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Form NPORT-P VALIC Co I For: May 31

July 28, 2022 3:36 PM

  
    NPORT-P
    false
    
      
      
        
          0000719423
          XXXXXXXX
        
      
      
      
      
        S000007994
        C000021763
      
      
      
    
  
  
    
      VALIC Co I
      811-03738
      0000719423
      549300N3XZ1M1QABFI47
      2929 ALLEN PARKWAY
      C/O VARIABLE ANNUITY LIFE INSURANCE CO
      HOUSTON
      
      77019
      800-448-2542
      Asset Allocation Fund
      S000007994
      549300HUV8X45ZFZG207
      2022-05-31
      2022-05-31
      N
    
    
      143616892.30
      2380847.24
      141236045.06
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      11414.17000000
      
        
          USD
          
          
        
      
      
      
      
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKP3
        
          
        
        45000.00000000
        PA
        USD
        45355.91000000
        0.032113551452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-27
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654AW5
        
          
        
        26000.00000000
        PA
        USD
        21100.56000000
        0.014939925562
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UGL98
        
          
        
        287826.74000000
        PA
        USD
        281460.42000000
        0.199283702599
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236AC5
        
          
        
        56000.00000000
        PA
        USD
        46381.54000000
        0.032839732930
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERGY INC
        549300PGTHDQY6PSUI61
        Evergy Inc
        30034WAB2
        
          
        
        151000.00000000
        PA
        USD
        136400.20000000
        0.096576054605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBJ8
        
          
        
        47000.00000000
        PA
        USD
        40230.41000000
        0.028484520352
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-31
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST MARKETS PLC
        RR3QWICWWIPCS8A4S074
        NatWest Markets PLC
        63906YAD0
        
          
        
        200000.00000000
        PA
        USD
        180470.34000000
        0.127779236471
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-29
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC LEHMAN BRTH HLDH PROD
        N/A
        ESC LEHMAN BRTH HLDH PROD
        525ESC1H2
        
          
        
        44000.00000000
        PA
        USD
        176.00000000
        0.000124614081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2016-04-04
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UXC59
        
          
        
        26046.99000000
        PA
        USD
        26569.61000000
        0.018812201933
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBQ3
        
          
        
        10000.00000000
        PA
        USD
        8025.39000000
        0.005682253419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-11-15
          Fixed
          3.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2018-1 A PTT
        N/A
        United Airlines 2018-1 Class A Pass Through Trust
        90931VAA4
        
          
        
        37525.33000000
        PA
        USD
        33494.74000000
        0.023715433256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co
        476556DC6
        
          
        
        65000.00000000
        PA
        USD
        65155.67000000
        0.046132465669
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617XVVU4
        
          
        
        133864.89000000
        PA
        USD
        133507.96000000
        0.094528248750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-12-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617F25R4
        
          
        
        110000.00000000
        PA
        USD
        114865.01000000
        0.081328395985
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAD8
        
          
        
        140000.00000000
        PA
        USD
        122944.20000000
        0.087048741663
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Cascade MH Asset Trust
        N/A
        Cascade MH Asset Trust 2021-MH1
        14731QAA7
        
          
        
        150133.08000000
        PA
        USD
        136208.75000000
        0.096440501390
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-02-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        Public Storage
        74460DAH2
        
          
        
        18000.00000000
        PA
        USD
        15979.58000000
        0.011314094778
        Long
        DBT
        
        US
        N
        
        2
        
          2028-11-09
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CG2
        
          
        
        8000.00000000
        PA
        USD
        7060.02000000
        0.004998738103
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GGL7
        
          
        
        149000.00000000
        PA
        USD
        145712.81000000
        0.103169704262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-24
          Fixed
          3.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L54D9
        
          
        
        56457.79000000
        PA
        USD
        59230.10000000
        0.041936957364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-01-01
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dollar General Corp
        OPX52SQVOZI8IVSWYU66
        Dollar General Corp
        256677105
        
          
        
        4718.00000000
        NS
        USD
        1039564.12000000
        0.736047316786
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SCENTRE GROUP TRUST 1/2
        N/A
        Scentre Group Trust 1 / Scentre Group Trust 2
        80622GAD6
        
          
        
