        USD
        2753667.42000000
        0.017446097016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y0LB6
        
          
        
        48973.03000000
        PA
        USD
        47858.59000000
        0.000303212217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        
        80281LAB1
        
          
          
        
        484000.00000000
        PA
        USD
        443552.34000000
        0.002810164037
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2045-09-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LHPM0
        
          
        
        4751787.16000000
        PA
        USD
        4737537.26000000
        0.030015075188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379GYA9
        
          
        
        585357.32000000
        PA
        USD
        22305.86000000
        0.000141320696
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-07-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B57A7
        
          
        
        209265.75000000
        PA
        USD
        197814.06000000
        0.001253268007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-09-25
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MMRT7
        
          
        
        8175820.80000000
        PA
        USD
        7527173.66000000
        0.047689056773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403C5S6
        
          
        
        4896.84000000
        PA
        USD
        5366.83000000
        0.000034002013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        455780CN4
        
          
          
        
        16110000.00000000
        PA
        USD
        13008342.83000000
        0.082415475950
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2049-10-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDLR5
        
          
        
        3627889.16000000
        PA
        USD
        3269839.25000000
        0.020716348084
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BT6
        
          
          
        
        5520000.00000000
        PA
        USD
        4835590.10000000
        0.030636297397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-12
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        -5900000.00000000
        PA
        USD
        -5924199.20000000
        -0.03753327407
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVQ54
        
          
        
        4328161.08000000
        PA
        USD
        613720.69000000
        0.003888280269
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390DEJ9
        
          
        
        9212.45000000
        PA
        USD
        9270.92000000
        0.000058736711
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B1TH4
        
          
        
        2473242.98000000
        PA
        USD
        2157035.50000000
        0.013666084119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAV5
        
          
          
        
        2774000.00000000
        PA
        USD
        2890696.33000000
        0.018314255472
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        
        002824BH2
        
          
          
        
        3681000.00000000
        PA
        USD
        3867490.02000000
        0.024502815992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-11-30
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        
        29135LAC4
        
          
          
        
        24350000.00000000
        PA
        USD
        24360714.00000000
        0.154339400879
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2022-10-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3VA2
        
          
        
        890680.10000000
        PA
        USD
        776808.53000000
        0.004921537321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52476DAA5
        
          
        
        8426400.05000000
        PA
        USD
        7938289.03000000
        0.050293713595
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-04-25
          Variable
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AQ3
        
          
          
        
        24078000.00000000
        PA
        USD
        24520196.08000000
        0.155349813327
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412YCG5
        
          
        
        622.72000000
        PA
        USD
        662.47000000
        0.000004197135
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HY87
        
          
        
        5152742.85000000
        PA
        USD
        725982.31000000
        0.004599523428
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412XC44
        
          
        
        4784.09000000
        PA
        USD
        5139.23000000
        0.000032560034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAL0
        
          
          
        
        293000.00000000
        PA
        USD
        284090.11000000
        0.001799877350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Applebees/IHOP Funding LLC
        N/A
        
        03789XAD0
        
          
        
        11108790.00000000
        PA
        USD
        10815600.15000000
        0.068523165917
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2049-06-05
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8HP5
        
          
        
        3778008.60000000
        PA
        USD
        3666662.41000000
        0.023230455379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHK46
        
          
        
        1963478.96000000
        PA
        USD
        1907014.49000000
        0.012082054485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06367WB85
        
          
          
        
        12810000.00000000
        PA
        USD
        12134545.22000000
        0.076879455963
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-05-01
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131XYGF0
        
          
        
        319764.25000000
        PA
        USD
        312746.88000000
        0.001981434784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VLS Commercial Mortgage Trust
        N/A
        
        92858TAA4
        
          
        
        36680000.00000000
        PA
        USD
        30211698.41000000
        0.191408816348
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-10
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200NUX7
        
          
        
        425.03000000
        PA
        USD
        467.31000000
        0.000002960682
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378GPW7
        
          
        
        5918.16000000
        PA
        USD
        5969.60000000
        0.000037820914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -3111.00000000
        NC
        USD
        -759861.96000000
        -0.00481417086
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2022-12-20
            -754007625.54000000
            USD
            -759861.96000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJ6W8
        
          
        
        1265835.72000000
        PA
        USD
        1109900.04000000
        0.007031867260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FLFR2
        
          
        
        368934.19000000
        PA
        USD
        65923.19000000
        0.000417662045
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -3078.00000000
        NC
        USD
        -2212312.50000000
        -0.01401629631
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            96.50000000
            USD
            2022-12-19
            XXXX
            -179601.30000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36208LYX9
        
          
        
        22.53000000
        PA
        USD
        24.77000000
        0.000000156932
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213DCY2
        
          
        
        12458.68000000
        PA
        USD
        13310.84000000
        0.000084331972
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAV5
        
          
          
        
        510000.00000000
        PA
        USD
        514859.30000000
        0.003261935421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AM5
        
          
          
        
        1170000.00000000
        PA
        USD
        997773.39000000
        0.006321479215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-27
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newark BSL CLO 2 Ltd.
        N/A
        
        65023PAN0
        
          
        
        2780000.00000000
        PA
        USD
        2739064.50000000
        0.017353578959
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-25
          Floating
          2.15400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210AN94
        
          
        
        3485.25000000
        PA
        USD
        3664.10000000
        0.000023214221
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B4A30
        
          
        
        611872.73000000
        PA
        USD
        30717.54000000
        0.000194613619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202SDX3
        
          
        
        1548.59000000
        PA
        USD
        1635.46000000
        0.000010361597
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAN3
        
          
          
        
        6670000.00000000
        PA
        USD
        6776004.71000000
        0.042929961219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAC3
        
          
        
        22223700.00000000
        PA
        USD
        19780368.64000000
        0.125320228506
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.96285000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179QGC9
        
          
        
        531570.92000000
        PA
        USD
        525935.14000000
        0.003332107359
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC SERVICES INC
        NKNQHM6BLECKVOQP7O46
        
        760759AU4
        
          
          
        
        3645000.00000000
        PA
        USD
        3532171.69000000
        0.022378377843
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBLK4
        
          
        
        1496474.11000000
        PA
        USD
        1406098.33000000
        0.008908457027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HJZ4
        
          
          
        
        5791000.00000000
        PA
        USD
        5743370.59000000
        0.036387618847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89173UAA5
        
          
        
        13024041.51000000
        PA
        USD
        12726356.20000000
        0.080628925378
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        5493005BBCF84ICNQ550
        
        36255TAA0
        
          
        
        24467934.33000000
        PA
        USD
        21675470.15000000
        0.137326807281
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-09-15
          Floating
          3.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375UY79
        
          
        
        489450.07000000
        PA
        USD
        25467.02000000
        0.000161348497
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2067-11-20
          Variable
          2.58670000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AVC9
        
          
        
        40180.47000000
        PA
        USD
        40437.13000000
        0.000256192918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132VMUJ2
        
          
        
        33219.87000000
        PA
        USD
        32296.04000000
        0.000204614341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31395TLN2
        
          
        
        1637983.60000000
        PA
        USD
        1711085.33000000
        0.010840728423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGW3
        
          
        
        28261370.28000000
        PA
        USD
        24762059.56000000
        0.156882160228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKS7
        
          
          
        
        7260000.00000000
        PA
        USD
        7229691.61000000
        0.045804333634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-25
          Fixed
          3.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FLEV4
        
          
        
        748996.98000000
        PA
        USD
        36358.04000000
        0.000230349492
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MJ6K6
        
          
        
        2136376.42000000
        PA
        USD
        1930726.84000000
        0.012232286120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAN0
        
          
          
        
        7707000.00000000
        PA
        USD
        6495356.40000000
        0.041151889688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297QET2
        
          
        
        124767.19000000
        PA
        USD
        129952.92000000
        0.000823327912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRTA6
        
          
        
        5068618.26000000
        PA
        USD
        4595262.89000000
        0.029113683668
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        71568PAC3
        
          
          
        
        4743000.00000000
        PA
        USD
        4564686.92000000
        0.028919966977
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2027-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3XG7
        
          
        
        10421714.47000000
        PA
        USD
        9447036.76000000
        0.059852514734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XQWR8
        
          
        
        22835.42000000
        PA
        USD
        23163.94000000
        0.000146757136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380PXV1
        
          
        
        4180279.66000000
        PA
        USD
        3514993.17000000
        0.022269541851
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-01-16
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388FSE4
        
          
        
        2096.12000000
        PA
        USD
        2133.47000000
        0.000013516782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBF1
        
          
          
        
        4767000.00000000
        PA
        USD
        3503505.17000000
        0.022196758638
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5T78
        
          
        
        1474629.43000000
        PA
        USD
        1516768.16000000
        0.009609615263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNEG4
        
          
        
        198562.56000000
        PA
        USD
        196973.88000000
        0.001247944975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NN7
        
          
          
        
        15970000.00000000
        PA
        USD
        14402928.42000000
        0.091250993022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-17
          Fixed
          3.78500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB5S4
        
          
        
        425505.00000000
        PA
        USD
        439257.79000000
        0.002782955546
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        105.00000000
        NC
        USD
        160781.25000000
        0.001018643451
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.00000000
            USD
            2022-07-01
            XXXX
            127787.10000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3G50
        
          
        
        678579.41000000
        PA
        USD
        591815.77000000
        0.003749499763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50076QAE6
        
          
          
        
        36000.00000000
        PA
        USD
        32949.97000000
        0.000208757371
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-04
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638BM3
        
          
          
        
        5998000.00000000
        PA
        USD
        6230763.61000000
        0.039475539287
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2050-11-18
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UQ62
        
          
        
        8264592.96000000
        PA
        USD
        8442906.43000000
        0.053490760578
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AJ6
        
          
          
        
        1970000.00000000
        PA
        USD
        1667664.10000000
        0.010565629482
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-07-15
          Variable
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAM2
        
          
          
        
        10882000.00000000
        PA
        USD
        8982855.73000000
        0.056911655855
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2031-05-24
          Fixed
          2.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        
        00217VAA8
        
          
        
        8625000.00000000
        PA
        USD
        8567022.75000000
        0.054277110209
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-06-17
          Floating
          3.24200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967BL4
        
          
          
        
        412000.00000000
        PA
        USD
        451070.68000000
        0.002857797128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AQPP6
        
          
        
        20671013.00000000
        PA
        USD
        18763625.66000000
        0.118878565820
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WQMU3
        
          
        
        1628927.93000000
        PA
        USD
        1601220.52000000
        0.010144670461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FLNB6
        
          
        
        24888990.73000000
        PA
        USD
        814141.29000000
        0.005158062236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-03-25
          Variable
          0.70522100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017DD8
        
          
          
        
        5920000.00000000
        PA
        USD
        5940871.61000000
        0.037638903563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-16
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MR9
        
          
          
        
        7430000.00000000
        PA
        USD
        7283816.83000000
        0.046147248625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          1.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XA7H9
        
          
        
        3498821.93000000
        PA
        USD
        3157921.53000000
        0.020007283734
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BFN5
        
          
          
        
        134000.00000000
        PA
        USD
        135048.93000000
        0.000855614123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FL7
        
          
          
        
        6680000.00000000
        PA
        USD
        5318098.37000000
        0.033693270084
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2070-02-05
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBME9
        
          
        
        4400000.00000000
        PA
        USD
        3693683.40000000
        0.023401649187
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M34Q0
        
          
        
        2258020.56000000
        PA
        USD
        1963259.12000000
        0.012438397181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558AW3
        
          
          
        
        1460000.00000000
        PA
        USD
        1462383.17000000
        0.009265054477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132D9EX8
        
          
        
        473926.99000000
        PA
        USD
        423849.59000000
        0.002685335568
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297QDF3
        
          
        
        305654.75000000
        PA
        USD
        319049.07000000
        0.002021362851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MRW80
        
          
        
        150088.45000000
        PA
        USD
        142581.42000000
        0.000903336861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7RC9
        
          
        
        138784.97000000
        PA
        USD
        146050.13000000
        0.000925313172
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AHQK9
        
          
        
        968794.56000000
        PA
        USD
        82831.45000000
        0.000524785782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-25
          Floating
          4.52643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Multifamily Struct
        N/A
        
        3137FCJG0
        
          
        
        340000.00000000
        PA
        USD
        332493.34000000
        0.002106540181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-25
          Fixed
          3.08900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IndyMac INDX Mortgage Loan Tru
        N/A
        
        45660LVM8
        
          
          
        
        13278.60000000
        PA
        USD
        11782.21000000
        0.000074647205
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-25
          Variable
          2.92617000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WE3Y3
        
          
        
        3534296.04000000
        PA
        USD
        3561498.39000000
        0.022564179676
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFP4
        
          
          
        
        3310000.00000000
        PA
        USD
        3246033.16000000
        0.020565522551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412XG65
        
          
        
        597.99000000
        PA
        USD
        642.25000000
        0.000004069030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X66J5
        
          
        
        2935835.33000000
        PA
        USD
        2996736.42000000
        0.018986081592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        4SXHN5XW08IBO0UG2V58
        
        14916RAD6
        
          
          
        
        358000.00000000
        PA
        USD
        324035.87000000
        0.002052957152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        
        48667QAP0
        
          
          
        
        10863000.00000000
        PA
        USD
        8342132.22000000
        0.052852296894
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2047-04-19
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VES9
        
          
          
        
        1728000.00000000
        PA
        USD
        1673449.82000000
        0.010602285410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-08
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BAS21
        
          
        
        6348734.33000000
        PA
        USD
        4414871.13000000
        0.027970796141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XAD6
        
          
          
        
        6061762.54000000
        PA
        USD
        6202730.04000000
        0.039297930191
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-01-25
          Floating
          6.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        
        05578QAB9
        
          
          
        
        4541000.00000000
        PA
        USD
        4544584.08000000
        0.028792603704
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-07-21
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AJ2
        
          
          
        
        6050000.00000000
        PA
        USD
        5826723.36000000
        0.036915707498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137BUX86
        
          
        
        259989623.05000000
        PA
        USD
        3164645.69000000
        0.020049885228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-25
          Variable
          0.42506800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W1VK0
        
          
        
        6838.70000000
        PA
        USD
        6414.26000000
        0.000040638096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382T4P6
        
          
        
        10061530.83000000
        PA
        USD
        1156429.09000000
        0.007326656062
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-05-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388EF84
        
          
        
        4234.52000000
        PA
        USD
        4454.47000000
        0.000028221678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WAU0
        
          
          
        
        3000000.00000000
        PA
        USD
        2513822.82000000
        0.015926540903
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-03
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YAQ2
        
          
          
        
        2194000.00000000
        PA
        USD
        2161276.47000000
        0.013692953150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-14
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        5493004MLF21SFT7F415
        
        59801WAR7
        
          
        
        4000000.00000000
        PA
        USD
        3878207.43000000
        0.024570717066
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-07-15
          Floating
          2.64429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KSBK2
        
          
        
        57081.62000000
        PA
        USD
        53999.02000000
        0.000342115440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4F53
        
          
        
        3926745.99000000
        PA
        USD
        3436320.08000000
        0.021771101716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFN49
        
          
        
        371878.97000000
        PA
        USD
        355259.11000000
        0.002250774677
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BAUR0
        
          
        
        1794314.27000000
        PA
        USD
        1736589.44000000
        0.011002311908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9WD3
        
          
        
        8165625.06000000
        PA
        USD
        7988877.66000000
        0.050614222216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216BK6
        
          
          
        
        1075000.00000000
        PA
        USD
        988171.54000000
        0.006260645868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BEA2
        
          
        
        41479.90000000
        PA
        USD
        44065.68000000
        0.000279181909
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        8305978.10000000
        0.052623239354
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2031-10-20
            762614.57000000
            USD
            0.00000000
            USD
            -193590000.00000000
            USD
            7543363.53000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FEA7
        
          
        
        12607.97000000
        PA
        USD
        13631.50000000
        0.000086363541
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB5P0
        
          
        
        294113.12000000
        PA
        USD
        297260.45000000
        0.001883319173
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        5493001GLQHON6UV2U40
        
        09630PAA1
        
          
        
        11330000.00000000
        PA
        USD
        11092926.39000000
        0.070280190187
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          2.30429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXJ8
        
          
          
        
        8120000.00000000
        PA
        USD
        7970270.53000000
        0.050496335142
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17326FAD9
        
          
        
        8956000.00000000
        PA
        USD
        8556623.30000000
        0.054211223598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-12
          Fixed
          3.47100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WNF1
        
          
        
        78643906.52000000
        PA
        USD
        74296287.34000000
        0.470710524970
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HarborView Mortgage Loan Trust
        N/A
        
        41161PSL8
        
          
          
        
        3476550.39000000
        PA
        USD
        3265652.41000000
        0.020689821999
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-20
          Floating
          2.35229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AT0
        
          
          
        
        3510000.00000000
        PA
        USD
        3419359.34000000
        0.021663645487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KGVF7
        
          
        
        842368.93000000
        PA
        USD
        786939.01000000
        0.004985719849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6ZU8
        
          
        
        1066660.90000000
        PA
        USD
        1043329.83000000
        0.006610105963
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AEPA6
        
          
        
        709338.00000000
        PA
        USD
        645202.57000000
        0.004087736430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO III Ltd
        549300JXCQSPB1A61C68
        
        96467HAA4
        
          
        
        21580000.00000000
        PA
        USD
        20985519.13000000
        0.132955563193
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.26429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468Q5
        
          
          
        
        18980000.00000000
        PA
        USD
        17792512.31000000
        0.112725993583
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-28
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31373YS34
        
          
        
        641.99000000
        PA
        USD
        643.03000000
        0.000004073971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        
        23312LAU2
        
          
        
        1320000.00000000
        PA
        USD
        1265400.31000000
        0.008017052608
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-05-10
          Variable
          4.19500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCZ2
        
          
          
        
        2420000.00000000
        PA
        USD
        1929973.28000000
        0.012227511876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210AMT1
        
          
        
        1746.12000000
        PA
        USD
        1835.53000000
        0.000011629158
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZOS Student Finance Corp
        N/A
        
        10623PDS6
        
          
        
        1174651.33000000
        PA
        USD
        1183441.83000000
        0.007497797602
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-12-27
          Floating
          4.69729000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UPB2
        
          
        
        5065449.28000000
        PA
        USD
        5157870.38000000
        0.032678131858
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBG4
        
          
          
        
        14290000.00000000
        PA
        USD
        10404563.58000000
        0.065919008340
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411YGF4
        
          
        
        3788.82000000
        PA
        USD
        4043.89000000
        0.000025620413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179Q6P1
        
          
        
        476111.50000000
        PA
        USD
        470881.78000000
        0.002983312057
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ADXW4
        
          
        
        207521.50000000
        PA
        USD
        5473.26000000
        0.000034676309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201S5L9
        
          
        
        12840.95000000
        PA
        USD
        14141.28000000
        0.000089593296
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        60286606.97000000
        0.381950988825
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2027-05-15
            2165229.34000000
            USD
            0.00000000
            USD
            -643977000.00000000
            USD
            58121377.63000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDFQ4
        
          
        
        2091798.30000000
        PA
        USD
        1826437.62000000
        0.011571552788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FHES2
        
          
        
        76218.42000000
        PA
        USD
        72128.40000000
        0.000456975688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        
        931142ET6
        
          
          
        
        2020000.00000000
        PA
        USD
        1716948.67000000
        0.010877876119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-22
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12593JBH8
        
          
        
        7541000.00000000
        PA
        USD
        7399438.09000000
        0.046879777072
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-08-10
          Variable
          4.02800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2H6
        
          
          
        
        8704000.00000000
        PA
        USD
        8703345.46000000
        0.055140794475
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2030-01-10
          Fixed
          5.19800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WLWX0
        
          
        
        908279.18000000
        PA
        USD
        927111.46000000
        0.005873794474
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371MSG3
        
          
        
        527.71000000
        PA
        USD
        543.55000000
        0.000003443707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201AY51
        
          
        
        2162.69000000
        PA
        USD
        2278.25000000
        0.000014434049
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CC4
        
          
          
        
        4870000.00000000
        PA
        USD
        4142955.36000000
        0.026248050370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XC6P8
        
          
        
        1751980.94000000
        PA
        USD
        1599275.41000000
        0.010132347049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AUUN7
        
          
        
        507302.12000000
        PA
        USD
        52367.23000000
        0.000331777094
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCZ68
        
          
        
        10849192.78000000
        PA
        USD
        9844611.99000000
        0.062371386833
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379XGR5
        
          
        
        7748531.09000000
        PA
        USD
        1562379.72000000
        0.009898591228
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-11-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VBP4
        
          
          
        
        4750000.00000000
        PA
        USD
        4283206.39000000
        0.027136622845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGNF2
        
          
        
        10145677.16000000
        PA
        USD
        9619030.58000000
        0.060942196388
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31406NTR5
        
          
        
        473952.12000000
        PA
        USD
        516026.94000000
        0.003269333105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WBYL3
        
          
        
        50256.17000000
        PA
        USD
        51777.00000000
        0.000328037641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAKS2
        
          
        
        5138560.06000000
        PA
        USD
        4801383.16000000
        0.030419576384
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AN1
        
          
          
        
        2897000.00000000
        PA
        USD
        2862945.77000000
        0.018138439410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMERON LNG LLC
        549300C39FLHGVD73K22
        
        133434AA8
        
          
          
        
        9880000.00000000
        PA
        USD
        8711179.60000000
        0.055190428343
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          2.90200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329KXS8
        
          
        
        4743873.25000000
        PA
        USD
        4666313.20000000
        0.029563829024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402RDF3
        
          
          
        
        2437.94000000
        PA
        USD
        2626.29000000
        0.000016639086
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SEH6
        
          
        
        3418226.46000000
        PA
        USD
        3368246.35000000
        0.021339814739
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617K1Y72
        
          
        
        957881.26000000
        PA
        USD
        973425.42000000
        0.006167220555
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12651DAE8
        
          
        
        1669691.86000000
        PA
        USD
        1666966.26000000
        0.010561208257
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-30
          Variable
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BU5
        
          
          
        
        37500000.00000000
        PA
        USD
        39801782.25000000
        0.252167618173
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABD6
        
          
          
        
        1330000.00000000
        PA
        USD
        1281763.72000000
        0.008120724401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NDN0
        
          
        
        0.06000000
        PA
        USD
        0.00000000
        0.000000
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-09-16
          Fixed
          0.00100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        
        61767EAJ3
        
          
        
        1260000.00000000
        PA
        USD
        1196356.64000000
        0.007579620492
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Variable
          4.11100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        
        62955DAA4
        
          
        
        25348568.33000000
        PA
        USD
        24628914.87000000
        0.156038610581
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-10-25
          Variable
          2.94390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        
        69361JAA4
        
          
        
        11796895.80000000
        PA
        USD
        10116772.46000000
        0.064095682922
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          2.07100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BGS5
        
          
        
        358482.32000000
        PA
        USD
        355474.65000000
        0.002252140249
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-08-20
          Floating
          1.15329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRUQ9
        
          
        
        3223127.16000000
        PA
        USD
        2922138.52000000
        0.018513460174
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379FFB0
        
          
        
        1440178.83000000
        PA
        USD
        247801.06000000
        0.001569964950
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2045-04-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KKY4
        
          
        
        38510000.00000000
        PA
        USD
        35241560.03000000
        0.223275937687
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-10-25
          Floating
          2.42566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390FTW9
        
          
        
        18602.89000000
        PA
        USD
        18845.83000000
        0.000119399378
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT CRE Trust
        N/A
        
        04002VAA9
        
          
        
        20690000.00000000
        PA
        USD
        19797621.68000000
        0.125429536627
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2037-01-16
          Floating
          2.02056000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VKP4
        
          
        
        10828390.42000000
        PA
        USD
        11061096.43000000
        0.070078528735
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FKPT1
        
          
        
        279456.98000000
        PA
        USD
        264542.98000000
        0.001676034825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132GSLR8
        
          
        
        532610.94000000
        PA
        USD
        538233.86000000
        0.003410026959
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QG5Y9
        
          
        
        1335124.97000000
        PA
        USD
        1203373.98000000
        0.007624079454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        315.00000000
        NC
        USD
        1456875.00000000
        0.009230156991
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            134.50000000
            USD
            2022-07-22
            XXXX
            841095.67000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHLP5
        
          
        
        4900146.08000000
        PA
        USD
        4647536.59000000
        0.029444868194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDU5
        
          
          
        
        2097000.00000000
        PA
        USD
        2176172.91000000
        0.013787330828
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-03-16
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381ETV0
        
          
        
        66295560.52000000
        PA
        USD
        3889205.85000000
        0.024640398503
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-02-16
          Variable
          0.64046000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVLP8
        
          
        
        9253147.86000000
        PA
        USD
        8435099.54000000
        0.053441299354
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINTAS CORPORATION NO. 2
        549300QVUQTTKMTE0G41
        
        17252MAQ3
        
          
          
        
        3440000.00000000
        PA
        USD
        3382324.75000000
        0.021429009654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BN1
        
          
          
        
        2964000.00000000
        PA
        USD
        2820008.94000000
        0.017866409427
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EAC5
        
          
          
        
        12100000.00000000
        PA
        USD
        9282775.63000000
        0.058811824203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290SNK3
        
          
        
        1862.86000000
        PA
        USD
        2006.58000000
        0.000012712860
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FPJQ9
        
          
        
        7806989.16000000
        PA
        USD
        281362.33000000
        0.001782595265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Variable
          1.34322000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFSY8
        
          
        
        1353310.32000000
        PA
        USD
        1229384.07000000
        0.007788868619
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023DE2
        
          
          
        
        9470000.00000000
        PA
        USD
        9053681.85000000
        0.057360380836
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B4KJ6
        
          
        
        3364911.52000000
        PA
        USD
        3356111.27000000
        0.021262931895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        
        893574AP8
        
          
          
        
        5000000.00000000
        PA
        USD
        4495458.65000000
        0.028481365312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        
        78016FZQ0
        
          
          
        
        18950000.00000000
        PA
        USD
        18100027.12000000
        0.114674280137
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-05-04
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AF5
        
          
          
        
        2884000.00000000
        PA
        USD
        2879529.80000000
        0.018243508960
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201DYX4
        
          
        
        1699.68000000
        PA
        USD
        1790.23000000
        0.000011342156
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCC8
        
          
          
        
        7000000.00000000
        PA
        USD
        5895889.44000000
        0.037353915152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52475JAA3
        
          
        
        7834589.49000000
        PA
        USD
        7724558.16000000
        0.048939603267
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-06-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BR4
        
          
          
        
        8721000.00000000
        PA
        USD
        8398194.02000000
        0.053207481255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-08
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXEP3
        
          
        
        1229083.95000000
        PA
        USD
        1342471.58000000
        0.008505344274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNB36
        
          
        
        24957145.79000000
        PA
        USD
        24146841.67000000
        0.152984394319
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ellington Financial Mortgage T
        N/A
        
        31573CAA3
        
          
        
        24932727.27000000
        PA
        USD
        22836894.68000000
        0.144685112384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-25
          Variable
          2.20600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378BQJ1
        
          
        
        9157656.83000000
        PA
        USD
        55176.71000000
        0.000349576796
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-04-16
          Variable
          0.45557000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B1J94
        
          
        
        1404553.05000000
        PA
        USD
        221417.11000000
        0.001402807163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWS4
        
          
        
        26352844.18000000
        PA
        USD
        25554332.45000000
        0.161901673333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AB9
        
          
          
        
        6837000.00000000
        PA
        USD
        6659573.29000000
        0.042192299933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        
        42806MAQ2
        
          
        
        5200000.00000000
        PA
        USD
        4610149.44000000
        0.029207998687
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-26
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFR0
        
          
          
        
        7020000.00000000
        PA
        USD
        5645194.07000000
        0.035765613052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AYSU8
        
          
        
        2198330.62000000
        PA
        USD
        222365.76000000
        0.001408817417
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-25
          Floating
          4.57643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCT6
        
          
          
        
        26781000.00000000
        PA
        USD
        26732369.45000000
        0.169365228169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YAY1
        
          
          
        
        8200000.00000000
        PA
        USD
        7439308.71000000
        0.047132380818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-24
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHC6
        
          
          
        
        2241000.00000000
        PA
        USD
        2234212.59000000
        0.014155046218
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31406MJA5
        
          
        
        2192.57000000
        PA
        USD
        2308.43000000
        0.000014625257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VKQ2
        
          
        
        2510100.31000000
        PA
        USD
        2595892.58000000
        0.016446500933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        
        200447AH3
        
          
          
        
        10000000.00000000
        PA
        USD
        7670450.00000000
        0.048596796361
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-02-09
          Fixed
          3.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200DS79
        
          
        
        10993.00000000
        PA
        USD
        11581.85000000
        0.000073377807
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650BP4
        
          
          
        
        3679972.02000000
        PA
        USD
        3778257.23000000
        0.023937473969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-10
          Fixed
          6.03600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BR6
        
          
          
        
        10090000.00000000
        PA
        USD
        8985638.80000000
        0.056929288234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-03
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SQV2
        
          
        
        1356570.37000000
        PA
        USD
        1301575.36000000
        0.008246242752
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9NR0
        
          
        
        6885584.11000000
        PA
        USD
        7027878.29000000
        0.044525727970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHA1
        
          
        
        4372676.36000000
        PA
        USD
        3815439.01000000
        0.024173042337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        83162CC68
        
          
        
        3400826.69000000
        PA
        USD
        3141011.01000000
        0.019900145678
        Long
        ABS-O
        USGA
        US
        N
        
        2
        
          2044-07-01
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381EX45
        
          
        
        31365705.25000000
        PA
        USD
        1815167.87000000
        0.011500152317
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-02-16
          Variable
          0.57146000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GMRF Mortgage Acquisition Co.,
        N/A
        
        36416UAJ4
        
          
        
        812810.19000000
        PA
        USD
        782635.67000000
        0.004958455668
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-07-25
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31404YQP0
        
          
        
        147.27000000
        PA
        USD
        156.08000000
        0.000000988858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BZP6
        
          
        
        1175.98000000
        PA
        USD
        1302.32000000
        0.000008250960
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379KZT8
        
          
        
        12394602.57000000
        PA
        USD
        205987.14000000
        0.001305049259
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-04-16
          Variable
          0.37764000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7HG7
        
          
        
        7783723.40000000
        PA
        USD
        7330099.60000000
        0.046440477099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WXL7
        
          
        
        21001067.06000000
        PA
        USD
        20445310.15000000
        0.129533022691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46649KAA3
        
          
        
        4820228.53000000
        PA
        USD
        4559544.79000000
        0.028887388570
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBM1
        
          
          
        
        5000000.00000000
        PA
        USD
        4097242.75000000
        0.025958434194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-10
          Fixed
          1.74900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12655VAA2
        
          
        
        5493594.68000000
        PA
        USD
        5346940.42000000
        0.033876001374
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.65600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGRD3
        
          
        
        1660903.58000000
        PA
        USD
        1455799.84000000
        0.009223345223
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBL5
        
          
          
        
        680000.00000000
        PA
        USD
        673514.13000000
        0.004267106756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          1.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QAD2
        
          
          
        
        1400000.00000000
        PA
        USD
        1406554.98000000
        0.008911350172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4HK8
        
          
        
        5721296.64000000
        PA
        USD
        4996189.97000000
        0.031653791701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAF2
        
          
          
        
        7559000.00000000
        PA
        USD
        6353830.84000000
        0.040255242318
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-08
          Variable
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CX4
        
          
          
        
        1200000.00000000
        PA
        USD
        1201554.01000000
        0.007612548877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CX6
        
          
          
        
        3180000.00000000
        PA
        USD
        2373819.37000000
        0.015039536992
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52474JAA4
        
          
        
        15615073.92000000
        PA
        USD
        15163571.87000000
        0.096070115087
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.89200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BF9
        
          
          
        
        1711000.00000000
        PA
        USD
        1683144.08000000
        0.010663704228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M33W8
        
          
        
        270259.74000000
        PA
        USD
        253164.75000000
        0.001603947069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380VXF3
        
          
        
        1337325.01000000
        PA
        USD
        1283694.53000000
        0.008132957214
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKH4
        
          
          
        
        10810000.00000000
        PA
        USD
        8841996.37000000
        0.056019229252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBAL4
        
          
        
        27269223.75000000
        PA
        USD
        23783509.86000000
        0.150682474355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        
        002824BG4
        
          
          
        
        1836000.00000000
        PA
        USD
        1948518.71000000
        0.012345008044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9CR0
        
          
        
        22048423.08000000
        PA
        USD
        20867935.07000000
        0.132210599257
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36211C2U5
        
          
        
        456.83000000
        PA
        USD
        463.37000000
        0.000002935720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493002S7XBI8CVRR075
        
        94989HAZ3
        
          
        
        30282535.53000000
        PA
        USD
        698024.56000000
        0.004422394696
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-05-15
          Variable
          1.21429100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EMVC2
        
          
        
        70028.33000000
        PA
        USD
        72147.09000000
        0.000457094100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05609KAA7
        
          
        
        39266081.06000000
        PA
        USD
        37462570.32000000
        0.237347339596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          2.01250000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K8Z46
        
          
        
        606914.42000000
        PA
        USD
        588957.21000000
        0.003731389110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AGE55
        
          
        
        357520.34000000
        PA
        USD
        43133.79000000
        0.000273277840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-15
          Floating
          4.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LWC2
        
          
        
        12041312.64000000
        PA
        USD
        11412600.91000000
        0.072305515631
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EMKV2
        
          
        
        603822.86000000
        PA
        USD
        636358.36000000
        0.004031703176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CM5
        
          
          
        
        2257000.00000000
        PA
        USD
        2041264.66000000
        0.012932607995
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7BY9
        
          
        
        677541.61000000
        PA
        USD
        684382.60000000
        0.004335964884
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFF6
        
          
          
        
        1513000.00000000
        PA
        USD
        1483965.67000000
        0.009401792264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        
        056054AA7
        
          
        
        9019786.07000000
        PA
        USD
        8869242.23000000
        0.056191847744
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MP3
        
          
          
        
        8960000.00000000
        PA
        USD
        8567020.40000000
        0.054277095320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-31
          Fixed
          4.41200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541WAW2
        
          
        
        7310000.00000000
        PA
        USD
        6920122.61000000
        0.043843032582
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-06-15
          Fixed
          3.13100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AT5
        
          
          
        
        12140000.00000000
        PA
        USD
        12087232.52000000
        0.076579702279
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-12
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417YYC5
        
          
          
        
        90734.17000000
        PA
        USD
        92356.38000000
        0.000585131796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AW7J0
        
          
          
        
        1828024.18000000
        PA
        USD
        1798520.42000000
        0.011394680964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-05-25
          Variable
          3.06100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        
        22160KAP0
        
          
          
        
        10000.00000000
        PA
        USD
        8445.14000000
        0.000053504911
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-20
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376XNT6
        
          
        
        982320.80000000
        PA
        USD
        976793.08000000
        0.006188556655
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-03-20
          Floating
          1.57300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371LNG0
        
          
        
        640.57000000
        PA
        USD
        701.19000000
        0.000004442449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        18059951.53000000
        0.114420377787
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-08-15
            0.00000000
            USD
            -91612.65000000
            USD
            -220355000.00000000
            USD
            18151564.18000000
          
        
        
          N
          N
          N
        
      
      
        Countrywide Home Loans
        N/A
        
        12669GUP4
        
          
        
        21511.01000000
        PA
        USD
        16554.43000000
        0.000104882016
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Variable
          2.59188600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L5FC5
        
          
        
        3307041.47000000
        PA
        USD
        2890842.40000000
        0.018315180911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042673
        
          
        
        54600000.00000000
        PA
        USD
        54823945.18000000
        0.347341824747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133JLYK9
        
          
        
        1669112.94000000
        PA
        USD
        1476259.17000000
        0.009352967069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BK9
        
          
          
        
        6296000.00000000
        PA
        USD
        5888706.66000000
        0.037308408031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMERON LNG LLC
        549300C39FLHGVD73K22
        
        133434AB6
        
          
          
        
        15650000.00000000
        PA
        USD
        13412388.98000000
        0.084975345120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-01-15
          Fixed
          3.30200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3G88
        
          
        
        3536525.58000000
        PA
        USD
        3091024.11000000
        0.019583449370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135AQ9
        
          
          
        
        3036000.00000000
        PA
        USD
        3186341.63000000
        0.020187341724
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-05
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ARH40
        
          
        
        546441.16000000
        PA
        USD
        496020.12000000
        0.003142578175
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46640LAJ1
        
          
        
        2260000.00000000
        PA
        USD
        2204983.46000000
        0.013969862548
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-15
          Variable
          4.69926600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KRRC5
        
          
        
        9786635.76000000
        PA
        USD
        8835567.56000000
        0.055978498973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RBA9
        
          
          
        
        2560000.00000000
        PA
        USD
        2639492.84000000
        0.016722734134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-08-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBK7
        
          
          
        
        6210000.00000000
        PA
        USD
        5960936.96000000
        0.037766029316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-19
          Fixed
          3.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMCQ5
        
          
        
        11568540.57000000
        PA
        USD
        10805265.62000000
        0.068457690613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BCN0
        
          
        
        447552.66000000
        PA
        USD
        448065.29000000
        0.002838756220
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-05-20
          Floating
          2.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WBP66
        
          
        
        102004.86000000
        PA
        USD
        105086.62000000
        0.000665785328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BSJ6
        
          
        
        7781503.37000000
        PA
        USD
        7645017.98000000
        0.048435669609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCQ76
        
          
        
        14734611.38000000
        PA
        USD
        13958790.33000000
        0.088437117915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -1651.00000000
        NC
        USD
        -1792883.64000000
        -0.01135896865
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            111.50000000
            USD
            2022-07-22
            XXXX
            -583731.23000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36297F6D9
        
          
        
        6821.40000000
        PA
        USD
        7236.24000000
        0.000045845821
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBZ3
        
          
          
        
        1510000.00000000
        PA
        USD
        1309099.05000000
        0.008293909737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABB0
        
          
          
        
        6820000.00000000
        PA
        USD
        6678922.84000000
        0.042314890673
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BLE0
        
          
        
        909570.11000000
        PA
        USD
        903501.55000000
        0.005724211856
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-03-20
          Floating
          1.30329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMHY4
        
          
        
        1320960.00000000
        PA
        USD
        1329698.45000000
        0.008424419010
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        
        03464TAA7
        
          
        
        32951005.26000000
        PA
        USD
        31542755.08000000
        0.199841840478
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-01-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L0RZ2
        
          
        
        906629.87000000
        PA
        USD
        852269.10000000
        0.005399624259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36206VRL3
        
          
        
        649.67000000
        PA
        USD
        667.67000000
        0.000004230080
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FLFG6
        
          
        
        657172.75000000
        PA
        USD
        102218.23000000
        0.000647612396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBX0
        
          
          
        
        18760000.00000000
        PA
        USD
        16441436.59000000
        0.104166137039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36195JJM0
        
          
        
        74737.64000000
        PA
        USD
        73304.58000000
        0.000464427477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGDV8
        
          
        
        17826108.12000000
        PA
        USD
        15546873.34000000
        0.098498554551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468P7
        
          
          
        
        23970000.00000000
        PA
        USD
        22040366.34000000
        0.139638638509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          3.62200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CJ2
        
          
          
        
        1657000.00000000
        PA
        USD
        1342017.52000000
        0.008502467538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHJF5
        
          
        
        8075611.63000000
        PA
        USD
        8010271.45000000
        0.050749764414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUU4
        
          
        
        8912402.37000000
        PA
        USD
        8320872.05000000
        0.052717601257
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WBS30
        
          
        
        50226.02000000
        PA
        USD
        51371.35000000
        0.000325467610
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7BP8
        
          
        
        2675593.58000000
        PA
        USD
        2622856.53000000
        0.016617333360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FKN5
        
          
        
        5378.89000000
        PA
        USD
        5627.35000000
        0.000035652560
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAH8
        
          
          
        
        2149000.00000000
        PA
        USD
        2148483.23000000
        0.013611900477
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-04-12
          Floating
          2.13071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCX5
        
          
          
        
        4066000.00000000
        PA
        USD
        4038536.93000000
        0.025586498417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KJQ47
        
          
        
        7421926.80000000
        PA
        USD
        6950404.96000000
        0.044034889018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AKJH4
        
          
        
        2335282.26000000
        PA
        USD
        2046887.46000000
        0.012968231729
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374YVW0
        
          
        
        37804.40000000
        PA
        USD
        961.65000000
        0.000006092616
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-20
          Floating
          5.05486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2D4
        
          
          
        
        8588000.00000000
        PA
        USD
        8311149.59000000
        0.052656003774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAL7
        
          
          
        
        13600000.00000000
        PA
        USD
        13535122.97000000
        0.085752936880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          5.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822CF9
        
          
          
        
        6500000.00000000
        PA
        USD
        6416745.86000000
        0.040653845844
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-04-17
          Fixed
          3.83700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBE9
        
          
          
        
        6672000.00000000
        PA
        USD
        6558612.36000000
        0.041552653269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BK4
        
          
          
        
        550000.00000000
        PA
        USD
        547520.92000000
        0.003468865927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        5493000F7E2NMQ4HIO61
        
        92939FBA6
        
          
        
        22560388.82000000
        PA
        USD
        368792.42000000
        0.002336516128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-15
          Variable
          1.16721300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JASV8
        