        140000.00000000
        PA
        USD
        137761.01000000
        0.097539555105
        Long
        DBT
        
        AU
        N
        
        2
        
          2026-01-28
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tyson Foods Inc
        WD6L6041MNRW1JE49D58
        Tyson Foods Inc
        902494BC6
        
          
        
        44000.00000000
        PA
        USD
        43303.44000000
        0.030660331774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-02
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHWESTERN MUTUAL GLBL
        635400LZXFVELZDVP257
        Northwestern Mutual Global Funding
        66815L2D0
        
          
        
        25000.00000000
        PA
        USD
        22425.31000000
        0.015877894336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER
        1B4S6S7G0TW5EE83BO58
        American Electric Power Co Inc
        025537AK7
        
          
        
        160000.00000000
        PA
        USD
        156077.16000000
        0.110508022179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WQA9
        
          
        
        484293.46000000
        PA
        USD
        455947.57000000
        0.322826633814
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-10-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B3M38
        
          
        
        94381.48000000
        PA
        USD
        90231.30000000
        0.063886878141
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAH5
        
          
        
        129000.00000000
        PA
        USD
        125180.96000000
        0.088632445029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LMNC3
        
          
        
        327160.95000000
        PA
        USD
        324351.66000000
        0.229652182530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NCY5
        
          
        
        154000.00000000
        PA
        USD
        132430.71000000
        0.093765518528
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F032666
        
          
        
        830000.00000000
        PA
        USD
        813594.53000000
        0.576053039190
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASCO CORP
        5GCSNMQXHEYA1JO8QN11
        Masco Corp
        574599BP0
        
          
        
        57000.00000000
        PA
        USD
        46666.85000000
        0.033041742269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
        
        80000.00000000
        PA
        USD
        62318.75000000
        0.044123828285
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progressive Corp/The
        529900TACNVLY9DCR586
        Progressive Corp/The
        743315103
        
          
        
        7701.00000000
        NS
        USD
        919345.38000000
        0.650928294975
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        H1J8DDZKZP6H7RWC0H53
        QUALCOMM Inc
        747525BR3
        
          
        
        20000.00000000
        PA
        USD
        20222.21000000
        0.014318023413
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marlette Funding Trust
        N/A
        Marlette Funding Trust 2021-1
        57110NAB2
        
          
        
        101000.00000000
        PA
        USD
        99202.54000000
        0.070238826043
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-06-16
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CJ3
        
          
        
        50000.00000000
        PA
        USD
        48183.77000000
        0.034115774043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-13
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7V70
        
          
        
        53768.00000000
        PA
        USD
        51939.09000000
        0.036774670359
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QM6G4
        
          
        
        113840.50000000
        PA
        USD
        108834.43000000
        0.077058536971
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AH3
        
          
        
        110000.00000000
        PA
        USD
        109934.00000000
        0.077837070524
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382YFS7
        
          
        
        125000.00000000
        PA
        USD
        142372.43000000
        0.100804599802
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2071-06-20
          Variable
          8.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        McDonald's Corp
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        580135101
        
          
        
        9660.00000000
        NS
        USD
        2436348.60000000
        1.725018991409
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        COTERRA ENERGY INC
        FCNMH6O7VWU7LHXMK351
        Coterra Energy Inc
        127097AE3
        
          
        
        46000.00000000
        PA
        USD
        45294.00000000
        0.032069717033
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ION MEDIA ESCROW
        N/A
        ION MEDIA ESCROW
        000000000
        
          
        
        18.00000000
        NS
        USD
        64.09000000
        0.000045377934
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        PIEDMONT HEALTHCARE INC
        N/A
        Piedmont Healthcare Inc
        72014TAE9
        
          
        
        25000.00000000
        PA
        USD
        18309.55000000
        0.012963794045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AF2
        
          
        
        94000.00000000
        PA
        USD
        93214.07000000
        0.065998782364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83367TBJ7
        
          
        
        200000.00000000
        PA
        USD
        199805.14000000
        0.141468942942
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-04-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYJ7
        
          
        
        15000.00000000
        PA
        USD
        12619.75000000
        0.008935219047
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBV0
        
          
        
        19000.00000000
        PA
        USD
        18486.75000000
        0.013089257768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-21
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OGE ENERGY CORP
        CE5OG6JPOZMDSA0LAQ19
        OGE Energy Corp
        670837AC7
        
          
        