          
        
        57058.50000000
        PA
        USD
        57717.57000000
        0.000365674633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31408HKD6
        
          
        
        275612.70000000
        PA
        USD
        299672.77000000
        0.001898602634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89114QCH9
        
          
          
        
        6770000.00000000
        PA
        USD
        6252617.31000000
        0.039613995285
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-12
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A36E5
        
          
        
        88321.73000000
        PA
        USD
        96384.29000000
        0.000610650967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        71568PAE9
        
          
          
        
        6672000.00000000
        PA
        USD
        6748561.20000000
        0.042756090499
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2028-05-21
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHG92
        
          
        
        5877659.24000000
        PA
        USD
        5857486.41000000
        0.037110609450
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AFV31
        
          
        
        13588.75000000
        PA
        USD
        14315.98000000
        0.000090700123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BA0
        
          
          
        
        716000.00000000
        PA
        USD
        660780.53000000
        0.004186431937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDY7
        
          
          
        
        6114000.00000000
        PA
        USD
        6103948.03000000
        0.038672088262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-16
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEA6
        
          
          
        
        770000.00000000
        PA
        USD
        563514.07000000
        0.003570191906
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XYAB3
        
          
        
        41119.54000000
        PA
        USD
        42523.06000000
        0.000269408507
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36297F6C1
        
          
        
        11463.03000000
        PA
        USD
        12114.06000000
        0.000076749670
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BL7
        
          
          
        
        2242000.00000000
        PA
        USD
        1913415.69000000
        0.012122609839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-05-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHD4
        
          
          
        
        15406000.00000000
        PA
        USD
        14361000.39000000
        0.090985354379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS CAPITAL II
        N/A
        
        381427AA1
        
          
          
        
        22000.00000000
        PA
        USD
        15778.20000000
        0.000099964144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300MGZ5FI5VFL1177
        
        12591KAG0
        
          
          
        
        448000.00000000
        PA
        USD
        444111.58000000
        0.002813707150
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-10
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DM3S2
        
          
        
        4743687.64000000
        PA
        USD
        4427425.61000000
        0.028050336130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FYTY2
        
          
        
        14978268.58000000
        PA
        USD
        678551.51000000
        0.004299021511
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-25
          Variable
          0.57803100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -75.00000000
        NC
        USD
        -81445.35000000
        -0.00051600402
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            111.50000000
            USD
            2022-07-22
            XXXX
            -25911.00000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -61.00000000
        NC
        USD
        -43843.75000000
        -0.00027777585
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            96.50000000
            USD
            2022-12-19
            XXXX
            -3559.35000000
          
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829NAA2
        
          
        
        5903513.10000000
        PA
        USD
        5740061.94000000
        0.036366656610
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-05-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31356EKN3
        
          
        
        4426.42000000
        PA
        USD
        4435.99000000
        0.000028104596
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-04-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNLM2
        
          
        
        20505329.25000000
        PA
        USD
        18482531.42000000
        0.117097669062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        21684AAF3
        
          
          
        
        833000.00000000
        PA
        USD
        795862.49000000
        0.005042255325
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F032674
        
          
        
        -53600000.00000000
        PA
        USD
        -51560687.77000000
        -0.32666717647
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389FSS2
        
          
        
        1757.24000000
        PA
        USD
        1844.88000000
        0.000011688396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAW7
        
          
          
        
        11693000.00000000
        PA
        USD
        11157212.01000000
        0.070687477267
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2026-01-15
          Fixed
          5.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BDE5
        
          
        
        9035.37000000
        PA
        USD
        9259.16000000
        0.000058662205
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        54930023UHZHF7UJ8596
        
        05990QBA0
        
          
        
        309734.36000000
        PA
        USD
        311278.79000000
        0.001972133573
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-27
          Floating
          1.15571000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLGL5
        
          
        
        16537116.92000000
        PA
        USD
        14443653.52000000
        0.091509010400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38376MAW7
        
          
        
        261446.37000000
        PA
        USD
        14423.89000000
        0.000091383796
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2043-06-16
          Floating
          4.64071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H7G72
        
          
        
        21428000.00000000
        PA
        USD
        20950410.59000000
        0.132733130015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBQ3
        
          
          
        
        257000.00000000
        PA
        USD
        195726.45000000
        0.001240041775
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.18700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLA98
        
          
        
        951509.79000000
        PA
        USD
        862919.56000000
        0.005467101165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagstar Mortgage Trust
        N/A
        
        33851HAD5
        
          
        
        618821.44000000
        PA
        USD
        614120.56000000
        0.003890813680
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-04-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKN87
        
          
        
        5424715.92000000
        PA
        USD
        4890505.47000000
        0.030984218452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31325WSM5
        
          
        
        3707745.46000000
        PA
        USD
        484656.84000000
        0.003070585136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-15
          Floating
          4.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67114JAC4
        
          
        
        8251831.24000000
        PA
        USD
        7132612.26000000
        0.045189279054
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Variable
          1.36200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BG3
        
          
          
        
        1407000.00000000
        PA
        USD
        1302761.15000000
        0.008253755426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-12-15
          Fixed
          4.68500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W5GH5
        
          
        
        1396001.51000000
        PA
        USD
        1333808.30000000
        0.008450457318
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08162LAF7
        
          
        
        13280000.00000000
        PA
        USD
        11711087.52000000
        0.074196603247
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2043-09-15
          Variable
          2.90860000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CY4
        
          
          
        
        14000000.00000000
        PA
        USD
        13274419.06000000
        0.084101224813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-25
          Fixed
          4.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137APW48
        
          
        
        539837.47000000
        PA
        USD
        57537.55000000
        0.000364534101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-15
          Floating
          4.72600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        
        168863DQ8
        
          
          
        
        20340000.00000000
        PA
        USD
        13802544.80000000
        0.087447210908
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2061-01-22
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VDS6
        
          
        
        2731744.07000000
        PA
        USD
        2819990.58000000
        0.017866293106
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHTT3
        
          
        
        307615.62000000
        PA
        USD
        298675.17000000
        0.001892282253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403CUZ2
        
          
          
        
        90486.79000000
        PA
        USD
        99167.58000000
        0.000628284740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12651YAA0
        
          
        
        6994280.46000000
        PA
        USD
        6659696.46000000
        0.042193080287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-08-01
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAZY3
        
          
        
        9059873.82000000
        PA
        USD
        7972566.65000000
        0.050510882408
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAL7
        
          
          
        
        27300000.00000000
        PA
        USD
        24425304.81000000
        0.154748621516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BQ8
        
          
          
        
        8220000.00000000
        PA
        USD
        7664056.08000000
        0.048556287130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-03
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402NJM1
        
          
        
        3169.39000000
        PA
        USD
        3406.47000000
        0.000021581983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BJ6
        
          
          
        
        2670000.00000000
        PA
        USD
        2573747.57000000
        0.016306199316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8CP0
        
          
        
        6317173.43000000
        PA
        USD
        5732014.86000000
        0.036315673642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CF4
        
          
          
        
        2670000.00000000
        PA
        USD
        2640384.44000000
        0.016728382943
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-03-31
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4CZ0
        
          
        
        2138697.13000000
        PA
        USD
        1869287.68000000
        0.011843033032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74159UAD9
        
          
        
        11921077.91000000
        PA
        USD
        10266379.84000000
        0.065043533358
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06053FAA7
        
          
          
        
        4988000.00000000
        PA
        USD
        5038752.00000000
        0.031923447106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-24
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023BA2
        
          
          
        
        448000.00000000
        PA
        USD
        419407.10000000
        0.002657189790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36211US29
        
          
        
        13458.07000000
        PA
        USD
        14145.86000000
        0.000089622313
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7NU3
        
          
        
        119472.06000000
        PA
        USD
        123447.34000000
        0.000782111250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CF0
        
          
          
        
        5060000.00000000
        PA
        USD
        4168075.12000000
        0.026407198772
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NS6
        
          
          
        
        5380000.00000000
        PA
        USD
        5343225.23000000
        0.033852463468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-24
          Fixed
          4.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBA0
        
          
          
        
        410000.00000000
        PA
        USD
        374334.90000000
        0.002371630987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-15
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        
        000000000
        
          
        
        224620000.00000000
        NC
        USD
        16888.72000000
        0.000106999939
        N/A
        DIR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Call
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    CH
                    US
                  
                  
                    
                      THE SECURED OVERNIGHT FINANCING RATE
                      THE SECURED OVERNIGHT FINANCING RATE
                      
                        
                        
                      
                    
                  
                  
                    
                      
                    
                  
                  
                  2027-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            224620000.00000000
            USD
            80.00000000
            USD
            2022-07-20
            XXXX
            -656971.28000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        22945AAA7
        
          
        
        19754583.71000000
        PA
        USD
        19238216.67000000
        0.121885378024
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-07-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JAD39
        
          
        
        11432495.82000000
        PA
        USD
        11188570.72000000
        0.070886153074
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        
        413875AS4
        
          
          
        
        1730000.00000000
        PA
        USD
        1709357.21000000
        0.010829779770
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-04-27
          Fixed
          4.85400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FEXM7
        
          
        
        2330460.36000000
        PA
        USD
        2225095.59000000
        0.014097284679
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJZU7
        
          
        
        1732077.53000000
        PA
        USD
        1759320.46000000
        0.011146326242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179S2N6
        
          
        
        359081.87000000
        PA
        USD
        344566.50000000
        0.002183030726
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FDW3
        
          
        
        109380.67000000
        PA
        USD
        114410.30000000
        0.000724856305
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BJPW9
        
          
        
        46674165.36000000
        PA
        USD
        6926133.42000000
        0.043881114586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QLMX1
        
          
        
        18924619.96000000
        PA
        USD
        16505190.19000000
        0.104570053460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EGQ64
        
          
        
        121930.48000000
        PA
        USD
        128460.18000000
        0.000813870530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H7Z22
        
          
        
        22500000.00000000
        PA
        USD
        628125.75000000
        0.003979544767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-06-25
          Variable
          0.31675000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABV33
        
          
        
        13576497.98000000
        PA
        USD
        12733843.58000000
        0.080676362319
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        
        030288AC8
        
          
          
        
        7000000.00000000
        PA
        USD
        5936750.96000000
        0.037612796830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31405JVG6
        
          
        
        4332.94000000
        PA
        USD
        4565.13000000
        0.000028922774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBL3
        
          
          
        
        9410000.00000000
        PA
        USD
        8911870.55000000
        0.056461923135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-06
          Fixed
          3.63300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140F5CP6
        
          
        
        3918395.99000000
        PA
        USD
        3832734.21000000
        0.024282617566
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9LZ6
        
          
        
        2450797.15000000
        PA
        USD
        2228595.70000000
        0.014119459927
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M8W67
        
          
        
        104328.76000000
        PA
        USD
        110904.19000000
        0.000702643044
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sound Point CLO LTD
        549300RTEBF0FW35D815
        
        83611JAA3
        
          
        
        649000.00000000
        PA
        USD
        637687.79000000
        0.004040125895
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-26
          Floating
          2.31371000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418MG30
        
          
        
        3698.82000000
        PA
        USD
        3958.78000000
        0.000025081191
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABN4
        
          
          
        
        2300000.00000000
        PA
        USD
        1679813.33000000
        0.010642601975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLWQ6
        
          
        
        24297717.83000000
        PA
        USD
        21191664.99000000
        0.134261618037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAM2
        
          
          
        
        4308000.00000000
        PA
        USD
        3784346.23000000
        0.023976051352
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CBT0
        
          
        
        3645972.59000000
        PA
        USD
        3350094.62000000
        0.021224812890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4B40
        
          
        
        3492895.58000000
        PA
        USD
        3052337.60000000
        0.019338347655
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        53944YAB9
        
          
          
        
        2843000.00000000
        PA
        USD
        2790390.91000000
        0.017678761848
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-24
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201AY77
        
          
        
        10818.77000000
        PA
        USD
        11550.52000000
        0.000073179313
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380PWC4
        
          
        
        14749373.22000000
        PA
        USD
        956709.24000000
        0.006061313757
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-05-16
          Variable
          0.84109000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BC9
        
          
          
        
        6161000.00000000
        PA
        USD
        5995892.29000000
        0.037987491818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829VAA4
        
          
        
        8356690.56000000
        PA
        USD
        8177024.22000000
        0.051806240945
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLIED MATERIALS INC
        41BNNE1AFPNAZELZ6K07
        
        038222AN5
        
          
          
        
        8600000.00000000
        PA
        USD
        7243347.94000000
        0.045890854488
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        
        91911TAH6
        
          
          
        
        6708000.00000000
        PA
        USD
        7215426.66000000
        0.045713956815
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2036-11-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388KDC3
        
          
        
        7856.23000000
        PA
        USD
        8155.53000000
        0.000051670062
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LL5J0
        
          
        
        4692730.00000000
        PA
        USD
        4625849.17000000
        0.029307465678
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-01
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FHY5
        
          
        
        39011.04000000
        PA
        USD
        41351.81000000
        0.000261987952
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        N/A
        
        38179AAA0
        
          
        
        11580000.00000000
        PA
        USD
        11115039.84000000
        0.070420291854
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-10-25
          Floating
          2.67400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FQGW1
        
          
        
        131780.31000000
        PA
        USD
        124661.72000000
        0.000789805059
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WNBT8
        
          
        
        284922.13000000
        PA
        USD
        291225.63000000
        0.001845085051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291SZF0
        
          
        
        12420.51000000
        PA
        USD
        13084.83000000
        0.000082900067
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9R23
        
          
        
        3157488.35000000
        PA
        USD
        2870364.33000000
        0.018185440336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179WJS8
        
          
        
        4558812.22000000
        PA
        USD
        4312498.59000000
        0.027322206100
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378DTS9
        
          
        
        1693.76000000
        PA
        USD
        1704.70000000
        0.000010800273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NY MELLON CORP
        WFLLPEPC7FZXENRZV188
        
        06406RAN7
        
          
          
        
        3860000.00000000
        PA
        USD
        3637991.64000000
        0.023048809247
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-24
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAU2
        
          
          
        
        985000.00000000
        PA
        USD
        981052.16000000
        0.006215540423
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUA8
        
          
        
        5565852.44000000
        PA
        USD
        5199755.21000000
        0.032943496805
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67114VAA1
        
          
        
        35775478.75000000
        PA
        USD
        31346606.85000000
        0.198599126479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-11-25
          Variable
          2.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DM5J0
        
          
        
        5866453.02000000
        PA
        USD
        5317787.43000000
        0.033691300096
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638DT6
        
          
          
        
        410000.00000000
        PA
        USD
        307470.00000000
        0.001948002656
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2051-03-10
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137B7RN1
        
          
        
        831086.85000000
        PA
        USD
        104288.93000000
        0.000660731494
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-15
          Floating
          4.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYJ7
        
          
          
        
        5000000.00000000
        PA
        USD
        4048170.50000000
        0.025647532729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201MRK0
        
          
        
        1609.83000000
        PA
        USD
        1762.48000000
        0.000011166343
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prime Mortgage Trust
        N/A
        
        74159UAA5
        
          
          
        
        208138.20000000
        PA
        USD
        207547.15000000
        0.001314932837
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XDS2
        
          
          
        
        2580000.00000000
        PA
        USD
        2075996.74000000
        0.013152656078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XA4L3
        
          
        
        3437846.49000000
        PA
        USD
        3502239.25000000
        0.022188738293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trinity Rail Leasing L.P.
        N/A
        
        89656YAB1
        
          
        
        4153000.00000000
        PA
        USD
        3695285.00000000
        0.023411796262
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-19
          Fixed
          2.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJX1
        
          
          
        
        12330000.00000000
        PA
        USD
        11264166.32000000
        0.071365095507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SQ2
        
          
          
        
        96800000.00000000
        PA
        USD
        66916781.01000000
        0.423957027279
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AR1
        
          
          
        
        5355000.00000000
        PA
        USD
        5295179.56000000
        0.033548065990
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-04-10
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AC3A7
        
          
        
        535924.71000000
        PA
        USD
        80661.12000000
        0.000511035470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QPAQ0
        
          
        
        4566248.00000000
        PA
        USD
        4550576.87000000
        0.028830571541
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2K9
        
          
          
        
        11830000.00000000
        PA
        USD
        10215164.54000000
        0.064719054416
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-13
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12656KAA5
        
          
        
        8430000.00000000
        PA
        USD
        6966960.01000000
        0.044139774962
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Fixed
          2.17300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225AJ43
        
          
        
        1.83000000
        PA
        USD
        1.83000000
        0.000000011594
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M7CE4
        
          
        
        3955.47000000
        PA
        USD
        4169.61000000
        0.000026416923
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7MV2
        
          
        
        75714.14000000
        PA
        USD
        78229.47000000
        0.000495629542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140GSRX2
        
          
        
        11217975.13000000
        PA
        USD
        10954258.60000000
        0.069401648465
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B5FE7
        
          
        
        292091.25000000
        PA
        USD
        255153.03000000
        0.001616543988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MQ1
        
          
          
        
        5210000.00000000
        PA
        USD
        5007861.59000000
        0.031727738254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TJ22
        
          
        
        2239664.99000000
        PA
        USD
        2334087.25000000
        0.014787810725
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FAQ4
        
          
          
        
        2012000.00000000
        PA
        USD
        1845502.01000000
        0.011692336872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO IL
        T5UYO5SYLC8K73MJQX30
        
        167486SD2
        
          
        
        3000.00000000
        PA
        USD
        3066.82000000
        0.000019430102
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2044-01-01
          Fixed
          6.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        
        872898AC5
        
          
          
        
        41490000.00000000
        PA
        USD
        35628669.53000000
        0.225728503252
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        46513JXN6
        
          
          
        
        5060000.00000000
        PA
        USD
        4102511.38000000
        0.025991814053
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2050-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CC6
        
          
          
        
        5016000.00000000
        PA
        USD
        3700852.75000000
        0.023447071222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05608BAA8
        
          
        
        8956000.00000000
        PA
        USD
        8739436.76000000
        0.055369454013
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-04-15
          Floating
          2.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380RDK3
        
          
        
        17828508.09000000
        PA
        USD
        1281113.80000000
        0.008116606777
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-06-16
          Variable
          0.95045000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCXQ6
        
          
        
        5759521.24000000
        PA
        USD
        5219944.35000000
        0.033071406839
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS PASS-THROUGH TRUST
        N/A
        
        126650BQ2
        
          
          
        
        327346.70000000
        PA
        USD
        348750.87000000
        0.002209541162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-10
          Fixed
          6.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417EQW4
        
          
        
        53214.94000000
        PA
        USD
        50326.08000000
        0.000318845212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411WCS4
        
          
        
        446.90000000
        PA
        USD
        465.14000000
        0.000002946934
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAF1
        
          
          
        
        9212000.00000000
        PA
        USD
        9113356.43000000
        0.057738454275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-11
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BS7
        
          
          
        
        20490000.00000000
        PA
        USD
        19166569.55000000
        0.121431451527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-06-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381ETU2
        
          
        
        7749057.00000000
        PA
        USD
        5443487.82000000
        0.034487685739
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-02-16
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKD0
        
          
          
        
        14650000.00000000
        PA
        USD
        12098694.30000000
        0.076652319372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L5QW9
        
          
        
        883559.07000000
        PA
        USD
        801207.24000000
        0.005076117448
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-ATLANTIC INTERSTATE
        N/A
        
        59524QAA3
        
          
          
        
        1594000.00000000
        PA
        USD
        1556847.83000000
        0.009863543463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBV9
        
          
          
        
        2090000.00000000
        PA
        USD
        2139036.98000000
        0.013552052946
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WKZ24
        
          
          
        
        1790724.07000000
        PA
        USD
        1826342.66000000
        0.011570951161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKP3
        
          
          
        
        5370000.00000000
        PA
        USD
        5291496.08000000
        0.033524728985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-27
          Fixed
          4.37600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KBT7
        
          
        
        3917.27000000
        PA
        USD
        4266.34000000
        0.000027029764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        41976.00000000
        NC
        USD
        -15587244.88000000
        -0.09875433191
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            4727393244.88000000
            USD
            -15587244.88000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31296K5K5
        
          
        
        39886.18000000
        PA
        USD
        41998.04000000
        0.000266082198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BLDG SOCIETY
        549300XFX12G42QIKN82
        
        63861VAC1
        
          
          
        
        6797000.00000000
        PA
        USD
        6807404.44000000
        0.043128896912
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-08-01
          Fixed
          4.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202SA81
        
          
        
        8507.44000000
        PA
        USD
        8970.81000000
        0.000056835339
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBW71
        
          
        
        969321.02000000
        PA
        USD
        882004.98000000
        0.005588018486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        92922FBW7
        
          
        
        6146.89000000
        PA
        USD
        5876.95000000
        0.000037233922
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-09-25
          Variable
          2.52886700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9H53
        
          
        
        5905003.39000000
        PA
        USD
        5811921.94000000
        0.036821931827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DR8
        
          
          
        
        6670000.00000000
        PA
        USD
        5417300.16000000
        0.034321771565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BF4Y4
        
          
        
        489046.32000000
        PA
        USD
        19557.89000000
        0.000123910695
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-15
          Variable
          0.99927000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MNP83
        
          
        
        7476933.00000000
        PA
        USD
        7228521.55000000
        0.045796920618
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ5L0
        
          
        
        51450.04000000
        PA
        USD
        48297.73000000
        0.000305994426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAD9
        
          
          
        
        3810000.00000000
        PA
        USD
        3130333.22000000
        0.019832495620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202WFS3
        
          
        
        27212.09000000
        PA
        USD
        28647.18000000
        0.000181496675
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BM1
        
          
          
        
        6365000.00000000
        PA
        USD
        7953281.24000000
        0.050388698032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W9BG4
        
          
        
        3213808.70000000
        PA
        USD
        3070654.57000000
        0.019454396395
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388WAJ5
        
          
        
        4363.59000000
        PA
        USD
        4388.23000000
        0.000027802008
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209KSL3
        
          
        
        182.88000000
        PA
        USD
        183.32000000
        0.000001161439
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FGD2
        
          
          
        
        134841.20000000
        PA
        USD
        141050.34000000
        0.000893636572
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200Q3M4
        
          
          
        
        5695.04000000
        PA
        USD
        6260.99000000
        0.000039667041
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGH1
        
          
          
        
        7170000.00000000
        PA
        USD
        6374417.16000000
        0.040385668721
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-22
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9K38
        
          
        
        2814296.51000000
        PA
        USD
        2540451.95000000
        0.016095252049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYWE5
        
          
        
        9268724.78000000
        PA
        USD
        8289122.90000000
        0.052516451783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371MCG0
        
          
          
        
        1268.73000000
        PA
        USD
        1390.78000000
        0.000008811406
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ARAC9
        
          
        
        2405724.75000000
        PA
        USD
        2100417.45000000
        0.013307375589
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBF9
        
          
          
        
        20034000.00000000
        PA
        USD
        17598125.44000000
        0.111494438833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-14
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132AAK52
        
          
        
        7202145.41000000
        PA
        USD
        7160551.87000000
        0.045366292859
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CUA0
        
          
        
        2375043.75000000
        PA
        USD
        2322628.27000000
        0.014715211370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AATF2
        
          
        
        326439.91000000
        PA
        USD
        43251.95000000
        0.000274026452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Floating
          4.52643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042681
        
          
        
        -17000000.00000000
        PA
        USD
        -17032539.02000000
        -0.10791111737
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NF99
        
          
        
        3395867.49000000
        PA
        USD
        101667.86000000
        0.000644125480
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2055-09-16
          Variable
          0.65075000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        
        760942BA9
        
          
          
        
        18884000.00000000
        PA
        USD
        19041586.60000000
        0.120639611286
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2050-06-18
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7NZ2
        
          
        
        42991.49000000
        PA
        USD
        44422.30000000
        0.000281441306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407N6K4
        
          
        
        303272.60000000
        PA
        USD
        320942.10000000
        0.002033356306
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2N2
        
          
          
        
        12110000.00000000
        PA
        USD
        11345004.03000000
        0.071877249778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-30
          Fixed
          2.18800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HalseyPoint CLO I, Ltd.
        549300POBLM5RW6LD816
        
        406375AA3
        
          
        
        1420000.00000000
        PA
        USD
        1384620.49000000
        0.008772382323
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-20
          Floating
          2.41271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38374YFX6
        
          
        
        57332.55000000
        PA
        USD
        57299.11000000
        0.000363023444
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FINANCE CANADA
        5493005TTO0UJ33KCK70
        
        98417EAT7
        
          
          
        
        4227000.00000000
        PA
        USD
        4231924.46000000
        0.026811721763
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2022-10-25
          Variable
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410F2T1
        
          
        
        1362.20000000
        PA
        USD
        1464.05000000
        0.000009275614
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DQ0
        
          
          
        
        1910000.00000000
        PA
        USD
        1531367.71000000
        0.009702111969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-28
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -41929654.69000000
        -0.26564893721
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2024-06-04
            0.00000000
            USD
            0.00000000
            USD
            1811934000.00000000
            USD
            -41929654.69000000
          
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BT2
        
          
          
        
        18110000.00000000
        PA
        USD
        12802177.23000000
        0.081109296042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-03
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417YY84
        
          
        
        314194.64000000
        PA
        USD
        319813.35000000
        0.002026205013
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFBC4
        
          
        
        5926490.01000000
        PA
        USD
        5599716.86000000
        0.035477488273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXCA8
        
          
        
        165353.65000000
        PA
        USD
        166734.14000000
        0.001056358498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31406YYV6
        
          
        
        165.51000000
        PA
        USD
        174.20000000
        0.000001103659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BS4
        
          
          
        
        4990000.00000000
        PA
        USD
        4149912.39000000
        0.026292127232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-03
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HMRW6
        
          
        
        8242256.59000000
        PA
        USD
        8416294.89000000
        0.053322160875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941UAA1
        
          
        
        1598277.06000000
        PA
        USD
        1499703.32000000
        0.009501499500
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-09-16
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APS RESECURITIZATION TRUST
        N/A
        
        00191XAA4
        
          
        
        345372.91000000
        PA
        USD
        345418.02000000
        0.002188425604
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-27
          Floating
          1.28417000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200KM38
        
          
        
        30482.99000000
        PA
        USD
        32030.57000000
        0.000202932433
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wingstop Funding LLC
        N/A
        
        974153AB4
        
          
          
        
        10447500.00000000
        PA
        USD
        9330158.68000000
        0.059112023595
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-12-05
          Fixed
          2.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HXEV8
        
          
        
        1200000.00000000
        PA
        USD
        1075860.25000000
        0.006816205239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MBEB4
        
          
        
        484730.83000000
        PA
        USD
        422753.45000000
        0.002678390879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYVS5
        
          
        
        32721730.35000000
        PA
        USD
        29263961.62000000
        0.185404348320
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329QBK6
        
          
        
        12520937.83000000
        PA
        USD
        12787115.81000000
        0.081013873119
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B3YD6
        
          
        
        3735000.00000000
        PA
        USD
        3744312.10000000
        0.023722411675
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-25
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UGE6
        
          
        
        2311586.08000000
        PA
        USD
        2382954.31000000
        0.015097412191
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-11-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382EDP9
        
          
        
        8935292.07000000
        PA
        USD
        1410497.51000000
        0.008936328411
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TT96
        
          
        
        7422334.93000000
        PA
        USD
        7059987.89000000
        0.044729161105
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329QM57
        
          
        
        8527468.16000000
        PA
        USD
        8540460.61000000
        0.054108823484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAX2
        
          
          
        
        1030000.00000000
        PA
        USD
        1020424.40000000
        0.006464986639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KR1
        
          
          
        
        716000.00000000
        PA
        USD
        640800.53000000
        0.004059846927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-18
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CX1
        
          
          
        
        7490000.00000000
        PA
        USD
        6836255.27000000
        0.043311683829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          5.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BGVA6
        
          
        
        33529233.83000000
        PA
        USD
        5418719.83000000
        0.034330766006
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDE5
        
          
        
        7310085.00000000
        PA
        USD
        6766407.22000000
        0.042869155495
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED PLC
        U4LOSYZ7YG4W3S5F2G91
        
        853254AN0
        
          
          
        
        432000.00000000
        PA
        USD
        403530.33000000
        0.002556601147
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2044-03-26
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QCC4
        
          
          
        
        4478000.00000000
        PA
        USD
        2780636.49000000
        0.017616961880
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2047-09-21
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNHU0
        
          
        
        58500000.00000000
        PA
        USD
        59215865.67000000
        0.375167215133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR GROUP FIN CO II
        N/A
        
        48249DAA9
        
          
          
        
        331000.00000000
        PA
        USD
        330982.74000000
        0.002096969645
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8C96
        
          
        
        11888195.02000000
        PA
        USD
        11165401.68000000
        0.070739363627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBE2
        
          
          
        
        4635000.00000000
        PA
        USD
        4219139.60000000
        0.026730722182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-02-14
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFL3
        
          
          
        
        7940000.00000000
        PA
        USD
        7395430.18000000
        0.046854384613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QADC1
        
          
        
        15428779.14000000
        PA
        USD
        15754774.43000000
        0.099815729806
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WVRU7
        
          
        
        202698.21000000
        PA
        USD
        204479.58000000
        0.001295497983
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DSJ2
        
          
        
        3129558.44000000
        PA
        USD
        2824936.08000000
        0.017897625747
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN MIDSTREAM OPERAT
        L6D8A6MLSY454J2JXJ60
        
        958667AD9
        
          
          
        
        1700000.00000000
        PA
        USD
        1691631.14000000
        0.010717474728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-13
          Floating
          2.62143000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Recette CLO LLC
        549300392I5L5XOJ0016
        
        75620TAW8
        
          
        
        7620000.00000000
        PA
        USD
        7380065.38000000
        0.046757039600
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          2.14271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGV97
        
          
        
        3894186.36000000
        PA
        USD
        3718273.15000000
        0.023557439666
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2L6
        
          
          
        
        12440000.00000000
        PA
        USD
        12178193.36000000
        0.077155992512
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-04
          Fixed
          4.47800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3998782.82000000
        -0.02533463283
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-11-18
            2481191.37000000
            USD
            0.00000000
            USD
            265050000.00000000
            USD
            -6479974.19000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MB7B2
        
          
        
        296363.06000000
        PA
        USD
        279146.11000000
        0.001768554212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FFWF2
        
          
        
        197677.33000000
        PA
        USD
        41156.06000000
        0.000260747761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOHO Trust 2021-SOHO
        N/A
        
        83410JAA6
        
          
        
        34000000.00000000
        PA
        USD
        29447981.40000000
        0.186570221479
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-10
          Variable
          2.78647500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BN3
        
          
          
        
        1857000.00000000
        PA
        USD
        1668392.53000000
        0.010570244513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QGU0
        
          
        
        26927328.75000000
        PA
        USD
        26367127.22000000
        0.167051204576
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          1.25329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding
        IHXLB8SL0QWSSG2VG640
        
        05377RDU5
        
          
        
        30713000.00000000
        PA
        USD
        29246205.47000000
        0.185291852703
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AG2
        
          
          
        
        11044000.00000000
        PA
        USD
        10444041.99000000
        0.066169127205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-08
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AF7
        
          
          
        
        4734000.00000000
        PA
        USD
        4746664.54000000
        0.030072901856
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFF1
        
          
          
        
        3134000.00000000
        PA
        USD
        3158381.17000000
        0.020010195822
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Allegro CLO Ltd
        2549008FHFGEJOVBP855
        
        01750HAA0
        
          
        
        3250000.00000000
        PA
        USD
        3189875.00000000
        0.020209727694
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-19
          Floating
          2.43429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713BB1
        
          
          
        
        1610000.00000000
        PA
        USD
        1353699.87000000
        0.008576482072
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          5.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ballyrock Ltd
        N/A
        
        05875MAN2
        
          
        
        930000.00000000
        PA
        USD
        906702.97000000
        0.005744494728
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-11-20
          Floating
          2.67800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200DKJ1
        
          
        
        10090.45000000
        PA
        USD
        10627.86000000
        0.000067333722
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402QVS7
        
          
        
        1222.56000000
        PA
        USD
        1285.62000000
        0.000008145156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        
        64035DAC0
        
          
        
        12321000.00000000
        PA
        USD
        11885127.38000000
        0.075299247764
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2062-04-20
          Floating
          2.64229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        04650NAB0
        
          
          
        
        2210000.00000000
        PA
        USD
        2186704.37000000
        0.013854053800
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KQ97
        
          
        
        16798367.96000000
        PA
        USD
        2424940.17000000
        0.015363417221
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NAC5
        
          
          
        
        3475000.00000000
        PA
        USD
        4173276.16000000
        0.026440150409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          7.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fortress Credit BSL Limited
        N/A
        
        34956NAC6
        
          
        
        6717000.00000000
        PA
        USD
        6578697.71000000
        0.041679905733
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-23
          Floating
          3.18400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFL74
        
          
        
        15262465.81000000
        PA
        USD
        13311064.62000000
        0.084333395914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WRJU5
        
          
        
        107661.18000000
        PA
        USD
        109935.12000000
        0.000696503417
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BZ8
        
          
          
        
        4510000.00000000
        PA
        USD
        3866784.61000000
        0.024498346806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAD4
        
          
          
        
        6117000.00000000
        PA
        USD
        6031615.37000000
        0.038213818467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-14
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297QC49
        
          
        
        92047.01000000
        PA
        USD
        95872.87000000
        0.000607410822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31404DAY4
        
          
        
        1738.98000000
        PA
        USD
        1860.29000000
        0.000011786027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINTAS CORPORATION NO. 2
        549300QVUQTTKMTE0G41
        
        17252MAN0
        
          
          
        
        3188000.00000000
        PA
        USD
        3151154.31000000
        0.019964409429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        549300H67V5FL4RU1Z53
        
        38137YAN1
        
          
        
        4350000.00000000
        PA
        USD
        4253418.82000000
        0.026947901131
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-24
          Floating
          2.29400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        
        14448CAL8
        
          
          
        
        410000.00000000
        PA
        USD
        347326.54000000
        0.002200517197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382LXR7
        
          
        
        37879350.87000000
        PA
        USD
        4326113.54000000
        0.027408464788
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4R5
        
          
        
        50170.16000000
        PA
        USD
        8650.53000000
        0.000054806177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHTP1
        
          
        
        1260022.16000000
        PA
        USD
        1254218.08000000
        0.007946206627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418ANV6
        
          
        
        19614.96000000
        PA
        USD
        18648.24000000
        0.000118147530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128CULN4
        
          
        
        361.14000000
        PA
        USD
        369.62000000
        0.000002341759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWC9
        
          
        
        3156086.24000000
        PA
        USD
        2990129.19000000
        0.018944220917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201RR60
        
          
        
        17399.09000000
        PA
        USD
        18295.24000000
        0.000115911068
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X82N6
        
          
        
        5062461.12000000
        PA
        USD
        4925359.85000000
        0.031205041377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412W2Z8
        
          
        
        66319.02000000
        PA
        USD
        71240.03000000
        0.000451347343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7CD3
        
          
        
        46221.44000000
        PA
        USD
        47306.16000000
        0.000299712249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/F
        N/A
        
        34531NAE6
        
          
        
        3197000.00000000
        PA
        USD
        2991408.60000000
        0.018952326730
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAJ7
        
          
          
        
        3441000.00000000
        PA
        USD
        3451207.38000000
        0.021865421487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-01
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31416BMV7
        
          
        
        168985.10000000
        PA
        USD
        181698.66000000
        0.001151167503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212NAM9
        
          
        
        10757.35000000
        PA
        USD
        11424.32000000
        0.000072379762
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7D68
        
          
        
        1596002.22000000
        PA
        USD
        1564400.32000000
        0.009911392914
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XC5B0
        
          
        
        2701518.90000000
        PA
        USD
        2587014.59000000
        0.016390253663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAN3
        
          
          
        
        1650000.00000000
        PA
        USD
        1406349.60000000
        0.008910048970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650BZ2
        
          
          
        
        188000.00000000
        PA
        USD
        187939.51000000
        0.001190706946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335BCW4
        
          
        
        12328464.43000000
        PA
        USD
        11716779.16000000
        0.074232663122
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36207KNX4
        
          
        
        22981.91000000
        PA
        USD
        24259.69000000
        0.000153699354
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BF8
        
          
          
        
        3726000.00000000
        PA
        USD
        3658005.23000000
        0.023175607070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AQ0
        
          
          
        
        7290000.00000000
        PA
        USD
        5961078.20000000
        0.037766924154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RE0
        
          
          
        
        70500000.00000000
        PA
        USD
        72394687.50000000
        0.458662775466
        Long
        DBT
        UST
        US
        N
        
        2
        
          2044-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKK24
        
          
        
        27943976.97000000
        PA
        USD
        25509152.03000000
        0.161615428892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FEXL9
        
          
        
        3706170.00000000
        PA
        USD
        3539814.11000000
        0.022426797053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFMA6
        
          
        
        5691074.90000000
        PA
        USD
        4951936.64000000
        0.031373420918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BS2
        
          
          
        
        8887000.00000000
        PA
        USD
        7373567.63000000
        0.046715872546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-07-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BR2
        
          
          
        
        2330000.00000000
        PA
        USD
        1888766.55000000
        0.011966443090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-03
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201FSZ1
        
          
        
        769.35000000
        PA
        USD
        810.12000000
        0.000005132585
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAD8
        
          
          
        
        2588000.00000000
        PA
        USD
        2442652.49000000
        0.015475635150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAM5
        
          
          
        
        430000.00000000
        PA
        USD
        510825.56000000
        0.003236379314
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-15
          Fixed
          7.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKJ34
        
          
        
        10042332.65000000
        PA
        USD
        8786698.73000000
        0.055668886293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABU83
        
          
        
        3969063.60000000
        PA
        USD
        3727690.83000000
        0.023617106188
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ4L1
        
          
        
        122785.20000000
        PA
        USD
        126767.44000000
        0.000803146030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WAMU Mortgage Pass-Through Cer
        N/A
        
        933636AJ1
        
          
        
        69678.74000000
        PA
        USD
        61782.16000000
        0.000391426193
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-25
          Variable
          2.53159600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTL3
        
          
        
        6238024.19000000
        PA
        USD
        6026802.82000000
        0.038183328142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AQ4
        
          
          
        
        6900000.00000000
        PA
        USD
        5445652.50000000
        0.034501400256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAN1
        
          
          
        
        6800000.00000000
        PA
        USD
        6285018.25000000
        0.039819274230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USAA CAPITAL CORP
        5493007XLF4LU3U2W757
        
        90327QD55
        
          
          
        
        650000.00000000
        PA
        USD
        557685.33000000
        0.003533263422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB4M8
        
          
        
        1068639.94000000
        PA
        USD
        1099112.15000000
        0.006963519654
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-01-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F032674
        
          
        
        53600000.00000000
        PA
        USD
        51560687.77000000
        0.326667176476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGRZ4
        
          
        
        3072854.82000000
        PA
        USD
        2938767.17000000
        0.018618812418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8PM3
        
          
        
        6735574.18000000
        PA
        USD
        6308350.05000000
        0.039967094858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BVX3
        
          
        
        6714.65000000
        PA
        USD
        7269.93000000
        0.000046059267
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AV2
        
          
          
        
        2710000.00000000
        PA
        USD
        2542893.43000000
        0.016110720255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SA7
        
          
          
        
        63390000.00000000
        PA
        USD
        59754979.69000000
        0.378582818422
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941FAB2
        
          
        
        14488321.12000000
        PA
        USD
        13747828.82000000
        0.087100553106
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-15
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC INC
        D56MRZY2INAN94ZONZ37
        
        585055BU9
        
          
          
        
        410000.00000000
        PA
        USD
        411781.93000000
        0.002608879869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H24R2
        
          
        
        18015981.04000000
        PA
        USD
        2570154.45000000
        0.016283434795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83T2
        
          
        
        4003240.43000000
        PA
        USD
        3609646.83000000
        0.022869228263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132J92F4
        
          
        
        48521.58000000
        PA
        USD
        49081.55000000
        0.000310960385
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCR5
        
          
          
        
        6680000.00000000
        PA
        USD
        5556790.67000000
        0.035205525700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-08
          Fixed
          2.54500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F020679
        
          
        
        -11000000.00000000
        PA
        USD
        -9549375.00000000
        -0.06050088746
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WJWA2
        
          
        
        1809156.30000000
        PA
        USD
        1800869.73000000
        0.011409565220
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BY9
        
          
          
        
        35520000.00000000
        PA
        USD
        35317739.53000000
        0.223758579468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-06
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36224QLW4
        
          
        
        47.24000000
        PA
        USD
        47.51000000
        0.000000301003
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-01-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGT1
        
          
          
        
        16048000.00000000
        PA
        USD
        14004812.29000000
        0.088728694005
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAS VEGAS SANDS CORP
        549300DUOO1KXOHPM605
        
        517834AH0
        
          
          
        
        1040000.00000000
        PA
        USD
        928873.30000000
        0.005884956763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CV5
        
          
          
        
        11790000.00000000
        PA
        USD
        11017583.46000000
        0.069802848568
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-01
          Fixed
          5.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398W2M5
        
          
        
        146125.25000000
        PA
        USD
        17922.73000000
        0.000113550998
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          Floating
          4.90600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBV6
        
          
          
        
        1370000.00000000
        PA
        USD
        1171350.08000000
        0.007421189279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MB5B1
        
          
        
        934161.82000000
        PA
        USD
        956553.28000000
        0.006060325659
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378MFP0
        
          
        
        1672.93000000
        PA
        USD
        1676.28000000
        0.000010620216
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388UFT2
        
          
        
        9611.19000000
        PA
        USD
        10203.72000000
        0.000064646546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        
        87612KAA0
        
          
          
        
        10760000.00000000
        PA
        USD
        10815969.54000000
        0.068525506220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138NXKQ9
        
          
        
        414199.52000000
        PA
        USD
        393480.97000000
        0.002492932562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Reperforming Loan Trust
        N/A
        
        576436AT6
        
          
        
        42822.83000000
        PA
        USD
        34447.04000000
        0.000218242187
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-08-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        16421.00000000
        NC
        USD
        -54434984.51000000
        -0.34487753093
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2022-12-19
            4008201259.51000000
            USD
            -54434984.51000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F050676
        
          
        
        23800000.00000000
        PA
        USD
        24298312.50000000
        0.153944050803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        
        771196BY7
        
          
          
        
        10640000.00000000
        PA
        USD
        7740889.94000000
        0.049043074665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-12-13
          Fixed
          2.60700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BJK9
        
          
        
        737888.07000000
        PA
        USD
        730703.11000000
        0.004629432463
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-12-20
          Floating
          1.18329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128E5BJ7
        
          
        
        55562.46000000
        PA
        USD
        56866.39000000
        0.000360281909
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FF3Z8
        
          
        
        17983928.47000000
        PA
        USD
        479359.81000000
        0.003037025346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.65666200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140K44S6
        
          
        
        691936.18000000
        PA
        USD
        651657.79000000
        0.004128634032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XZHR5
        
          
        
        187235.90000000
        PA
        USD
        190544.32000000
        0.001207209944
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JH1
        
          
          
        
        830000.00000000
        PA
        USD
        573490.12000000
        0.003633396029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36241LL79
        
          
        
        52119.30000000
        PA
        USD
        54864.43000000
        0.000347598319
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVHC7
        
          
        
        4764581.86000000
        PA
        USD
        4161021.35000000
        0.026362509005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERRD4
        
          
        
        1282318.55000000
        PA
        USD
        1215124.52000000
        0.007698526012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        549300RJBZLY8V18YD77
        
        39808PAL0
        
          
        
        16929969.00000000
        PA
        USD
        16730237.28000000
        0.105995858674
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-27
          Floating
          2.34400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBK82
        
          
        
        29134531.70000000
        PA
        USD
        26371022.31000000
        0.167075882254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAF0
        
          
          
        
        27971000.00000000
        PA
        USD
        27317103.47000000
        0.173069860896
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          N/A
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAF1
        
          
          
        
        760000.00000000
        PA
        USD
        696444.65000000
        0.004412385040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FQ6
        
          
          
        
        170000.00000000
        PA
        USD
        140792.15000000
        0.000892000787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-06
          Fixed
          2.89100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209AUG3
        
          
        
        287.69000000
        PA
        USD
        302.42000000
        0.000001916007
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AP3
        
          
          
        
        18006000.00000000
        PA
        USD
        15949343.88000000
        0.101048441308
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2031-04-01
          Fixed
          4.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653TAB7
        
          
        
        18206870.62000000
        PA
        USD
        16927067.81000000
        0.107242895443
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DC6
        
          
          
        
        627000.00000000
        PA
        USD
        623814.84000000
        0.003952232626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FGAE9
        
          
        
        2999981.47000000
        PA
        USD
        2848968.01000000
        0.018049882108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJFA6
        
          
        
        3109399.09000000
        PA
        USD
        2717694.03000000
        0.017218184506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967DR9
        
          
          
        
        605000.00000000
        PA
        USD
        642038.84000000
        0.004067692347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-25
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411AY1
        
          
          
        
        6878000.00000000
        PA
        USD
        5766527.44000000
        0.036534331064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CV9
        
          
          
        
        7640000.00000000
        PA
        USD
        7592069.47000000
        0.048100209765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-03
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHMS Mortgage Trust
        N/A
        
        05549GAA9
        
          
          
        
        21879000.00000000
        PA
        USD
        21075148.04000000
        0.133523414869
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          2.57400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAH7
        
          
          
        
        17007000.00000000
        PA
        USD
        14476287.48000000
        0.091715765663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EDL1
        
          
        
        2272065.74000000
        PA
        USD
        2025141.77000000
        0.012830460038
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201KLN4
        
          
        
        20598.01000000
        PA
        USD
        21697.06000000
        0.000137463591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SY5
        
          
          
        
        58290000.00000000
        PA
        USD
        48663042.19000000
        0.308308893432
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBQ52
        
          
        
        6961533.66000000
        PA
        USD
        6320346.96000000
        0.040043102314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X3CE6
        
          
        
        5179937.22000000
        PA
        USD
        5157285.15000000
        0.032674424083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CS2
        
          
          
        
        11579000.00000000
        PA
        USD
        10363205.00000000
        0.065656977496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A54N3
        
          
        
        189273.76000000
        PA
        USD
        212766.46000000
        0.001348000225
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-25
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31347AX33
        
          
        
        2857589.61000000
        PA
        USD
        2787730.66000000
        0.017661907605
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Floating
          2.09800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFA7
        
          
          
        
        5870000.00000000
        PA
        USD
        5781280.12000000
        0.036627797938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-09
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONBOND STUDENT LOAN TRUST
        N/A
        
        20268BAA8
        
          
        
        6568527.81000000
        PA
        USD
        5821179.11000000
        0.036880581424
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-10-25
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NEU3
        
          
        
        3360154.93000000
        PA
        USD
        86504.50000000
        0.000548056707
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-02-16
          Variable
          1.04036000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5MX8
        
          
        
        381899.49000000
        PA
        USD
        381059.74000000
        0.002414236790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -581.00000000
        NC
        USD
        -245109.40000000
        -0.00155291170
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            134.00000000
            USD
            2022-07-22
            XXXX
            645026.15000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        
        30711XEP5
        
          
          
        
        1104356.41000000
        PA
        USD
        1128810.84000000
        0.007151678261
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-07-25
          Floating
          5.17357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64831QAA1
        
          
        
        18452460.10000000
        PA
        USD
        18037844.39000000
        0.114280316098
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-04-25
          Variable
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LHFT6
        
          
        
        2112222.61000000
        PA
        USD
        2077033.09000000
        0.013159221963
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297UZZ6
        
          
        
        166956.40000000
        PA
        USD
        173895.76000000
        0.001101731559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415P4K1
        
          
        
        26177.69000000
        PA
        USD
        28473.16000000
        0.000180394156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-04-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DE2
        
          
          
        
        8284000.00000000
        PA
        USD
        9107885.22000000
        0.057703790953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-09-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7LR2
        
          
        
        111142.20000000
        PA
        USD
        112405.49000000
        0.000712154659
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        
        931142ES8
        
          
          
        
        2940000.00000000
        PA
        USD
        2580540.25000000
        0.016349234925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-22
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBMQ2
        
          
        
        8440692.21000000
        PA
        USD
        1350465.17000000
        0.008555988352
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AAXW0
        
          
        
        490927.02000000
        PA
        USD
        71168.61000000
        0.000450894855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-25
          Floating
          4.52643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411UGM7
        
          
        
        447.29000000
        PA
        USD
        477.40000000
        0.000003024608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FEE9
        
          
        
        9016.61000000
        PA
        USD
        9593.94000000
        0.000060783232
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        549300XD71H6EU9N2I97
        
        55954LAL7
        
          
        
        7100000.00000000
        PA
        USD
        6955440.15000000
        0.044066789897
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-18
          Floating
          2.18271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMBT0
        
          
        
        1846805.38000000
        PA
        USD
        1763965.08000000
        0.011175752632
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371JWB6
        
          
        
        5224.17000000
        PA
        USD
        5635.58000000
        0.000035704702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201E4T4
        
          
        
        1683.36000000
        PA
        USD
        1768.11000000
        0.000011202013
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackrock Rainier CLO Ltd
        549300HF4E86WXQDUX86
        
        09261MAA4
        
          
        
        4000000.00000000
        PA
        USD
        3966376.69000000
        0.025129321004
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-20
          Floating
          2.76271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        
        57636QAQ7
        
          
          
        
        15360000.00000000
        PA
        USD
        14097257.78000000
        0.089314390366
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290RYB3
        
          
        
        505.77000000
        PA
        USD
        533.00000000
        0.000003376867
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M0AK2
        
          
        
        2112634.70000000
        PA
        USD
        1842920.29000000
        0.011675980163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        16672883.45000000
        0.105632488546
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-02-15
            1253253.00000000
            USD
            0.00000000
            USD
            -96727000.00000000
            USD
            15419630.45000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ASGU1
        
          
        
        1619436.69000000
        PA
        USD
        1467932.31000000
        0.009300211531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8SG3
        
          
        
        721518.91000000
        PA
        USD
        654106.99000000
        0.004144151150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VFR6
        
          
        
        5699365.91000000
        PA
        USD
        5720872.18000000
        0.036245078234
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9MC6
        
          
        
        1086821.83000000
        PA
        USD
        1087712.11000000
        0.006891293719
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDF35
        
          
        
        27321816.19000000
        PA
        USD
        24434600.75000000
        0.154807516745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KRQ69
        
          
        
        2844187.30000000
        PA
        USD
        2588151.40000000
        0.016397456021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175AZ7
        
          
          
        
        170000.00000000
        PA
        USD
        171233.33000000
        0.001084863504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMM1
        
          
          
        
        4920000.00000000
        PA
        USD
        3996951.62000000
        0.025323031105
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MBD4
        
          
          
        
        1026000.00000000
        PA
        USD
        1039467.76000000
        0.006585637486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5JV6
        
          
        
        8283372.92000000
        PA
        USD
        7815069.78000000
        0.049513047428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KXAB2
        
          
        
        1918883.65000000
        PA
        USD
        1739770.33000000
        0.011022464710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMBAC ASSURANCE CORP
        549300RYYRVPPB8NC636
        
        023138AA8
        
          
          
        
        92.22111100
        PA
        USD
        84.38000000
        0.000000534596
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CEE0
        
          
        
        32768207.11000000
        PA
        USD
        32052277.49000000
        0.203069963574
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138A5YC0
        
          
        
        1136181.76000000
        PA
        USD
        1173471.98000000
        0.007434632759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CA0
        
          
          
        
        10000000.00000000
        PA
        USD
        6961366.00000000
        0.044104333630
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202F3S3
        
          
        
        43501.80000000
        PA
        USD
        47422.44000000
        0.000300448951
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-02-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A3CG3
        
          
        
        1614011.92000000
        PA
        USD
        1614021.22000000
        0.010225770398
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HF4E6
        
          
        
        1466286.89000000
        PA
        USD
        1329171.62000000
        0.008421081233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEF5
        
          
          
        
        537000.00000000
        PA
        USD
        422571.60000000
        0.002677238753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BK9
        
          
          
        
        2770000.00000000
        PA
        USD
        2466573.56000000
        0.015627189148
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2030-01-23
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAP5
        
          
          
        
        797000.00000000
        PA
        USD
        696209.03000000
        0.004410892249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGRE1
        
          
        
        1719316.36000000
        PA
        USD
        1507534.94000000
        0.009551117403
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAJ9
        
          
          
        
        10621000.00000000
        PA
        USD
        10002490.31000000
        0.063371638521
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ABUS7
        
          
        
        2938931.75000000
        PA
        USD
        2674115.51000000
        0.016942089041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FJC8
        
          
        
        28759.97000000
        PA
        USD
        30454.36000000
        0.000192946219
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-12-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        
        14317PAC7
        
          
        
        4050000.00000000
        PA
        USD
        3877230.83000000
        0.024564529733
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-15
          Floating
          2.64429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SL3
        
          
          
        
        83730000.00000000
        PA
        USD
        64923456.61000000
        0.411328148928
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AL5
        
          
          
        
        1950000.00000000
        PA
        USD
        1959935.25000000
        0.012417338516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BDP41
        
          
        
        6600000.00000000
        PA
        USD
        6161416.73000000
        0.039036186159
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128E24P8
        
          
        
        5437.80000000
        PA
        USD
        5565.41000000
        0.000035260134
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M33H1
        
          
        
        5961019.19000000
        PA
        USD
        5403299.44000000
        0.034233068798
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAH4
        
          
          
        
        4630000.00000000
        PA
        USD
        4335351.24000000
        0.027466991032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -53.00000000
        NC
        USD
        -1656.25000000
        -0.00001049331
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.50000000
            USD
            2022-07-01
            XXXX
            17298.93000000
          
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAG0
        
          
          
        
        6448000.00000000
        PA
        USD
        6444898.38000000
        0.040832208559
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2023-04-12
          Fixed
          3.84800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABYM8
        
          
        
        5900000.00000000
        PA
        USD
        5736695.32000000
        0.036345327099
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-06-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EK3S2
        
          
        
        209939.57000000
        PA
        USD
        211937.40000000
        0.001342747644
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHMW4
        
          
        
        3300000.00000000
        PA
        USD
        3320738.22000000
        0.021038822891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MPDL6
        
          
        
        425139.97000000
        PA
        USD
        404191.05000000
        0.002560787196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200FLW6
        
          
        
        6266.06000000
        PA
        USD
        6640.45000000
        0.000042071142
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A35F4
        
          
          
        
        34302.50000000
        PA
        USD
        35826.17000000
        0.000226979784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKK99
        
          
        
        4390701.53000000
        PA
        USD
        4490086.55000000
        0.028447329910
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291DPC1
        
          
        
        843.14000000
        PA
        USD
        888.38000000
        0.000005628407
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHA0
        
          
          
        
        3717000.00000000
        PA
        USD
        3166628.46000000
        0.020062447238
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-23
          Fixed
          3.94600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAW1
        
          
          
        
        11270000.00000000
        PA
        USD
        10612525.33000000
        0.067236567912
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-06-22
          Fixed
          1.22600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290YFE3
        
          
        
        1317.20000000
        PA
        USD
        1387.52000000
        0.000008790752
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGDU0
        
          
        
        6677432.86000000
        PA
        USD
        5823650.75000000
        0.036896240712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FQXL2
        
          
        
        42094877.18000000
        PA
        USD
        929547.50000000
        0.005889228215
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Variable
          0.75101900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140H3ZJ8
        
          
        
        615995.33000000
        PA
        USD
        593832.76000000
        0.003762278576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CD2
        
          
          
        
        8300000.00000000
        PA
        USD
        7335264.11000000
        0.046473197297
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-11-07
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJD2
        
          
          
        
        51980000.00000000
        PA
        USD
        47319783.00000000
        0.299798559186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-19
          Fixed
          1.31900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225433AR2
        
          
          
        
        457000.00000000
        PA
        USD
        447475.96000000
        0.002835022469
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-04-17
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New York Mortgage Trust
        N/A
        
        62955VAA4
        
          
        
        16762008.57000000
        PA
        USD
        15852691.40000000
        0.100436091199
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-07-25
          Fixed
          2.04240000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967ME8
        
          
          
        
        18048000.00000000
        PA
        USD
        16895046.11000000
        0.107040019206
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418ACE6
        
          
        
        53913.28000000
        PA
        USD
        54876.97000000
        0.000347677768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFMQ1
        
          
        
        4455417.58000000
        PA
        USD
        4067230.46000000
        0.025768288746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12665CAA2
        
          
        
        17000000.00000000
        PA
        USD
        15718511.95000000
        0.099585985742
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-01-15
          Floating
          5.22310000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L7PC0
        
          
        
        2237043.37000000
        PA
        USD
        1960773.73000000
        0.012422650778
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BB9
        
          
          
        
        1943000.00000000
        PA
        USD
        1933677.12000000
        0.012250977873
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-12
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216CU2
        
          
          
        
        4130000.00000000
        PA
        USD
        3740821.88000000
        0.023700299086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AA3
        
          
          
        
        3269000.00000000
        PA
        USD
        3196460.14000000
        0.020251448415
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNFK3
        
          
        
        37199973.20000000
        PA
        USD
        33518266.93000000
        0.212357865885
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERTAMINA PERSERO PT
        254900NDAKGNZ2IBBL45
        
        69369EAD1
        
          
          
        
        6914000.00000000
        PA
        USD
        6660461.75000000
        0.042197928848
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2042-05-03
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QBN1
        
          
        
        8389585.23000000
        PA
        USD
        8474228.59000000
        0.053689204819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-04-20
          Floating
          2.05329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGRB7
        
          
        
        2558891.47000000
        PA
        USD
        2237309.28000000
        0.014174665564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYK4
        
          
          
        
        2570000.00000000
        PA
        USD
        1880901.43000000
        0.011916612945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-07-21
          Fixed
          2.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213TFT5
        
          
        
        4087.76000000
        PA
        USD
        4298.43000000
        0.000027233073
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNK77
        
          
        
        80000000.00000000
        PA
        USD
        80260624.80000000
        0.508498098447
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BJ2
        
          
          
        
        940000.00000000
        PA
        USD
        868953.36000000
        0.005505328824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178NF95
        
          
        
        2880382.25000000
        PA
        USD
        2759019.71000000
        0.017480006910
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGK4
        
          
          
        
        2220000.00000000
        PA
        USD
        1811159.47000000
        0.011474756753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-22
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371FUH3
        
          
        
        1756.80000000
        PA
        USD
        1814.88000000
        0.000011498328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-04-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212F2S2
        
          
        
        11104.01000000
        PA
        USD
        12239.61000000
        0.000077545102
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAW4
        
          
          
        
        4050000.00000000
        PA
        USD
        4045878.52000000
        0.025633011692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APF61
        
          
        
        3220388.96000000
        PA
        USD
        2923752.07000000
        0.018523682959
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL CAPITAL DAC
        984500BEC55D7EHC4M56
        
        549875AB8
        
          
          
        
        13490000.00000000
        PA
        USD
        7159817.50000000
        0.045361640194
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2031-10-26
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017BT5
        
          
          
        
        833000.00000000
        PA
        USD
        795821.09000000
        0.005041993031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179T7K5
        
          
        
        5295.28000000
        PA
        USD
        5323.48000000
        0.000033727365
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410GE90
        
          
        
        44190.89000000
        PA
        USD
        48030.42000000
        0.000304300861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN MUNI PWR-OHIO INC OH
        EARKGGZJJEMVD66XQ486
        
        02765UEJ9
        
          
          
        
        134000.00000000
        PA
        USD
        180696.82000000
        0.001144820260
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2041-02-15
          Fixed
          7.83400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 35
        549300EBYXJ9QVMC7X31
        
        67591TAA8
        
          
        
        10560000.00000000
        PA
        USD
        10396320.00000000
        0.065866780429
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-20
          Floating
          2.12271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        
        26441CAX3
        
          
          
        
        3979000.00000000
        PA
        USD
        3761770.20000000
        0.023833018971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17322YAF7
        
          
        
        1773000.00000000
        PA
        USD
        1750908.95000000
        0.011093034396
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-10-10
          Fixed
          4.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030678
        
          
        
        62000000.00000000
        PA
        USD
        57761719.06000000
        0.365954344091
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BDDH8
        
          
        
        38626303.61000000
        PA
        USD
        3504734.48000000
        0.022204547037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-25
          Variable
          1.63404300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410UPC0
        
          
        
        1732.92000000
        PA
        USD
        1863.13000000
        0.000011804020
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225B2S6
        
          
        
        4699.65000000
        PA
        USD
        5205.25000000
        0.000032978309
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407PBK3
        
          
        
        282049.54000000
        PA
        USD
        294141.53000000
        0.001863558987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A9T23
        
          
        
        1981715.07000000
        PA
        USD
        1964812.88000000
        0.012448241161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO, LT
        2549005QZPXI5WPU4V74
        
        38178AAA1
        
          
        
        6170000.00000000
        PA
        USD
        5982576.23000000
        0.037903126774
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          2.38271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAW2
        
          
          
        
        3663000.00000000
        PA
        USD
        3349218.85000000
        0.021219264374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.11400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JC6
        
          
          
        
        1343000.00000000
        PA
        USD
        1324798.15000000
        0.008393372737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-20
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFX2
        
          
          
        
        4567000.00000000
        PA
        USD
        4457533.07000000
        0.028241084535
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAG8
        
          
          
        
        3738000.00000000
        PA
        USD
        3706897.82000000
        0.023485370283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock CLO Ltd
        N/A
        
        691204AA9
        
          
        
        14280000.00000000
        PA
        USD
        14049960.79000000
        0.089014736214
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-20
          Floating
          2.86271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABN AMRO BANK NV
        BFXS5XCH7N0Y05NIXW11
        
        00080QAF2
        
          
          
        
        1352000.00000000
        PA
        USD
        1346681.23000000
        0.008532014874
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-07-28
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213R2Y2
        
          
        
        3114.11000000
        PA
        USD
        3281.21000000
        0.000020788388
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746SH5
        
          
          
        
        7684000.00000000
        PA
        USD
        7255436.04000000
        0.045967439687
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-23
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CD4
        
          
          
        
        187000.00000000
        PA
        USD
        134366.66000000
        0.000851291542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-01
          Fixed
          2.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RN0
        
          
          
        
        103400000.00000000
        PA
        USD
        94013218.75000000
        0.595628841445
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508BF0
        
          
          
        
        5000000.00000000
        PA
        USD
        4718966.45000000
        0.029897418222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-03-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBDJ6
        
          
        
        4509459.02000000
        PA
        USD
        4064407.12000000
        0.025750401233
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LH6Y5
        
          
        
        5030021.96000000
        PA
        USD
        4956383.44000000
        0.031401594003
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GoldenTree Loan Management US
        5493007PBV0WMI12LF68
        
        38138TAC5
        
          
        
        12950000.00000000
        PA
        USD
        12522650.00000000
        0.079338327210
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-07-20
          Floating
          2.16271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17291CBU8
        
          
        
        6920000.00000000
        PA
        USD
        6342279.65000000
        0.040182058760
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Fixed
          3.17600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apidos CLO
        549300KJKTO0Q1OATW69
        
        03768UAA7
        
          
        
        4300000.00000000
        PA
        USD
        4160473.64000000
        0.026359038941
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          2.11271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617B8HH4
        
          
        
        1853853.55000000
        PA
        USD
        1829262.61000000
        0.011589450755
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAP6
        
          
          
        
        14400000.00000000
        PA
        USD
        14022952.85000000
        0.088843625085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CZ1
        
          
          
        
        14438000.00000000
        PA
        USD
        13841545.86000000
        0.087694305481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-25
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -3028.00000000
        NC
        USD
        -163474.15000000
        -0.00103570455
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                FEDERAL RESERVE BANK OF NEW YORK
                30 DAY FEDERAL FUNDS
                
                  
                  
                  
                
              
            
            2022-07-29
            -1240501062.74000000
            USD
            -163474.15000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        24186.60000000
        0.000153236286
        N/A
        DCR
        CORP
        US
        N
        
        3
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                PRIMEX.FRM.1
                PRIMEX.FRM.1
                
                  
                  
                
              
            
            Y
            Default Event
            
            2036-07-25
            11709.83000000
            USD
            0.00000000
            USD
            229655.01000000
            USD
            12476.77000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y3XB7
        
          
        
        933488.14000000
        PA
        USD
        967419.16000000
        0.006129167377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BN3
        
          
          
        
        10770000.00000000
        PA
        USD
        8423834.23000000
        0.053369927012
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2032-09-29
          Fixed
          2.25200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        539439AR0
        
          
          
        
        6970000.00000000
        PA
        USD
        6779114.07000000
        0.042949660837
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7TX7
        
          
        
        30433122.50000000
        PA
        USD
        28562536.63000000
        0.180960409906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEV9
        
          
          
        
        11360000.00000000
        PA
        USD
        11495787.44000000
        0.072832551054
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-06-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B5QY4
        
          
        
        9861809.68000000
        PA
        USD
        311235.75000000
        0.001971860889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Variable
          0.70023600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXFZ0
        
          
        
        2640483.90000000
        PA
        USD
        2644524.47000000
        0.016754612459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2U6
        
          
          
        
        3970000.00000000
        PA
        USD
        3526467.27000000
        0.022342236999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-03-02
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust
        N/A
        
        17326UAA2
        
          
        
        6524764.51000000
        PA
        USD
        6420627.96000000
        0.040678441223
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MST70
        
          
        
        5900000.00000000
        PA
        USD
        5941495.76000000
        0.037642857919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389CLA5
        
          
        
        7564.88000000
        PA
        USD
        7629.45000000
        0.000048337037
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMRT
        N/A
        
        78457JAA0
        
          
        
        20410000.00000000
        PA
        USD
        19658562.99000000
        0.124548518324
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Floating
          2.27900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CM8
        
          
          
        
        10189000.00000000
        PA
        USD
        10102162.01000000
        0.064003117158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-26
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297SEF8
        
          
        
        249701.58000000
        PA
        USD
        260579.87000000
        0.001650926200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389DLA3
        
          
        
        4159.29000000
        PA
        USD
        4366.83000000
        0.000027666427
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        54930094LU45XF2CP718
        
        63939CAD9
        
          
        
        2000000.00000000
        PA
        USD
        1974431.20000000
        0.012509178855
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-15
          Floating
          2.92400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -318.00000000
        NC
        USD
        -24843.75000000
        -0.00015739971
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            110.00000000
            USD
            2022-07-22
            XXXX
            159278.04000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200ACF4
        
          
          
        
        11633.45000000
        PA
        USD
        12790.19000000
        0.000081033349
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ILFC E-CAPITAL TRUST II
        N/A
        
        44965UAA2
        
          
          
        
        3743000.00000000
        PA
        USD
        2836332.36000000
        0.017969827860
        Long
        SN
        CORP
        US
        N
        
        2
        
          2065-12-21
          Variable
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        
        90278LBD0
        
          
        
        2960000.00000000
        PA
        USD
        2778784.66000000
        0.017605229452
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Variable
          5.37006500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WGJG0
        
          
        
        887568.10000000
        PA
        USD
        868155.38000000
        0.005500273153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WJ5M6
        
          
        
        6587832.61000000
        PA
        USD
        6451404.26000000
        0.040873427121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138M8GU1
        
          
        
        17197.45000000
        PA
        USD
        16838.67000000
        0.000106682843
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QG5R4
        
          
        
        926647.19000000
        PA
        USD
        835181.72000000
        0.005291365691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EER7
        
          
        
        1289231.44000000
        PA
        USD
        1222222.02000000
        0.007743492834
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L05E3
        
          
        
        2442711.30000000
        PA
        USD
        2135015.17000000
        0.013526572423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DL1
        
          
          
        
        4150000.00000000
        PA
        USD
        3582582.45000000
        0.022697759553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MLCK8
        
          
        
        137831.26000000
        PA
        USD
        139481.76000000
        0.000883698699
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XD6Y7
        
          
        
        2418559.13000000
        PA
        USD
        2155062.00000000
        0.013653580840
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CH0
        
          
          
        
        18950000.00000000
        PA
        USD
        16028413.88000000
        0.101549396100
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-06-04
          Fixed
          2.84800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QCK96
        
          
        
        855759.22000000
        PA
        USD
        853497.45000000
        0.005407406576
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        706451BG5
        
          
          
        
        3889000.00000000
        PA
        USD
        2664276.12000000
        0.016879750738
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2035-06-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        71647NAM1
        
          
          
        
        2087000.00000000
        PA
        USD
        2136607.99000000
        0.013536663871
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-03-17
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12656PAC0
        
          
        
        11367326.40000000
        PA
        USD
        11052293.45000000
        0.070022756698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-03-25
          Variable
          2.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137BXRT1
        
          
        
        7057000.00000000
        PA
        USD
        6964132.70000000
        0.044121862296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-03-25
          Fixed
          3.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management LLC
        254900JWJFDB3KD6V066
        
        12480VAC9
        
          
        
        1000000.00000000
        PA
        USD
        991953.03000000
        0.006284603823
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-20
          Floating
          2.31271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225A2H2
        
          
        
        40733.76000000
        PA
        USD
        43150.76000000
        0.000273385355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FLNF1
        
          
        
        1086577.93000000
        PA
        USD
        1027653.00000000
        0.006510784057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCJ8
        
          
          
        
        3430000.00000000
        PA
        USD
        3107529.78000000
        0.019688022463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-03-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201UZN7
        
          
        
        23878.70000000
        PA
        USD
        25158.66000000
        0.000159394856
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212UNX5
        
          
        
        20190.57000000
        PA
        USD
        21313.19000000
        0.000135031550
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGQ7
        
          
          
        
        4469000.00000000
        PA
        USD
        4152444.91000000
        0.026308172231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-11-17
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        312934M58
        
          
        
        4367.96000000
        PA
        USD
        4606.82000000
        0.000029186904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVL52
        
          
        
        85812370.64000000
        PA
        USD
        77924446.90000000
        0.493697042228
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AXV5
        
          
        
        759303.36000000
        PA
        USD
        781222.52000000
        0.004949502534
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3H79
        
          
        
        2703246.97000000
        PA
        USD
        2366896.95000000
        0.014995679404
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKQL5
        
          
        
        58664572.44000000
        PA
        USD
        52894105.10000000
        0.335115156771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BS2
        
          
          
        
        111000.00000000
        PA
        USD
        104823.80000000
        0.000664120209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-08-08
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617B83A4
        
          
        
        5719388.06000000
        PA
        USD
        5622005.24000000
        0.035618698223
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BY9
        
          
          
        
        8500000.00000000
        PA
        USD
        5606409.94000000
        0.035519892857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-04-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661DU8
        
          
          
        
        2800000.00000000
        PA
        USD
        2769317.91000000
        0.017545252042
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WRXK1
        
          
        
        59469.27000000
        PA
        USD
        60184.57000000
        0.000381304524
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        4181.00000000
        NC
        USD
        -4045399.63000000
        -0.02562997764
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-06-19
            1013391062.13000000
            USD
            -4045399.63000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132LMAJ5
        
          
        
        168730.49000000
        PA
        USD
        168943.71000000
        0.001070357419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JJ7
        
          
          
        
        1940000.00000000
        PA
        USD
        1299501.82000000
        0.008233105661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTQ2
        
          
        
        3234804.23000000
        PA
        USD
        3165137.12000000
        0.020052998725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAZ0
        
          
          
        
        10353000.00000000
        PA
        USD
        10353577.39000000
        0.065595980944
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2022-07-14
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AN7
        
          
          
        
        2770000.00000000
        PA
        USD
        2422448.10000000
        0.015347628497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31325VKQ6
        
          
        
        232016.60000000
        PA
        USD
        28659.66000000
        0.000181575743
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-15
          Floating
          4.77600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THL Credit Lake Shore MM CLO I
        N/A
        
        510800AC9
        
          
        
        6500000.00000000
        PA
        USD
        6289480.79000000
        0.039847547036
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-15
          Floating
          2.74429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201CMP6
        
          
        
        4925.45000000
        PA
        USD
        5415.49000000
        0.000034310303
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AR4L6
        
          
        
        2321029.75000000
        PA
        USD
        2026467.56000000
        0.012838859694
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AU7
        
          
          
        
        2270000.00000000
        PA
        USD
        2140407.43000000
        0.013560735550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGSP5
        
          
        
        3178856.35000000
        PA
        USD
        3061178.78000000
        0.019394361712
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31391LAN5
        
          
        
        499.49000000
        PA
        USD
        544.99000000
        0.000003452831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417GXM3
        
          
        
        584428.57000000
        PA
        USD
        589558.68000000
        0.003735199775
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCD96
        
          
        
        1884417.91000000
        PA
        USD
        1843619.89000000
        0.011680412539
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967NU1
        
          
          
        
        6260000.00000000
        PA
        USD
        6184076.84000000
        0.039179751237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-05-24
          Fixed
          4.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VV49
        
          
        
        319680.39000000
        PA
        USD
        327018.13000000
        0.002071851517
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        
        22550L2C4
        
          
          
        
        6410000.00000000
        PA
        USD
        6143505.98000000
        0.038922711060
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-04-09
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        23758073.42000000
        0.150521319600
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-05-15
            5513484.67000000
            USD
            0.00000000
            USD
            -122480000.00000000
            USD
            18244588.75000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A6Q56
        
          
        
        71680.78000000
        PA
        USD
        64545.78000000
        0.000408935346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -1653.00000000
        NC
        USD
        -1278493.02000000
        -0.00810000259
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -150938.59000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVR2
        
          
          
        
        8454000.00000000
        PA
        USD
        8402407.27000000
        0.053234174663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200KT72
        
          
        
        5408.49000000
        PA
        USD
        5787.77000000
        0.000036668915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M8N26
        
          
          
        
        106619.51000000
        PA
        USD
        117023.40000000
        0.000741411825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AC7
        
          
          
        
        1791000.00000000
        PA
        USD
        1767884.89000000
        0.011200586926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CN6
        
          
          
        
        4790000.00000000
        PA
        USD
        4730644.81000000
        0.029971407477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417VKU6
        
          
        
        56978.94000000
        PA
        USD
        58836.51000000
        0.000372763774
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -158.00000000
        NC
        USD
        -343156.26000000
        -0.00217409602
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            138.00000000
            USD
            2022-07-22
            XXXX
            -200242.10000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WXWT0
        
          
        
        593184.64000000
        PA
        USD
        598387.55000000
        0.003791135841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        
        22160KAQ8
        
          
          
        
        5190000.00000000
        PA
        USD
        4275674.53000000
        0.027088904098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFF97
        
          
        
        3964051.30000000
        PA
        USD
        3593189.53000000
        0.022764961622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFTH4
        
          
        
        2045218.43000000
        PA
        USD
        1853936.21000000
        0.011745772472
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7AA1
        
          
        
        5063.45000000
        PA
        USD
        5182.28000000
        0.000032832781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HS3
        
          
          
        
        1423000.00000000
        PA
        USD
        1365886.67000000
        0.008653692593
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-05-06
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCONT GAS PIPE LINE
        N/A
        
        893574AH6
        
          
          
        
        17006000.00000000
        PA
        USD
        18800834.50000000
        0.119114305629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          7.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M5NL0
        
          
        
        4446.25000000
        PA
        USD
        4783.54000000
        0.000030306529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM / SPEC I
        N/A
        
        85208NAD2
        
          
          
        
        966625.00000000
        PA
        USD
        967508.17000000
        0.006129731308
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-20
          Fixed
          4.73800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CA8
        
          
          
        
        4170000.00000000
        PA
        USD
        3940406.56000000
        0.024964785009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFUJ8
        
          
        
        1467236.09000000
        PA
        USD
        1279630.88000000
        0.008107211609
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKQ1
        
          
          
        
        14880000.00000000
        PA
        USD
        14498890.76000000
        0.091858970689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-27
          Fixed
          4.57100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493007CD1Q2V06I4172
        
        94989AAZ8
        
          
        
        2066000.00000000
        PA
        USD
        1989987.11000000
        0.012607734663
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-12-15
          Fixed
          3.95900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HLL2
        
          
          
        
        8546000.00000000
        PA
        USD
        8175915.64000000
        0.051799217441
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FBZ5
        
          
        
        9401.12000000
        PA
        USD
        10026.92000000
        0.000063526414
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132J4M30
        
          
        
        146957.90000000
        PA
        USD
        150406.68000000
        0.000952914470
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAE5
        
          
          
        
        31015000.00000000
        PA
        USD
        23963739.75000000
        0.151824336340
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-08-08
          Variable
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JHYV9
        
          
        
        3559382.56000000
        PA
        USD
        3634603.21000000
        0.023027341557
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4J3
        
          
        
        32573.32000000
        PA
        USD
        6974.72000000
        0.000044188939
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-25
          Variable
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B5PC3
        
          
        
        4951297.88000000
        PA
        USD
        248859.16000000
        0.001576668633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-06-25
          Variable
          0.94070700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJA8
        
          
          
        
        25140000.00000000
        PA
        USD
        21728608.85000000
        0.137663472090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGKV0
        
          
        
        2950824.81000000
        PA
        USD
        2853878.65000000
        0.018080993891
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36223ARH7
        
          
        
        363.83000000
        PA
        USD
        382.15000000
        0.000002421144
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-05-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAJ3
        
          
          
        
        6630000.00000000
        PA
        USD
        5580903.21000000
        0.035358292774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081FA6
        
          
          
        
        13495000.00000000
        PA
        USD
        10298038.82000000
        0.065244111552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-28
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6WH0
        
          
        
        10400000.88000000
        PA
        USD
        10176784.21000000
        0.064475892531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COPPER CORP
        2549007U6NAP46Q9TU15
        
        84265VAG0
        
          
          
        
        32668000.00000000
        PA
        USD
        32004022.90000000
        0.202764242464
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-11-08
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        
        57636QAP9
        
          
          
        
        5000000.00000000
        PA
        USD
        4776591.85000000
        0.030262508905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-26
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERNP1
        
          
        
        3003300.59000000
        PA
        USD
        2842418.25000000
        0.018008385540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCRED MML CLO 2021-1 LLC
        N/A
        
        072917AA5
        
          
        
        8380000.00000000
        PA
        USD
        8178868.08000000
        0.051817922879
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-04-20
          Floating
          2.24498000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NA
        AD6GFRVSDT01YPT1CS68
        
        20453KAA3
        
          
          
        
        1567000.00000000
        PA
        USD
        1555199.44000000
        0.009853099946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-10
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202ERU5
        
          
          
        
        3189.63000000
        PA
        USD
        3491.24000000
        0.000022119051
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-03-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508BJ2
        
          
          
        
        4150000.00000000
        PA
        USD
        3563453.53000000
        0.022576566634
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-04
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829JAA1
        
          
        
        6024054.28000000
        PA
        USD
        5952914.42000000
        0.037715201823
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-02-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        -49100000.00000000
        PA
        USD
        -48431587.95000000
        -0.30684249516
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDU28
        
          
        
        7168445.24000000
        PA
        USD
        6711790.48000000
        0.042523126436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBR5
        
          
          
        
        3180000.00000000
        PA
        USD
        2667060.98000000
        0.016897394459
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137AJYN8
        
          
        
        267802.98000000
        PA
        USD
        35551.01000000
        0.000225236484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-15
          Floating
          5.16600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1TN5
        
          
        
        3135569.14000000
        PA
        USD
        2760988.97000000
        0.017492483326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBG7
        
          
          
        
        710000.00000000
        PA
        USD
        646868.13000000
        0.004098288729
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-02-14
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        
        36264FAB7
        
          
          
        
        6490000.00000000
        PA
        USD
        6217151.57000000
        0.039389299036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCO FUNDING CO
        XX71EBFZWSRCIL200314
        
        20825UAC8
        
          
          
        
        313000.00000000
        PA
        USD
        372635.07000000
        0.002360861567
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGFQ7
        
          
        
        45787362.17000000
        PA
        USD
        43152060.47000000
        0.273393594278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cayuga Park CLO, Ltd.
        549300SVH2QJEV4A2G21
        
        149791AP0
        
          
        
        24600000.00000000
        PA
        USD
        23837084.67000000
        0.151021902177
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-17
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KLVW9
        
          
        
        1854988.90000000
        PA
        USD
        1621528.53000000
        0.010273333607
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCB3
        
          
          
        
        14149000.00000000
        PA
        USD
        12584728.58000000
        0.079731631398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CD9
        
          
          
        
        7559000.00000000
        PA
        USD
        7554258.62000000
        0.047860655869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-02
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBS76
        
          
        
        3579029.16000000
        PA
        USD
        3236336.01000000
        0.020504085423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A2CE0
        
          
        
        752911.11000000
        PA
        USD
        726275.52000000
        0.004601381085
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAH0
        
          
          
        
        1740000.00000000
        PA
        USD
        1600952.11000000
        0.010142969926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHQ5
        
          
          
        
        22684000.00000000
        PA
        USD
        21454044.03000000
        0.135923943034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-07
          Fixed
          3.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        74977RDN1
        
          
          
        
        7190000.00000000
        PA
        USD
        6835193.85000000
        0.043304959111
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-04-06
          Fixed
          3.64900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36212TCM4
        
          
        
        1780.24000000
        PA
        USD
        1875.25000000
        0.000011880807
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHWE8
        
          
        
        2408602.90000000
        PA
        USD
        2283082.75000000
        0.014464667324
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        
        200447AF7
        
          
          
        
        4648000.00000000
        PA
        USD
        4461568.72000000
        0.028266652743
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2027-02-23
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Magnetite CLO Ltd
        5493003SVWF9GG13MZ22
        
        55954EAQ2
        
          
        
        4478000.00000000
        PA
        USD
        4397747.52000000
        0.027862308036
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-20
          Floating
          2.16271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        
        806851AK7
        
          
          
        
        142000.00000000
        PA
        USD
        134312.17000000
        0.000850946316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-17
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9GA7
        
          
        
        1252837.23000000
        PA
        USD
        1244215.13000000
        0.007882832076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A5LM6
        
          
        
        692304.05000000
        PA
        USD
        101865.55000000
        0.000645377962
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Floating
          4.87643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFT6
        
          
          
        
        16300000.00000000
        PA
        USD
        11984433.52000000
        0.075928410364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAL9
        
          
          
        
        15340000.00000000
        PA
        USD
        11238544.20000000
        0.071202764359
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2030-06-18
          Variable
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAG8
        
          
          
        
        3410000.00000000
        PA
        USD
        3201464.86000000
        0.020283156250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCUK2
        