        15000.00000000
        PA
        USD
        14655.32000000
        0.010376472941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-2 A PTT
        N/A
        United Airlines 2016-2 Class A Pass Through Trust
        90932DAA3
        
          
        
        26674.24000000
        PA
        USD
        23656.37000000
        0.016749527353
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-07
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661DN4
        
          
        
        67000.00000000
        PA
        USD
        56182.59000000
        0.039779214984
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-04-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo & Co
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746101
        
          
        
        32468.00000000
        NS
        USD
        1486060.36000000
        1.052182082391
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        KOHL'S CORPORATION
        549300JF6LPRTRJ0FH50
        Kohl's Corp
        500255AX2
        
          
        
        38000.00000000
        PA
        USD
        33951.97000000
        0.024039167894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GWL4
        
          
        
        40000.00000000
        PA
        USD
        39152.01000000
        0.027720975890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2021-1
        25273CAC4
        
          
        
        60575.10000000
        PA
        USD
        57393.90000000
        0.040636864318
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NextEra Energy Inc
        N/A
        NextEra Energy Inc
        65339F101
        
          
        
        36702.00000000
        NS
        USD
        2777974.38000000
        1.966901847768
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        Sysco Corp
        871829BK2
        
          
        
        122000.00000000
        PA
        USD
        107044.00000000
        0.075790850667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LGDR0
        
          
        
        140000.00000000
        PA
        USD
        138624.71000000
        0.098151084548
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BJ0
        
          
        
        68000.00000000
        PA
        USD
        59739.46000000
        0.042297601844
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-04-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        FREED ABS Trust 2021-2
        35635CAB8
        
          
        
        100000.00000000
        PA
        USD
        99078.37000000
        0.070150909392
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-19
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        409000.00000000
        PA
        USD
        312693.28000000
        0.221397646661
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287Y109
        
          
        
        19861.00000000
        NS
        USD
        2926915.57000000
        2.072357356619
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRITON CONTAINER
        549300O4LZFLCX53XZ54
        Triton Container International Ltd
        89680YAA3
        
          
        
        100000.00000000
        PA
        USD
        90566.46000000
        0.064124183002
        Long
        DBT
        CORP
        BM
        N
        
        2
        
          2026-04-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2021-GS1
        52474JAA4
        
          
        
        93347.42000000
        PA
        USD
        90471.89000000
        0.064057224175
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCIV LLC
        92873AAA6
        
          
        
        213108.27000000
        PA
        USD
        203123.61000000
        0.143818534364
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABP1
        
          
        
        120000.00000000
        PA
        USD
        107683.35000000
        0.076243532558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Multifamily Structured Credit Risk
        N/A
        Freddie Mac Multifamily Structured Credit Risk
        35563JAA1
        
          
        
        102188.84000000
        PA
        USD
        92944.66000000
        0.065808030776
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-07-25
          Floating
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL
        549300U37G2I8G4RUG09
        TotalEnergies Capital International SA
        89153VAX7
        
          
        
        58000.00000000
        PA
        USD
        48039.25000000
        0.034013448889
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2041-06-29
          Fixed
          2.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L3KY0
        
          
        
        69822.12000000
        PA
        USD
        75903.69000000
        0.053742435203
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMPOWER FINANCE 2020 LP
        N/A
        Empower Finance 2020 LP
        29248HAC7
        
          
        
        68000.00000000
        PA
        USD
        50518.43000000
        0.035768793992
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-09-17
          Fixed
          3.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAV7
        
          
        
        150000.00000000
        PA
        USD
        134386.47000000
        0.095150264185
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2026-10-29
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBQ0
        
          
        
        239000.00000000
        PA
        USD
        204844.18000000
        0.145036757375
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAU2
        
          
        
        40000.00000000
        PA
        USD
        32358.48000000
        0.022910921915
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2041-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VBB9
        
          
        
        44000.00000000
        PA
        USD
        40842.52000000
        0.028917915382
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-3
        69546RAA4
        
          
        
        145029.33000000
        PA
        USD
        141774.29000000
        0.100381096015
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KANSAS CITY SOUTHERN
        5493008C12PZMWP3WY03
        Kansas City Southern/Old
        485170BB9
        
          
        
        22000.00000000
        PA
        USD
        21587.27000000
        0.015284533060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-05-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uber Technologies Inc
        549300B2FTG34FILDR98
        Uber Technologies Inc
        90353T100
        