          
        
        3841344.82000000
        PA
        USD
        3589281.73000000
        0.022740203419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        254900JFO9XUH2EREJ70
        
        26252JAS7
        
          
        
        8351000.00000000
        PA
        USD
        8079797.49000000
        0.051190252626
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-15
          Floating
          2.08429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550AQ9
        
          
          
        
        110000.00000000
        PA
        USD
        122709.74000000
        0.000777438122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-08-15
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657LAA2
        
          
        
        7812158.38000000
        PA
        USD
        6715220.41000000
        0.042544857053
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBS9
        
          
          
        
        4835000.00000000
        PA
        USD
        4714279.04000000
        0.029867720733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448ER5
        
          
          
        
        760000.00000000
        PA
        USD
        729872.16000000
        0.004624167907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-19
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140EXDX8
        
          
        
        4258199.15000000
        PA
        USD
        4035457.73000000
        0.025566989880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAE3
        
          
          
        
        1240000.00000000
        PA
        USD
        1239644.70000000
        0.007853875723
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-08-15
          Fixed
          2.85900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A2R38
        
          
        
        1576284.22000000
        PA
        USD
        1559673.05000000
        0.009881442888
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CH7
        
          
          
        
        20910000.00000000
        PA
        USD
        20156024.71000000
        0.127700229880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-13
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCE RECOVERY FUNDING LLC
        N/A
        
        78433LAE6
        
          
          
        
        6330000.00000000
        PA
        USD
        5644479.80000000
        0.035761087733
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-15
          Fixed
          2.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06540DBN4
        
          
        
        44204711.01000000
        PA
        USD
        2333761.19000000
        0.014785744944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-09-15
          Variable
          1.02206600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDK4
        
          
          
        
        2900000.00000000
        PA
        USD
        2811983.12000000
        0.017815561154
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617JYLP6
        
          
        
        1114363.23000000
        PA
        USD
        1089076.32000000
        0.006899936789
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WX4Z7
        
          
        
        86506.17000000
        PA
        USD
        87172.10000000
        0.000552286344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        466317AA2
        
          
        
        12600000.00000000
        PA
        USD
        11870712.00000000
        0.075207917883
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-04-15
          Floating
          1.87515000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        
        931142EQ2
        
          
          
        
        1060000.00000000
        PA
        USD
        963865.41000000
        0.006106652288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-24
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X8RD5
        
          
        
        194816.26000000
        PA
        USD
        199263.02000000
        0.001262448018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380RWG1
        
          
        
        16806908.11000000
        PA
        USD
        1056085.60000000
        0.006690921242
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-01-16
          Variable
          0.80491000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6ZK0
        
          
        
        13392922.80000000
        PA
        USD
        13433289.07000000
        0.085107759440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        71568PAF6
        
          
          
        
        14926000.00000000
        PA
        USD
        13689828.68000000
        0.086733088225
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2048-05-21
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M6AX6
        
          
          
        
        11190.75000000
        PA
        USD
        12037.37000000
        0.000076263793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        4809.00000000
        NC
        USD
        -3047593.42000000
        -0.01930829049
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-30
            1013012738.86000000
            USD
            -3047593.42000000
          
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BA9
        
          
          
        
        672000.00000000
        PA
        USD
        672280.57000000
        0.004259291431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402DGM6
        
          
          
        
        1456.00000000
        PA
        USD
        1578.31000000
        0.000009999518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Onslow Bay Financial LLC
        N/A
        
        67115DAA0
        
          
        
        9336418.21000000
        PA
        USD
        8171965.19000000
        0.051774189025
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-10-25
          Variable
          1.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36224YM55
        
          
        
        5.54000000
        PA
        USD
        5.56000000
        0.000000035225
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2022-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9JE6
        
          
        
        5373685.41000000
        PA
        USD
        5476505.99000000
        0.034696875198
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        N/A
        
        039937AA5
        
          
        
        10130000.00000000
        PA
        USD
        9876750.00000000
        0.062574999962
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          2.26730000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388UEA4
        
          
          
        
        2520.38000000
        PA
        USD
        2627.60000000
        0.000016647386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Catskill Park CLO, LTD.
        549300QY7L9WFVGWC115
        
        149420AE1
        
          
        
        6605000.00000000
        PA
        USD
        6408501.25000000
        0.040601611408
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2029-04-20
          Floating
          2.76271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        N/A
        
        50200JAC5
        
          
        
        3728000.00000000
        PA
        USD
        3667304.74000000
        0.023234524916
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-16
          Floating
          2.12429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7WN5
        
          
        
        316665.22000000
        PA
        USD
        276591.34000000
        0.001752368247
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CF9
        
          
          
        
        888000.00000000
        PA
        USD
        690708.39000000
        0.004376042471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-17
          Fixed
          3.04100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379R5W9
        
          
        
        6935300.00000000
        PA
        USD
        240564.06000000
        0.001524114313
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-04-16
          Variable
          0.51756000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HAT4
        
          
          
        
        10460000.00000000
        PA
        USD
        9990360.33000000
        0.063294787989
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2024-06-26
          Fixed
          5.01700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BB7
        
          
          
        
        779000.00000000
        PA
        USD
        725236.12000000
        0.004594795877
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FMC7
        
          
        
        34862.91000000
        PA
        USD
        37089.04000000
        0.000234980806
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06368BGS1
        
          
          
        
        1316000.00000000
        PA
        USD
        1220871.99000000
        0.007734939603
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-12-15
          Fixed
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM Ltd Partnership
        549300PYL1KC7BYM8G75
        
        50188QAJ0
        
          
        
        1188275.00000000
        PA
        USD
        1184732.89000000
        0.007505977224
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2027-07-15
          Floating
          2.28429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2M4
        
          
          
        
        93400000.00000000
        PA
        USD
        91858135.05000000
        0.581975123122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-04
          Fixed
          5.01300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHJL2
        
          
        
        25836706.22000000
        PA
        USD
        25667871.35000000
        0.162621008809
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F6P92
        
          
        
        2961904.38000000
        PA
        USD
        436816.33000000
        0.002767487466
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4181.00000000
        NC
        USD
        -5160921.91000000
        -0.03269746508
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            118.00000000
            USD
            2022-07-22
            XXXX
            -3305498.78000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L05D5
        
          
        
        4053602.90000000
        PA
        USD
        3546729.85000000
        0.022470612319
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJKJ1
        
          
        
        4106159.44000000
        PA
        USD
        3581271.50000000
        0.022689453917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTERCARD INC
        AR5L2ODV9HN37376R084
        
        57636QAB0
        
          
          
        
        832000.00000000
        PA
        USD
        832153.70000000
        0.005272181410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-04-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CP7
        
          
          
        
        9500000.00000000
        PA
        USD
        8390880.42000000
        0.053161145312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWB6
        
          
          
        
        6210000.00000000
        PA
        USD
        6007854.75000000
        0.038063281014
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-26
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        
        651229AW6
        
          
          
        
        179000.00000000
        PA
        USD
        171044.79000000
        0.001083668993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Variable
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -5730.00000000
        NC
        USD
        6079533.34000000
        0.038517406892
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -800400783.34000000
            USD
            6079533.34000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138W9CG3
        
          
        
        357227.77000000
        PA
        USD
        359538.79000000
        0.002277888958
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAJ2
        
          
          
        
        4560000.00000000
        PA
        USD
        4180145.02000000
        0.026483668663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LBR2
        
          
        
        100365.40000000
        PA
        USD
        109556.56000000
        0.000694105018
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        
        880451AZ2
        
          
          
        
        6590000.00000000
        PA
        USD
        5698877.60000000
        0.036105729678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        
        759470BB2
        
          
          
        
        12900000.00000000
        PA
        USD
        10714725.29000000
        0.067884064557
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2032-01-12
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160BV5
        
          
          
        
        2946000.00000000
        PA
        USD
        2718864.84000000
        0.017225602274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AFWY2
        
          
        
        12705.41000000
        PA
        USD
        13386.64000000
        0.000084812210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300JEA36NHBYED811
        
        78445QAE1
        
          
        
        8771525.63000000
        PA
        USD
        9589865.11000000
        0.060757416042
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-10-15
          Floating
          6.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61769GAA5
        
          
        
        16976341.05000000
        PA
        USD
        16398863.65000000
        0.103896412512
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBK1
        
          
          
        
        11840000.00000000
        PA
        USD
        11086165.55000000
        0.070237356303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Fixed
          2.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -105.00000000
        NC
        USD
        -88593.75000000
        -0.00056129333
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.75000000
            USD
            2022-07-01
            XXXX
            -69916.02000000
          
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        549300FCX3YXSYSLU895
        
        92938VAT2
        
          
        
        224000.00000000
        PA
        USD
        219430.51000000
        0.001390220887
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-15
          Variable
          4.72300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XBVE1
        
          
        
        162348.20000000
        PA
        USD
        166840.47000000
        0.001057032161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHEY9
        
          
        
        891086.69000000
        PA
        USD
        881990.51000000
        0.005587926810
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407NZP1
        
          
        
        360363.37000000
        PA
        USD
        376984.93000000
        0.002388420480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L7M41
        
          
        
        1194265.34000000
        PA
        USD
        1046407.01000000
        0.006629601702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Mortgage Trust
        N/A
        
        46649TAA4
        
          
        
        5390012.02000000
        PA
        USD
        5086509.07000000
        0.032226016135
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-09-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXG89
        
          
        
        7205375.84000000
        PA
        USD
        7464172.19000000
        0.047289905536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X65C1
        
          
        
        767872.03000000
        PA
        USD
        772152.38000000
        0.004892037881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        
        13607GRK2
        
          
          
        
        7130000.00000000
        PA
        USD
        6927540.51000000
        0.043890029326
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-23
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200NVH1
        
          
        
        17645.54000000
        PA
        USD
        18590.98000000
        0.000117784754
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCGZ5
        
          
        
        3887694.61000000
        PA
        USD
        3504011.54000000
        0.022199966789
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN ESCROW RECEIPT
        N/A
        
        000000000
        
          
        
        228873.94000000
        PA
        USD
        1144.37000000
        0.000007250254
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2022-12-31
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411X6E0
        
          
        
        1683.32000000
        PA
        USD
        1753.75000000
        0.000011111034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657PAA3
        
          
        
        14998879.14000000
        PA
        USD
        15064775.22000000
        0.095444180405
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-07-25
          Floating
          2.86986000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        3193.00000000
        NC
        USD
        2188744.70000000
        0.013866980486
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2023-09-19
            770716817.80000000
            USD
            2188744.70000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBUL2
        
          
        
        29508874.08000000
        PA
        USD
        29633958.07000000
        0.187748492683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRU55
        
          
        
        2174078.36000000
        PA
        USD
        1973467.02000000
        0.012503070210
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5039635.95000000
        -0.03192904744
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-10-20
            155199.98000000
            USD
            0.00000000
            USD
            193590000.00000000
            USD
            -5194835.93000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QBR83
        
          
        
        9861267.36000000
        PA
        USD
        9300828.07000000
        0.058926196990
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FHWQ6
        
          
        
        443794.59000000
        PA
        USD
        419729.60000000
        0.002659233017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNXQ0
        
          
        
        992668.85000000
        PA
        USD
        975234.72000000
        0.006178683531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TSH9
        
          
        
        1969002.86000000
        PA
        USD
        1988374.78000000
        0.012597519607
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2D5
        
          
          
        
        2463000.00000000
        PA
        USD
        2408367.14000000
        0.015258417363
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-09
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAC9
        
          
          
        
        6730000.00000000
        PA
        USD
        6283649.64000000
        0.039810603284
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-09-15
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWR6
        
          
        
        5150471.56000000
        PA
        USD
        4976071.03000000
        0.031526326424
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411BA2
        
          
          
        
        18342000.00000000
        PA
        USD
        14318472.65000000
        0.090715916220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        688.00000000
        NC
        USD
        1322250.00000000
        0.008377228713
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.00000000
            USD
            2022-07-22
            XXXX
            713684.76000000
          
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        12598PAA5
        
          
        
        10262936.14000000
        PA
        USD
        9553454.23000000
        0.060526731777
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-09-25
          Variable
          1.66540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        
        64032EAD9
        
          
          
        
        19072558.87000000
        PA
        USD
        17883747.20000000
        0.113304020084
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-08-27
          Floating
          1.63386000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EN2H1
        
          
        
        1962134.43000000
        PA
        USD
        1936092.30000000
        0.012266279454
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409YDP9
        
          
        
        7862.61000000
        PA
        USD
        8294.50000000
        0.000052550518
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        7193074.09000000
        0.045572340183
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2026-10-20
            0.00000000
            USD
            -101309.13000000
            USD
            -193590000.00000000
            USD
            7294383.22000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31414KEZ9
        
          
        
        6035.20000000
        PA
        USD
        6129.40000000
        0.000038833341
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387EGZ4
        
          
        
        4912.04000000
        PA
        USD
        4973.51000000
        0.000031510100
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODELCO INC
        549300UVMBCBCIPSUI70
        
        21987BBA5
        
          
          
        
        33500000.00000000
        PA
        USD
        25041825.87000000
        0.158654643771
        Long
        DBT
        CORP
        CL
        N
        
        2
        
          2050-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL INTL FINANCE BV
        724500LG1GUKJ5TOIW61
        
        549876AL4
        
          
          
        
        9000000.00000000
        PA
        USD
        5496840.00000000
        0.034825703069
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-02
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132KSTZ7
        
          
        
        130287.27000000
        PA
        USD
        133344.82000000
        0.000844817587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433EAA9
        
          
        
        20360000.00000000
        PA
        USD
        19605191.68000000
        0.124210379794
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-01-15
          Floating
          2.27865000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        
        06541TBU2
        
          
        
        1930000.00000000
        PA
        USD
        1566568.84000000
        0.009925131759
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-15
          Variable
          3.13435600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WN2B7
        
          
        
        12808.89000000
        PA
        USD
        13079.20000000
        0.000082864397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468L6
        
          
          
        
        21360000.00000000
        PA
        USD
        18519974.61000000
        0.117334893616
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-22
          Fixed
          2.69900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DEL PERU SA
        549300ZMGDLC9JT2OR80
        
        716564AB5
        
          
          
        
        7630000.00000000
        PA
        USD
        5201027.04000000
        0.032951554593
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2047-06-19
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F022675
        
          
        
        -71500000.00000000
        PA
        USD
        -64322070.67000000
        -0.40751801652
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBC6
        
          
          
        
        5000000.00000000
        PA
        USD
        4713523.45000000
        0.029862933627
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-02-15
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290V2E3
        
          
        
        1294.22000000
        PA
        USD
        1365.02000000
        0.000008648201
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F040677
        
          
        
        96800000.00000000
        PA
        USD
        95482234.50000000
        0.604935917203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380LBS1
        
          
        
        4145252.42000000
        PA
        USD
        4102603.58000000
        0.025992398194
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-02-20
          Floating
          1.10329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Reperforming Loan Trust
        N/A
        
        57643QAE5
        
          
          
        
        355074.90000000
        PA
        USD
        196872.98000000
        0.001247305714
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-05-25
          Floating
          1.97357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zais CLO 13, Limited
        549300GODB02F7ODZK39
        
        98876NAA2
        
          
        
        8934400.00000000
        PA
        USD
        8812940.14000000
        0.055835141005
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-15
          Floating
          2.53429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BCAY6
        
          
        
        4209219.46000000
        PA
        USD
        687731.32000000
        0.004357180987
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X62B6
        
          
        
        8750742.42000000
        PA
        USD
        8561154.09000000
        0.054239928808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -9786310.42000000
        -0.06200201221
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-03-04
            0.00000000
            USD
            -289536.96000000
            USD
            199570000.00000000
            USD
            -9496773.46000000
          
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        74365PAD0
        
          
          
        
        15440000.00000000
        PA
        USD
        9612583.32000000
        0.060901349217
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2050-08-03
          Fixed
          4.02700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORBIA ADVANCE CORP SAB
        549300MVHZ20SBIOEQ79
        
        68560EAB4
        
          
          
        
        13500000.00000000
        PA
        USD
        10860075.00000000
        0.068804940159
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2031-05-11
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418B6J0
        
          
        
        12316930.57000000
        PA
        USD
        12100864.39000000
        0.076666068165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413DZM2
        
          
        
        1120.69000000
        PA
        USD
        1202.35000000
        0.000007617591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KWS4
        
          
        
        5972120.00000000
        PA
        USD
        5900224.04000000
        0.037381377384
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-05-25
          Floating
          3.12566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKE1
        
          
          
        
        2130000.00000000
        PA
        USD
        1567911.04000000
        0.009933635382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        185.00000000
        NC
        USD
        638828.13000000
        0.004047350617
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            136.00000000
            USD
            2022-07-22
            XXXX
            316008.08000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYN8
        
          
          
        
        1020000.00000000
        PA
        USD
        841641.31000000
        0.005332290980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJE90
        
          
        
        2542691.97000000
        PA
        USD
        2228674.93000000
        0.014119961896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKQY7
        
          
        
        20352752.95000000
        PA
        USD
        18763208.44000000
        0.118875922487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE CHERIFIEN DES PHO
        213800D26TAPVTCVWG40
        
        67091TAC9
        
          
          
        
        4836000.00000000
        PA
        USD
        4772213.16000000
        0.030234767338
        Long
        DBT
        CORP
        MA
        N
        
        2
        
          2025-10-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE & COMPANY
        PWFTNG3EI0Y73OXWDH08
        
        244199BJ3
        
          
          
        
        1840000.00000000
        PA
        USD
        1720079.03000000
        0.010897708784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNHH9
        
          
        
        6400000.00000000
        PA
        USD
        6330877.25000000
        0.040109817873
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NWU3
        
          
        
        76512.49000000
        PA
        USD
        75557.30000000
        0.000478699779
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-16
          Variable
          3.33500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Resecuritization Trust
        N/A
        
        65540HBM3
        
          
        
        79261.99000000
        PA
        USD
        79645.44000000
        0.000504600542
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-06-26
          Variable
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAF9
        
          
          
        
        44945000.00000000
        PA
        USD
        44643194.33000000
        0.282840801227
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418EEE6
        
          
        
        14027108.22000000
        PA
        USD
        13285541.30000000
        0.084171690722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225B3V8
        
          
          
        
        2486.58000000
        PA
        USD
        2753.07000000
        0.000017442312
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7CW2
        
          
        
        2295469.21000000
        PA
        USD
        2380643.79000000
        0.015082773692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        949746RF0
        
          
          
        
        1522000.00000000
        PA
        USD
        1535255.92000000
        0.009726746058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          5.60600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JLKL7
        
          
        
        59848.81000000
        PA
        USD
        61113.33000000
        0.000387188763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38148LAF3
        
          
          
        
        17911000.00000000
        PA
        USD
        17048890.37000000
        0.108014712760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-22
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210E3B3
        
          
        
        4557.87000000
        PA
        USD
        4800.72000000
        0.000030415374
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amortizing Residential Collate
        N/A
        
        86358RZ67
        
          
        
        129842.19000000
        PA
        USD
        128020.56000000
        0.000811085279
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2032-07-25
          Floating
          2.65857000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCY5
        
          
          
        
        1490000.00000000
        PA
        USD
        1226984.60000000
        0.007773666570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        14008956.28000000
        0.088754948611
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-02-15
            0.00000000
            USD
            -1162586.52000000
            USD
            -168148000.00000000
            USD
            15171542.80000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        000000000
        
          
          
        
        3000000.00000000
        PA
        USD
        2507250.00000000
        0.015884898236
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2060-05-13
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BCD80
        
          
        
        26454623.98000000
        PA
        USD
        3972362.85000000
        0.025167246836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFB5
        
          
          
        
        2484000.00000000
        PA
        USD
        2436954.36000000
        0.015439534157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y03D2
        
          
        
        132209.85000000
        PA
        USD
        129424.47000000
        0.000819979872
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        
        637639AB1
        
          
          
        
        3810000.00000000
        PA
        USD
        3589020.11000000
        0.022738545903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-23
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hildene Community Funding CLO
        549300845E8YWIPN4S43
        
        43133KAC9
        
          
        
        23260000.00000000
        PA
        USD
        20410650.00000000
        0.129313430326
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-11-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        
        59020UW27
        
          
          
        
        13403.69000000
        PA
        USD
        9274.81000000
        0.000058761357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-12-25
          Variable
          2.69189400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213UPC8
        
          
        
        14764.83000000
        PA
        USD
        15524.37000000
        0.000098355982
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BPP7
        
          
          
        
        2399.45000000
        PA
        USD
        2536.58000000
        0.000016070720
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B8UA5
        
          
        
        1530301.98000000
        PA
        USD
        1412428.63000000
        0.008948563188
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XADY5
        
          
        
        1492253.34000000
        PA
        USD
        1307516.23000000
        0.008283881645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Maps LTD
        N/A
        
        55292RAA9
        
          
        
        10800270.00000000
        PA
        USD
        9396066.42000000
        0.059529587756
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-06-15
          Fixed
          2.52100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TV44
        
          
        
        874702.89000000
        PA
        USD
        833369.09000000
        0.005279881618
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MUZL7
        
          
        
        2000000.00000000
        PA
        USD
        2013781.72000000
        0.012758487463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Springcastle SPV
        N/A
        
        85022WAP9
        
          
        
        1420258.86000000
        PA
        USD
        1320017.56000000
        0.008363084898
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-25
          Fixed
          1.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AQ1
        
          
          
        
        2155000.00000000
        PA
        USD
        2042486.03000000
        0.012940346090
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WNCZ3
        
          
        
        347818.52000000
        PA
        USD
        356028.27000000
        0.002255647756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138LMUT8
        
          
        
        8501361.46000000
        PA
        USD
        8437586.54000000
        0.053457055956
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.46800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31378DVC1
        
          
        
        132.23000000
        PA
        USD
        133.15000000
        0.000000843583
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        
        30161NAC5
        
          
          
        
        1984000.00000000
        PA
        USD
        2094577.19000000
        0.013270374119
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FECE2
        
          
        
        8213.20000000
        PA
        USD
        7787.54000000
        0.000049338630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1UL7
        
          
        
        3422536.09000000
        PA
        USD
        2999892.72000000
        0.019006078602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200VCZ4
        
          
        
        16319.63000000
        PA
        USD
        17193.76000000
        0.000108932546
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VX21
        
          
        
        2414796.41000000
        PA
        USD
        2362882.61000000
        0.014970246207
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389NYW9
        
          
        
        8770.64000000
        PA
        USD
        9225.99000000
        0.000058452053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A76M9
        
          
        
        163465.32000000
        PA
        USD
        5739.20000000
        0.000036361195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415XH20
        
          
        
        2380.26000000
        PA
        USD
        2461.48000000
        0.000015594918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -1035.00000000
        NC
        USD
        -1617187.50000000
        -0.01024583063
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.50000000
            USD
            2022-07-22
            XXXX
            -1135306.17000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDGD2
        
          
        
        7397195.29000000
        PA
        USD
        6665639.68000000
        0.042230734069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411WWE3
        
          
        
        175.84000000
        PA
        USD
        182.92000000
        0.000001158905
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201FV38
        
          
        
        1223.05000000
        PA
        USD
        1240.82000000
        0.000007861321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4D6
        
          
        
        70770.83000000
        PA
        USD
        13886.57000000
        0.000087979559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-25
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBR3
        
          
          
        
        2590000.00000000
        PA
        USD
        2046725.54000000
        0.012967205871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2078-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BM5
        
          
          
        
        4917000.00000000
        PA
        USD
        4378266.39000000
        0.027738883660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QK5Z7
        
          
        
        5640326.39000000
        PA
        USD
        5474656.86000000
        0.034685159876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397EWH4
        
          
        
        695713.24000000
        PA
        USD
        86769.56000000
        0.000549736017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-02-15
          Floating
          5.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200N4P3
        
          
        
        45083.69000000
        PA
        USD
        49574.09000000
        0.000314080915
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DH0
        
          
          
        
        2780000.00000000
        PA
        USD
        2710470.31000000
        0.017172418006
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FXC89
        
          
        
        9808598.14000000
        PA
        USD
        1382688.65000000
        0.008760142984
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AB3
        
          
          
        
        11100000.00000000
        PA
        USD
        10493856.86000000
        0.066484733603
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBOTT LABORATORIES
        HQD377W2YR662HK5JX27
        
        002824BF6
        
          
          
        
        10859000.00000000
        PA
        USD
        10937596.90000000
        0.069296086830
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-30
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91086QBF4
        
          
          
        
        17344000.00000000
        PA
        USD
        13933385.48000000
        0.088276163301
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2046-01-23
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AJ9
        
          
          
        
        9250000.00000000
        PA
        USD
        9013580.45000000
        0.057106314963
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-08-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WKUN3
        
          
        
        6503877.63000000
        PA
        USD
        6530807.59000000
        0.041376493755
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BX7
        
          
          
        
        1650000.00000000
        PA
        USD
        1488816.88000000
        0.009432527522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CQ0
        
          
          
        
        3930000.00000000
        PA
        USD
        3856905.65000000
        0.024435757805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JF5
        
          
          
        
        3160000.00000000
        PA
        USD
        2651601.88000000
        0.016799452000
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QAT7
        
          
          
        
        8803000.00000000
        PA
        USD
        8548965.14000000
        0.054162704666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-04
          Fixed
          3.11900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4F79
        
          
        
        2507177.43000000
        PA
        USD
        2186189.50000000
        0.013850791796
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        549300Y43K78UTRMTN21
        
        69700GAJ1
        
          
        
        17730000.00000000
        PA
        USD
        17168553.01000000
        0.108772845718
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-11-14
          Floating
          2.56129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378XW72
        
          
        
        4830051.16000000
        PA
        USD
        61052.33000000
        0.000386802293
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2054-08-16
          Variable
          0.39068000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7M48
        
          
        
        11613679.58000000
        PA
        USD
        11525132.01000000
        0.073018466103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12592FAA3
        
          
        
        2830000.00000000
        PA
        USD
        2750853.96000000
        0.017428272097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Variable
          3.73167700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAK5
        
          
          
        
        2185000.00000000
        PA
        USD
        2040419.66000000
        0.012927254425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FVQG0
        
          
        
        11372955.33000000
        PA
        USD
        1787595.43000000
        0.011325464749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3XW2
        
          
        
        2938182.18000000
        PA
        USD
        2562537.91000000
        0.016235179550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4FT1
        
          
        
        3362605.14000000
        PA
        USD
        2936349.24000000
        0.018603493414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TG58
        
          
        
        6274455.86000000
        PA
        USD
        6325535.95000000
        0.040075977607
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-09-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Balboa Bay Loan Funding Ltd
        549300N3EVICXRV85R74
        
        05766GAA5
        
          
        
        13140000.00000000
        PA
        USD
        12731597.79000000
        0.080662133923
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-20
          Floating
          1.38171000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397CTW9
        
          
        
        272478.36000000
        PA
        USD
        31865.85000000
        0.000201888836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-15
          Floating
          4.96600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1980098.62000000
        0.012545085283
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-08-15
            1038863.68000000
            USD
            0.00000000
            USD
            -10332000.00000000
            USD
            941234.94000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EPAJ3
        
          
        
        848378.88000000
        PA
        USD
        884649.07000000
        0.005604770346
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GFD1
        
          
          
        
        3045000.00000000
        PA
        USD
        3377226.40000000
        0.021396708619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-10-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172AP4
        
          
          
        
        1406000.00000000
        PA
        USD
        1220158.84000000
        0.007730421380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BKY1
        
          
        
        2737611.16000000
        PA
        USD
        2738527.25000000
        0.017350175165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBM7
        
          
          
        
        5000000.00000000
        PA
        USD
        3884047.35000000
        0.024607716382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X8PK7
        
          
        
        3143530.87000000
        PA
        USD
        2937975.67000000
        0.018613797801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377GQ51
        
          
        
        1107226.12000000
        PA
        USD
        146210.54000000
        0.000926329464
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-20
          Floating
          4.95486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MLCC Mortgage Investors Inc
        N/A
        
        59020U4R3
        
          
        
        15953.40000000
        PA
        USD
        15255.75000000
        0.000096654117
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-02-25
          Variable
          2.07923400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178WDM8
        
          
        
        1871321.55000000
        PA
        USD
        1792409.40000000
        0.011355964070
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBF8
        
          
          
        
        2000000.00000000
        PA
        USD
        1893974.58000000
        0.011999439013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-19
          Fixed
          4.22700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCDQ8
        
          
        
        25388751.71000000
        PA
        USD
        23919531.56000000
        0.151544251547
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -2007.00000000
        NC
        USD
        -1552290.08000000
        -0.00983466744
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -887503.59000000
          
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AS9
        
          
          
        
        9018000.00000000
        PA
        USD
        8851281.71000000
        0.056078057323
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-09-11
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407FEL0
        
          
        
        2786.11000000
        PA
        USD
        2931.20000000
        0.000018570869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHL29
        
          
        
        881954.85000000
        PA
        USD
        834288.68000000
        0.005285707760
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297QDG1
        
          
        
        212963.90000000
        PA
        USD
        221859.09000000
        0.001405607365
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140EVVB0
        
          
        
        2125354.20000000
        PA
        USD
        2014194.39000000
        0.012761101969
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CW7
        
          
          
        
        10580000.00000000
        PA
        USD
        10381409.91000000
        0.065772316270
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-03
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2QJ5
        
          
        
        4221394.05000000
        PA
        USD
        3686260.76000000
        0.023354622413
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTN NORTH SANTA FE
        N/A
        
        12189LBH3
        
          
          
        
        1150000.00000000
        PA
        USD
        861300.61000000
        0.005456844168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        
        46115HBC0
        
          
          
        
        2266000.00000000
        PA
        USD
        2256519.28000000
        0.014296372173
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-01-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4E4
        
          
        
        36418.19000000
        PA
        USD
        7297.77000000
        0.000046235650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-25
          Variable
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X83X3
        
          
        
        2783781.40000000
        PA
        USD
        2510971.27000000
        0.015908474662
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BXD5
        
          
        
        28471.33000000
        PA
        USD
        30753.90000000
        0.000194843981
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDBN5
        
          
        
        4527795.61000000
        PA
        USD
        4268116.12000000
        0.027041017141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        
        225313AK1
        
          
          
        
        3743000.00000000
        PA
        USD
        3422593.55000000
        0.021684136103
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-01-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201PJL0
        
          
        
        100.95000000
        PA
        USD
        106.36000000
        0.000000673852
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XB6G0
        
          
        
        21289182.60000000
        PA
        USD
        20904834.51000000
        0.132444378836
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KCAP Senior Funding I LLC
        5493006EPGSPYDWRRN21
        
        48669RAA9
        
          
        
        14480541.78000000
        PA
        USD
        14460229.43000000
        0.091614028505
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2029-12-20
          Floating
          3.99586000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WCTK9
        
          
        
        3492877.30000000
        PA
        USD
        3519600.08000000
        0.022298729326
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36248GAJ9
        
          
          
        
        1003000.00000000
        PA
        USD
        991962.09000000
        0.006284661224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-11-10
          Variable
          5.16100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BG8
        
          
          
        
        19262000.00000000
        PA
        USD
        15866425.87000000
        0.100523107117
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2047-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCCH9
        
          
        
        1781663.71000000
        PA
        USD
        1664595.68000000
        0.010546189243
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F86B4
        
          
        
        14887873.30000000
        PA
        USD
        2412212.14000000
        0.015282777692
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FX6
        
          
          
        
        2680000.00000000
        PA
        USD
        2499511.73000000
        0.015835871760
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VX47
        
          
        
        6464287.34000000
        PA
        USD
        6615479.85000000
        0.041912942148
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-11-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCS8
        
          
          
        
        6395000.00000000
        PA
        USD
        6429276.50000000
        0.040733234793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36206WP82
        
          
        
        736.30000000
        PA
        USD
        738.01000000
        0.000004675725
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2026-05-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KM3V5
        
          
        
        1725085.06000000
        PA
        USD
        1711282.83000000
        0.010841979702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H3K51
        
          
        
        1014396.92000000
        PA
        USD
        1020078.13000000
        0.006462792816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APK73
        
          
        
        2973074.92000000
        PA
        USD
        2694547.18000000
        0.017071535645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291QZB3
        
          
        
        4856.75000000
        PA
        USD
        5117.67000000
        0.000032423438
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHMG7
        
          
        
        7017671.65000000
        PA
        USD
        6482723.38000000
        0.041071852103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        
        742718FH7
        
          
          
        
        3430000.00000000
        PA
        USD
        3239854.38000000
        0.020526376359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291ETX9
        
          
          
        
        3287.89000000
        PA
        USD
        3498.42000000
        0.000022164541
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J72F1
        
          
        
        5488526.74000000
        PA
        USD
        5368393.59000000
        0.034011919780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EL PASO NATURAL GAS
        N/A
        
        283695BK9
        
          
          
        
        2696000.00000000
        PA
        USD
        3154221.60000000
        0.019983842509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H042687
        
          
        
        21200000.00000000
        PA
        USD
        21436843.64000000
        0.135814968483
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KIMBERLY-CLARK CORP
        MP3J6QPYPGN75NVW2S34
        
        494368CB7
        
          
          
        
        1810000.00000000
        PA
        USD
        1693587.59000000
        0.010729869985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-26
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6QL8
        
          
        
        2402400.11000000
        PA
        USD
        2408220.36000000
        0.015257487426
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TB4
        
          
          
        
        79480000.00000000
        PA
        USD
        59659675.00000000
        0.377979007353
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AB9
        
          
          
        
        1872000.00000000
        PA
        USD
        1872427.27000000
        0.011862924175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDYC6
        
          
        
        22708065.89000000
        PA
        USD
        3863836.45000000
        0.024479668485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFR6
        
          
        
        34232857.69000000
        PA
        USD
        33727868.95000000
        0.213685817528
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Floating
          3.00700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378BF61
        
          
        
        5925132.96000000
        PA
        USD
        21621.40000000
        0.000136984241
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2053-02-16
          Variable
          0.13185000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABUF7
        
          
        
        7655279.48000000
        PA
        USD
        7193304.49000000
        0.045573799902
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-11-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBD6
        
          
          
        
        4899000.00000000
        PA
        USD
        4819454.84000000
        0.030534071069
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-16
          Fixed
          4.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378KQR3
        
          
        
        9131189.68000000
        PA
        USD
        135032.95000000
        0.000855512880
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-16
          Variable
          0.54286000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FOX CORP
        549300DDU6FDRBIELS05
        
        35137LAJ4
        
          
          
        
        18060000.00000000
        PA
        USD
        17565709.36000000
        0.111289063967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-25
          Fixed
          5.47600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -317.00000000
        NC
        USD
        -495312.50000000
        -0.00313809498
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.50000000
            USD
            2022-07-22
            XXXX
            -322517.16000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132M8R40
        
          
        
        106658.77000000
        PA
        USD
        109494.46000000
        0.000693711578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HB0
        
          
          
        
        2722000.00000000
        PA
        USD
        2800874.22000000
        0.017745179761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-13
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        635400KULUKCVCJXZX78
        
        48250WAJ4
        
          
        
        600000.00000000
        PA
        USD
        580720.47000000
        0.003679204534
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          2.84429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TG3
        
          
          
        
        62935000.00000000
        PA
        USD
        59458824.29000000
        0.376706500388
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-05-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290VVJ0
        
          
        
        356.78000000
        PA
        USD
        382.85000000
        0.000002425579
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        
        36264FAC5
        
          
          
        
        4930000.00000000
        PA
        USD
        4616684.65000000
        0.029249403072
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAV7
        
          
          
        
        17080000.00000000
        PA
        USD
        14884529.11000000
        0.094302215657
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        
        22535WAG2
        
          
          
        
        5920000.00000000
        PA
        USD
        5452493.99000000
        0.034544745105
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-06-16
          Fixed
          1.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        12433XAG4
        
          
        
        2500000.00000000
        PA
        USD
        2029401.75000000
        0.012857449508
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-03-11
          Variable
          3.66704200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31296LZG9
        
          
        
        12202.73000000
        PA
        USD
        12838.67000000
        0.000081340499
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F040685
        
          
        
        -7800000.00000000
        PA
        USD
        -7680714.83000000
        -0.04866183007
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209AUH1
        
          
        
        1101.85000000
        PA
        USD
        1157.48000000
        0.000007333314
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBV0
        
          
          
        
        4640000.00000000
        PA
        USD
        4399845.43000000
        0.027875599525
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDX7
        
          
          
        
        5320000.00000000
        PA
        USD
        4563486.21000000
        0.028912359776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        29429MAA1
        
          
        
        10269000.00000000
        PA
        USD
        10213266.03000000
        0.064707026242
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-01-10
          Fixed
          4.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        
        68902VAH0
        
          
          
        
        2960000.00000000
        PA
        USD
        2806901.34000000
        0.017783365099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-05
          Fixed
          2.05600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A2BZ2
        
          
        
        4286940.23000000
        PA
        USD
        4005316.59000000
        0.025376028093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KLRY0
        
          
        
        823283.67000000
        PA
        USD
        771360.17000000
        0.004887018767
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DYB2
        
          
        
        71924726.67000000
        PA
        USD
        62547911.56000000
        0.396277678741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764BW9
        
          
          
        
        7640000.00000000
        PA
        USD
        7254194.36000000
        0.045959572916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          1.55400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B1TB7
        
          
        
        1964269.32000000
        PA
        USD
        1780266.86000000
        0.011279033963
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        
        78015K7G3
        
          
          
        
        10910000.00000000
        PA
        USD
        10792688.26000000
        0.068378005666
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-04-17
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132GEV64
        
          
        
        5201.07000000
        PA
        USD
        5468.78000000
        0.000034647926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6P39
        
          
        
        10424704.68000000
        PA
        USD
        10183964.06000000
        0.064521381089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        
        01609WAT9
        
          
          
        
        9748000.00000000
        PA
        USD
        9321376.93000000
        0.059056386062
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-12-06
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Secu
        N/A
        
        46642NBK1
        
          
        
        1379000.00000000
        PA
        USD
        1264126.27000000
        0.008008980818
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-15
          Variable
          4.70232100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKZA9
        
          
        
        613982.71000000
        PA
        USD
        576097.16000000
        0.003649913156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAU5
        
          
          
        
        13092000.00000000
        PA
        USD
        13158202.58000000
        0.083364925299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WXVV6
        
          
        
        106371.40000000
        PA
        USD
        107474.88000000
        0.000680916355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BM3
        
          
          
        
        1180000.00000000
        PA
        USD
        1189711.99000000
        0.007537522740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDL3
        
          
          
        
        1640000.00000000
        PA
        USD
        1532991.15000000
        0.009712397413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-06-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DTQ5
        
          
        
        7950813.22000000
        PA
        USD
        6952050.91000000
        0.044045317076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CD5
        
          
          
        
        5382000.00000000
        PA
        USD
        4661885.44000000
        0.029535776569
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Beach Mortgage Loan Trust
        N/A
        
        542514AH7
        
          
        
        21045.66000000
        PA
        USD
        20622.78000000
        0.000130657398
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-01-21
          Floating
          2.13229000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300E4AC0513DYO913
        
        96467FAJ9
        
          
        
        3910000.00000000
        PA
        USD
        3804983.41000000
        0.024106799983
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-24
          Floating
          2.31400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFU8
        
          
          
        
        1093000.00000000
        PA
        USD
        1089552.00000000
        0.006902950500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        2549007JA1TZWEDGPD41
        
        381743AA1
        
          
        
        8650000.00000000
        PA
        USD
        8379917.14000000
        0.053091686508
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-08-05
          Floating
          2.89329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        
        92857WBK5
        
          
          
        
        6580000.00000000
        PA
        USD
        6555847.58000000
        0.041535136767
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-05-30
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AA7
        
          
        
        57485285.77000000
        PA
        USD
        56115572.37000000
        0.355525040012
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BJ9
        
          
          
        
        13433000.00000000
        PA
        USD
        13405278.86000000
        0.084930298343
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-06-25
          Fixed
          4.51900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGR4
        
          
        
        6552288.65000000
        PA
        USD
        5943632.21000000
        0.037656393582
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        
        247361ZU5
        
          
          
        
        1440000.00000000
        PA
        USD
        1333533.60000000
        0.008448716933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-28
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BCRED MML CLO 2021-1 LLC
        N/A
        
        05554LAG7
        
          
        
        15260000.00000000
        PA
        USD
        15001479.96000000
        0.095043167836
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-01-15
          Floating
          1.80953000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31408ATE0
        
          
        
        25269.27000000
        PA
        USD
        26934.23000000
        0.000170644133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBV2
        
          
          
        
        2725000.00000000
        PA
        USD
        2446898.27000000
        0.015502534654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-15
          Fixed
          4.92600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410GBA0
        
          
        
        30505.08000000
        PA
        USD
        33462.74000000
        0.000212006070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCQ68
        
          
        
        19315958.26000000
        PA
        USD
        18294150.25000000
        0.115904163941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CE2
        
          
          
        
        3280000.00000000
        PA
        USD
        2281351.82000000
        0.014453700868
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6225271.03000000
        0.039440740574
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2032-03-18
            815776.01000000
            USD
            0.00000000
            USD
            -100642000.00000000
            USD
            5409495.02000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWT7
        
          
          
        
        4785000.00000000
        PA
        USD
        4788112.02000000
        0.030335495934
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-23
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFQS3
        
          
        