          
        
        28074.00000000
        NS
        USD
        651316.80000000
        0.461154799203
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2A9
        
          
        
        25000.00000000
        PA
        USD
        22690.54000000
        0.016065686341
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCVII LLC
        91835EAA7
        
          
        
        177338.58000000
        PA
        USD
        169212.00000000
        0.119807942744
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-04-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Issuance Trust 2021-B
        68377GAA4
        
          
        
        255000.00000000
        PA
        USD
        238113.98000000
        0.168592925339
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-05-08
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Accelerated Assets
        N/A
        Accelerated 2021-1H LLC
        00439KAB2
        
          
        
        59234.92000000
        PA
        USD
        54972.27000000
        0.038922266604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-10-20
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Theorem Funding Trust
        N/A
        Theorem Funding Trust 2021-1
        88339VAA6
        
          
        
        87566.73000000
        PA
        USD
        85974.33000000
        0.060872796291
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-1
        69547JAA1
        
          
        
        219186.55000000
        PA
        USD
        215410.18000000
        0.152517850459
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          1.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Drive Auto Receivables Trust
        N/A
        Drive Auto Receivables Trust 2021-1
        262108AF0
        
          
        
        120000.00000000
        PA
        USD
        114362.41000000
        0.080972537818
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HBA5
        
          
        
        40000.00000000
        PA
        USD
        33313.52000000
        0.023587123234
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2031-05-11
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617ULV54
        
          
        
        459769.01000000
        PA
        USD
        457367.82000000
        0.323832219888
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIKE Inc
        787RXPR0UX0O0XUXPZ81
        NIKE Inc
        654106103
        
          
        
        9553.00000000
        NS
        USD
        1135374.05000000
        0.803884057725
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2001-T12
        31392A5L8
        
          
        
        102142.94000000
        PA
        USD
        108697.30000000
        0.076961444193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-08-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CA1
        
          
        
        19000.00000000
        PA
        USD
        17387.68000000
        0.012311078232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC Holdings PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280AM1
        
          
        
        95000.00000000
        PA
        USD
        107200.96000000
        0.075901983770
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2042-01-14
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        Pretium Mortgage Credit Partners I 2021-NPL1 LLC
        741389AA8
        
          
        
        173574.32000000
        PA
        USD
        165535.16000000
        0.117204612979
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        561525.00000000
        NS
        USD
        561525.00000000
        0.397579102247
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2021-1
        00091KAB1
        
          
        
        100000.00000000
        PA
        USD
        99210.34000000
        0.070244348712
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-22
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricolor Auto Securitization Trust
        N/A
        Tricolor Auto Securitization Trust 2021-1
        89615BAC9
        
          
        
        115000.00000000
        PA
        USD
        113044.69000000
        0.080039546527
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-09-16
          Fixed
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECH CORP
        I07WOS4YJ0N7YRFE7309
        Raytheon Technologies Corp
        75513EAD3
        
          
        
        86000.00000000
        PA
        USD
        75942.04000000
        0.053769588328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-A
        12656NAE1
        
          
        
        300000.00000000
        PA
        USD
        293652.36000000
        0.207916017384
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          0.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
        
        200000.00000000
        PA
        USD
        185176.00000000
        0.131111006344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617ULWB0
        
          
        
        239756.24000000
        PA
        USD
        231648.03000000
        0.164014809322
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JY4
        
          
        
        20000.00000000
        PA
        USD
        19439.19000000
        0.013763618197
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Affirm Inc
        N/A
        Affirm Asset Securitization Trust 2021-A
        00833MAA2
        
          
        
        145000.00000000
        PA
        USD
        142678.58000000
        0.101021364581
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-15
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEYCORP
        RKPI3RZGV1V1FJTH5T61
        KeyCorp
        49326EEK5
        
          
        
        140000.00000000
        PA
        USD
        128631.94000000
        0.091075858110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-06
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2Q5
        
          
        
        69000.00000000
        PA
        USD
        56008.77000000
        0.039656144418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-04-30
          Fixed
          3.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIFE STORAGE LP
        X0MIGH67XZCB7HL1A534
        Life Storage LP
        53227JAD6
        
          
        
        35000.00000000
        PA
        USD
        28815.38000000
        0.020402284691
        Long
        DBT
        
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKE-TWO INTERACTIVE SOF
        BOMSTHHJK882EWYX3334
        Take-Two Interactive Software Inc
        874054AG4
        
          
        
        52000.00000000
        PA
        USD
        51343.69000000
        0.036353106587
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-14
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Credit Acceptance Receivables Trust
        N/A
        American Credit Acceptance Receivables Trust 2021-1
        02528BAC8
        
          
        
        30487.20000000
        PA
        USD
        30432.06000000
        0.021546949992
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-13
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Upstart Securitization Trust
        N/A
        Upstart Securitization Trust 2021-1
        91681NAA2
        
          
        
        42194.02000000
        PA
        USD
        41813.16000000
        0.029605162040
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-20
          Fixed
          0.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136B0XN1
        
          
        
        156350.38000000
        PA
        USD
        156753.58000000
        0.110986950911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-01-25
          Variable
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Xcel Energy Inc
        LGJNMI9GH8XIDG5RCM61
        Xcel Energy Inc
        98389B100
        
          
        
        15631.00000000
        NS
        USD
        1177639.54000000
        0.833809485036
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAA5
        
          
        
        100000.00000000
        PA
        USD
        94145.74000000
        0.066658436916
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHYSICIANS REALTY LP
        549300P6Q1UMT0X60U20
        Physicians Realty LP
        71951QAC6
        
          
        
        15000.00000000
        PA
        USD
        12593.94000000
        0.008916944675
        Long
        DBT
        
        US
        N
        
        2
        
          2031-11-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDR9
        
          
        
        1600000.00000000
        PA
        USD
        1559937.50000000
        1.104489650172
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-12-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CD1
        
          
        
        20000.00000000
        PA
        USD
        18598.46000000
        0.013168352308
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KKVR7
        
          
        
        134479.04000000
        PA
        USD
        128615.02000000
        0.091063878166
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BU7
        
          
        
        100000.00000000
        PA
        USD
        83768.00000000
        0.059310638416
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 B PTT
        N/A
        United Airlines 2019-2 Class B Pass Through Trust
        90932KAA7
        
          
        
        46523.19000000
        PA
        USD
        42107.52000000
        0.029813579091
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SU3
        
          
        
        352000.00000000
        PA
        USD
        268853.75000000
        0.190357744643
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017AX2
        
          
        
        40000.00000000
        PA
        USD
        37599.35000000
        0.026621638961
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-01
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CP5
        
          
        
        308000.00000000
        PA
        USD
        271772.98000000
        0.192424660351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-02
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPG Industries Inc
        549300BKPEP01R3V6C59
        PPG Industries Inc
        693506107
        
          
        
        10053.00000000
        NS
        USD
        1271603.97000000
        0.900339548207
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MICROCHIP TECHNOLOGY INC
        5493007PTFULNYZJ1R12
        Microchip Technology Inc
        595017BB9
        
          
        
        47000.00000000
        PA
        USD
        45027.40000000
        0.031880955021
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-15
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mercury Financial Credit Card Master Trust
        N/A
        Mercury Financial Credit Card Master Trust
        58940BAA4
        
          
        
        140000.00000000
        PA
        USD
        134856.01000000
        0.095482714729
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Kraft Heinz Foods Co
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAB2
        
          
        
        19000.00000000
        PA
        USD
        16838.11000000
        0.011921963683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-06-01
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617VQ2T2
        
          
        
        206778.54000000
        PA
        USD
        205222.32000000
        0.145304493560
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNESSEE GAS PIPELINE
        N/A
        Tennessee Gas Pipeline Co LLC
        880451AZ2
        
          
        
        70000.00000000
        PA
        USD
        62562.07000000
        0.044296107253
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marriott International Inc/MD
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903202
        
          
        
        7386.00000000
        NS
        USD
        1267289.88000000
        0.897285023424
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MARTIN MARIETTA MATERIAL
        5299005MZ4WZECVATV08
        Martin Marietta Materials Inc
        573284AV8
        
          
        
        57000.00000000
        PA
        USD
        49452.24000000
        0.035013894632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        Park Aerospace Holdings Ltd
        70014LAC4
        
          
        
        46000.00000000
        PA
        USD
        46023.38000000
        0.032586143275
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FleetCor Technologies Inc
        549300DG6RR0NQSFLN74
        FleetCor Technologies Inc
        339041105
        
          
        