        94571.00000000
        PA
        USD
        82282.54000000
        0.000521308116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36216AJQ5
        
          
        
        131.21000000
        PA
        USD
        135.91000000
        0.000000861069
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-08-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KNJF1
        
          
        
        8479234.72000000
        PA
        USD
        7716090.96000000
        0.048885958592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417GUU8
        
          
        
        43693.32000000
        PA
        USD
        44177.13000000
        0.000279888010
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X6U37
        
          
        
        3383.17000000
        PA
        USD
        3415.29000000
        0.000021637863
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FNN83
        
          
        
        428081.11000000
        PA
        USD
        405220.21000000
        0.002567307527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Western Asset Premier Institutional Government Reserves
        549300WB3XRN9YTWFB76
        
        52470G494
        
          
          
        
        45847413.88000000
        NS
        USD
        45847413.88000000
        0.290470237863
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BF8
        
          
          
        
        4084000.00000000
        PA
        USD
        3806711.35000000
        0.024117747496
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2045-05-11
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        06738EBK0
        
          
          
        
        7848000.00000000
        PA
        USD
        7415063.20000000
        0.046978771302
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-06-20
          Fixed
          5.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKZN2
        
          
        
        952191.37000000
        PA
        USD
        858266.68000000
        0.005437622443
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KREF 2022-Fl3 Ltd
        549300DG0FGL1EU1CT79
        
        48275EAA4
        
          
        
        23010000.00000000
        PA
        USD
        22328453.00000000
        0.141463836346
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2039-02-17
          Floating
          2.95684000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A0MT8
        
          
        
        451106.94000000
        PA
        USD
        426117.51000000
        0.002699704171
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -478.00000000
        NC
        USD
        -590031.26000000
        -0.00373819384
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            118.00000000
            USD
            2022-07-22
            XXXX
            -389201.95000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X5UC5
        
          
        
        3151416.50000000
        PA
        USD
        3199398.61000000
        0.020270065345
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QPHK6
        
          
        
        6589236.59000000
        PA
        USD
        6157523.05000000
        0.039011517414
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AYE30
        
          
        
        1534904.14000000
        PA
        USD
        1434628.81000000
        0.009089214339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FPG5
        
          
        
        13129.65000000
        PA
        USD
        13847.13000000
        0.000087729684
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-01-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MPRV5
        
          
        
        299247.88000000
        PA
        USD
        296853.50000000
        0.001880740906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND ELECTRIC ILLUM
        N/A
        
        186108CK0
        
          
          
        
        1415000.00000000
        PA
        USD
        1332723.75000000
        0.008443586058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        
        084664CR0
        
          
          
        
        7344000.00000000
        PA
        USD
        6783280.02000000
        0.042976054572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128K7MU9
        
          
        
        2971.95000000
        PA
        USD
        3122.80000000
        0.000019784768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9XL2
        
          
        
        5067689.06000000
        PA
        USD
        5174747.74000000
        0.032785059825
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36203MA83
        
          
        
        1568.34000000
        PA
        USD
        1656.94000000
        0.000010497686
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2024-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GEU9
        
          
          
        
        4594000.00000000
        PA
        USD
        4602674.44000000
        0.029160640181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-01-11
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136ANLJ4
        
          
        
        94393224.84000000
        PA
        USD
        927606.94000000
        0.005876933630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          Variable
          0.57195300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200JAM2
        
          
        
        21183.42000000
        PA
        USD
        23443.57000000
        0.000148528756
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIFC Funding Ltd
        549300X1SKS4LNS5LQ62
        
        12551AAL9
        
          
        
        3447935.84000000
        PA
        USD
        3419641.51000000
        0.021665433200
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-23
          Floating
          2.10829000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        
        20753YCK6
        
          
        
        11510000.00000000
        PA
        USD
        10796468.63000000
        0.068401956525
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-03-25
          Floating
          4.02566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3ZC4
        
          
        
        2768455.42000000
        PA
        USD
        2414479.82000000
        0.015297144773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X4TQ9
        
          
        
        226516.45000000
        PA
        USD
        228360.20000000
        0.001446795707
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDH1
        
          
          
        
        3580000.00000000
        PA
        USD
        3143792.00000000
        0.019917764880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36211DUK4
        
          
        
        19189.68000000
        PA
        USD
        20215.58000000
        0.000128077547
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-07-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291MJ53
        
          
        
        1369.05000000
        PA
        USD
        1443.82000000
        0.000009147445
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CL6
        
          
          
        
        5440000.00000000
        PA
        USD
        4633042.48000000
        0.029353039513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2063-04-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCFR4
        
          
        
        6284966.13000000
        PA
        USD
        6149071.27000000
        0.038957970434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508BD5
        
          
          
        
        6484000.00000000
        PA
        USD
        6235092.99000000
        0.039502968447
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FNAJ9
        
          
        
        10114000.00000000
        PA
        USD
        761022.87000000
        0.004821525913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-06-25
          Variable
          1.37342600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        
        31283BCC0
        
          
        
        154200.69000000
        PA
        USD
        8187.36000000
        0.000051871724
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KLA49
        
          
        
        1190300.08000000
        PA
        USD
        1072824.63000000
        0.006796972808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFU74
        
          
        
        35044446.01000000
        PA
        USD
        31662801.35000000
        0.200602403957
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412X2W3
        
          
        
        646.37000000
        PA
        USD
        687.65000000
        0.000004356665
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KUX5
        
          
        
        33130000.00000000
        PA
        USD
        31228417.51000000
        0.197850327740
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-04-25
          Floating
          3.82566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64831TAA5
        
          
        
        12211895.00000000
        PA
        USD
        10920942.61000000
        0.069190572142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-27
          Variable
          1.15612000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CN2
        
          
          
        
        4760000.00000000
        PA
        USD
        4394980.59000000
        0.027844777913
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-01
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDD1
        
          
          
        
        950000.00000000
        PA
        USD
        950037.84000000
        0.006019046528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-10-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFM6
        
          
          
        
        2875000.00000000
        PA
        USD
        2865668.35000000
        0.018155688550
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XYU47
        
          
        
        178892.55000000
        PA
        USD
        183304.63000000
        0.001161342264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2F0
        
          
          
        
        7899000.00000000
        PA
        USD
        7566091.35000000
        0.047935623149
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-08-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132GKZQ2
        
          
        
        861213.61000000
        PA
        USD
        872395.81000000
        0.005527138763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384VQF2
        
          
        
        1590.22000000
        PA
        USD
        1663.04000000
        0.000010536333
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-01-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PAR3
        
          
          
        
        582000.00000000
        PA
        USD
        652993.52000000
        0.004137096665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-03-15
          Fixed
          5.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FRETE 2020-ML07 TRUST
        S6XOOCT0IEG5ABCC6L87
        
        35833FAC9
        
          
        
        17149887.35000000
        PA
        USD
        2875007.12000000
        0.018214855132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-25
          Variable
          2.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nomura Asset Acceptance Corpor
        N/A
        
        62951MAY6
        
          
        
        117082.05000000
        PA
        USD
        108398.73000000
        0.000686769486
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-02-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        5924.00000000
        NC
        USD
        -16670964.90000000
        -0.10562033340
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-12-18
            1451834014.90000000
            USD
            -16670964.90000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132D9JN5
        
          
        
        884783.30000000
        PA
        USD
        791287.38000000
        0.005013269321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A65W0
        
          
        
        35840.39000000
        PA
        USD
        32365.07000000
        0.000205051687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179R4E6
        
          
        
        7717386.15000000
        PA
        USD
        7625737.71000000
        0.048313517798
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418APM4
        
          
        
        21036.81000000
        PA
        USD
        19998.13000000
        0.000126699874
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EW9
        
          
          
        
        6980000.00000000
        PA
        USD
        6377951.20000000
        0.040408058936
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FQ74
        
          
        
        1051082.37000000
        PA
        USD
        1089241.04000000
        0.006900980386
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        9349146.02000000
        0.059232319523
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2026-11-20
            0.00000000
            USD
            -516100.10000000
            USD
            -301200000.00000000
            USD
            9865246.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YED3
        
          
          
        
        7000000.00000000
        PA
        USD
        5678195.04000000
        0.035974693539
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MLBZ6
        
          
        
        424566.49000000
        PA
        USD
        428288.67000000
        0.002713459742
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DB8
        
          
          
        
        618000.00000000
        PA
        USD
        637630.77000000
        0.004039764640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-01
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78449YAA8
        
          
        
        1147938.17000000
        PA
        USD
        1065820.64000000
        0.006752598426
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AH6
        
          
          
        
        25310000.00000000
        PA
        USD
        24851073.26000000
        0.157446114188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        549300001G5S0D8B8343
        
        92915HAL7
        
          
        
        8300000.00000000
        PA
        USD
        8172291.27000000
        0.051776254933
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-18
          Floating
          2.23429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFRD5
        
          
        
        1991697.20000000
        PA
        USD
        1930101.00000000
        0.012228321057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pear LLC
        N/A
        
        70472TAA6
        
          
        
        1111913.24000000
        PA
        USD
        1062057.05000000
        0.006728753877
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-01-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210AXU6
        
          
        
        1370.59000000
        PA
        USD
        1442.52000000
        0.000009139209
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140F5DA8
        
          
        
        2216696.53000000
        PA
        USD
        2174546.62000000
        0.013777027328
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MEY6
        
          
          
        
        3953000.00000000
        PA
        USD
        3947665.55000000
        0.025010774965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-30
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419AQX8
        
          
        
        983186.25000000
        PA
        USD
        1078614.92000000
        0.006833657688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FG8
        
          
          
        
        2990000.00000000
        PA
        USD
        2503644.21000000
        0.015862053443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-03-20
          Fixed
          3.83900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CF1
        
          
          
        
        2400000.00000000
        PA
        USD
        2356534.25000000
        0.014930025626
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-13
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reese Park CLO, Ltd.
        N/A
        
        758465BA5
        
          
        
        32550000.00000000
        PA
        USD
        31519335.45000000
        0.199693463396
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-15
          Floating
          2.17429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ABQF3
        
          
        
        927826.21000000
        PA
        USD
        1011225.17000000
        0.006406704125
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROCTER & GAMBLE CO/THE
        2572IBTT8CCZW6AU4141
        
        742718FG9
        
          
          
        
        1200000.00000000
        PA
        USD
        1161891.66000000
        0.007361264644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-25
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        74977RDP6
        
          
          
        
        5300000.00000000
        PA
        USD
        4788662.20000000
        0.030338981647
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-04-06
          Fixed
          3.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAZZ0
        
          
        
        7662764.13000000
        PA
        USD
        6710414.73000000
        0.042514410254
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418DZ62
        
          
        
        3249428.90000000
        PA
        USD
        2906446.64000000
        0.018414042917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SP4
        
          
          
        
        432475000.00000000
        PA
        USD
        284867567.54000000
        1.804802999781
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273RBG3
        
          
          
        
        2060000.00000000
        PA
        USD
        2054886.96000000
        0.013018913250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDP4
        
          
          
        
        830000.00000000
        PA
        USD
        826190.64000000
        0.005234401930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEERE & COMPANY
        PWFTNG3EI0Y73OXWDH08
        
        244199BK0
        
          
          
        
        12660000.00000000
        PA
        USD
        11582489.68000000
        0.073381860560
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AN5F7
        
          
        
        6319544.12000000
        PA
        USD
        5719504.04000000
        0.036236410265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FNWZ9
        
          
        
        8535866.51000000
        PA
        USD
        348464.80000000
        0.002207728741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-25
          Variable
          1.43156000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac Reference Remic
        S6XOOCT0IEG5ABCC6L87
        
        31396NRF5
        
          
          
        
        1042772.67000000
        PA
        USD
        1123189.84000000
        0.007116065932
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CN8
        
          
          
        
        5194000.00000000
        PA
        USD
        5014416.88000000
        0.031769269858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-07-20
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201TKU0
        
          
        
        10178.02000000
        PA
        USD
        10730.45000000
        0.000067983689
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128KJEJ7
        
          
        
        3026.81000000
        PA
        USD
        3166.99000000
        0.000020064737
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TE35
        
          
        
        3277935.24000000
        PA
        USD
        3403305.87000000
        0.021561937346
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAY2
        
          
          
        
        19448000.00000000
        PA
        USD
        19395623.04000000
        0.122882639633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          4.02300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGNG0
        
          
        
        1087804.34000000
        PA
        USD
        952459.56000000
        0.006034389544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617YDD41
        
          
        
        2093108.30000000
        PA
        USD
        1950299.92000000
        0.012356293053
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9H46
        
          
        
        1239591.76000000
        PA
        USD
        1218533.08000000
        0.007720121237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BH1
        
          
          
        
        2811000.00000000
        PA
        USD
        2819183.19000000
        0.017861177817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WRJQ4
        
          
        
        98023.94000000
        PA
        USD
        98848.39000000
        0.000626262485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280BZ1
        
          
          
        
        10753000.00000000
        PA
        USD
        10611332.45000000
        0.067229010318
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-11
          Fixed
          3.80300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FGSM8
        
          
        
        1826492.74000000
        PA
        USD
        1740557.90000000
        0.011027454428
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFE9
        
          
          
        
        5090000.00000000
        PA
        USD
        4633116.82000000
        0.029353510500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31376Z2J1
        
          
        
        986.68000000
        PA
        USD
        994.56000000
        0.000006301120
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138NXKR7
        
          
        
        73455.68000000
        PA
        USD
        69073.07000000
        0.000437618381
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1152217.99000000
        -0.00729997627
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2029-02-15
            0.00000000
            USD
            -300324.40000000
            USD
            -175011000.00000000
            USD
            -851893.59000000
          
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        
        337932AH0
        
          
          
        
        15102000.00000000
        PA
        USD
        14272371.63000000
        0.090423839239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Variable
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CG9
        
          
          
        
        5130000.00000000
        PA
        USD
        4990910.72000000
        0.031620344558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-13
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31375VU43
        
          
        
        10.03000000
        PA
        USD
        10.05000000
        0.000000063672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TQN8
        
          
        
        6086162.21000000
        PA
        USD
        5798181.45000000
        0.036734877770
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDY5
        
          
          
        
        5230000.00000000
        PA
        USD
        4081981.06000000
        0.025861742443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        780097BK6
        
          
          
        
        5803000.00000000
        PA
        USD
        5748336.44000000
        0.036419080417
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FLFM3
        
          
          
        
        547840.14000000
        PA
        USD
        100619.44000000
        0.000637483124
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        5493004Y6G18HN4CQ515
        
        48254HAA2
        
          
        
        3080000.00000000
        PA
        USD
        3031055.05000000
        0.019203510227
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-15
          Floating
          2.36429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VLS Commercial Mortgage Trust
        N/A
        
        92858TAC0
        
          
        
        2250000.00000000
        PA
        USD
        1830433.28000000
        0.011596867636
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-10-10
          Fixed
          2.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415XJF9
        
          
        
        3536.64000000
        PA
        USD
        3725.53000000
        0.000023603416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-01-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MN3V3
        
          
        
        7396319.68000000
        PA
        USD
        6916686.84000000
        0.043821264965
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TUB9
        
          
        
        2736016.22000000
        PA
        USD
        2751586.89000000
        0.017432915639
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WUHY2
        
          
        
        130893.52000000
        PA
        USD
        131898.78000000
        0.000835656076
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        
        279158AJ8
        
          
          
        
        61615000.00000000
        PA
        USD
        42052237.50000000
        0.266425571162
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2045-05-28
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417GUX2
        
          
        
        76825.91000000
        PA
        USD
        77611.60000000
        0.000491714973
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35564KDB2
        
          
        
        20330000.00000000
        PA
        USD
        19257055.79000000
        0.122004734890
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.22566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FF3K5
        
          
        
        493901.23000000
        PA
        USD
        467523.06000000
        0.002962032597
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BX1
        
          
          
        
        6985000.00000000
        PA
        USD
        6968312.90000000
        0.044148346313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-06
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFPJ4
        
          
        
        16162579.79000000
        PA
        USD
        14650958.84000000
        0.092822411103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -105.00000000
        NC
        USD
        -228046.88000000
        -0.00144481064
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            138.00000000
            USD
            2022-07-22
            XXXX
            -124884.78000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200NVR9
        
          
        
        283.52000000
        PA
        USD
        298.76000000
        0.000001892819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TH1
        
          
          
        
        350000.00000000
        PA
        USD
        341687.50000000
        0.002164790573
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816BD0
        
          
          
        
        10000.00000000
        PA
        USD
        9997.44000000
        0.000063339641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-02
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132ACYK0
        
          
        
        883532.47000000
        PA
        USD
        912408.38000000
        0.005780641845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05608EAA2
        
          
        
        7530000.00000000
        PA
        USD
        6638441.22000000
        0.042058415884
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2044-03-09
          Variable
          3.66200400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wellman Park CLO Ltd
        N/A
        
        949723AA8
        
          
        
        7000000.00000000
        PA
        USD
        6799699.04000000
        0.043080078687
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          2.14429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFL8
        
          
          
        
        17320000.00000000
        PA
        USD
        17089048.19000000
        0.108269136086
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136ABPZ0
        
          
        
        5207811.93000000
        PA
        USD
        7.81000000
        0.000000049480
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-08-25
          Variable
          0.49135400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HBJB5
        
          
        
        3271380.53000000
        PA
        USD
        3337915.40000000
        0.021147650394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90351DAB3
        
          
          
        
        2731000.00000000
        PA
        USD
        2713398.43000000
        0.017190969362
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SX7
        
          
          
        
        222245000.00000000
        PA
        USD
        187701528.55000000
        1.189199194264
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-05-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KG64
        
          
        
        3566691.07000000
        PA
        USD
        504921.12000000
        0.003198971226
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAT8
        
          
          
        
        7066000.00000000
        PA
        USD
        7134251.34000000
        0.045199663586
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2024-01-12
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AJX7
        
          
        
        33615.35000000
        PA
        USD
        32917.50000000
        0.000208551655
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380RKU3
        
          
        
        5806071.57000000
        PA
        USD
        411283.53000000
        0.002605722213
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-11-16
          Variable
          0.91318000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBX6
        
          
          
        
        35870000.00000000
        PA
        USD
        33027022.71000000
        0.209245545835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGL8
        
          
          
        
        12726000.00000000
        PA
        USD
        12596690.10000000
        0.079807414638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4HL6
        
          
        
        4208146.75000000
        PA
        USD
        3672409.40000000
        0.023266865929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAK6
        
          
          
        
        2687000.00000000
        PA
        USD
        2600234.57000000
        0.016474009985
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291LG66
        
          
        
        31231.94000000
        PA
        USD
        32949.06000000
        0.000208751606
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-05-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FHEM5
        
          
        
        526691.01000000
        PA
        USD
        499649.34000000
        0.003165571410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023BU8
        
          
          
        
        1791000.00000000
        PA
        USD
        1601777.55000000
        0.010148199572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2PV9
        
          
        
        4594996.85000000
        PA
        USD
        4017629.71000000
        0.025454038924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABX2
        
          
          
        
        18270000.00000000
        PA
        USD
        14845705.60000000
        0.094056245967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BT0
        
          
          
        
        7320000.00000000
        PA
        USD
        5814747.41000000
        0.036839832835
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TSF3
        
          
        
        232034.33000000
        PA
        USD
        220881.98000000
        0.001399416801
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AT7
        
          
          
        
        19720000.00000000
        PA
        USD
        17761049.51000000
        0.112526658305
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXKP6
        
          
        
        1159843.75000000
        PA
        USD
        1201403.80000000
        0.007611597209
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H040681
        
          
        
        35300000.00000000
        PA
        USD
        35078685.59000000
        0.222244032649
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7CN2
        
          
        
        2897821.18000000
        PA
        USD
        3006221.22000000
        0.019046173359
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36292CQT4
        
          
        
        35276.38000000
        PA
        USD
        37203.83000000
        0.000235708068
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDF2
        
          
        
        6250012.01000000
        PA
        USD
        5773563.78000000
        0.036578910402
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXTC6
        
          
        
        28241693.14000000
        PA
        USD
        25217228.09000000
        0.159765919637
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2061-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        
        034863AT7
        
          
          
        
        2212000.00000000
        PA
        USD
        2104979.44000000
        0.013336278470
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-09-11
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        21684AAC0
        
          
          
        
        9027000.00000000
        PA
        USD
        8964834.03000000
        0.056797477823
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-08-04
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CD Commercial Mortgage Trust
        N/A
        
        12515ABE9
        
          
        
        4209000.00000000
        PA
        USD
        4052595.66000000
        0.025675568711
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-10
          Variable
          3.52600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7NM1
        
          
        
        18897.63000000
        PA
        USD
        19527.99000000
        0.000123721261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KVXR6
        
          
        
        3343963.41000000
        PA
        USD
        2917216.86000000
        0.018482278573
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7FP9
        
          
        
        14718811.66000000
        PA
        USD
        14400351.62000000
        0.091234667484
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201KAW6
        
          
        
        41613.34000000
        PA
        USD
        43754.00000000
        0.000277207233
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOCKHEED MARTIN CORP
        DPRBOZP0K5RM2YE8UU08
        
        539830BR9
        
          
          
        
        3850000.00000000
        PA
        USD
        3803438.14000000
        0.024097009792
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aimco
        549300MMTPNJGGRMPB33
        
        00900CAL8
        
          
        
        400000.00000000
        PA
        USD
        387484.49000000
        0.002454941346
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          2.11271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CX6
        
          
          
        
        9572000.00000000
        PA
        USD
        9480211.03000000
        0.060062693177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076CD2
        
          
          
        
        9320000.00000000
        PA
        USD
        7589166.96000000
        0.048081820663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VBK5
        
          
        
        4535147.49000000
        PA
        USD
        4683268.26000000
        0.029671249266
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-12-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F030678
        
          
        
        -62000000.00000000
        PA
        USD
        -57761719.06000000
        -0.36595434409
        Short
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANONE SA
        969500KMUQ2B6CBAF162
        
        23636TAD2
        
          
          
        
        6493000.00000000
        PA
        USD
        6420552.40000000
        0.040677962506
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2023-11-02
          Fixed
          2.58900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BA2W0
        
          
        
        2596668.96000000
        PA
        USD
        2572510.49000000
        0.016298361689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12660KAC5
        
          
        
        11545208.71000000
        PA
        USD
        10978784.61000000
        0.069557035113
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          1.66773000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJF7
        
          
          
        
        3000000.00000000
        PA
        USD
        2400334.92000000
        0.015207528542
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-23
          Fixed
          1.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AMM71
        
          
          
        
        124414.10000000
        PA
        USD
        0.60000000
        0.000000003801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-07-25
          Variable
          0.27149300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687EH5
        
          
          
        
        1970000.00000000
        PA
        USD
        2351015.14000000
        0.014895058829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          6.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MP3S8
        
          
        
        798980.14000000
        PA
        USD
        792587.36000000
        0.005021505456
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AB1
        
          
          
        
        9788000.00000000
        PA
        USD
        9098307.37000000
        0.057643109660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABF1
        
          
          
        
        25000000.00000000
        PA
        USD
        23354856.75000000
        0.147966705672
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA BANK ABP
        529900ODI3047E2LIV03
        
        65557CBE2
        
          
          
        
        12590000.00000000
        PA
        USD
        12291381.57000000
        0.077873106161
        Long
        DBT
        CORP
        FI
        N
        
        2
        
          2023-06-09
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QPK89
        
          
        
        11691867.10000000
        PA
        USD
        11798230.82000000
        0.074748707127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXDJ8
        
          
        
        4127609.81000000
        PA
        USD
        4133925.92000000
        0.026190843575
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHKH8
        
          
        
        9257505.78000000
        PA
        USD
        8697306.80000000
        0.055102536024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XWZN1
        
          
        
        26931.60000000
        PA
        USD
        27281.46000000
        0.000172844038
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WI TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CEQ0
        
          
          
        
        50000000.00000000
        PA
        USD
        49621094.00000000
        0.314378713157
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHSA5
        
          
        
        5971481.71000000
        PA
        USD
        5805991.41000000
        0.036784358444
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12595HAA6
        
          
        
        9771000.00000000
        PA
        USD
        9423902.81000000
        0.059705947602
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-10
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35566CAA3
        
          
        
        32125.71000000
        PA
        USD
        32062.86000000
        0.000203137009
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-25
          Floating
          1.82566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFY88
        
          
        
        1277151.93000000
        PA
        USD
        1113608.27000000
        0.007055361070
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAFA5
        
          
        
        4407227.14000000
        PA
        USD
        4004825.66000000
        0.025372917763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COSTCO WHOLESALE CORP
        29DX7H14B9S6O3FD6V18
        
        22160KAN5
        
          
          
        
        11490000.00000000
        PA
        USD
        10317842.82000000
        0.065369581499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-20
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378KYP8
        
          
        
        3265825.92000000
        PA
        USD
        3103406.60000000
        0.019661899701
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-16
          Variable
          2.85081000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL DYNAMICS CORP
        9C1X8XOOTYY2FNYTVH06
        
        369550BH0
        
          
          
        
        680000.00000000
        PA
        USD
        651409.86000000
        0.004127063251
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDV1
        
          
          
        
        6499000.00000000
        PA
        USD
        5628938.71000000
        0.035662625819
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137FW3E8
        
          
        
        5104897.20000000
        PA
        USD
        814150.96000000
        0.005158123501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AS9
        
          
          
        
        10440000.00000000
        PA
        USD
        9360616.23000000
        0.059304990026
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-06-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAW8
        
          
          
        
        4090000.00000000
        PA
        USD
        3892218.40000000
        0.024659484773
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        
        39729RAB4
        
          
        
        6680000.00000000
        PA
        USD
        6543060.00000000
        0.041454119953
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-15
          Floating
          2.05429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78449VAD8
        
          
        
        10000000.00000000
        PA
        USD
        8207618.00000000
        0.052000070472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31403DWU9
        
          
        
        13830.82000000
        PA
        USD
        14864.04000000
        0.000094172405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407PH92
        
          
        
        3512.25000000
        PA
        USD
        3698.34000000
        0.000023431151
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200ACN7
        
          
          
        
        7530.41000000
        PA
        USD
        8272.86000000
        0.000052413416
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        
        05526DBB0
        
          
          
        
        17750000.00000000
        PA
        USD
        16252683.49000000
        0.102970275523
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          3.55700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AUE38
        
          
        
        4939494.13000000
        PA
        USD
        4638562.22000000
        0.029388010301
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        06417XAG6
        
          
          
        
        4470000.00000000
        PA
        USD
        4114912.32000000
        0.026070381276
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-05-04
          Fixed
          4.58800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ADKM0
        
          
        
        828688.53000000
        PA
        USD
        135900.44000000
        0.000861008937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650CL2
        
          
          
        
        4600000.00000000
        PA
        USD
        4577805.97000000
        0.029003083848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398NY24
        
          
        
        1963174.74000000
        PA
        USD
        1985455.99000000
        0.012579027362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Street Investment Grade Ne
        N/A
        
        67181DAA9
        
          
        
        9529404.46000000
        PA
        USD
        8730957.58000000
        0.055315733438
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADOBE INC
        FU4LY2G4933NH2E1CP29
        
        00724PAD1
        
          
          
        
        8650000.00000000
        PA
        USD
        7646300.19000000
        0.048443793160
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201CX25
        
          
        
        11801.53000000
        PA
        USD
        12427.74000000
        0.000078737016
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D4TE3
        
          
        
        3064727.68000000
        PA
        USD
        2821606.23000000
        0.017876529195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L1TP0
        
          
        
        5351712.36000000
        PA
        USD
        4692481.10000000
        0.029729618007
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMLL7
        
          
        
        3843111.34000000
        PA
        USD
        3347221.19000000
        0.021206608027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126416AA4
        
          
        
        34997043.28000000
        PA
        USD
        31156068.78000000
        0.197391956132
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          2.26500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKG6
        
          
          
        
        17520000.00000000
        PA
        USD
        15172207.00000000
        0.096124823697
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHG7
        
          
          
        
        5000000.00000000
        PA
        USD
        4773000.05000000
        0.030239752747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-05
          Fixed
          3.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNPL0
        
          
        
        11524283.90000000
        PA
        USD
        11150100.66000000
        0.070642422697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AP3N0
        
          
        
        1396722.94000000
        PA
        USD
        1326894.20000000
        0.008406652442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJ4T4
        
          
        
        95929.44000000
        PA
        USD
        99258.93000000
        0.000628863496
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FQJU2
        
          
        
        294197.25000000
        PA
        USD
        279423.22000000
        0.001770309867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B4KB3
        
          
        
        3648000.00000000
        PA
        USD
        3553614.57000000
        0.022514231056
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-02-25
          Fixed
          3.27300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3TS6
        
          
        
        683145.52000000
        PA
        USD
        593889.57000000
        0.003762638501
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        37147637.85000000
        0.235352057819
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2028-08-15
            3095991.12000000
            USD
            0.00000000
            USD
            -433616000.00000000
            USD
            34051646.73000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TD0
        
          
          
        
        187944000.00000000
        PA
        USD
        154730771.25000000
        0.980310122777
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFPU9
        
          
        
        3723510.34000000
        PA
        USD
        3393545.22000000
        0.021500097908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGWP0
        
          
        
        878176.14000000
        PA
        USD
        796606.39000000
        0.005046968367
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225B7K8
        
          
        
        49135.82000000
        PA
        USD
        54385.69000000
        0.000344565221
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-07-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382JZK5
        
          
        
        4887100.95000000
        PA
        USD
        692338.00000000
        0.004386367005
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-09-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XEAL8
        
          
        
        7858713.88000000
        PA
        USD
        7028202.95000000
        0.044527784881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBNZ9
        
          
        
        4543785.65000000
        PA
        USD
        4464299.39000000
        0.028283953138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3ZF7
        
          
        
        2176800.10000000
        PA
        USD
        1972377.41000000
        0.012496166892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31398PFE4
        
          
        
        318689.40000000
        PA
        USD
        42742.81000000
        0.000270800752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-25
          Floating
          4.85643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Myers Park CLO LTD
        N/A
        
        62848FAE2
        
          
        
        6090000.00000000
        PA
        USD
        5841685.64000000
        0.037010502311
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-20
          Floating
          2.66271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141EC23
        
          
          
        
        1352000.00000000
        PA
        USD
        1356117.57000000
        0.008591799619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-08
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FHWR4
        
          
        
        840009.18000000
        PA
        USD
        794803.51000000
        0.005035546066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388YWY4
        
          
        
        720.56000000
        PA
        USD
        771.10000000
        0.000004885370
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERSON ELECTRIC CO
        FGLT0EWZSUIRRITFOA30
        
        291011BS2
        
          
          
        
        22670000.00000000
        PA
        USD
        16582386.81000000
        0.105059139292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-21
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12656TAA6
        
          
        
        29686175.53000000
        PA
        USD
        27074932.03000000
        0.171535562888
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AL4
        
          
          
        
        1270000.00000000
        PA
        USD
        1254897.67000000
        0.007950512228
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHF9
        
          
          
        
        7782000.00000000
        PA
        USD
        7759814.06000000
        0.049162970057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-05
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FH6
        
          
          
        
        6030000.00000000
        PA
        USD
        5337139.49000000
        0.033813906739
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-05
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132H7C51
        
          
        
        576089.52000000
        PA
        USD
        591207.64000000
        0.003745646903
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2G7
        
          
          
        
        16240000.00000000
        PA
        USD
        14294594.65000000
        0.090564635096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-30
          Fixed
          2.87900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BVH8
        
          
        
        18875.90000000
        PA
        USD
        20509.51000000
        0.000129939766
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Thrust Engine Leasing
        N/A
        
        88603UAA7
        
          
        
        10015197.93000000
        PA
        USD
        8904453.39000000
        0.056414931079
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.16300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291MJX2
        
          
        
        187.80000000
        PA
        USD
        197.86000000
        0.000001253559
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830GAB2
        
          
        
        8005523.95000000
        PA
        USD
        7804588.50000000
        0.049446642376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-12-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JT9
        
          
          
        
        4549000.00000000
        PA
        USD
        4548578.35000000
        0.028817909745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-10
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297UZY9
        
          
        
        1912.44000000
        PA
        USD
        1991.85000000
        0.000012619537
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209YDX3
        
          
        
        5548.80000000
        PA
        USD
        5828.17000000
        0.000036924872
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AY36
        
          
        
        602547.05000000
        PA
        USD
        624335.12000000
        0.003955528904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        
        539439AP4
        
          
          
        
        9636000.00000000
        PA
        USD
        9604392.09000000
        0.060849452974
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-07
          Fixed
          2.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378KJP5
        
          
        
        29456803.86000000
        PA
        USD
        77527.36000000
        0.000491181263
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-16
          Variable
          0.06744000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANDS CHINA LTD
        549300EVO6UZDGY05787
        
        80007RAP0
        
          
          
        
        4690000.00000000
        PA
        USD
        3326523.20000000
        0.021075474130
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-03-08
          Variable
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        
        486661AF8
        
          
          
        
        24162000.00000000
        PA
        USD
        20189235.64000000
        0.127910640586
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2044-10-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFD1
        
          
          
        
        14750000.00000000
        PA
        USD
        12780320.70000000
        0.080970822114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF POLAND
        259400R9L8QEP0TPXS31
        
        857524AC6
        
          
          
        
        28455000.00000000
        PA
        USD
        28498934.52000000
        0.180557453263
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2024-01-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L06A0
        
          
        
        7821597.17000000
        PA
        USD
        6855721.82000000
        0.043435015832
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LVU3
        
          
        
        3637346.48000000
        PA
        USD
        3620650.11000000
        0.022938940491
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MAN3
        
          
          
        
        9470000.00000000
        PA
        USD
        8602872.54000000
        0.054504239640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VFS4
        
          
        
        3936938.94000000
        PA
        USD
        4030759.19000000
        0.025537221875
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-02-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WELC4
        
          
        
        6250.47000000
        PA
        USD
        6393.68000000
        0.000040507710
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FNUJ1
        
          
        
        261781.78000000
        PA
        USD
        248097.89000000
        0.001571845542
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CR4
        
          
          
        
        2550000.00000000
        PA
        USD
        2298264.00000000
        0.014560849440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA CORP
        549300H0BF5JCG96TJ81
        
        482480AL4
        
          
          
        
        5520000.00000000
        PA
        USD
        5635022.78000000
        0.035701171969
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-15
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7CY7
        
          
        
        16516.79000000
        PA
        USD
        16904.40000000
        0.000107099281
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BY85
        
          
          
        
        14353.59000000
        PA
        USD
        15888.85000000
        0.000100665177
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-03-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDND4
        
          
        
        5516395.82000000
        PA
        USD
        4812329.40000000
        0.030488927230
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XJ4A2
        
          
        
        71959.05000000
        PA
        USD
        73852.36000000
        0.000467897985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Point Au Roche Park CLO, Ltd
        5493000RMLD359CPH591
        
        73052VAA3
        
          
        
        31620000.00000000
        PA
        USD
        30570178.51000000
        0.193679997885
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          2.14271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FZD1
        
          
        
        40141.53000000
        PA
        USD
        43936.43000000
        0.000278363034
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138NXKL0
        
          
        
        140241.03000000
        PA
        USD
        133228.08000000
        0.000844077971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        83192CAC1
        
          
        
        6807897.67000000
        PA
        USD
        6812389.52000000
        0.043160480315
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-15
          Floating
          2.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829EAA2
        
          
        
        5624536.80000000
        PA
        USD
        5444905.41000000
        0.034496667003
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-08-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q9HZ9
        
          
        
        4330774.81000000
        PA
        USD
        4418891.31000000
        0.027996266338
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QKDU9
        
          
        
        9431354.73000000
        PA
        USD
        8683156.87000000
        0.055012887925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBX62
        
          
        
        2357805.71000000
        PA
        USD
        2137557.18000000
        0.013542677546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200B2Y2
        
          
        
        18605.67000000
        PA
        USD
        19964.13000000
        0.000126484464
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136BBBW1
        
          
        
        21478399.40000000
        PA
        USD
        1873762.68000000
        0.011871384780
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-25
          Variable
          1.55301000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FMU7
        
          
        
        83488.11000000
        PA
        USD
        91430.57000000
        0.000579266247
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-11-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A1KZ7
        
          
        
        170801.50000000
        PA
        USD
        5892.40000000
        0.000037331807
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-25
          Floating
          5.07643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABL8
        
          
          
        
        5020000.00000000
        PA
        USD
        3751600.31000000
        0.023768586757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200FSR0
        
          
        
        14517.44000000
        PA
        USD
        15283.39000000
        0.000096829233
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAG5
        
          
          
        
        13236000.00000000
        PA
        USD
        13042300.80000000
        0.082630619593
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        254900XWTZJ46JGSP919
        
        38175NAA6
        
          
        
        28660000.00000000
        PA
        USD
        28184516.94000000
        0.178565433615
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-05-05
          Floating
          2.74329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CJ1
        
          
          
        
        9540000.00000000
        PA
        USD
        8530008.40000000
        0.054042602608
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        N/A
        
        92939KAG3
        
          
        
        2611000.00000000
        PA
        USD
        2560253.39000000
        0.016220705776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-15
          Fixed
          3.93100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECMC Group Student Loan Trust
        N/A
        
        26829HAA4
        
          
        
        4481685.55000000
        PA
        USD
        4384266.25000000
        0.027776896289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-11-25
          Floating
          2.77357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CT0
        
          
          
        
        21700000.00000000
        PA
        USD
        21650072.42000000
        0.137165897776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LRT40
        
          
        
        4883761.38000000
        PA
        USD
        4433132.42000000
        0.028086492116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64829LAA6
        
          
        
        4085445.65000000
        PA
        USD
        3962468.02000000
        0.025104557288
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AANA8
        
          
        
        973970.56000000
        PA
        USD
        957568.21000000
        0.006066755836
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        
        21036PBM9
        
          
          
        
        3890000.00000000
        PA
        USD
        3878244.65000000
        0.024570952876
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-09
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ARQV0
        
          
        
        448845.53000000
        PA
        USD
        419044.55000000
        0.002654892824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GJB6
        
          
          
        
        15760000.00000000
        PA
        USD
        13380268.05000000
        0.084771840203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B2MQ9
        
          
        
        2947914.27000000
        PA
        USD
        2764599.81000000
        0.017515360114
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CY9
        
          
          
        
        18760000.00000000
        PA
        USD
        18023147.72000000
        0.114187204080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFK5
        
          
          
        
        800000.00000000
        PA
        USD
        662430.89000000
        0.004196887935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201SYE3
        
          
        
        10406.60000000
        PA
        USD
        10520.86000000
        0.000066655814
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFF6
        
          
          
        
        1960000.00000000
        PA
        USD
        1863256.89000000
        0.011804824443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225B2V9
        
          
          
        
        31190.84000000
        PA
        USD
        34534.94000000
        0.000218799085
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXE9
        
          
          
        
        9269000.00000000
        PA
        USD
        9247108.01000000
        0.058585848925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-20
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329PBA0
        
          
        
        11526598.45000000
        PA
        USD
        11273610.13000000
        0.071424927578
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290V5L4
        
          
        
        1838.91000000
        PA
        USD
        1937.29000000
        0.000012273867
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JASY2
        
          
        
        81044.31000000
        PA
        USD
        81745.93000000
        0.000517908377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412XLH5
        
          
        
        1106.25000000
        PA
        USD
        1187.97000000
        0.000007526486
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        
        42806MBA6
        
          
        
        8380000.00000000
        PA
        USD
        8232474.29000000
        0.052157549637
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371K7E5
        
          
          
        
        84624.60000000
        PA
        USD
        87354.80000000
        0.000553443856
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APLD9
        
          
        
        2163696.31000000
        PA
        USD
        1964042.10000000
        0.012443357818
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9SV8
        
          
        
        9159561.13000000
        PA
        USD
        8315431.27000000
        0.052683130726
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412TZM8
        
          
        
        27259.97000000
        PA
        USD
        30907.10000000
        0.000195814592
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830EAC5
        
          
        
        10838451.19000000
        PA
        USD
        10596424.24000000
        0.067134558070
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-11-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DZ5
        
          
          
        
        27210000.00000000
        PA
        USD
        19729586.25000000
        0.124998492302
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2032-04-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAF0
        
          
          
        
        1907000.00000000
        PA
        USD
        1881061.01000000
        0.011917623978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H73R2
        
          
        
        34197654.51000000
        PA
        USD
        855751.85000000
        0.005421689521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-03-25
          Variable
          0.40306200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132HCMV2
        
          
        
        403869.65000000
        PA
        USD
        414464.20000000
        0.002625873622
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -211.00000000
        NC
        USD
        -16484.38000000
        -0.00010443820
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            110.00000000
            USD
            2022-07-22
            XXXX
            63103.78000000
          
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners XX
        549300XIS9D4AHDX5A35
        
        67590QBK2
        
          
        
        13480000.00000000
        PA
        USD
        13174947.60000000
        0.083471014815
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-14
          Floating
          2.41129000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335NCD0
        
          
        
        25575.86000000
        PA
        USD
        26176.07000000
        0.000165840745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFR0
        
          
          
        
        9130000.00000000
        PA
        USD
        8175217.65000000
        0.051794795265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D4VD2
        
          
        
        2571453.74000000
        PA
        USD
        2436279.05000000
        0.015435255672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31405AX57
        
          
        
        78193.89000000
        PA
        USD
        82280.90000000
        0.000521297725
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132J3C58
        
          
        
        1721137.52000000
        PA
        USD
        1723313.42000000
        0.010918200540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBH4
        
          
          
        
        17500000.00000000
        PA
        USD
        17253776.58000000
        0.109312786983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AGC31
        
          
        
        2269341.63000000
        PA
        USD
        1979240.09000000
        0.012539645992
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDZ2
        
          
          
        
        6550000.00000000
        PA
        USD
        4919078.23000000
        0.031165243633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AF4T5
        
          
        
        3722962.53000000
        PA
        USD
        3376941.23000000
        0.021394901899
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBP5
        
          
          
        
        27860000.00000000
        PA
        USD
        21194983.66000000
        0.134282643756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.13700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAE7
        
          
          
        
        3820000.00000000
        PA
        USD
        2745044.05000000
        0.017391462912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409ERA1
        
          
        
        4620.85000000
        PA
        USD
        4862.86000000
        0.000030809068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D3F59
        
          
        
        1694101.99000000
        PA
        USD
        1613908.52000000
        0.010225056377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H4BR0
        
          
        
        68914956.99000000
        PA
        USD
        1847575.54000000
        0.011705473900
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-25
          Variable
          0.44523200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46644PAG4
        
          
        
        2186936.44000000
        PA
        USD
        2021822.74000000
        0.012809432037
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2028-05-15
          Floating
          5.07400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAF7
        
          
          
        
        4266000.00000000
        PA
        USD
        4072046.31000000
        0.025798799979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-10-02
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFN23
        
          
        
        3205830.73000000
        PA
        USD
        3031911.43000000
        0.019208935896
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636ABC4
        
          
          
        
        1500000.00000000
        PA
        USD
        1423907.58000000
        0.009021289064
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2028-04-01
          Fixed
          4.29800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407XNP2
        
          
        
        179486.88000000
        PA
        USD
        192681.63000000
        0.001220751055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        
        59217GEH8
        
          
          
        
        15660000.00000000
        PA
        USD
        15332611.73000000
        0.097141081674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-08
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3TR8
        
          
        
        986515.79000000
        PA
        USD
        860377.30000000
        0.005450994458
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138YK2P7
        
          
        
        1602643.79000000
        PA
        USD
        1569024.79000000
        0.009940691642
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SWW3
        
          
        
        936932.33000000
        PA
        USD
        899036.12000000
        0.005695920740
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFW5
        
          
        
        16138244.68000000
        PA
        USD
        15994332.53000000
        0.101333470773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Floating
          3.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFZA2
        
          
        
        1358510.66000000
        PA
        USD
        1229163.16000000
        0.007787469024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200AGR4
        
          
        
        2974.52000000
        PA
        USD
        3210.88000000
        0.000020342806
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EverBank Mortgage Loan Trust
        N/A
        
        29978CAX8
        
          
        
        3464011.27000000
        PA
        USD
        3215640.62000000
        0.020372967998
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ocean Trails CLO
        635400RMMLHBGDGXBC03
        
        67516CAN9
        
          
        
        10245000.00000000
        PA
        USD
        9923863.43000000
        0.062873491154
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2034-10-15
          Floating
          2.26429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        06417XAH4
        
          
          
        
        19420000.00000000
        PA
        USD
        19189697.25000000
        0.121577979061
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-11
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WDZ53
        
          
        
        776535.36000000
        PA
        USD
        801076.55000000
        0.005075289451
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        94974BGU8
        
          
          
        
        13120000.00000000
        PA
        USD
        12040808.89000000
        0.076285581374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-07
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A0MR2
        
          
        
        809899.04000000
        PA
        USD
        756591.18000000
        0.004793448559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CL7
        
          
          
        
        3349000.00000000
        PA
        USD
        2590866.34000000
        0.016414656757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCK5
        
          
          
        
        6080000.00000000
        PA
        USD
        5298454.12000000
        0.033568812246
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657LAC8
        
          
        
        2671718.88000000
        PA
        USD
        2309287.66000000
        0.014630690787
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-03-25
          Variable
          1.16900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAD7
        
          
          
        
        7760000.00000000
        PA
        USD
        7416939.79000000
        0.046990660599
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KXZX7
        
          
        
        2263382.80000000
        PA
        USD
        2043245.89000000
        0.012945160249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        
        127097AE3
        
          
          
        
        10409000.00000000
        PA
        USD
        9989886.82000000
        0.063291788025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201Q4Y6
        
          
        
        15470.16000000
        PA
        USD
        16311.61000000
        0.000103343609
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L6TA2
        
          
        
        1376355.47000000
        PA
        USD
        1205953.84000000
        0.007640424379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AT4
        
          
          
        
        1890000.00000000
        PA
        USD
        1691017.04000000
        0.010713584044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032XAV6
        
          
          
        
        7000000.00000000
        PA
        USD
        4839956.66000000
        0.030663962114
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2050-06-03
          Fixed
          3.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A6X74
        
          
        
        130927.15000000
        PA
        USD
        19120.14000000
        0.000121137293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-25
          Floating
          4.97643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAV1
        
          
          
        
        7451000.00000000
        PA
        USD
        6552595.82000000
        0.041514534962
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BT8
        
          
          
        
        6654000.00000000
        PA
        USD
        6436058.94000000
        0.040776205525
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-05-10
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386PZA4
        
          
        
        5696.24000000
        PA
        USD
        5733.98000000
        0.000036328123
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3HD2
        
          
        
        792050.96000000
        PA
        USD
        690778.01000000
        0.004376483554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -843.00000000
        NC
        USD
        -652008.23000000
        -0.00413085427
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            112.00000000
            USD
            2022-07-22
            XXXX
            -361208.70000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVS0
        
          
          
        
        3616000.00000000
        PA
        USD
        3368277.57000000
        0.021340012536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-21
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAT51
        
          
        
        4836367.82000000
        PA
        USD
        4359099.47000000
        0.027617449988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dividend Solar Loans LLC
        N/A
        
        255388AA8
        
          
        
        6890796.75000000
        PA
        USD
        6441446.52000000
        0.040810339002
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-08-22
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPG Trust
        N/A
        
        67118AAA3
        
          
        
        27190000.00000000
        PA
        USD
        25633421.44000000
        0.162402748438
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          1.80800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        
        23636AAV3
        
          
          
        
        4872000.00000000
        PA
        USD
        4647089.19000000
        0.029442033653
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2025-12-20
          Fixed
          3.24400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31379WSC2
        
          
        
        1236.54000000
        PA
        USD
        1246.10000000
        0.000007894773
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Natixis Commercial Mortgage Se
        N/A
        
        63873VAA1
        
          
        
        15583000.00000000
        PA
        USD
        14848785.14000000
        0.094075756658
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-15
          Fixed
          3.04690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WUH30
        
          
        
        127834.30000000
        PA
        USD
        129234.24000000
        0.000818774653
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61768HAX4
        
          
        
        41701424.65000000
        PA
        USD
        2221080.43000000
        0.014071846287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Variable
          1.18434500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GAT9
        
          
          
        
        2946000.00000000
        PA
        USD
        2894685.81000000
        0.018339531166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-01
          Fixed
          3.04300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AYQM5
        
          
        
        791544.68000000
        PA
        USD
        739837.07000000
        0.004687301453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380LEB5
        
          
        
        3235677.72000000
        PA
        USD
        3194034.22000000
        0.020236078790
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-05-20
          Floating
          1.10329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        
        31359MGK3
        
          
          
        
        18010000.00000000
        PA
        USD
        22270699.36000000
        0.141097933187
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SG Capital Partners
        N/A
        
        78433QAA3
        
          
        
        9414165.62000000
        PA
        USD
        9005134.25000000
        0.057052803336
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2062-03-27
          Variable
          3.16600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORBIA ADVANCE CORP SAB
        549300MVHZ20SBIOEQ79
        
        68560EAA6
        
          
          
        
        14240000.00000000
        PA
        USD
        12733123.20000000
        0.080671798290
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-05-11
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390KJ66
        
          
        
        35171.63000000
        PA
        USD
        36944.25000000
        0.000234063476
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BWT1
        
          
        
        18424.41000000
        PA
        USD
        19546.76000000
        0.000123840180
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-09-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHS1
        
          
          
        
        11720000.00000000
        PA
        USD
        10554950.66000000
        0.066871798633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-15
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FD5K8
        
          
        
        800012.92000000
        PA
        USD
        759451.00000000
        0.004811567195
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        
        95000U2C6
        
          
          
        
        11690000.00000000
        PA
        USD
        11726484.14000000
        0.074294149858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-24
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AJLF1
        
          
        
        20427428.93000000
        PA
        USD
        19514.32000000
        0.000123634654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-01-25
          Variable
          0.12793600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEA FINANCE LLC/WESTFIEL
        N/A
        
        92890HAD4
        
          
          
        
        1433000.00000000
        PA
        USD
        1106046.13000000
        0.007007450481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-09-17
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAQ2
        
          
          
        
        5000000.00000000
        PA
        USD
        4269098.80000000
        0.027047242994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H2UH5
        
          
        
        23446844.55000000
        PA
        USD
        3202102.73000000
        0.020287197530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAH4
        
          
          
        
        11500000.00000000
        PA
        USD
        10855210.64000000
        0.068774121587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AHAA5
        
          
        
        14113400.18000000
        PA
        USD
        12720729.37000000
        0.080593276112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402QTR2
        
          
        
        1677.99000000
        PA
        USD
        1836.78000000
        0.000011637077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        21H032688
        
          
        
        -26900000.00000000
        PA
        USD
        -26107711.07000000
        -0.16540765122
        Short
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AK9
        
          
          
        
        5960000.00000000
        PA
        USD
        5479955.50000000
        0.034718729866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-27
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J9NP2
        
          
        
        6211132.68000000
        PA
        USD
        6113459.20000000
        0.038732347098
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138ERTC4
        
          
        
        4055042.07000000
        PA
        USD
        4000094.34000000
        0.025342942078
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389F4Y5
        
          
        
        2465.64000000
        PA
        USD
        2469.77000000
        0.000015647440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        5493000NQN5E3MSIIG77
        
        78442GJH0
        
          
          
        
        1740736.35000000
        PA
        USD
        1687425.08000000
        0.010690826872
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-12-17
          Floating
          2.49886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SU3
        
          
          
        
        1015910000.00000000
        PA
        USD
        762527762.31000000
        4.831060287832
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412YBQ4
        
          
        
        2653.05000000
        PA
        USD
        2850.12000000
        0.000018057180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FAB9
        
          
        
        10757.16000000
        PA
        USD
        11306.65000000
        0.000071634254
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31417Y2J5
        
          
        
        110295.37000000
        PA
        USD
        112268.71000000
        0.000711288077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387EKT3
        
          
          
        
        3082.87000000
        PA
        USD
        3267.37000000
        0.000020700703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRKCM Trust
        N/A
        
        69357TAA8
        
          
        
        9282256.70000000
        PA
        USD
        8202022.01000000
        0.051964616596
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBC8
        
          
          
        
        2500000.00000000
        PA
        USD
        2318200.00000000
        0.014687155685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-03-15
          Fixed
          5.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEA FINANCE LLC/WESTFIEL
        N/A
        
        92890HAC6
        
          
          
        
        3923000.00000000
        PA
        USD
        3788968.74000000
        0.024005337662
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-17
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELIANCE INDUSTRIES LTD
        5493003UOETFYRONLG31
        
        759470BD8
        
          
          
        
        22500000.00000000
        PA
        USD
        16362754.20000000
        0.103667637983
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2052-01-12
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDU3
        
          
          
        
        4227000.00000000
        PA
        USD
        3614206.53000000
        0.022898116635
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213UJB7
        
          
        
        16826.36000000
        PA
        USD
        17691.06000000
        0.000112083233
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXEF5
        
          
        
        20618758.29000000
        PA
        USD
        20637526.93000000
        0.130750828649
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UEA6
        
          
          
        
        3676509.51000000
        PA
        USD
        3771068.31000000
        0.023891927947
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407KVD8
        
          
        
        3481.07000000
        PA
        USD
        3619.92000000
        0.000022934314
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBT9
        
          
          
        
        10006000.00000000
        PA
        USD
        9786174.78000000
        0.062001152857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-16
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138A74R6
        
          
        
        3581.30000000
        PA
        USD
        3698.54000000
        0.000023432418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJXC9
        
          
        
        4545.68000000
        PA
        USD
        4645.34000000
        0.000029430951
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378NK51
        
          
        
        762189.53000000
        PA
        USD
        6349.04000000
        0.000040224889
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-02-16
          Variable
          0.14453000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95003DBP2
        
          
        
        99146475.52000000
        PA
        USD
        9684786.36000000
        0.061358797794
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-08-15
          Variable
          1.67690600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31419AZY6
        
          
        
        462951.36000000
        PA
        USD
        508905.29000000
        0.003224213278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-02-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179RXC8
        
          
        
        719051.56000000
        PA
        USD
        689956.48000000
        0.004371278680
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-01-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297SQ40
        
          
        
        3361.86000000
        PA
        USD
        3542.65000000
        0.000022444764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UH54
        
          
          
        
        1589106.15000000
        PA
        USD
        1618100.01000000
        0.010251611923
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EWE5
        
          
          
        
        970853.95000000
        PA
        USD
        1058824.22000000
        0.006708272005
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-09-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AN0
        
          
          
        
        1330000.00000000
        PA
        USD
        1197019.70000000
        0.007583821366
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHROP GRUMMAN CORP
        RIMU48P07456QXSO0R61
        
        666807BM3
        
          
          
        
        9609000.00000000
        PA
        USD
        9408880.85000000
        0.059610774681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B6T83
        
          
        
        3457711.57000000
        PA
        USD
        3123225.14000000
        0.019787461768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atrium CDO Corp
        549300UTF8S11AHH4P70
        
        55821CAA2
        
          
        
        1090000.00000000
        PA
        USD
        1074195.00000000
        0.006805654905
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-05-28
          Floating
          2.58786000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q95N9
        
          
        
        2289037.72000000
        PA
        USD
        2360411.15000000
        0.014954588060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413K6Y2
        
          
        
        716.16000000
        PA
        USD
        745.60000000
        0.000004723812
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B6XU2
        
          
        
        5138914.74000000
        PA
        USD
        4813344.96000000
        0.030495361398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379RPH0
        
          
        
        3920132.40000000
        PA
        USD
        133167.29000000
        0.000843692830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-07-16
          Variable
          0.65160000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202WJE0
        
          
        
        5464.33000000
        PA
        USD
        5756.59000000
        0.000036471371
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WKQF5
        
          
        
        663986.84000000
        PA
        USD
        666395.94000000
        0.004222008851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDW9
        
          
          
        
        2390000.00000000
        PA
        USD
        2207073.80000000
        0.013983106077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137H7XD0
        
          
        
        14368162.00000000
        PA
        USD
        11976462.18000000
        0.075877907253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DL6
        
          
          
        
        8150000.00000000
        PA
        USD
        7220822.74000000
        0.045748144144
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2027-04-25
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31379W5W3
        
          
        
        50140.20000000
        PA
        USD
        51811.35000000
        0.000328255268
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225BVS4
        
          
        
        19314.29000000
        PA
        USD
        20931.17000000
        0.000132611229
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBG6
        
          
          
        
        2860000.00000000
        PA
        USD
        2703937.72000000
        0.017131030220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-19
          Fixed
          4.32700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AN8
        
          
          
        
        6017000.00000000
        PA
        USD
        5791197.09000000
        0.036690627755
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-27
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXF98
        
          
        
        4292633.86000000
        PA
        USD
        4285937.05000000
        0.027153923177
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200DRB1
        
          
        
        42138.66000000
        PA
        USD
        44371.60000000
        0.000281120091
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300MGZ5FI5VFL1177
        
        12591KAK1
        
          
          
        
        188000.00000000
        PA
        USD
        154101.21000000
        0.000976321483
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-10
          Variable
          5.23658000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBUW8
        
          
        
        1497551.30000000
        PA
        USD
        1500142.92000000
        0.009504284624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MKRA6
        
          
        
        223535.75000000
        PA
        USD
        226222.12000000
        0.001433249717
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JBLD6
        
          
        
        2642803.32000000
        PA
        USD
        2345342.80000000
        0.014859121231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213URS1
        
          
        
        652.35000000
        PA
        USD
        687.29000000
        0.000004354384
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        
        830867AA5
        
          
          
        
        11780000.00000000
        PA
        USD
        11457357.34000000
        0.072589073847
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        24344488.12000000
        0.154236600419
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-02-15
            0.00000000
            USD
            -1270316.89000000
            USD
            -115863000.00000000
            USD
            25614805.01000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGR4
        
          
          
        
        7711000.00000000
        PA
        USD
        7279616.05000000
        0.046120634222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-21
          Fixed
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBH5
        
          
          
        
        1770000.00000000
        PA
        USD
        1672951.09000000
        0.010599125663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        
        74256LEE5
        
          
          
        
        2530000.00000000
        PA
        USD
        2326003.92000000
        0.014736598092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBN0
        
          
          
        
        771000.00000000
        PA
        USD
        719890.13000000
        0.004560925897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTERNATIONAL
        549300DV9GIB88LZ5P30
        
        609207AU9
        
          
          
        
        10020000.00000000
        PA
        USD
        9363828.08000000
        0.059325338978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-04
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36255WAG0
        
          
        
        11033000.00000000
        PA
        USD
        10121451.33000000
        0.064125326306
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-15
          Floating
          2.65765600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076BS0
        
          
          
        
        820000.00000000
        PA
        USD
        734870.93000000
        0.004655838045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Mortgage Securities,
        N/A
        
        251563FE7
        
          
        
        18325.91000000
        PA
        USD
        17274.07000000
        0.000109441357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-25
          Floating
          2.07357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        715638DW9
        
          
          
        
        11580000.00000000
        PA
        USD
        7867861.58000000
        0.049847514422
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2072-01-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBRQ5
        
          
        
        782631.17000000
        PA
        USD
        735250.52000000
        0.004658242970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BB9
        
          
          
        
        28960000.00000000
        PA
        USD
        22817674.36000000
        0.144563340392
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2053-04-29
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CV27
        
          
        
        10884411.65000000
        PA
        USD
        10667919.83000000
        0.067587524535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBYG9
        
          
        
        6234984.36000000
        PA
        USD
        5672304.08000000
        0.035937370855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AX4N2
        
          
        
        7088486.96000000
        PA
        USD
        986117.70000000
        0.006247633588
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-10-25
          Floating
          4.47643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONOCOPHILLIPS COMPANY
        6VJJ5GQWIRDQ06DUXG89
        
        208251AE8
        
          
          
        
        573000.00000000
        PA
        USD
        656512.74000000
        0.004159392986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        
        694308JG3
        
          
          
        
        4000000.00000000
        PA
        USD
        3063397.24000000
        0.019408416956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QAB25
        
          
        
        2074216.92000000
        PA
        USD
        2145860.50000000
        0.013595283945
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DK8
        
          
          
        
        18287000.00000000
        PA
        USD
        14528290.02000000
        0.092045232232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BF2
        
          
          
        
        620000.00000000
        PA
        USD
        646448.99000000
        0.004095633232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-15
          Fixed
          6.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBQ8
        
          
          
        
        19780000.00000000
        PA
        USD
        19291179.43000000
        0.122220928150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          1.51400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36241LNK8
        
          
        
        1074857.42000000
        PA
        USD
        1154838.56000000
        0.007316579122
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        83162CB51
        
          
        
        1493882.79000000
        PA
        USD
        1452314.90000000
        0.009201266085
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-04-01
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Whitebox CLO I Ltd
        549300C89ZJ5IWOT1F21
        
        96466CAL2
        
          
        
        17409000.00000000
        PA
        USD
        16927598.30000000
        0.107246256408
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-24
          Floating
          2.40400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KLH47
        
          
        
        8650429.45000000
        PA
        USD
        7842041.02000000
        0.049683926041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617K1ZG1
        
          
        
        725247.12000000
        PA
        USD
        717651.47000000
        0.004546742674
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X6PV1
        
          
        
        3158334.29000000
        PA
        USD
        3017187.32000000
        0.019115650030
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PCP5
        
          
          
        
        4001000.00000000
        PA
        USD
        4001183.29000000
        0.025349841215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMVK8
        
          
        
        2212140.29000000
        PA
        USD
        2075018.78000000
        0.013146460129
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418BLU8
        
          
        
        1741761.63000000
        PA
        USD
        1742344.44000000
        0.011038773206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335BU38
        
          
        
        49505.37000000
        PA
        USD
        51330.64000000
        0.000325209689
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDKE5
        
          
        
        16789954.13000000
        PA
        USD
        15823292.50000000
        0.100249831937
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XZQF1
        
          
        
        613920.06000000
        PA
        USD
        603558.82000000
        0.003823898867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388HA82
        
          
        
        3754.55000000
        PA
        USD
        3787.36000000
        0.000023995145
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36211EPU6
        
          
        
        40598.21000000
        PA
        USD
        43830.40000000
        0.000277691272
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B24E6
        
          
        
        197795.68000000
        PA
        USD
        172505.15000000
        0.001092921229
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MDZ88
        
          
        
        469997.34000000
        PA
        USD
        473006.11000000
        0.002996770933
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CE2
        
          
          
        
        2721000.00000000
        PA
        USD
        2150730.53000000
        0.013626138439
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          2.92100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9AZ8
        
          
        
        11413043.53000000
        PA
        USD
        10353302.04000000
        0.065594236440
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382KS87
        
          
        
        5004689.99000000
        PA
        USD
        723322.84000000
        0.004582674127
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAE4
        
          
          
        
        4424000.00000000
        PA
        USD
        4436842.21000000
        0.028109995810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31398WQK3
        
          
        
        528539.26000000
        PA
        USD
        542977.37000000
        0.003440079875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387XVK8
        
          
        
        3338.26000000
        PA
        USD
        3495.83000000
        0.000022148131
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WM2E3
        
          
        
        121537.90000000
        PA
        USD
        122925.64000000
        0.000778805975
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFSJ1
        
          
        
        5712506.01000000
        PA
        USD
        5370017.68000000
        0.034022209342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QLZ82
        
          
        
        13374669.07000000
        PA
        USD
        12102109.03000000
        0.076673953688
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNL26
        
          
        
        11614544.60000000
        PA
        USD
        10508725.90000000
        0.066578937686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        5493002BNZCV0YE1MG83
        
        08180FBG5
        
          
        
        6000000.00000000
        PA
        USD
        5895000.00000000
        0.037348280029
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-01-20
          Floating
          2.24271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617MKLU1
        
          
        
        2904166.89000000
        PA
        USD
        2876581.37000000
        0.018224828928
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6KQ3
        
          
        
        12993811.03000000
        PA
        USD
        13266521.89000000
        0.084051191613
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J5W39
        
          
        
        6854955.14000000
        PA
        USD
        6510506.53000000
        0.041247874641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36225B2Y3
        
          
        
        2609.16000000
        PA
        USD
        2889.99000000
        0.000018309780
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BQ8
        
          
          
        
        349000.00000000
        PA
        USD
        348099.15000000
        0.002205412134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        
        30216JAA3
        
          
          
        
        7299000.00000000
        PA
        USD
        6970610.18000000
        0.044162900929
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2026-08-05
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFA68
        
          
        
        2115969.13000000
        PA
        USD
        1917451.87000000
        0.012148181405
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9M93
        
          
        
        6282944.17000000
        PA
        USD
        6173266.65000000
        0.039111262347
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -319.00000000
        NC
        USD
        -124609.38000000
        -0.00078947345
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            120.00000000
            USD
            2022-07-22
            XXXX
            -77005.00000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        46513JB34
        
          
          
        
        24680000.00000000
        PA
        USD
        22918193.52000000
        0.145200188184
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407QFV3
        
          
        
        1022.98000000
        PA
        USD
        1102.10000000
        0.000006982449
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291T7G7
        
          
        
        47501.06000000
        PA
        USD
        50040.87000000
        0.000317038240
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARGILL INC
        QXZYQNMR4JZ5RIRN4T31
        
        141781BL7
        
          
          
        
        6530000.00000000
        PA
        USD
        6403580.18000000
        0.040570433545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-07-23
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96950FAP9
        
          
          
        
        4386000.00000000
        PA
        USD
        3945329.85000000
        0.024995976937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-01-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967LS8
        
          
          
        
        18054000.00000000
        PA
        USD
        16884195.94000000
        0.106971277020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-27
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -6786.00000000
        NC
        USD
        -2332687.50000000
        -0.01477894248
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            97.00000000
            USD
            2022-12-19
            XXXX
            2592536.90000000
          
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EQ7
        
          
          
        
        760000.00000000
        PA
        USD
        741156.60000000
        0.004695661449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-19
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FTZM2
        
          
        
        25614778.81000000
        PA
        USD
        3365057.04000000
        0.021319608591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-25
          Variable
          1.63765100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JAWQ4
        
          
        
        70232.01000000
        PA
        USD
        70966.33000000
        0.000449613293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cerberus
        N/A
        
        15673EAA1
        
          
        
        7690000.00000000
        PA
        USD
        7668644.65000000
        0.048585358410
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-10-15
          Floating
          2.89429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Great Wolf Trust
        N/A
        
        39152TAG5
        
          
        
        8101000.00000000
        PA
        USD
        7828627.37000000
        0.049598942707
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.65800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI GOVT INT'L
        213800FER4348CINTA77
        
        000000000
        
          
          
        
        4140000.00000000
        PA
        USD
        4141821.60000000
        0.026240867336
        Long
        DBT
        NUSS
        AE
        N
        
        2
        
          2022-10-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCCC0
        
          
        
        3090426.91000000
        PA
        USD
        2928656.13000000
        0.018554753053
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F020679
        
          
        
        11000000.00000000
        PA
        USD
        9549375.00000000
        0.060500887464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFVE8
        
          
        
        983101.80000000
        PA
        USD
        857705.64000000
        0.005434067926
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCBC1
        
          
        
        3707497.40000000
        PA
        USD
        3413332.32000000
        0.021625460783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AG5
        
          
          
        
        2499000.00000000
        PA
        USD
        2505541.18000000
        0.015874071860
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAN9
        
          
          
        
        13512000.00000000
        PA
        USD
        12389204.42000000
        0.078492871249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMTH8
        
          
        
        11460626.13000000
        PA
        USD
        9995530.29000000
        0.063327542716
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179T4Q5
        
          
        
        193860.42000000
        PA
        USD
        198414.74000000
        0.001257073667
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDG3
        
          
          
        
        3920000.00000000
        PA
        USD
        3681569.65000000
        0.023324901481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132Y1YX0
        
          
        
        101407.23000000
        PA
        USD
        104552.97000000
        0.000662404342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJZT0
        
          
        
        24219.55000000
        PA
        USD
        24661.68000000
        0.000156246196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELEVANCE HEALTH INC
        8MYN82XMYQH89CTMTH67
        
        036752AF0
        
          
          
        
        3627000.00000000
        PA
        USD
        3625553.59000000
        0.022970006910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-12-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661ED5
        
          
          
        
        9030000.00000000
        PA
        USD
        7695298.64000000
        0.048754227059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WDZM6
        
          
        
        557626.65000000
        PA
        USD
        561914.48000000
        0.003560057565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4552.00000000
        NC
        USD
        -5431313.36000000
        -0.03441055340
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -534122936.64000000
            USD
            -5431313.36000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967JP7
        
          
          
        
        12054000.00000000
        PA
        USD
        11838743.53000000
        0.075005378889
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-27
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291QYK4
        
          
        
        11982.39000000
        PA
        USD
        12622.59000000
        0.000079971505
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6BP5
        
          
        
        1337979.70000000
        PA
        USD
        1346695.50000000
        0.008532105283
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BKE1
        
          
        
        1071031.78000000
        PA
        USD
        1062816.22000000
        0.006733563664
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-12-20
          Floating
          1.30329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413EXX8
        
          
        
        1501.96000000
        PA
        USD
        1613.75000000
        0.000010224052
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SLS4
        
          
          
        
        670112.82000000
        PA
        USD
        660771.38000000
        0.004186373967
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDL2
        
          
          
        
        4350000.00000000
        PA
        USD
        3086379.07000000
        0.019554020319
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBALR Commercial Mortgage 2020
        N/A
        
        78397EAE6
        
          
        
        22200000.00000000
        PA
        USD
        19833970.62000000
        0.125659828465
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-13
          Fixed
          2.82500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BA1
        
          
          
        
        2474000.00000000
        PA
        USD
        2410283.14000000
        0.015270556346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-10-23
          Fixed
          6.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        90352JAC7
        
          
          
        
        11273000.00000000
        PA
        USD
        10946567.85000000
        0.069352923056
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-03-23
          Fixed
          4.25300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Conseco Financial Corp
        N/A
        
        393505ND0
        
          
        
        26277.81000000
        PA
        USD
        31.54000000
        0.000000199824
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-07-15
          Variable
          8.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -318.00000000
        NC
        USD
        -464578.28000000
        -0.00294337569
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-30
                  0.00000000
                  USD
                
              
            
            100000.00000000
            111.00000000
            USD
            2022-07-22
            XXXX
            -308612.79000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMK52
        
          
        
        2658585.30000000
        PA
        USD
        2447649.74000000
        0.015507295657
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380RLG3
        
          
        
        85939810.34000000
        PA
        USD
        6559940.41000000
        0.041561067244
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-12-16
          Variable
          0.95816000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FED REPUBLIC OF BRAZIL
        254900ZFY40OYEADAP90
        
        105756BW9
        
          
          
        
        6170000.00000000
        PA
        USD
        4421917.08000000
        0.028015436364
        Long
        DBT
        NUSS
        BR
        N
        
        2
        
          2045-01-27
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280AW9
        
          
          
        
        997000.00000000
        PA
        USD
        988385.01000000
        0.006261998325
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-08
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163DAG2
        
          
        
        22076533.03000000
        PA
        USD
        1531389.49000000
        0.009702249958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Variable
          1.22511600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SILVER ROCK CLO LTD
        N/A
        
        82811RAA5
        
          
        
        24190000.00000000
        PA
        USD
        23757276.26000000
        0.150516269124
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.71271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201F6Z5
        
          
        
        19891.65000000
        PA
        USD
        20918.26000000
        0.000132529437
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAG6
        
          
          
        
        3330000.00000000
        PA
        USD
        3187179.13000000
        0.020192647777
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBM3
        
          
          
        
        4000000.00000000
        PA
        USD
        3277792.24000000
        0.020766734937
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Asset-Backed Certi
        N/A
        
        232433AA0
        
          
        
        211036.31000000
        PA
        USD
        162949.58000000
        0.001032381093
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-25
          Floating
          2.30357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        5493000F7E2NMQ4HIO61
        
        92939FAX7
        
          
          
        
        4621000.00000000
        PA
        USD
        4456576.04000000
        0.028235021189
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-15
          Variable
          4.21300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M4A45
        
          
          
        
        81532.73000000
        PA
        USD
        87725.62000000
        0.000555793218
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380R4W7
        
          
        
        14189300.33000000
        PA
        USD
        992735.95000000
        0.006289564080
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2062-10-16
          Variable
          0.89591000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CW3
        
          
          
        
        20210000.00000000
        PA
        USD
        18598928.93000000
        0.117835115508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          5.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND CO
        ICE2EP6D98PQUILVRZ91
        
        075887BV0
        
          
          
        
        2910000.00000000
        PA
        USD
        2882052.53000000
        0.018259491933
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-06
          Fixed
          3.36300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEVON ENERGY CORPORATION
        54930042348RKR3ZPN35
        
        25179MBF9
        
          
          
        
        2428000.00000000
        PA
        USD
        2296026.62000000
        0.014546674327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335ANN4
        
          
        
        52292.62000000
        PA
        USD
        52744.09000000
        0.000334164723
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179VV23
        
          
        
        7423842.82000000
        PA
        USD
        7264092.19000000
        0.046022281470
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AFB90
        
          
        
        8450.82000000
        PA
        USD
        8877.43000000
        0.000056243722
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        
        166756AR7
        
          
          
        
        8880000.00000000
        PA
        USD
        8829074.09000000
        0.055937359035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FJ2
        
          
          
        
        4460000.00000000
        PA
        USD
        4135522.07000000
        0.026200956121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-05
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDJ8
        
          
          
        
        2140000.00000000
        PA
        USD
        2147875.65000000
        0.013608051101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LN5G8
        
          
        
        3766706.25000000
        PA
        USD
        3414560.35000000
        0.021633241073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBG8
        
          
          
        
        8290000.00000000
        PA
        USD
        6499237.64000000
        0.041176479619
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAH6
        
          
          
        
        3250000.00000000
        PA
        USD
        2793036.81000000
        0.017695525175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNA37
        
          
        
        3889231.96000000
        PA
        USD
        3504652.06000000
        0.022204024858
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        46513JB59
        
          
          
        
        11700000.00000000
        PA
        USD
        10660478.40000000
        0.067540378715
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2120-04-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY ENERG
        549300JD0S5IZJE9LY15
        
        59562VAP2
        
          
          
        
        269000.00000000
        PA
        USD
        293159.18000000
        0.001857335224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-05-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        
        878091BC0
        
          
          
        
        93000.00000000
        PA
        USD
        109839.96000000
        0.000695900523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-12-16
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBC2
        
          
          
        
        1490000.00000000
        PA
        USD
        1494892.07000000
        0.009471017412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBSR2
        
          
        
        1801681.74000000
        PA
        USD
        1646980.79000000
        0.010434588591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179UPC0
        
          
        
        2746897.56000000
        PA
        USD
        2831618.45000000
        0.017939962477
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12662QAA4
        
          
        
        32970677.24000000
        PA
        USD
        28788485.31000000
        0.182391927221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136APTN2
        
          
        
        673662.85000000
        PA
        USD
        100763.39000000
        0.000638395132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-08-25
          Floating
          4.52643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AHB63
        
          
        
        3464147.91000000
        PA
        USD
        3024538.64000000
        0.019162224950
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAL4
        
          
          
        
        8490000.00000000
        PA
        USD
        7714578.84000000
        0.048876378426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XA5B4
        
          
        
        1313186.86000000
        PA
        USD
        1320601.78000000
        0.008366786274
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        549300HJX0LGFQYWTF96
        
        48251TAA9
        
          
        
        5750000.00000000
        PA
        USD
        5655510.38000000
        0.035830972922
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-16
          Floating
          2.17429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F042681
        
          
        
        21200000.00000000
        PA
        USD
        21240578.07000000
        0.134571511066
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31368HM42
        
          
          
        
        68979.72000000
        PA
        USD
        74122.19000000
        0.000469607516
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52475FAF0
        
          
        
        17841342.85000000
        PA
        USD
        17843915.57000000
        0.113051663363
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-05-25
          Variable
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        74365PAA6
        
          
          
        
        11350000.00000000
        PA
        USD
        9052382.39000000
        0.057352147995
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-01-21
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291E6R7
        
          
        
        2958.48000000
        PA
        USD
        3118.22000000
        0.000019755751
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380R4L1
        
          
        
        16334643.96000000
        PA
        USD
        1113709.09000000
        0.007055999824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-05-16
          Variable
          0.81625000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A86C6
        
          
        
        664039.41000000
        PA
        USD
        621853.91000000
        0.003939808985
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F042699
        
          
        
        36800000.00000000
        PA
        USD
        36801904.03000000
        0.233161631436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201EFJ4
        
          
        
        1651.12000000
        PA
        USD
        1819.94000000
        0.000011530386
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aqua Finance Trust
        N/A
        
        03842VAA5
        
          
        
        11611183.61000000
        PA
        USD
        10735000.21000000
        0.068012518058
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297VKT4
        
          
        
        5574.05000000
        PA
        USD
        5856.78000000
        0.000037106133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FKR6
        
          
        
        35637.16000000
        PA
        USD
        39034.32000000
        0.000247305295
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CLO Ltd
        5493001J0ZSE1Y09WE50
        
        04016VAA3
        
          
        
        8060000.00000000
        PA
        USD
        7907354.62000000
        0.050097725977
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-04-15
          Floating
          1.96429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582AY8
        
          
          
        
        1451000.00000000
        PA
        USD
        1379653.88000000
        0.008740915937
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2043-08-12
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31288QFS4
        
          
        
        12127301.94000000
        PA
        USD
        11993625.36000000
        0.075986646057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-11-01
          Floating
          2.87400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALPHABET INC
        5493006MHB84DD0ZWV18
        
        02079KAJ6
        
          
          
        
        3240000.00000000
        PA
        USD
        2816895.46000000
        0.017846683707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QFB32
        
          
        
        3461063.67000000
        PA
        USD
        3156135.41000000
        0.019995967617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JBUY0
        
          
        
        21357966.32000000
        PA
        USD
        18925499.21000000
        0.119904129633
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Variable
          2.14900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137F9CW9
        
          
        
        5747899.89000000
        PA
        USD
        888844.89000000
        0.005631353325
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36241KBZ0
        
          
        
        22001.40000000
        PA
        USD
        24368.81000000
        0.000154390693
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3617BFM90
        
          
        
        1481448.21000000
        PA
        USD
        1463971.06000000
        0.009275114691
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y8CP8
        
          
        
        662949.82000000
        PA
        USD
        645361.94000000
        0.004088746133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413AGT4
        
          
        
        6012.76000000
        PA
        USD
        6276.99000000
        0.000039768410
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J8D67
        
          
        
        65117.09000000
        PA
        USD
        63890.97000000
        0.000404786741
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -105.00000000
        NC
        USD
        -11484.38000000
        -0.00007276027
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            115.00000000
            USD
            2022-07-22
            XXXX
            37552.73000000
          
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        
        91911TAP8
        
          
          
        
        33527000.00000000
        PA
        USD
        35062368.97000000
        0.222140657299
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-08-10
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXDP4
        
          
        
        11269260.91000000
        PA
        USD
        11307427.98000000
        0.071639183478
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622A2DH2
        
          
        
        39148.66000000
        PA
        USD
        42777.79000000
        0.000271022371
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H0GP7
        
          
        
        18492472.18000000
        PA
        USD
        600864.80000000
        0.003806830671
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Variable
          0.86881500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200NTU5
        
          
          
        
        2277.62000000
        PA
        USD
        2504.09000000
        0.000015864877
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B7GA3
        
          
        
        2690331.47000000
        PA
        USD
        2588730.29000000
        0.016401123628
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-25
          Fixed
          2.23200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS DEL PERU SA
        549300ZMGDLC9JT2OR80
        
        716564AA7
        
          
          
        
        30909000.00000000
        PA
        USD
        23942884.13000000
        0.151692203764
        Long
        DBT
        CORP
        PE
        N
        
        2
        
          2032-06-19
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBN9
        
          
          
        
        1240000.00000000
        PA
        USD
        862891.92000000
        0.005466926049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-10
          Fixed
          2.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WAN6
        
          
          
        
        2000000.00000000
        PA
        USD
        1896355.86000000
        0.012014525817
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2029-04-11
          Fixed
          3.97500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B2HC9
        
          
        
        1032075.97000000
        PA
        USD
        1013651.14000000
        0.006422074067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-25
          Variable
          3.22457700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCE3
        
          
          
        
        22000000.00000000
        PA
        USD
        18147716.18000000
        0.114976418283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138XJPY7
        
          
        
        102831.57000000
        PA
        USD
        104027.53000000
        0.000659075372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133BDPK5
        
          
        
        5700000.00000000
        PA
        USD
        5652052.74000000
        0.035809066746
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BG6
        
          
          
        
        242000.00000000
        PA
        USD
        233446.57000000
        0.001479020842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-03-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31402DF70
        
          
          
        
        1874.41000000
        PA
        USD
        2020.18000000
        0.000012799024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCYK8
        
          
        
        1538286.62000000
        PA
        USD
        1482430.96000000
        0.009392068976
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132Y33H5
        
          
        
        1278209.79000000
        PA
        USD
        1331905.35000000
        0.008438401015
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XADE9
        
          
        
        10587896.33000000
        PA
        USD
        9238095.40000000
        0.058528748759
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Adjustable Rate Mor
        N/A
        
        863579YR3
        
          
        
        163808.31000000
        PA
        USD
        154248.77000000
        0.000977256362
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-10-25
          Floating
          1.94357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        635400NWFWJ92O7QGD64
        
        15032AAY3
        
          
        
        6920000.00000000
        PA
        USD
        6651863.00000000
        0.042143450727
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-17
          Fixed
          1.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379U6W1
        
          
        
        8809952.98000000
        PA
        USD
        354429.69000000
        0.002245519815
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2057-02-16
          Variable
          0.65943000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golub Capital Partners CLO Ltd
        254900SGGS5FSVUNJG17
        
        38172HAA2
        
          
        
        10568000.00000000
        PA
        USD
        10377606.91000000
        0.065748222036
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-10-20
          Floating
          2.78271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS
        N/A
        
        843452AZ6
        
          
          
        
        3985000.00000000
        PA
        USD
        4669165.76000000
        0.029581901663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        026874DQ7
        
          
          
        
        3830000.00000000
        PA
        USD
        3655493.94000000
        0.023159696576
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-30
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        
        12591UAG8
        
          
        
        12359401.60000000
        PA
        USD
        161677.04000000
        0.001024318806
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-10
          Variable
          1.23750300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDXB7
        
          
        
        13716395.58000000
        PA
        USD
        13405004.87000000
        0.084928562455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGST7
        