        1947.00000000
        NS
        USD
        484433.07000000
        0.342995352067
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Truist Financial Corp
        549300DRQQI75D2JP341
        Truist Financial Corp
        89832Q109
        
          
        
        35248.00000000
        NS
        USD
        1753235.52000000
        1.241351327315
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133BBA90
        
          
        
        60000.00000000
        PA
        USD
        62857.01000000
        0.044504934964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617XXAR0
        
          
        
        144306.86000000
        PA
        USD
        144279.83000000
        0.102155104908
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Advanced Micro Devices Inc
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
        
        20291.00000000
        NS
        USD
        2066841.26000000
        1.463395027184
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES
        5BV01I6231JPDAPMGH09
        TransCanada PipeLines Ltd
        89352HBA6
        
          
        
        37000.00000000
        PA
        USD
        36533.89000000
        0.025867256467
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KT3U7
        
          
        
        384106.92000000
        PA
        USD
        388445.46000000
        0.275032807549
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AWMX2
        
          
        
        95415.54000000
        PA
        USD
        97405.36000000
        0.068966360505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vulcan Materials Co
        549300Q8LSNHAVWBNI21
        Vulcan Materials Co
        929160109
        
          
        
        4211.00000000
        NS
        USD
        694267.57000000
        0.491565428432
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCR0
        
          
        
        260000.00000000
        PA
        USD
        232354.69000000
        0.164515149019
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Centene Corp
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135B101
        
          
        
        21508.00000000
        NS
        USD
        1751611.52000000
        1.240201479201
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DELTA AIR LINES 2020-A
        N/A
        Delta Air Lines 2020-1 Class A Pass Through Trust
        247361ZW1
        
          
        
        61376.78000000
        PA
        USD
        56282.79000000
        0.039850160046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-10
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Alphabet Inc
        5493006MHB84DD0ZWV18
        Alphabet Inc
        02079K305
        
          
        
        2306.00000000
        NS
        USD
        5246703.44000000
        3.714847323692
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LFVV3
        
          
        
        105000.00000000
        PA
        USD
        100270.85000000
        0.070995226436
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FINANCE CORP
        549300QHC068L40NNM71
        Bunge Ltd Finance Corp
        120568BC3
        
          
        
        26000.00000000
        PA
        USD
        22424.30000000
        0.015877179221
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Prologis Inc
        529900DFH19P073LZ636
        Prologis Inc
        74340W103
        
          
        
        18599.00000000
        NS
        USD
        2371000.52000000
        1.678750292811
        Long
        EC
        
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CN0
        
          
        
        47000.00000000
        PA
        USD
        43767.50000000
        0.030988902288
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-02
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617W0AL6
        
          
        
        90884.15000000
        PA
        USD
        87793.34000000
        0.062160718223
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAH4
        
          
        
        24000.00000000
        PA
        USD
        22575.23000000
        0.015984042876
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eastman Chemical Co
        FDPVHDGJ1IQZFK9KH630
        Eastman Chemical Co
        277432100
        
          
        
        8331.00000000
        NS
        USD
        917742.96000000
        0.649793726247
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UHAE7
        
          
        
        263308.47000000
        PA
        USD
        263152.57000000
        0.186321112211
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Scientific Corp
        Y6ZDD9FP4P8JSSJMW954
        Boston Scientific Corp
        101137107
        
          
        
        33822.00000000
        NS
        USD
        1387040.22000000
        0.982072401850
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LGFW7
        
          
        
        160000.00000000
        PA
        USD
        162305.79000000
        0.114918107435
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-01-01
          Fixed
          3.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617XRCV2
        
          
        
        154045.83000000
        PA
        USD
        152872.41000000
        0.108238948446
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ajax Mortgage Loan Trust
        N/A
        Ajax Mortgage Loan Trust 2021-B
        00970LAA7
        
          
        
        116173.40000000
        PA
        USD
        109100.66000000
        0.077247037010
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UDR INC
        P3CH2EG5X6Z1XWU1OO74
        UDR Inc
        90265EAT7
        
          
        
        57000.00000000
        PA
        USD
        45990.99000000
        0.032563210036
        Long
        DBT
        
        US
        N
        
        2
        
          2032-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Baker Hughes Co
        N/A
        Baker Hughes Co
        05722G100
        
          
        