          
        
        198750.28000000
        PA
        USD
        191560.75000000
        0.001213649624
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810RC4
        
          
          
        
        4340000.00000000
        PA
        USD
        4457993.75000000
        0.028244003213
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-08-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05610HAA1
        
          
        
        31115049.91000000
        PA
        USD
        29934747.16000000
        0.189654167859
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-02-15
          Floating
          2.34690000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFA27
        
          
        
        5230740.89000000
        PA
        USD
        4772105.55000000
        0.030234085565
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Mortgage Loan T
        N/A
        
        61745M4P5
        
          
        
        279283.58000000
        PA
        USD
        254078.88000000
        0.001609738619
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-07-25
          Variable
          2.56347100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MGQV6
        
          
        
        1793808.70000000
        PA
        USD
        1732253.90000000
        0.010974843721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFAQ4
        
          
        
        8727756.09000000
        PA
        USD
        8535212.28000000
        0.054075572237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PDQ2
        
          
          
        
        2460000.00000000
        PA
        USD
        2367625.52000000
        0.015000295322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FLZK7
        
          
        
        202536.90000000
        PA
        USD
        191478.72000000
        0.001213129915
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WXWP8
        
          
        
        819154.61000000
        PA
        USD
        826364.19000000
        0.005235501471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128CUTA4
        
          
        
        185861.09000000
        PA
        USD
        190222.84000000
        0.001205173180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        
        22550L2D2
        
          
          
        
        42030000.00000000
        PA
        USD
        41148488.84000000
        0.260699793719
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-05
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QDH2
        
          
        
        2184303.82000000
        PA
        USD
        2141473.12000000
        0.013567487321
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          1.30329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        
        00817YAZ1
        
          
          
        
        2006000.00000000
        PA
        USD
        1661363.76000000
        0.010525713136
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Countrywide Alternative Loan T
        549300EBNJLBIQBKE071
        
        02147CAA1
        
          
          
        
        448169.38000000
        PA
        USD
        390947.56000000
        0.002476881924
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-07-25
          Floating
          2.00357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EMHT1
        
          
        
        321521.70000000
        PA
        USD
        330722.21000000
        0.002095319034
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QAW2
        
          
        
        9126669.43000000
        PA
        USD
        9180427.34000000
        0.058163387800
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-05-20
          Floating
          1.95329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBY8
        
          
          
        
        13100000.00000000
        PA
        USD
        10264945.03000000
        0.065034442996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RKJ0
        
          
          
        
        9461000.00000000
        PA
        USD
        7187381.49000000
        0.045536274226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KK3X5
        
          
        
        12424570.49000000
        PA
        USD
        11273524.73000000
        0.071424386519
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        
        60920LAE4
        
          
          
        
        4150000.00000000
        PA
        USD
        4141003.75000000
        0.026235685777
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-09-19
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61747YEH4
        
          
          
        
        1030000.00000000
        PA
        USD
        852268.40000000
        0.005399619824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.51100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XB2V1
        
          
        
        10299493.53000000
        PA
        USD
        8986422.12000000
        0.056934251025
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PBN1
        
          
          
        
        1576000.00000000
        PA
        USD
        1733919.00000000
        0.010985393106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-15
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833DT4
        
          
          
        
        16150000.00000000
        PA
        USD
        15180683.46000000
        0.096178527039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-11
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGLW7
        
          
        
        4557977.00000000
        PA
        USD
        4410342.80000000
        0.027942106517
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFNL1
        
          
        
        3798865.24000000
        PA
        USD
        3313223.78000000
        0.020991214509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31397KL90
        
          
        
        563405.02000000
        PA
        USD
        63311.34000000
        0.000401114445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-09-15
          Floating
          4.70600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYETH LLC
        549300Q9GR3WRH4N4836
        
        983024AN0
        
          
          
        
        1245000.00000000
        PA
        USD
        1439239.68000000
        0.009118426903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201L7L2
        
          
        
        53926.26000000
        PA
        USD
        56661.69000000
        0.000358985015
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AM0
        
          
          
        
        1997000.00000000
        PA
        USD
        1880961.34000000
        0.011916992510
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-11
          Fixed
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MD0
        
          
          
        
        1675000.00000000
        PA
        USD
        1563505.57000000
        0.009905724148
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-07-23
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Canyon Capital CLO Ltd
        549300IVUME0ILZ1W208
        
        13876LAJ6
        
          
        
        5980000.00000000
        PA
        USD
        5816413.04000000
        0.036850385578
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-15
          Floating
          2.22429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KPGF9
        
          
        
        8563417.15000000
        PA
        USD
        8473680.07000000
        0.053685729623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAQ6
        
          
          
        
        20020000.00000000
        PA
        USD
        16829983.37000000
        0.106627808615
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31401XC70
        
          
        
        2905.74000000
        PA
        USD
        3172.57000000
        0.000020100090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140JA4J4
        
          
        
        3380905.54000000
        PA
        USD
        3102475.05000000
        0.019655997786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Variable
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BBEL2
        
          
        
        7384933.45000000
        PA
        USD
        1185433.95000000
        0.007510418849
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CCK8
        
          
        
        26192632.70000000
        PA
        USD
        25620282.29000000
        0.162319504222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGLX5
        
          
        
        2189306.11000000
        PA
        USD
        2115854.98000000
        0.013405181390
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LBP6
        
          
        
        5567.74000000
        PA
        USD
        5984.38000000
        0.000037914554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANONE SA
        969500KMUQ2B6CBAF162
        
        23636TAE0
        
          
          
        
        4317000.00000000
        PA
        USD
        4145553.19000000
        0.026264509146
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-11-02
          Fixed
          2.94700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6GM7
        
          
        
        2436962.24000000
        PA
        USD
        2387155.36000000
        0.015124028305
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AP3
        
          
          
        
        6030000.00000000
        PA
        USD
        5973506.86000000
        0.037845666999
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2028-05-12
          Fixed
          4.75100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280AP4
        
          
          
        
        206000.00000000
        PA
        USD
        205202.52000000
        0.001300078232
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-03-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        
        26441CAW5
        
          
          
        
        7657000.00000000
        PA
        USD
        7654679.93000000
        0.048496883725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGTU3
        
          
        
        6965024.03000000
        PA
        USD
        6770406.70000000
        0.042894494545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDGP5
        
          
        
        2084314.19000000
        PA
        USD
        1895334.82000000
        0.012008056930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HRX0
        
          
          
        
        5143000.00000000
        PA
        USD
        4941252.61000000
        0.031305731327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325BR5
        
          
          
        
        13174000.00000000
        PA
        USD
        9510735.86000000
        0.060256085866
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2044-02-26
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128CURE8
        
          
        
        12756.64000000
        PA
        USD
        13056.01000000
        0.000082717475
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WGHT4
        
          
        
        1189027.20000000
        PA
        USD
        1162998.07000000
        0.007368274400
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFC8
        
          
          
        
        9215000.00000000
        PA
        USD
        9072668.98000000
        0.057480675432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-21
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MGNF4
        
          
        
        5342938.69000000
        PA
        USD
        4832942.69000000
        0.030619524503
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390BL63
        
          
        
        7269.71000000
        PA
        USD
        7430.44000000
        0.000047076192
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RLV2
        
          
          
        
        2080000.00000000
        PA
        USD
        1562427.88000000
        0.009898896350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HALLIBURTON CO
        ENYF8GB5SMQZ25S06U51
        
        406216BG5
        
          
          
        
        78000.00000000
        PA
        USD
        77316.31000000
        0.000489844138
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172CP2
        
          
          
        
        4340000.00000000
        PA
        USD
        3559399.35000000
        0.022550881027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300KGXMRFX2DKIX03
        
        09626YAN0
        
          
        
        245096.41000000
        PA
        USD
        242337.31000000
        0.001535348891
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-22
          Floating
          2.31629000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M9VA7
        
          
        
        80343.96000000
        PA
        USD
        86430.13000000
        0.000547585529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        
        14315LAA2
        
          
        
        8445455.46000000
        PA
        USD
        8287103.17000000
        0.052503655610
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-27
          Floating
          2.27486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31385XBD8
        
          
          
        
        811.04000000
        PA
        USD
        884.55000000
        0.000005604142
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-05-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Highbridge Loan Management Ltd
        N/A
        
        40440XAA9
        
          
        
        18900000.00000000
        PA
        USD
        18275000.06000000
        0.115782836263
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-23
          Floating
          2.32400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCE9
        
          
          
        
        1070000.00000000
        PA
        USD
        935455.00000000
        0.005926655690
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.99900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        22889622.72000000
        0.145019175421
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2045-08-19
            0.00000000
            USD
            0.00000000
            USD
            -67600000.00000000
            USD
            22889622.72000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAT7
        
          
          
        
        2554000.00000000
        PA
        USD
        2374685.93000000
        0.015045027157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        
        48667QAS4
        
          
          
        
        2803000.00000000
        PA
        USD
        2332688.02000000
        0.014778945783
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2048-10-24
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L9T85
        
          
        
        645847.00000000
        PA
        USD
        636815.69000000
        0.004034600630
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        86765BAP4
        
          
          
        
        540000.00000000
        PA
        USD
        469414.25000000
        0.002974014395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-04-01
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        105.00000000
        NC
        USD
        382265.63000000
        0.002421876809
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            135.00000000
            USD
            2022-07-01
            XXXX
            303333.98000000
          
        
        
          N
          N
          N
        
      
      
        EATON CORP
        0NZWDMRCE180888QQE14
        
        278062AE4
        
          
          
        
        2524000.00000000
        PA
        USD
        2270054.13000000
        0.014382123380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-02
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31287T3E3
        
          
        
        623.02000000
        PA
        USD
        654.75000000
        0.000004148224
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687DZ6
        
          
          
        
        36000.00000000
        PA
        USD
        41117.67000000
        0.000260504538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-12-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659T2A8
        
          
          
        
        2669000.00000000
        PA
        USD
        2478055.02000000
        0.015699930926
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2033-03-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941FAC0
        
          
        
        519605.06000000
        PA
        USD
        511403.77000000
        0.003240042614
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-11-15
          Floating
          2.22400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TCY9
        
          
        
        7190480.46000000
        PA
        USD
        7239866.12000000
        0.045868795118
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        
        35671DBJ3
        
          
          
        
        2894000.00000000
        PA
        USD
        2830143.89000000
        0.017930620275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-11-14
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        
        459200JY8
        
          
          
        
        16559000.00000000
        PA
        USD
        16441807.49000000
        0.104168486907
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        
        89175JAC4
        
          
        
        18080000.00000000
        PA
        USD
        16926805.17000000
        0.107241231465
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2057-10-25
          Variable
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICG US CLO Ltd
        25490037AMBNS8P47972
        
        44933WAA7
        
          
        
        1750000.00000000
        PA
        USD
        1702036.02000000
        0.010783395741
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-01-16
          Floating
          2.41429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRU
        549300FCX3YXSYSLU895
        
        92938VAW5
        
          
        
        6702503.98000000
        PA
        USD
        73324.05000000
        0.000464550831
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-03-15
          Variable
          1.14210100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISA INC
        549300JZ4OKEHW3DPJ59
        
        92826CAF9
        
          
          
        
        6563000.00000000
        PA
        USD
        6493489.17000000
        0.041140059692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-14
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371K6D8
        
          
          
        
        504.22000000
        PA
        USD
        550.37000000
        0.000003486916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAX4
        
          
          
        
        17191000.00000000
        PA
        USD
        16762954.59000000
        0.106203142009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-05
          Fixed
          4.45200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140H0AZ5
        
          
        
        3892915.24000000
        PA
        USD
        3810787.81000000
        0.024143574259
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31389VUG0
        
          
        
        15350.01000000
        PA
        USD
        16410.66000000
        0.000103971149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140LPCJ9
        
          
        
        2537032.50000000
        PA
        USD
        2244211.94000000
        0.014218397960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L7FS6
        
          
        
        222260.45000000
        PA
        USD
        201992.34000000
        0.001279739860
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JBB3
        
          
          
        
        18000.00000000
        PA
        USD
        15743.19000000
        0.000099742335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140Q8VU6
        
          
        
        97842.35000000
        PA
        USD
        95703.53000000
        0.000606337953
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBP5
        
          
          
        
        3520000.00000000
        PA
        USD
        3024024.75000000
        0.019158969156
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132L8WB9
        
          
        
        9507404.45000000
        PA
        USD
        9460278.72000000
        0.059936410311
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380LCX9
        
          
        
        6710987.92000000
        PA
        USD
        6638089.81000000
        0.042056189496
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2068-05-20
          Floating
          1.10329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EY5
        
          
          
        
        6200000.00000000
        PA
        USD
        5280810.94000000
        0.033457032361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-28
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        105.00000000
        NC
        USD
        182109.38000000
        0.001153769655
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Purchased
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.25000000
            USD
            2022-07-22
            XXXX
            90052.73000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2RA3
        
          
        
        3281702.53000000
        PA
        USD
        2862808.23000000
        0.018137568014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RLJ9
        
          
          
        
        12151000.00000000
        PA
        USD
        9124244.59000000
        0.057807437150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AWH72
        
          
        
        4398018.89000000
        PA
        USD
        3835751.70000000
        0.024301735133
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        
        63941GAB0
        
          
        
        8181491.92000000
        PA
        USD
        7697846.30000000
        0.048770367978
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132D9GU2
        
          
        
        3604674.68000000
        PA
        USD
        3213740.79000000
        0.020360931461
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        96949LAE5
        
          
          
        
        1990000.00000000
        PA
        USD
        1804612.85000000
        0.011433280079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GFH7
        
          
          
        
        5409000.00000000
        PA
        USD
        5425036.06000000
        0.034370783025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-26
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shackleton CLO LTD
        549300S9WB2KLCOJR134
        
        81881QAS5
        
          
        
        891122.27000000
        PA
        USD
        879323.23000000
        0.005571028028
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-15
          Floating
          2.16429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        
        166764CA6
        
          
          
        
        8710000.00000000
        PA
        USD
        6946280.57000000
        0.044008758590
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          3.07800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200FJF6
        
          
        
        14543.23000000
        PA
        USD
        15327.13000000
        0.000097106351
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300YK6GOQU7FJ5N55
        
        78442GLK0
        
          
          
        
        1700807.36000000
        PA
        USD
        1652651.89000000
        0.010470518333
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2064-10-25
          Floating
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582BQ4
        
          
          
        
        3779000.00000000
        PA
        USD
        3374252.89000000
        0.021377869690
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2046-05-10
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        
        761713AZ9
        
          
          
        
        1110000.00000000
        PA
        USD
        1030470.55000000
        0.006528634887
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-09-15
          Fixed
          6.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CH3
        
          
          
        
        17000000.00000000
        PA
        USD
        13436879.73000000
        0.085130508375
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2050-04-06
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MQAA7
        
          
        
        1098459.54000000
        PA
        USD
        1100354.71000000
        0.006971392000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AFC65
        
          
        
        77445.40000000
        PA
        USD
        81357.09000000
        0.000515444848
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ATPE5
        
          
        
        3732473.24000000
        PA
        USD
        3486193.53000000
        0.022087079252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210JM54
        
          
        
        413.49000000
        PA
        USD
        435.44000000
        0.000002758767
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-12-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        
        67066GAG9
        
          
          
        
        8680000.00000000
        PA
        USD
        7613500.64000000
        0.048235988787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BM7
        
          
          
        
        4760000.00000000
        PA
        USD
        4480207.72000000
        0.028384741732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-08-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        
        64830WAD3
        
          
        
        11982711.68000000
        PA
        USD
        11684295.43000000
        0.074026859654
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2058-12-25
          Variable
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AF6L0
        
          
        
        2517497.66000000
        PA
        USD
        2198028.74000000
        0.013925800321
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DNBV4
        
          
        
        3680387.48000000
        PA
        USD
        3463439.38000000
        0.021942918376
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418ABH0
        
          
        
        240993.80000000
        PA
        USD
        245315.58000000
        0.001554217977
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        
        438516CB0
        
          
          
        
        4670000.00000000
        PA
        USD
        4401836.93000000
        0.027888216845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AH3
        
          
          
        
        23452000.00000000
        PA
        USD
        23295236.51000000
        0.147588976509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAA4
        
          
        
        24332000.00000000
        PA
        USD
        23953819.89000000
        0.151761488213
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.30400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABP55
        
          
        
        22806835.13000000
        PA
        USD
        21408016.44000000
        0.135632331275
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J8VU4
        
          
        
        25987211.39000000
        PA
        USD
        24765231.90000000
        0.156902258861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967HA2
        
          
          
        
        564000.00000000
        PA
        USD
        633841.56000000
        0.004015757773
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-09-13
          Fixed
          6.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381XEZ5
        
          
        
        2741811.31000000
        PA
        USD
        2657740.79000000
        0.016838345592
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DBCG Mortgage Trust
        N/A
        
        233062AA6
        
          
        
        7610000.00000000
        PA
        USD
        7444595.13000000
        0.047165873387
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-06-15
          Floating
          2.02500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BJE3
        
          
        
        1100614.37000000
        PA
        USD
        1090603.29000000
        0.006909611039
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-12-20
          Floating
          1.20329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Worldwide Plaza Trust
        N/A
        
        98162JAA4
        
          
        
        5725000.00000000
        PA
        USD
        5339252.94000000
        0.033827296683
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Fixed
          3.52630000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHNSON & JOHNSON
        549300G0CFPGEF6X2043
        
        478160CR3
        
          
          
        
        11300000.00000000
        PA
        USD
        8276345.10000000
        0.052435496931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trus
        N/A
        
        22945DAG8
        
          
        
        13433000.00000000
        PA
        USD
        13176303.43000000
        0.083479604792
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.05290000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178DH20
        
          
        
        1529834.82000000
        PA
        USD
        1460652.58000000
        0.009254090175
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967EW7
        
          
          
        
        3081000.00000000
        PA
        USD
        4015295.50000000
        0.025439250336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-07-15
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHOW 2022-BIZ A
        N/A
        
        000000000
        
          
        
        11250000.00000000
        PA
        USD
        10986417.56000000
        0.069605394325
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-15
          Floating
          3.03420000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379EHN5
        
          
        
        4279561.22000000
        PA
        USD
        599236.57000000
        0.003796514880
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-20
          Floating
          4.60486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61744YAP3
        
          
          
        
        7449000.00000000
        PA
        USD
        7074815.13000000
        0.044823100361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-24
          Fixed
          3.77200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36290YHG6
        
          
        
        50477.95000000
        PA
        USD
        54020.30000000
        0.000342250261
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L0AZ0
        
          
        
        2803625.12000000
        PA
        USD
        2446116.10000000
        0.015497579149
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        
        723787AR8
        
          
          
        
        16160000.00000000
        PA
        USD
        13321930.54000000
        0.084402237885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QBX9
        
          
          
        
        13254000.00000000
        PA
        USD
        7544714.78000000
        0.047800190049
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2046-01-23
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131Y7JL2
        
          
        
        164173.33000000
        PA
        USD
        159706.80000000
        0.001011836181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FMCT7
        
          
        
        20114017.64000000
        PA
        USD
        1078499.55000000
        0.006832926752
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-25
          Variable
          1.09269800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WHS45
        
          
        
        5646317.41000000
        PA
        USD
        5350510.23000000
        0.033898618213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FLEU6
        
          
        
        561072.40000000
        PA
        USD
        23638.50000000
        0.000149763751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-11-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        
        17328CAD4
        
          
        
        17000000.00000000
        PA
        USD
        15588202.70000000
        0.098760400269
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2072-12-15
          Fixed
          3.10200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133AJBJ1
        
          
        
        3139035.98000000
        PA
        USD
        2743600.73000000
        0.017382318634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31387V3E7
        
          
        
        3230.08000000
        PA
        USD
        3382.90000000
        0.000021432654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12663FAA7
        
          
        
        17000000.00000000
        PA
        USD
        16517764.40000000
        0.104649718450
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-11-15
          Floating
          5.24550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A65Y6
        
          
        
        631244.69000000
        PA
        USD
        58621.99000000
        0.000371404664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-25
          Floating
          5.02643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XWLY5
        
          
        
        150324.97000000
        PA
        USD
        147174.58000000
        0.000932437222
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213QXN4
        
          
        
        26610.24000000
        PA
        USD
        28021.71000000
        0.000177533956
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        1033.00000000
        NC
        USD
        -5969819.30000000
        -0.03782230414
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NA
                90 DAY EURO DOLLAR TIME DEPOSIT
                
                  
                  
                
              
            
            2023-09-18
            255839606.80000000
            USD
            -5969819.30000000
          
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAW5
        
          
          
        
        17540000.00000000
        PA
        USD
        14790841.97000000
        0.093708652716
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARS INC
        54930073HKEO6GZBSS03
        
        571676AN5
        
          
          
        
        3260000.00000000
        PA
        USD
        2377020.69000000
        0.015059819230
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-07-16
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -6118.00000000
        NC
        USD
        -2103062.50000000
        -0.01332413353
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            97.00000000
            USD
            2022-12-19
            XXXX
            3084389.70000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WNJD5
        
          
        
        9026.03000000
        PA
        USD
        9145.73000000
        0.000057943559
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SB89
        
          
        
        12688811.97000000
        PA
        USD
        12513365.80000000
        0.079279506362
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-05-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CM5
        
          
          
        
        2588000.00000000
        PA
        USD
        2305266.18000000
        0.014605212354
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFLM1
        
          
        
        10554192.05000000
        PA
        USD
        9868961.98000000
        0.062525658291
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVKW4
        
          
        
        5565383.78000000
        PA
        USD
        5244042.58000000
        0.033224083250
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNRUN CALLISTO ISSUER LLC
        N/A
        
        86772FAA9
        
          
        
        3731389.00000000
        PA
        USD
        3391416.18000000
        0.021486609191
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-02-01
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DQ5
        
          
          
        
        22102000.00000000
        PA
        USD
        15047024.36000000
        0.095331718304
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2049-05-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36209HLU7
        
          
        
        1052.24000000
        PA
        USD
        1054.80000000
        0.000006682776
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KMFR1
        
          
        
        33305397.84000000
        PA
        USD
        30139758.74000000
        0.190953036375
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132XCSA4
        
          
        
        9426666.92000000
        PA
        USD
        9464486.05000000
        0.059963066213
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEH1
        
          
          
        
        6830000.00000000
        PA
        USD
        6770429.97000000
        0.042894641974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M9YL0
        
          
        
        816552.13000000
        PA
        USD
        860494.41000000
        0.005451736418
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OHA Loan Funding Ltd
        N/A
        
        67104LAE7
        
          
        
        5330000.00000000
        PA
        USD
        5242720.74000000
        0.033215708619
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-23
          Floating
          2.54486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31283H4W2
        
          
          
        
        3010.46000000
        PA
        USD
        3172.10000000
        0.000020097112
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        
        878091BD8
        
          
          
        
        3500000.00000000
        PA
        USD
        3363756.10000000
        0.021311366373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29279FAA7
        
          
          
        
        10862000.00000000
        PA
        USD
        10551976.69000000
        0.066852956790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HGI CRE CLO Ltd
        N/A
        
        40441LAA4
        
          
        
        4200000.00000000
        PA
        USD
        4108125.00000000
        0.026027379625
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2036-06-16
          Floating
          2.55929000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38383REY9
        
          
        
        13286616.00000000
        PA
        USD
        12525625.07000000
        0.079357176022
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JAV69
        
          
        
        42052.07000000
        PA
        USD
        42257.64000000
        0.000267726916
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AM96
        
          
          
        
        510333.11000000
        PA
        USD
        499768.47000000
        0.003166326169
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AZ68
        
          
        
        373723.85000000
        PA
        USD
        384405.05000000
        0.002435431289
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBW2
        
          
          
        
        2620000.00000000
        PA
        USD
        2190436.30000000
        0.013877697763
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-01-31
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        7974184.83000000
        0.050521134526
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-18
            0.00000000
            USD
            -977870.56000000
            USD
            -265050000.00000000
            USD
            8952055.39000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132HPBV5
        
          
        
        17687.70000000
        PA
        USD
        17425.68000000
        0.000110401895
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAP8
        
          
          
        
        7020000.00000000
        PA
        USD
        6679540.32000000
        0.042318802771
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        
        98138HAJ0
        
          
          
        
        5680000.00000000
        PA
        USD
        5195892.07000000
        0.032919021549
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L2NR0
        
          
        
        1218254.70000000
        PA
        USD
        1063838.89000000
        0.006740042878
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136B35Z9
        
          
        
        2048000.00000000
        PA
        USD
        2041477.94000000
        0.012933959249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-02-25
          Fixed
          3.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCC3
        
          
          
        
        5770000.00000000
        PA
        USD
        5001943.13000000
        0.031690241341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.96900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Symphony CLO Ltd
        N/A
        
        87165YAC7
        
          
        
        1954000.00000000
        PA
        USD
        1914920.00000000
        0.012132140524
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-16
          Floating
          2.00429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFM1
        
          
          
        
        8770000.00000000
        PA
        USD
        7505238.66000000
        0.047550085692
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407NQM8
        
          
        
        105596.28000000
        PA
        USD
        108425.54000000
        0.000686939343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140EU6W4
        
          
        
        3774958.07000000
        PA
        USD
        3601587.01000000
        0.022818164579
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FB62
        
          
        
        21784.09000000
        PA
        USD
        23853.78000000
        0.000151127676
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DVLE3
        
          
        
        11666725.85000000
        PA
        USD
        10635154.53000000
        0.067379937156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418A3V8
        
          
        
        520309.86000000
        PA
        USD
        535230.11000000
        0.003390996442
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFUG4
        
          
        
        4764867.79000000
        PA
        USD
        4315537.80000000
        0.027341461277
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWZ3
        
          
          
        
        26815000.00000000
        PA
        USD
        25800341.85000000
        0.163460287067
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.22300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GVM3
        
          
          
        
        1012000.00000000
        PA
        USD
        1016044.92000000
        0.006437240066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-03
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GUARDIAN LIFE GLOB FUND
        635400NHILJ5JEKILC36
        
        40139LAG8
        
          
          
        
        2750000.00000000
        PA
        USD
        2541298.93000000
        0.016100618163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-23
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHEL7
        
          
        
        9911687.10000000
        PA
        USD
        8961387.35000000
        0.056775641085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89115A2E1
        
          
          
        
        5000000.00000000
        PA
        USD
        4948804.75000000
        0.031353578560
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-06-08
          Fixed
          4.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31379YBJ1
        
          
        
        905.73000000
        PA
        USD
        907.17000000
        0.000005747453
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-06-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132J4NY1
        
          
        
        91569.83000000
        PA
        USD
        94168.48000000
        0.000596612512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FWHG8
        
          
        
        6478748.16000000
        PA
        USD
        810681.22000000
        0.005136140664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-07-25
          Variable
          1.44279800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95003GAA9
        
          
        
        7480000.00000000
        PA
        USD
        6495950.65000000
        0.041155654611
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2039-12-15
          Fixed
          3.08400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201LHA5
        
          
        
        693.15000000
        PA
        USD
        751.80000000
        0.000004763093
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHNB9
        
          
        
        20600000.00000000
        PA
        USD
        20377723.73000000
        0.129104823108
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378D2U8
        
          
        
        1261303.28000000
        PA
        USD
        175636.61000000
        0.001112760864
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-03-20
          Floating
          4.45486000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12657GAA3
        
          
        
        17246832.75000000
        PA
        USD
        15860580.62000000
        0.100486074032
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-10-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QBE1
        
          
          
        
        5746000.00000000
        PA
        USD
        3299008.44000000
        0.020901151999
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2044-06-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BJ4
        
          
          
        
        21835000.00000000
        PA
        USD
        20496279.34000000
        0.129855942382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-08-22
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -477.00000000
        NC
        USD
        -1103062.50000000
        -0.00698854743
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Call
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            116.50000000
            USD
            2022-07-22
            XXXX
            -711637.71000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371KQ87
        
          
          
        
        29463.18000000
        PA
        USD
        32121.56000000
        0.000203508908
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGA1
        
          
        
        19318732.36000000
        PA
        USD
        18692993.02000000
        0.118431066648
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCC7
        
          
          
        
        18740000.00000000
        PA
        USD
        16818305.20000000
        0.106553820564
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36205F5P4
        
          
        
        16960.38000000
        PA
        USD
        18105.53000000
        0.000114709144
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-10-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AAP3
        
          
        
        242322.13000000
        PA
        USD
        246665.63000000
        0.001562771335
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAT7
        
          
          
        
        716000.00000000
        PA
        USD
        666342.36000000
        0.004221669390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBD4
        
          
          
        
        2049000.00000000
        PA
        USD
        1949430.44000000
        0.012350784388
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-14
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411BC8
        
          
          
        
        18144000.00000000
        PA
        USD
        13277417.41000000
        0.084120221118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-01-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL SECS CLEARING
        549300RYC9NELN2ICA34
        
        637639AA3
        
          
          
        
        4280000.00000000
        PA
        USD
        4219438.00000000
        0.026732612720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-23
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WXV79
        
          
        
        813222.11000000
        PA
        USD
        820202.97000000
        0.005196466531
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        83208AAF0
        
          
        
        17189000.00000000
        PA
        USD
        16153837.17000000
        0.102344026152
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AM0
        
          
          
        
        4690000.00000000
        PA
        USD
        4678537.50000000
        0.029641277129
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2026-05-12
          Fixed
          4.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERSHEY COMPANY
        21X2CX66SU2BR6QTAD08
        
        427866BF4
        
          
          
        
        1930000.00000000
        PA
        USD
        1789017.40000000
        0.011334473762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DS1
        
          
          
        
        6310000.00000000
        PA
        USD
        4663360.83000000
        0.029545124029
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2031-04-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AS33
        
          
        
        356388.36000000
        PA
        USD
        349430.08000000
        0.002213844355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan 2020-3 Ltd
        N/A
        
        53948NAA1
        
          
        
        8744435.94000000
        PA
        USD
        7783651.53000000
        0.049313994400
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-12-20
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GWV2
        
          
          
        
        23236000.00000000
        PA
        USD
        21931729.63000000
        0.138950361279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-23
          Fixed
          3.81400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KL6J1
        
          
        
        11824408.96000000
        PA
        USD
        10316418.91000000
        0.065360560194
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3137BAQX3
        
          
        
        326256.07000000
        PA
        USD
        43092.91000000
        0.000273018841
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-05-15
          Floating
          4.67600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG LONDON
        BFM8T61CT2L1QCEMIK50
        
        902674XN5
        
          
          
        
        3599000.00000000
        PA
        USD
        3420834.89000000
        0.021672993961
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2048-06-26
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MHS83
        
          
        
        2670253.64000000
        PA
        USD
        2524484.31000000
        0.015994087691
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFQ2
        
          
          
        
        4130000.00000000
        PA
        USD
        3935497.73000000
        0.024933684694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        CZCBJZWDMLTHWJDXU843
        
        00440EAV9
        
          
          
        
        1164000.00000000
        PA
        USD
        1140382.03000000
        0.007224988532
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-03
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FKL99
        
          
        
        227764.31000000
        PA
        USD
        215675.80000000
        0.001366432599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        
        3136AC7M7
        
          
        
        446555.71000000
        PA
        USD
        442240.02000000
        0.002801849721
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-25
          Variable
          3.45581000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        
        606822CE2
        
          
          
        
        6690000.00000000
        PA
        USD
        6522957.39000000
        0.041326758137
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-04-19
          Fixed
          4.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291S7A2
        
          
        
        2385.74000000
        PA
        USD
        2515.83000000
        0.000015939257
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201Q3C5
        
          
        
        34268.25000000
        PA
        USD
        36019.17000000
        0.000228202552
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-08-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31405SEU4
        
          
        
        87269.96000000
        PA
        USD
        91818.89000000
        0.000581726482
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-09-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBD0
        
          
          
        
        1160000.00000000
        PA
        USD
        1114258.93000000
        0.007059483382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-11-14
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132DMZJ7
        
          
        
        6090413.06000000
        PA
        USD
        5328823.59000000
        0.033761220638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31384KME3
        
          
        
        2319.39000000
        PA
        USD
        2323.25000000
        0.000014719150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SGL5
        
          
        
        2038470.12000000
        PA
        USD
        2010060.74000000
        0.012734912874
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        
        08163LAS8
        
          
        
        3870000.00000000
        PA
        USD
        3182051.77000000
        0.020160162947
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-17
          Fixed
          2.45840000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05964HAQ8
        
          
          
        
        1000000.00000000
        PA
        USD
        954949.93000000
        0.006050167497
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.17500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MNZN3
        
          
        
        71102.86000000
        PA
        USD
        71506.90000000
        0.000453038121
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLC Student Loan Trust
        N/A
        
        784428AF1
        
          
          
        
        3376289.32000000
        PA
        USD
        3195962.05000000
        0.020248292723
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-09-15
          Floating
          1.98886000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325CU7
        
          
          
        
        10959000.00000000
        PA
        USD
        7364993.54000000
        0.046661550660
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2045-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Small Business Administration
        N/A
        
        831641FR1
        
          
        
        5628407.06000000
        PA
        USD
        5022698.15000000
        0.031821736557
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-03-10
          Fixed
          1.66700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EZ7
        
          
          
        
        2410000.00000000
        PA
        USD
        2045732.52000000
        0.012960914507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133D3X67
        
          
        
        1435728.03000000
        PA
        USD
        1321823.93000000
        0.008374529310
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136BDEF1
        
          
        
        30923058.03000000
        PA
        USD
        4229216.77000000
        0.026794566960
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31413TUG5
        
          
        
        27734.59000000
        PA
        USD
        28565.26000000
        0.000180977664
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        
        91159HHZ6
        
          
          
        
        14850000.00000000
        PA
        USD
        13935498.24000000
        0.088289548874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-12
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XEC77
        
          
        
        11712653.42000000
        PA
        USD
        11391964.60000000
        0.072174772512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213FVM2
        
          
        
        379.53000000
        PA
        USD
        413.72000000
        0.000002621158
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175AY0
        
          
          
        
        24874000.00000000
        PA
        USD
        24965471.65000000
        0.158170895037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-23
          Fixed
          4.90800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FLS3
        
          
          
        
        36171.23000000
        PA
        USD
        39588.29000000
        0.000250815019
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-10-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRICK NA FINANCE LLC
        N/A
        
        06849RAG7
        
          
          
        
        752000.00000000
        PA
        USD
        780073.30000000
        0.004942221552
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-05-30
          Fixed
          5.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Blackbird Capital Aircraft
        N/A
        
        09229CAA7
        
          
        
        12579835.63000000
        PA
        USD
        10783262.76000000
        0.068318289599
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          2.44300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BW5
        
          
          
        
        140000.00000000
        PA
        USD
        129406.49000000
        0.000819865958
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-09-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GGM0
        
          
          
        
        5481000.00000000
        PA
        USD
        6085088.74000000
        0.038552603607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A5HY4
        
          
        
        717641.01000000
        PA
        USD
        702582.01000000
        0.004451268813
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ALHV3
        
          
        
        1519153.54000000
        PA
        USD
        1388714.93000000
        0.008798323000
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        
        05971KAE9
        
          
          
        
        28200000.00000000
        PA
        USD
        26741950.87000000
        0.169425932081
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2025-05-28
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECH INC
        549300UTE50ZMDBG8A20
        
        413875AT2
        
          
          
        
        271000.00000000
        PA
        USD
        264007.57000000
        0.001672642689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-27
          Fixed
          5.05400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412XMX9
        
          
        
        3120.07000000
        PA
        USD
        3351.43000000
        0.000021233273
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZMUNAYGAS NATIONAL CO
        2138001H1M69RFJCSH88
        
        48667QAQ8
        
          
          
        
        12603000.00000000
        PA
        USD
        11144527.53000000
        0.070607113652
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2030-04-24
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91086QBB3
        
          
          
        
        58074000.00000000
        PA
        USD
        48508642.49000000
        0.307330680839
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2044-03-08
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200RWY4
        
          
        
        6129.55000000
        PA
        USD
        6444.74000000
        0.000040831205
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X44M5
        
          
        
        14241248.91000000
        PA
        USD
        14809501.52000000
        0.093826871901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31329N4B1
        
          
        
        2071787.38000000
        PA
        USD
        2029394.88000000
        0.012857405982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        21461729.00000000
        0.135972631823
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2047-02-15
            711792.54000000
            USD
            0.00000000
            USD
            -90137000.00000000
            USD
            20749936.46000000
          
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BR4
        
          
          
        
        25297000.00000000
        PA
        USD
        24376076.63000000
        0.154436732144
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-30
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AHGQ7
        
          
        
        2413626.20000000
        PA
        USD
        311360.68000000
        0.001972652394
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-12-25
          Floating
          4.32643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AHY7
        
          
          
        
        67555.94000000
        PA
        USD
        67988.27000000
        0.000430745538
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XHCC9
        
          
        
        10781721.65000000
        PA
        USD
        10394808.57000000
        0.065857204634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BM1
        
          
          
        
        6265000.00000000
        PA
        USD
        6162491.07000000
        0.039042992732
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-25
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DJ6
        
          
          
        
        10970000.00000000
        PA
        USD
        10271940.51000000
        0.065078763462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280AU3
        
          
          
        
        3347000.00000000
        PA
        USD
        3304905.65000000
        0.020938514280
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-08-18
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        N/A
        
        92915QAU7
        
          
        
        11300000.00000000
        PA
        USD
        10876916.09000000
        0.068911638334
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          2.10271000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38145GAH3
        
          
          
        
        10165000.00000000
        PA
        USD
        9760596.15000000
        0.061839097245
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MFV62
        
          
        
        9421394.48000000
        PA
        USD
        9320881.39000000
        0.059053246526
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38381EX94
        
          
        
        14937914.20000000
        PA
        USD
        918111.99000000
        0.005816777557
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2063-01-16
          Variable
          0.56677000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCDZ8
        
          
        
        1495139.71000000
        PA
        USD
        1376663.88000000
        0.008721972535
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oak Hill Credit Partners
        N/A
        
        67098WAN1
        
          
        
        19270000.00000000
        PA
        USD
        18724183.00000000
        0.118628673452
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-02-24
          Floating
          2.14635000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        
        26884LAG4
        
          
          
        
        5000000.00000000
        PA
        USD
        5376450.00000000
        0.034062961859
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132WM5H3
        
          
        
        299284.85000000
        PA
        USD
        305289.18000000
        0.001934185883
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L23B7
        
          
        
        7160517.97000000
        PA
        USD
        6258493.49000000
        0.039651224329
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        
        09659W2G8
        
          
          
        
        16281000.00000000
        PA
        USD
        16285363.80000000
        0.103177324440
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-10
          Fixed
          4.70500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P8F48
        
          
        
        499586.05000000
        PA
        USD
        481968.46000000
        0.003053552673
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31388CJC5
        
          
        
        76848.82000000
        PA
        USD
        80378.25000000
        0.000509243323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201TLE5
        
          
        
        18673.04000000
        PA
        USD
        20110.94000000
        0.000127414591
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIP MORRIS INTL INC
        HL3H1H2BGXWVG3BSWR90
        
        718172AT6
        
          
          
        
        2328000.00000000
        PA
        USD
        2326664.66000000
        0.014740784267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AACK8
        
          
        
        22478861.97000000
        PA
        USD
        22212458.01000000
        0.140728940100
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFHS3
        
          
        
        9504259.23000000
        PA
        USD
        8992001.52000000
        0.056969599795
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380JBV9
        
          
        
        3323653.08000000
        PA
        USD
        120443.54000000
        0.000763080417
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-12-16
          Variable
          0.50769000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X7YH6
        
          
        
        2951466.51000000
        PA
        USD
        2770105.68000000
        0.017550243027
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        
        25278XAR0
        
          
          
        
        4010000.00000000
        PA
        USD
        3496919.14000000
        0.022155032278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBF0
        
          
          
        
        27340000.00000000
        PA
        USD
        23420827.95000000
        0.148384671890
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBM0
        
          
          
        
        22140000.00000000
        PA
        USD
        22100616.26000000
        0.140020357064
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owl Rock CLO Ltd
        N/A
        
        69122DAA7
        
          
        
        3100000.00000000
        PA
        USD
        3072393.47000000
        0.019465413346
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-20
          Floating
          3.27800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M9UJ9
        
          
        
        62164.16000000
        PA
        USD
        64947.16000000
        0.000411478323
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31374F2P3
        
          
        
        208.89000000
        PA
        USD
        217.00000000
        0.000001374822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412MBF4
        
          
        
        4546.53000000
        PA
        USD
        4658.15000000
        0.000029512110
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-12-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Mortgage Securities,
        N/A
        
        25157GAP7
        
          
        
        2956219.84000000
        PA
        USD
        2688248.86000000
        0.017031632096
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-04-15
          Floating
          1.61400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        
        05684DAA1
        
          
        
        4650000.00000000
        PA
        USD
        4552106.50000000
        0.028840262643
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2033-04-18
          Floating
          2.23429000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291RNU2
        
          
        
        2202.23000000
        PA
        USD
        2356.56000000
        0.000014930188
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        
        110122CP1
        
          
          
        
        5309000.00000000
        PA
        USD
        5128947.02000000
        0.032494885421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-26
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382NT31
        
          
        
        24225412.38000000
        PA
        USD
        4494669.15000000
        0.028476363367
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAAC Series
        N/A
        
        74977YAA7
        
          
          