        29189.00000000
        NS
        USD
        1050220.22000000
        0.743592203784
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        NXP Semiconductors NV
        724500M9BY5293JDF951
        NXP Semiconductors NV
        000000000
        
          
        
        16078.00000000
        NS
        USD
        3050961.28000000
        2.160186005423
        Long
        EC
        CORP
        NL
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Leidos Holdings Inc
        549300IUTGTP6EJP8124
        Leidos Holdings Inc
        525327102
        
          
        
        7135.00000000
        NS
        USD
        745607.50000000
        0.527915872809
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2021-2
        33844WAA8
        
          
        
        110453.81000000
        PA
        USD
        108925.64000000
        0.077123116803
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAM1
        
          
        
        74000.00000000
        PA
        USD
        73410.99000000
        0.051977517473
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crossroads Asset Trust
        N/A
        Crossroads Asset Trust 2021-A
        22767CAC4
        
          
        
        205000.00000000
        PA
        USD
        198253.06000000
        0.140370016673
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-06-20
          Fixed
          1.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MJLM5
        
          
        
        59710.24000000
        PA
        USD
        57065.86000000
        0.040404600663
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sierra Receivables Funding Co LLC
        N/A
        Sierra Timeshare 2021-2 Receivables Funding LLC
        82652RAB5
        
          
        
        66033.41000000
        PA
        USD
        62175.74000000
        0.044022572264
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-20
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBN9
        
          
        
        145000.00000000
        PA
        USD
        106754.38000000
        0.075585789700
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-10
          Fixed
          2.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT Asset Securitization, LLC
        N/A
        VCAT 2021-NPL2 LLC
        91822YAA8
        
          
        
        66075.31000000
        PA
        USD
        63458.87000000
        0.044931072640
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lowe's Cos Inc
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661107
        
          
        
        5742.00000000
        NS
        USD
        1121412.60000000
        0.793998868719
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HT2W8
        
          
        
        160000.00000000
        PA
        USD
        158102.42000000
        0.111941976237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-01
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QM4X9
        
          
        
        127231.12000000
        PA
        USD
        117264.35000000
        0.083027211608
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORP
        5493004NW4M4P8TMMK63
        Air Lease Corp
        00914AAM4
        
          
        
        10000.00000000
        PA
        USD
        8925.33000000
        0.006319442034
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHL80
        
          
        
        69725.11000000
        PA
        USD
        70710.80000000
        0.050065689654
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust 2021-2
        30166RAE7
        
          
        
        240000.00000000
        PA
        USD
        234984.70000000
        0.166377286973
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JETBLUE 2020-1 CLASS B
        N/A
        JetBlue 2020-1 Class B Pass Through Trust
        477164AB3
        
          
        
        43861.59000000
        PA
        USD
        46759.20000000
        0.033107129260
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2020-SFR1 Trust
        74331CAE8
        
          
        
        115000.00000000
        PA
        USD
        107492.02000000
        0.076108064307
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-04-17
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAC5
        
          
        
        139000.00000000
        PA
        USD
        131542.49000000
        0.093136628078
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844108
        
          
        
        7552.00000000
        NS
        USD
        1809912.32000000
        1.281480460056
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        Macquarie Group Ltd
        55608JAZ1
        
          
        
        100000.00000000
        PA
        USD
        83548.14000000
        0.059154969940
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2033-01-14
          Fixed
          2.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Microsoft Corp
        INR2EJN1ERAN0W5ZP974
        Microsoft Corp
        594918104
        
          
        
        25686.00000000
        NS
        USD
        6983252.82000000
        4.944384287334
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAA4
        
          
        
        95984.15000000
        PA
        USD
        86306.59000000
        0.061108047852
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chicago Mercantile Exchange
        SNZ2OJLFK8MNNCLQOF39
        S+P500 EMINI FUT JUN22
        000000000
        
          
        
        3.00000000
        NC
        USD
        33331.41000000
        0.023599789972
        N/A
        DE
        
        US
        N
        
        1
        
          
            
              Chicago Mercantile Exchange
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                CME E-Mini Standard & Poor's 500 Index Future
                ESM2 INDEX
              
            
            2022-06-17
            586356.09000000
            USD
            33331.41000000
          
        
        
          N
          N
          N
        
      
      
        NORDSTROM INC
        549300S3IZB5P35KNV16
        Nordstrom Inc
        655664AY6
        
          
        