        
        2625683.58000000
        PA
        USD
        2607999.34000000
        0.016523204353
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-05-25
          Floating
          2.20357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410LNV0
        
          
        
        1786862.38000000
        PA
        USD
        1840996.50000000
        0.011663791826
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31386FVV4
        
          
        
        2800.43000000
        PA
        USD
        2882.07000000
        0.000018259602
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-01-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EHEZ1
        
          
        
        98972.72000000
        PA
        USD
        101270.13000000
        0.000641605627
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371FLW0
        
          
        
        734.05000000
        PA
        USD
        761.79000000
        0.000004826386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PED0
        
          
          
        
        1380000.00000000
        PA
        USD
        1196557.90000000
        0.007580895592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE STREET CORP
        549300ZFEEJ2IP5VME73
        
        857477AN3
        
          
          
        
        1048000.00000000
        PA
        USD
        1041593.01000000
        0.006599102190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-16
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375GB83
        
          
        
        483097.30000000
        PA
        USD
        65759.16000000
        0.000416622819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-08-16
          Floating
          4.59071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMN9
        
          
          
        
        790000.00000000
        PA
        USD
        611957.00000000
        0.003877106259
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200AE54
        
          
        
        22601.64000000
        PA
        USD
        23761.17000000
        0.000150540938
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-11-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371FGR7
        
          
        
        1442.32000000
        PA
        USD
        1516.74000000
        0.000009609436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4156.00000000
        NC
        USD
        1637318.55000000
        0.010373372638
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                FEDERAL RESERVE BANK OF NEW YORK
                30 DAY FEDERAL FUNDS
                
                  
                  
                  
                
              
            
            2022-06-30
            -1712574265.88000000
            USD
            1637318.55000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378BSB6
        
          
        
        2748629.05000000
        PA
        USD
        1148.93000000
        0.000007279144
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-16
          Variable
          0.02841000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        
        3136AV6R5
        
          
        
        1321971.71000000
        PA
        USD
        1286750.02000000
        0.008152315534
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Fixed
          2.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213UH29
        
          
        
        5547.59000000
        PA
        USD
        5833.00000000
        0.000036955473
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-06-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379RV34
        
          
        
        4350794.45000000
        PA
        USD
        164207.68000000
        0.001040351894
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2059-02-16
          Variable
          0.53519000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36178WGN3
        
          
        
        5747.41000000
        PA
        USD
        5487.51000000
        0.000034766592
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BKL5
        
          
        
        781664.63000000
        PA
        USD
        775067.54000000
        0.004910507128
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-02-20
          Floating
          1.25329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        
        30231GBE1
        
          
          
        
        13168000.00000000
        PA
        USD
        11859309.12000000
        0.075135673955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-16
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        126417AA2
        
          
        
        54350000.00000000
        PA
        USD
        52027572.87000000
        0.329625167224
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-09-16
          Floating
          5.06270000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        
        36264FAD3
        
          
          
        
        7020000.00000000
        PA
        USD
        6494875.85000000
        0.041148845123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967KA8
        
          
          
        
        25282000.00000000
        PA
        USD
        24781376.71000000
        0.157004545695
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-29
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AQR2
        
          
        
        68300.08000000
        PA
        USD
        64892.07000000
        0.000411129296
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        
        78015K7H1
        
          
          
        
        6800000.00000000
        PA
        USD
        6300061.96000000
        0.039914584950
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-06-10
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140M7SP7
        
          
        
        757476.70000000
        PA
        USD
        710332.56000000
        0.004500373089
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBU4
        
          
          
        
        690000.00000000
        PA
        USD
        552538.06000000
        0.003500652449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138WDW98
        
          
        
        69158.76000000
        PA
        USD
        71344.60000000
        0.000452009855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132HBH73
        
          
        
        691812.66000000
        PA
        USD
        696904.33000000
        0.004415297382
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        
        378272AP3
        
          
          
        
        157000.00000000
        PA
        USD
        156583.16000000
        0.000992046091
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-27
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        
        19424WAD9
        
          
        
        3163000.00000000
        PA
        USD
        2796569.30000000
        0.017717905570
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2055-07-26
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAG8
        
          
          
        
        5950000.00000000
        PA
        USD
        5618541.57000000
        0.035596753844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FKP0
        
          
        
        134301.55000000
        PA
        USD
        142852.83000000
        0.000905056403
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-09-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBZ5
        
          
          
        
        905000.00000000
        PA
        USD
        717807.91000000
        0.004547733813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-31
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FQ4B6
        
          
        
        14816893.18000000
        PA
        USD
        738844.38000000
        0.004681012180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-25
          Variable
          0.94779800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFSM4
        
          
        
        16377095.28000000
        PA
        USD
        14828266.38000000
        0.093945758287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        
        34528PAK2
        
          
        
        21335000.00000000
        PA
        USD
        21216409.40000000
        0.134418388377
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291H3W2
        
          
        
        6391.09000000
        PA
        USD
        6781.26000000
        0.000042963256
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132A9T64
        
          
        
        1297240.54000000
        PA
        USD
        1286175.65000000
        0.008148676563
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-10-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7NJ8
        
          
          
        
        18676.22000000
        PA
        USD
        19299.07000000
        0.000122270919
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        
        097023CP8
        
          
          
        
        14057000.00000000
        PA
        USD
        10654868.63000000
        0.067504837534
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALE OVERSEAS LIMITED
        254900BA3U6G5DNV5V04
        
        91911TAK9
        
          
          
        
        5508000.00000000
        PA
        USD
        5873841.36000000
        0.037214227643
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2039-11-10
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300MGZ5FI5VFL1177
        
        12591KAH8
        
          
          
        
        394000.00000000
        PA
        USD
        382170.90000000
        0.002421276639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-10-10
          Variable
          4.76200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bear Stearns Adjustable Rate M
        N/A
        
        07384M3F7
        
          
        
        348601.83000000
        PA
        USD
        326666.62000000
        0.002069624495
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-25
          Variable
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        74365PAE8
        
          
          
        
        13500000.00000000
        PA
        USD
        8154811.22000000
        0.051665508571
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2051-02-08
          Fixed
          3.83200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DJ1
        
          
          
        
        2346000.00000000
        PA
        USD
        2315666.22000000
        0.014671102703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-03-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31297UX88
        
          
        
        221189.75000000
        PA
        USD
        230512.21000000
        0.001460429952
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-05-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HTWQ8
        
          
        
        2168895.21000000
        PA
        USD
        2125603.48000000
        0.013466943851
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418CU77
        
          
        
        1116625.46000000
        PA
        USD
        1091623.72000000
        0.006916076061
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFUH2
        
          
        
        4222042.94000000
        PA
        USD
        3816092.08000000
        0.024177179918
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        5493000EBJ0T2MCM3713
        
        64033QAB5
        
          
        
        7697797.00000000
        PA
        USD
        7488005.09000000
        0.047440900926
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-09-25
          Floating
          2.22357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335BZA7
        
          
        
        8919577.19000000
        PA
        USD
        8457118.52000000
        0.053580802497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QHD36
        
          
        
        9492029.85000000
        PA
        USD
        8591258.62000000
        0.054430658650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BHP BILLITON FIN USA LTD
        5493003NUVITP3TMY274
        
        055451AV0
        
          
          
        
        7863000.00000000
        PA
        USD
        8095523.54000000
        0.051289886370
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2043-09-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NAF8
        
          
          
        
        2669000.00000000
        PA
        USD
        2908266.72000000
        0.018425574191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-06-15
          Fixed
          5.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38382HM98
        
          
        
        10627300.00000000
        PA
        USD
        1499405.76000000
        0.009499614283
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29278NAQ6
        
          
          
        
        21808000.00000000
        PA
        USD
        19675392.19000000
        0.124655141169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XGGN3
        
          
        
        4203311.77000000
        PA
        USD
        3825911.83000000
        0.024239393790
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61691KAA9
        
          
        
        2063536.02000000
        PA
        USD
        2012522.73000000
        0.012750511023
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-11-15
          Floating
          2.17400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138MKQ82
        
          
        
        284883.28000000
        PA
        USD
        288313.82000000
        0.001826637028
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L0FH5
        
          
        
        1867739.41000000
        PA
        USD
        1630024.59000000
        0.010327161126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBZ1
        
          
          
        
        26060000.00000000
        PA
        USD
        25254968.29000000
        0.160005025924
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HalseyPoint CLO 3, Ltd.
        N/A
        
        40638UAA7
        
          
        
        4900000.00000000
        PA
        USD
        4821600.00000000
        0.030547661914
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-11-30
          Floating
          2.73600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBQ60
        
          
        
        2088608.86000000
        PA
        USD
        1893512.37000000
        0.011996510641
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AWH7
        
          
        
        235201.61000000
        PA
        USD
        236711.98000000
        0.001499709128
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KKT82
        
          
        
        16374009.80000000
        PA
        USD
        14837581.28000000
        0.094004773638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AETNA INC
        549300QKBENKLBXQ8968
        
        00817YAV0
        
          
          
        
        761000.00000000
        PA
        USD
        751941.43000000
        0.004763989668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9S63
        
          
        
        17664198.65000000
        PA
        USD
        15412263.80000000
        0.097645724221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AHWX0
        
          
        
        12055.70000000
        PA
        USD
        12687.39000000
        0.000080382051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132JBDR1
        
          
        
        696297.03000000
        PA
        USD
        704053.33000000
        0.004460590487
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDD3
        
          
          
        
        2387000.00000000
        PA
        USD
        2259694.46000000
        0.014316488799
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUATE PETROCHEMICAL BV
        635400Y3Z5R4NJSMQ630
        
        29441WAC9
        
          
          
        
        17321000.00000000
        PA
        USD
        17018609.98000000
        0.107822868743
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-11-03
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKC2
        
          
          
        
        3000000.00000000
        PA
        USD
        2330086.35000000
        0.014762462678
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-21
          Fixed
          2.48200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380AK63
        
          
        
        1625186.97000000
        PA
        USD
        296218.44000000
        0.001876717429
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-10-16
          Floating
          4.59071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        3137G0PK9
        
          
        
        8336000.00000000
        PA
        USD
        8369815.82000000
        0.053027688725
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-10-25
          Floating
          5.07357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31371FAX0
        
          
        
        69.58000000
        PA
        USD
        71.77000000
        0.000000454705
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-08-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411AR6
        
          
          
        
        89000.00000000
        PA
        USD
        82251.78000000
        0.000521113233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J8KS1
        
          
        
        1211951.78000000
        PA
        USD
        1253831.09000000
        0.007943754819
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        
        19421UAA2
        
          
        
        8084630.86000000
        PA
        USD
        8007222.14000000
        0.050730445248
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-12-28
          Floating
          3.02357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140MJ7B5
        
          
        
        4469326.83000000
        PA
        USD
        4175784.57000000
        0.026456042656
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAT8
        
          
          
        
        16625000.00000000
        PA
        USD
        17221213.07000000
        0.109106478062
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138EKLG8
        
          
        
        840273.85000000
        PA
        USD
        826067.07000000
        0.005233619042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        B1V7KEBTPIMZEU4LTD58
        
        01F050684
        
          
        
        9100000.00000000
        PA
        USD
        9265115.22000000
        0.058699935155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B3PL5
        
          
        
        99019.45000000
        PA
        USD
        86358.53000000
        0.000547131901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TV77
        
          
        
        5059321.93000000
        PA
        USD
        5191476.02000000
        0.032891043284
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFR29
        
          
        
        1574535.70000000
        PA
        USD
        1403287.80000000
        0.008890650672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XDMP8
        
          
        
        4106364.08000000
        PA
        USD
        3886312.36000000
        0.024622066548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136ABQH9
        
          
        
        2316972.52000000
        PA
        USD
        2454489.01000000
        0.015550626441
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418AK31
        
          
        
        1637043.76000000
        PA
        USD
        1603089.33000000
        0.010156510467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        254900N4SLUMW4XUYY11
        
        88032WAG1
        
          
          
        
        8492000.00000000
        PA
        USD
        8074202.60000000
        0.051154805719
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-01-19
          Fixed
          3.59500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L4H36
        
          
        
        5656628.78000000
        PA
        USD
        4946452.84000000
        0.031338677831
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RBK7
        
          
          
        
        3210000.00000000
        PA
        USD
        2809157.48000000
        0.017797659068
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFMF5
        
          
        
        957040.99000000
        PA
        USD
        903698.22000000
        0.005725457876
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136A5J49
        
          
        
        472014.76000000
        PA
        USD
        509455.35000000
        0.003227698231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12661GAA7
        
          
        
        12661539.01000000
        PA
        USD
        11929784.36000000
        0.075582175905
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AKTB9
        
          
        
        1390093.92000000
        PA
        USD
        57571.30000000
        0.000364747927
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-08-25
          Variable
          1.14600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFU3
        
          
          
        
        14970000.00000000
        PA
        USD
        10645030.77000000
        0.067442508925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEJ7
        
          
          
        
        4810000.00000000
        PA
        USD
        4810177.15000000
        0.030475291465
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138AFWD8
        
          
        
        7107.82000000
        PA
        USD
        7444.58000000
        0.000047165777
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36291PV78
        
          
        
        7494.36000000
        PA
        USD
        7904.04000000
        0.000050076725
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE VANGUARD GROUP INC
        N/A
        
        000000000
        
          
        
        10240000.00000000
        PA
        USD
        7444551.06000000
        0.047165594178
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2050-08-22
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L5GZ3
        
          
        
        1612940.90000000
        PA
        USD
        1414256.89000000
        0.008960146286
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYPAL HOLDINGS INC
        5493005X2GO78EFZ3E94
        
        70450YAL7
        
          
          
        
        3210000.00000000
        PA
        USD
        3181522.97000000
        0.020156812689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-06-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Tru
        N/A
        
        78448YAC5
        
          
        
        13140566.33000000
        PA
        USD
        12021343.56000000
        0.076162257100
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        
        126650DK3
        
          
          
        
        2200000.00000000
        PA
        USD
        1924174.80000000
        0.012190775106
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31409BN78
        
          
        
        3981.53000000
        PA
        USD
        4340.27000000
        0.000027498154
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31397UUU1
        
          
        
        518951.94000000
        PA
        USD
        555375.62000000
        0.003518630055
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXDK5
        
          
        
        33581009.38000000
        PA
        USD
        33611577.50000000
        0.212949043035
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2056-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFN9
        
          
          
        
        4390000.00000000
        PA
        USD
        4365644.81000000
        0.027658918553
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31415WQA4
        
          
        
        7506.98000000
        PA
        USD
        7882.40000000
        0.000049939623
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON CORP
        0NZWDMRCE180888QQE14
        
        278062AC8
        
          
          
        
        5615000.00000000
        PA
        USD
        5612196.49000000
        0.035556554043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12662GAC2
        
          
        
        15831369.71000000
        PA
        USD
        14960416.40000000
        0.094783006117
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-12-27
          Variable
          1.79561000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXLU4
        
          
        
        13172397.06000000
        PA
        USD
        13644854.46000000
        0.086448150183
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468G7
        
          
          
        
        4534000.00000000
        PA
        USD
        4409889.78000000
        0.027939236370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-23
          Fixed
          4.43100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BH8
        
          
          
        
        730000.00000000
        PA
        USD
        731489.81000000
        0.004634416668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION BRANDS INC
        5493005GKEG8QCVY7037
        
        21036PBK3
        
          
          
        
        5460000.00000000
        PA
        USD
        5418776.78000000
        0.034331126818
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-09
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        75513EAD3
        
          
          
        
        6230000.00000000
        PA
        USD
        5376485.08000000
        0.034063184112
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VBU6
        
          
          
        
        1960000.00000000
        PA
        USD
        1776684.06000000
        0.011256334825
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        91087BAS9
        
          
          
        
        42150000.00000000
        PA
        USD
        31835156.11000000
        0.201694372378
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2052-02-12
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MAFB0
        
          
        
        3106.30000000
        PA
        USD
        3273.56000000
        0.000020739921
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae or Freddie Mac
        N/A
        
        01F040685
        
          
        
        9800000.00000000
        PA
        USD
        9650128.89000000
        0.061139222409
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SS8
        
          
          
        
        213870000.00000000
        PA
        USD
        150515189.38000000
        0.953601940900
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        
        02209SBC6
        
          
          
        
        8997000.00000000
        PA
        USD
        8853970.91000000
        0.056095094981
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        31335HXS7
        
          
        
        11878.83000000
        PA
        USD
        11997.43000000
        0.000076010750
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2023-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        
        882508BG8
        
          
          
        
        9000.00000000
        PA
        USD
        8122.31000000
        0.000051459594
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-04
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBJ4
        
          
          
        
        6000000.00000000
        PA
        USD
        5866379.28000000
        0.037166950993
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          4.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KHEP7
        
          
        
        1321697.14000000
        PA
        USD
        1241201.85000000
        0.007863741181
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3136AETS6
        
          
        
        1173542.08000000
        PA
        USD
        170520.12000000
        0.001080344901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-06-25
          Floating
          4.52643000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Waterfall Commercial Mortgage
        N/A
        
        94132LAA5
        
          
        
        1035361.08000000
        PA
        USD
        1007047.37000000
        0.006380235314
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-09-14
          Variable
          4.10370000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        
        19685EAA9
        
          
        
        36240068.49000000
        PA
        USD
        34501795.48000000
        0.218589095690
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2067-02-25
          Variable
          2.99400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TV69
        
          
        
        1869525.03000000
        PA
        USD
        1884553.77000000
        0.011939752660
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201TF77
        
          
        
        11361.87000000
        PA
        USD
        12237.41000000
        0.000077531164
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2033-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137H74C4
        
          
        
        6999113.23000000
        PA
        USD
        203093.27000000
        0.001286714897
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-04-25
          Variable
          0.44967300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        
        59020UQ57
        
          
        
        1714489.37000000
        PA
        USD
        1704953.04000000
        0.010801876772
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-08-25
          Floating
          2.36357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XAEW8
        
          
        
        11916688.27000000
        PA
        USD
        10399995.58000000
        0.065890067383
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        549300U5NFR7S6E3GM41
        
        88732JAN8
        
          
          
        
        403000.00000000
        PA
        USD
        421514.90000000
        0.002670543939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-07-01
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -422.00000000
        NC
        USD
        -164843.76000000
        -0.00104438183
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Put
            Written
            
              
                
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                  
                  
                    BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
                    549300EX04Q2QBFQTQ27
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Short
                  
                    
                      US TREASURY N/B
                      United States Treasury Note/Bond
                      
                        
                        
                        
                      
                    
                  
                  2022-09-21
                  0.00000000
                  USD
                
              
            
            100000.00000000
            117.00000000
            USD
            2022-07-22
            XXXX
            119551.20000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38375BJS2
        
          
        
        833886.32000000
        PA
        USD
        827923.70000000
        0.005245381881
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2061-01-20
          Floating
          1.30329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133B5NJ7
        
          
        
        288132.85000000
        PA
        USD
        281826.94000000
        0.001785538842
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAV8
        
          
          
        
        5687000.00000000
        PA
        USD
        5491323.69000000
        0.034790754012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-23
          Fixed
          4.20300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133APF79
        
          
        
        2964064.40000000
        PA
        USD
        2686378.16000000
        0.017019780116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FG4Y0
        
          
        
        253487.52000000
        PA
        USD
        52737.12000000
        0.000334120564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XBC73
        
          
        
        530023.19000000
        PA
        USD
        477720.98000000
        0.003026642398
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        3477.00000000
        NC
        USD
        -3690141.97000000
        -0.02337921215
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            446573016.97000000
            USD
            -3690141.97000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XASE3
        
          
        
        544228.18000000
        PA
        USD
        492563.02000000
        0.003120675420
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        71568QAB3
        
          
          
        
        16014000.00000000
        PA
        USD
        13771639.65000000
        0.087251408669
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2042-10-24
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jack in the Box Funding, LLC
        N/A
        
        466365AD5
        
          
        
        14556850.00000000
        PA
        USD
        13337280.02000000
        0.084499485837
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2052-02-26
          Fixed
          3.44500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TAL9
        
          
        
        18740334.85000000
        PA
        USD
        18869163.60000000
        0.119547210525
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36210UZL0
        
          
        
        1539.68000000
        PA
        USD
        1631.53000000
        0.000010336698
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2029-03-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QMT95
        
          
        
        10668558.10000000
        PA
        USD
        9655261.01000000
        0.061171737397
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dryden Senior Loan Fund
        N/A
        
        26246GAA1
        
          
        
        31400000.00000000
        PA
        USD
        30406438.14000000
        0.192642606673
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-05-20
          Floating
          2.57800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COS INC
        D71FAKCBLFS2O0RBPG08
        
        969457BD1
        
          
          
        
        23000.00000000
        PA
        USD
        27011.62000000
        0.000171134444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38378H4E3
        
          
        
        501387.20000000
        PA
        USD
        64676.99000000
        0.000409766638
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2042-10-16
          Floating
          4.69071000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M5NM8
        
          
        
        8112.35000000
        PA
        USD
        8726.11000000
        0.000055285021
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3132QNDN6
        
          
        
        66717.19000000
        PA
        USD
        69832.54000000
        0.000442430069
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38377FWM9
        
          
        
        61930.59000000
        PA
        USD
        62195.50000000
        0.000394044944
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KJA69
        
          
        
        408401.24000000
        PA
        USD
        370525.54000000
        0.002347496459
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELEFONICA EMISIONES SAU
        549300Y5MFC4SW5Z3K71
        
        87938WAT0
        
          
          
        
        219000.00000000
        PA
        USD
        214604.39000000
        0.001359644589
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-03-08
          Fixed
          4.10300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BV7
        
          
          
        
        1792000.00000000
        PA
        USD
        1794271.09000000
        0.011367758968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EPY9
        
          
          
        
        3212.45000000
        PA
        USD
        3516.70000000
        0.000022280355
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2037-10-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128P7D91
        
          
        
        47785.00000000
        PA
        USD
        48906.41000000
        0.000309850771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RHW5
        
          
          
        
        5087000.00000000
        PA
        USD
        4987719.87000000
        0.031600128653
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        
        30315DAN8
        
          
        
        349324374.53000000
        PA
        USD
        2023513.84000000
        0.012820146147
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-25
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BK7
        
          
          
        
        12000000.00000000
        PA
        USD
        10855086.72000000
        0.068773336481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1902517.75000000
        0.012053565002
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2052-04-21
            160424.55000000
            USD
            0.00000000
            USD
            -93850000.00000000
            USD
            1742093.20000000
          
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        
        200447AK6
        
          
          
        
        20305000.00000000
        PA
        USD
        15400022.68000000
        0.097568169551
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2033-07-26
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L05B9
        
          
        
        3321055.57000000
        PA
        USD
        2907845.25000000
        0.018422903931
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FY4
        
          
          
        
        1880000.00000000
        PA
        USD
        1634726.98000000
        0.010356953523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APACHE CORP
        72ZZ1XRHOOU9P9X16K08
        
        037411AW5
        
          
          
        
        11863000.00000000
        PA
        USD
        10051282.64000000
        0.063680766529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-09-01
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133KYV30
        
          
        
        4604349.50000000
        PA
        USD
        3945241.01000000
        0.024995414083
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L6TB0
        
          
        
        2681334.71000000
        PA
        USD
        2350198.86000000
        0.014889887217
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-04-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        
        917288BK7
        
          
          
        
        39694000.00000000
        PA
        USD
        40202562.31000000
        0.254706794748
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1083931.50000000
        -0.00686734133
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                IHS MARKIT LTD
                CDX.NA.IG.38.V1
                
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            74825416.07000000
            USD
            0.00000000
            USD
            5883826000.00000000
            USD
            -75909347.57000000
          
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        
        713448EY0
        
          
          
        
        7700000.00000000
        PA
        USD
        7572941.22000000
        0.047979021090
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-01
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31411YTT0
        
          
        
        819.70000000
        PA
        USD
        880.50000000
        0.000005578483
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        
        14448CAS3
        
          
          
        
        650000.00000000
        PA
        USD
        493349.04000000
        0.003125655317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-05
          Fixed
          3.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KHPF2
        
          
        
        1113085.03000000
        PA
        USD
        1042512.93000000
        0.006604930423
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36201EM56
        
          
        
        12242.15000000
        PA
        USD
        13162.66000000
        0.000083393165
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Loanpal Solar Loan Ltd.
        N/A
        
        53948PAA6
        
          
        
        7336499.23000000
        PA
        USD
        6363590.66000000
        0.040317076498
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-01-20
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCTE8
        
          
        
        6416111.53000000
        PA
        USD
        6019430.62000000
        0.038136620935
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TLT0
        
          
        
        6526881.94000000
        PA
        USD
        6571710.65000000
        0.041635638613
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-11-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FIN
        213800ITMMKU4Z7I4F78
        
        822582CG5
        
          
          
        
        11040000.00000000
        PA
        USD
        9974396.24000000
        0.063193646122
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-04-06
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31410GYN7
        
          
        
        292066.14000000
        PA
        USD
        307247.48000000
        0.001946592861
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBP4
        
          
          
        
        760000.00000000
        PA
        USD
        545066.79000000
        0.003453317575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.93900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140HXMR8
        
          
        
        1000000.00000000
        PA
        USD
        889266.13000000
        0.005634022127
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-02-01
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 Henderson Receivables LLC
        N/A
        
        46618LAB6
        
          
        
        1160376.33000000
        PA
        USD
        1066320.40000000
        0.006755764698
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2074-09-17
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299BM5
        
          
          
        
        3900000.00000000
        PA
        USD
        3104827.17000000
        0.019670899845
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2056-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGJ7
        
          
          
        
        21430000.00000000
        PA
        USD
        18341009.30000000
        0.116201043486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140FXBD3
        
          
        
        121608.01000000
        PA
        USD
        122321.77000000
        0.000774980105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X6PH8
        
          
        
        11433847.01000000
        PA
        USD
        10520160.41000000
        0.066651382009
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380QGQ9
        
          
        
        3190921.43000000
        PA
        USD
        3117945.06000000
        0.019754009366
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2070-07-20
          Floating
          1.25329000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38380JKP2
        
          
        
        2374194.81000000
        PA
        USD
        89873.96000000
        0.000569404211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2060-03-16
          Variable
          0.54253000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140J6EW3
        
          
        
        2545285.96000000
        PA
        USD
        2765577.86000000
        0.017521556634
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AK4
        
          
          
        
        3700000.00000000
        PA
        USD
        3014519.83000000
        0.019098749917
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2033-02-11
          Fixed
          2.74600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        
        3136FLFL5
        
          
        
        774064.04000000
        PA
        USD
        134127.35000000
        0.000849775373
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        
        458140BW9
        
          
          
        
        2710000.00000000
        PA
        USD
        2023411.55000000
        0.012819498080
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-12
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -105.00000000
        NC
        USD
        -3281.25000000
        -0.00002078864
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Call
            Written
            
              
                
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                  
                  
                    CHICAGO MERCANTILE EXCHANGE INC.
                    SNZ2OJLFK8MNNCLQOF39
                    
                    000000000
                    
                      
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    US
                  
                  Long
                  
                    
                      NA
                      90 DAY EURO DOLLAR TIME DEPOSIT
                      
                        
                        
                      
                    
                  
                  2022-12-19
                  0.00000000
                  USD
                
              
            
            1000000.00000000
            99.00000000
            USD
            2022-12-19
            XXXX
            30623.25000000
          
        
        
          N
          N
          N
        
      
      
        COOPERAT RABOBANK UA/NY
        DG3RU1DBUFHT4ZF9WN62
        
        21688AAE2
        
          
          
        
        13201000.00000000
        PA
        USD
        13003440.83000000
        0.082384418907
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-05-21
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VDC5
        
          
          
        
        3739000.00000000
        PA
        USD
        3322771.15000000
        0.021051702694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDU2
        
          
          
        
        5924000.00000000
        PA
        USD
        4128619.90000000
        0.026157226829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2056-11-01
          Fixed
          2.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        
        36254KAL6
        
          
        
        10290000.00000000
        PA
        USD
        9971709.72000000
        0.063176625443
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-10
          Fixed
          3.46900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9VH5
        
          
        
        1769703.66000000
        PA
        USD
        1761638.11000000
        0.011161009913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-08-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TA6
        
          
          
        
        109200000.00000000
        PA
        USD
        83107172.15000000
        0.526532644256
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599DL6
        
          
          
        
        2050000.00000000
        PA
        USD
        2183168.00000000
        0.013831648823
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-15
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        
        806851AG6
        
          
          
        
        211000.00000000
        PA
        USD
        209955.12000000
        0.001330188738
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264AAX3
        
          
          
        
        2350000.00000000
        PA
        USD
        2101987.91000000
        0.013317325374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QBR2
        
          
          
        
        3950000.00000000
        PA
        USD
        2401066.75000000
        0.015212165114
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2045-01-23
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        
        595620AT2
        
          
          
        
        7057000.00000000
        PA
        USD
        6862203.09000000
        0.043476078477
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAK6
        
          
          
        
        400000.00000000
        PA
        USD
        405669.52000000
        0.002570154170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-04-01
          Fixed
          6.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818ES3
        
          
          
        
        2257000.00000000
        PA
        USD
        2261851.49000000
        0.014330154848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        
        913017CA5
        
          
          
        
        5000000.00000000
        PA
        USD
        4454479.05000000
        0.028221735529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-05-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        
        698299AW4
        
          
          
        
        10747000.00000000
        PA
        USD
        11648206.77000000
        0.073798216842
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2036-01-26
          Fixed
          6.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KPU7
        
          
        
        35480000.00000000
        PA
        USD
        34258547.78000000
        0.217047978944
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2042-01-25
          Floating
          1.92566000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46639YAU1
        
          
        
        1791000.00000000
        PA
        USD
        1767831.98000000
        0.011200251710
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          3.21600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M9PU0
        
          
        
        198894.10000000
        PA
        USD
        219760.22000000
        0.001392309794
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-03-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36241KBB3
        
          
        
        20881.46000000
        PA
        USD
        23120.30000000
        0.000146480651
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89114QCG1
        
          
          
        
        13370000.00000000
        PA
        USD
        13007141.94000000
        0.082407867608
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2023-06-12
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM COR
        IM7X0T3ECJW4C1T7ON55
        
        674599CN3
        
          
          
        
        4594000.00000000
        PA
        USD
        3586480.21000000
        0.022722454147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        38379RLZ4
        
          
        
        5516935.14000000
        PA
        USD
        164768.23000000
        0.001043903306
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2058-08-16
          Variable
          0.43912000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        
        36962GXZ2
        
          
          
        
        425000.00000000
        PA
        USD
        475864.21000000
        0.003014878671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36200NWX5
        
          
        
        5086.46000000
        PA
        USD
        5370.58000000
        0.000034025771
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-11-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202EKL2
        
          
        
        4804.63000000
        PA
        USD
        5258.72000000
        0.000033317073
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-09-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VAY9
        
          
          
        
        1800000.00000000
        PA
        USD
        1571277.53000000
        0.009954964070
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        
        10922NAF0
        
          
          
        
        131000.00000000
        PA
        USD
        104514.28000000
        0.000662159219
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-06-22
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAJ0
        
          
          
        
        980000.00000000
        PA
        USD
        878995.92000000
        0.005568954328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        
        23330JAB7
        
          
          
        
        39679000.00000000
        PA
        USD
        37288498.97000000
        0.236244495572
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2048-09-25
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FEBS8
        
          
        
        61889186.44000000
        PA
        USD
        1083376.40000000
        0.006863824455
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-12-25
          Variable
          0.49289800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BJ2
        
          
          
        
        8660000.00000000
        PA
        USD
        8667589.97000000
        0.054914262489
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-03
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36202FJT4
        
          
        
        5768.20000000
        PA
        USD
        6318.10000000
        0.000040028866
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-20
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31407XUW9
        
          
        
        112142.67000000
        PA
        USD
        116705.74000000
        0.000739399263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-11-01
          Floating
          2.15900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        74977RDH4
        
          
          
        
        3500000.00000000
        PA
        USD
        3196000.01000000
        0.020248533222
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-06-24
          Fixed
          1.33900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        
        37045XBT2
        
          
          
        
        949000.00000000
        PA
        USD
        911162.13000000
        0.005772746120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-17
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINOPEC GRP OVERSEA 2014
        549300ZIMV82UUECOQ45
        
        82937WAE5
        
          
          
        
        18252000.00000000
        PA
        USD
        18568547.17000000
        0.117642629251
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2024-04-10
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Commercial Mortgage T
        N/A
        
        78485KAA3
        
          
        
        10350000.00000000
        PA
        USD
        9994093.52000000
        0.063318439936
        Long
        ABS-O
        CORP
        KY
        N
        
        2
        
          2038-11-15
          Floating
          2.12924000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AU2
        
          
          
        
        14200000.00000000
        PA
        USD
        11315344.55000000
        0.071689339589
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2032-05-14
          Fixed
          3.09100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133ANC36
        
          
        
        3299197.30000000
        PA
        USD
        2995295.60000000
        0.018976953153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138L9U26
        
          
        
        6696408.57000000
        PA
        USD
        6401441.35000000
        0.040556882804
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUMANA INC
        529900YLDW34GJAO4J06
        
        444859BT8
        
          
          
        
        14780000.00000000
        PA
        USD
        14006187.19000000
        0.088737404802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-23
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZR8
        
          
          
        
        2370000.00000000
        PA
        USD
        2244765.95000000
        0.014221907939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36213RXN2
        
          
        
        135.80000000
        PA
        USD
        147.19000000
        0.000000932534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-08-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        61048796.88000000
        0.386779908620
        N/A
        DIR
        CORP
        US
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2045-07-20
            1319600.76000000
            USD
            0.00000000
            USD
            -165060000.00000000
            USD
            59729196.12000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QCQ90
        
          
        
        2426806.98000000
        PA
        USD
        2273312.07000000
        0.014402764339
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128M8RR7
        
          
        
        543735.05000000
        PA
        USD
        568562.79000000
        0.003602178506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        1652.00000000
        NC
        USD
        10517471.55000000
        0.066634346505
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            244458403.45000000
            USD
            10517471.55000000
          
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622AAHA5
        
          
        
        848344.69000000
        PA
        USD
        816831.10000000
        0.005175103759
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-10-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        
        872898AA9
        
          
          
        
        7100000.00000000
        PA
        USD
        6534640.63000000
        0.041400778310
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-10-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128E4SJ2
        
          
        
        93130.78000000
        PA
        USD
        95316.35000000
        0.000603884941
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-04-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3M COMPANY
        LUZQVYP4VS22CLWDAR65
        
        88579YBJ9
        
          
          
        
        16008000.00000000
        PA
        USD
        14370926.51000000
        0.091048242166
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-26
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ACB9
        
          
          
        
        4900000.00000000
        PA
        USD
        4128238.83000000
        0.026154812527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XFBK6
        
          
        
        2205465.88000000
        PA
        USD
        2089539.84000000
        0.013238459554
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES
        XXRTID9RYWOZ0UPIVR53
        
        212015AS0
        
          
          
        
        14655000.00000000
        PA
        USD
        13803251.40000000
        0.087451687633
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TZ65
        
          
        
        3358783.09000000
        PA
        USD
        3438913.71000000
        0.021787533882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QDWP5
        
          
        
        1604781.86000000
        PA
        USD
        1501532.79000000
        0.009513090265
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASSMUTUAL GLOBAL FUNDIN
        549300K1IE3K7YU6VG29
        
        57629WCU2
        
          
          
        
        20670000.00000000
        PA
        USD
        20201911.31000000
        0.127990948385
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-06-09
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135BF2
        
          
          
        
        6705000.00000000
        PA
        USD
        6368711.46000000
        0.040349519768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-08-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN ENER PART
        549300PDHUGWPWGOT525
        
        494550BU9
        
          
          
        
        540000.00000000
        PA
        USD
        506970.51000000
        0.003211955313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46625HNJ5
        
          
          
        
        9717000.00000000
        PA
        USD
        9634641.43000000
        0.061041100272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31408JD40
        
          
        
        746.16000000
        PA
        USD
        797.79000000
        0.000005054467
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GYC2
        
          
          
        
        1120000.00000000
        PA
        USD
        857160.40000000
        0.005430613511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412GQ38
        
          
        
        3612.84000000
        PA
        USD
        3658.22000000
        0.000023176967
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31390FC49
        
          
        
        1364.01000000
        PA
        USD
        1387.67000000
        0.000008791702
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EOG RESOURCES INC
        XWTZDRYZPBUHIQBKDB46
        
        26875PAP6
        
          
          
        
        203000.00000000
        PA
        USD
        204779.58000000
        0.001297398659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        
        87612GAB7
        
          
          
        
        2600000.00000000
        PA
        USD
        2233789.51000000
        0.014152365758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SN9
        
          
          
        
        123370000.00000000
        PA
        USD
        78547173.36000000
        0.497642379329
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-05-15
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140QNTM4
        
          
        
        7596017.58000000
        PA
        USD
        7346446.93000000
        0.046544047016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBL9
        
          
          
        
        17820000.00000000
        PA
        USD
        15193479.37000000
        0.096259596629
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-22
          Fixed
          2.52200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        522 Funding CLO Ltd
        N/A
        
        33835AAJ8
        
          
        
        30500000.00000000
        PA
        USD
        29592760.23000000
        0.187487480221
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-23
          Floating
          2.33400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KEN95
        
          
        
        327791.55000000
        PA
        USD
        286024.04000000
        0.001812129930
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140L3JA0
        
          
        
        4433104.78000000
        PA
        USD
        3874650.26000000
        0.024548180309
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300NMFC2YLCA2NF13
        
        12625XAG2
        
          
        
        4057000.00000000
        PA
        USD
        4005347.49000000
        0.025376223862
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-08-10
          Variable
          4.53995000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE NEW YORK
        549300D0YARF5HYP1809
        
        22546QAP2
        
          
          
        
        2660000.00000000
        PA
        USD
        2614715.28000000
        0.016565753769
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2024-09-09
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3131WLCE6
        
          
        
        155550.74000000
        PA
        USD
        163946.96000000
        0.001038700080
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EZ2
        
          
          
        
        5380000.00000000
        PA
        USD
        4216397.41000000
        0.026713348801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-28
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810SZ2
        
          
          
        
        26470000.00000000
        PA
        USD
        20469788.61000000
        0.129688108082
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3138X5WM5
        
          
        
        1056141.62000000
        PA
        USD
        1066901.72000000
        0.006759447701
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XG4L0
        
          
        
        1177962.11000000
        PA
        USD
        1054190.83000000
        0.006678916763
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31412XYU2
        
          
        
        4516.71000000
        PA
        USD
        4851.61000000
        0.000030737792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3133A9HC2
        
          
        
        345418.03000000
        PA
        USD
        324086.42000000
        0.002053277416
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUKOIL CAPITAL DAC
        984500BEC55D7EHC4M56
        
        549875AA0
        
          
          
        
        18490000.00000000
        PA
        USD
        11463800.00000000
        0.072629891874
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-04-26
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        
        651229AV8
        
          
          
        
        1682000.00000000
        PA
        USD
        1670040.98000000
        0.010580688410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-01
          Variable
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140KKH80
        
          
        
        2433185.25000000
        PA
        USD
        2130695.89000000
        0.013499207253
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140X9BC8
        
          
        
        2977730.34000000
        PA
        USD
        3067692.81000000
        0.019435631910
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        
        3128MJZZ6
        
          
        
        11961.02000000
        PA
        USD
        12195.91000000
        0.000077268237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        
        49456BAF8
        
          
          
        
        1800000.00000000
        PA
        USD
        1793405.86000000
        0.011362277229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE INC
        787RXPR0UX0O0XUXPZ81
        
        654106AH6
        
          
          
        
        3750000.00000000
        PA
        USD
        3655264.58000000
        0.023158243446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-27
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCY3
        
          
          
        
        233000.00000000
        PA
        USD
        227003.99000000
        0.001438203322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        3622ABU91
        
          
        
        4285692.70000000
        PA
        USD
        4136627.18000000
        0.026207957641
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Structured Asset Investment Lo
        N/A
        
        86358EFY7
        
          
        
        2616501.97000000
        PA
        USD
        2546070.19000000
        0.016130846892
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-02-25
          Floating
          2.42357000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179SJS7
        
          
          
        
        4765433.28000000
        PA
        USD
        4572398.35000000
        0.028968823406
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2046-08-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCN9
        
          
          
        
        1150000.00000000
        PA
        USD
        1151648.25000000
        0.007296366638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2058-10-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        
        375558BD4
        
          
          
        
        3967000.00000000
        PA
        USD
        3812626.93000000
        0.024155226162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        31418ALB2
        
          
        
        32938.08000000
        PA
        USD
        33879.46000000
        0.000214646235
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BB5
        
          
          
        
        2125000.00000000
        PA
        USD
        2446736.69000000
        0.015501510950
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage A
        549300M8ZYFG0OCMTT87
        
        36179TNS0
        
          
        
        2703237.56000000
        PA
        USD
        2725227.75000000
        0.017265915038
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AK6
        
          
          
        
        4130000.00000000
        PA
        USD
        3973950.18000000
        0.025177303502
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-12-15
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        
        3140XCT32
        
          
        
        7992056.22000000
        PA
        USD
        7827988.34000000
        0.049594894077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-08-18
      Western Asset Funds Inc
      Christopher Berarducci
      Christopher Berarducci
      Principal Financial Officer