        47000.00000000
        PA
        USD
        39621.47000000
        0.028053369791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36241L4J2
        
          
        
        37428.41000000
        PA
        USD
        38524.09000000
        0.027276386834
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-12-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE INSURANCE
        TAE73CY392TBWJ3O3305
        New York Life Insurance Co
        64952GAT5
        
          
        
        68000.00000000
        PA
        USD
        58207.19000000
        0.041212701740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AK6
        
          
        
        50000.00000000
        PA
        USD
        49629.49000000
        0.035139393756
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTOZONE INC
        GA3JGKJ41LJKXDN23E90
        AutoZone Inc
        053332AY8
        
          
        
        84000.00000000
        PA
        USD
        84081.07000000
        0.059532302794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MDKH0
        
          
        
        163723.30000000
        PA
        USD
        163900.63000000
        0.116047309261
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-AMERICA APARTMENTS
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAN7
        
          
        
        19000.00000000
        PA
        USD
        18533.55000000
        0.013122393785
        Long
        DBT
        
        US
        N
        
        2
        
          2027-06-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW ENGLAND POWER CO
        549300DTVRGN9GYD5U85
        New England Power Co
        644188BG8
        
          
        
        58000.00000000
        PA
        USD
        39486.02000000
        0.027957466511
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-10-06
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X6PC9
        
          
        
        100326.26000000
        PA
        USD
        96470.10000000
        0.068304164109
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CM5
        
          
        
        270000.00000000
        PA
        USD
        248568.03000000
        0.175994753955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140M4M54
        
          
        
        69557.23000000
        PA
        USD
        66482.15000000
        0.047071659342
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS CMNTYS
        RDKVCX5HITZ2GPIR7153
        American Campus Communities Operating Partnership LP
        024836AH1
        
          
        
        20000.00000000
        PA
        USD
        18769.34000000
        0.013289341252
        Long
        DBT
        
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Trane Technologies PLC
        549300BURLR9SLYY2705
        Trane Technologies PLC
        000000000
        
          
        
        8097.00000000
        NS
        USD
        1117871.82000000
        0.791491874135
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HBW4
        
          
        
        94000.00000000
        PA
        USD
        91058.90000000
        0.064472847537
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-31
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-B
        12656QAC8
        
          
        
        100000.00000000
        PA
        USD
        96654.19000000
        0.068434506190
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        WP Carey Inc
        92936UAG4
        
          
        
        141000.00000000
        PA
        USD
        118541.80000000
        0.083931690348
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        Equinix Inc
        29444UBD7
        
          
        
        85000.00000000
        PA
        USD
        80305.28000000
        0.056858913010
        Long
        DBT
        
        US
        N
        
        2
        
          2026-11-18
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHCARE TRUST OF AMER
        549300IYGAS4GE6VDL07
        Healthcare Trust of America Holdings LP
        42225UAH7
        
          
        
        56000.00000000
        PA
        USD
        45273.64000000
        0.032055301449
        Long
        DBT
        
        US
        N
        
        2
        
          2031-03-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR4 Trust
        66981FAF7
        
          
        
        100000.00000000
        PA
        USD
        91263.50000000
        0.064617711407
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-11-17
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AY6W8
        
          
        
        86493.49000000
        PA
        USD
        86787.02000000
        0.061448208892
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-09-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617W0AP7
        
          
        
        49041.13000000
        PA
        USD
        47373.35000000
        0.033541968680
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FY7
        
          
        
        96000.00000000
        PA
        USD
        85725.96000000
        0.060696941749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2017-KGS1 Mortgage Trust
        30305QAG6
        
          
        
        65000.00000000
        PA
        USD
        60673.02000000
        0.042958594581
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-10-25
          Variable
          3.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flagship Credit Auto Trust
        N/A
        Flagship Credit Auto Trust 2021-1
        33843WAC5
        
          
        
        65000.00000000
        PA
        USD
        63272.91000000
        0.044799406534
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          0.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        7-Eleven Inc
        817826AA8
        
          
        
        85000.00000000
        PA
        USD
        83819.46000000
        0.059347073875
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-10
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAB8
        
          
        
        27000.00000000
        PA
        USD
        24427.83000000
        0.017295747689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F040669
        
          
        
        565000.00000000
        PA
        USD
        565220.70000000
        0.400195785544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        NRZ Excess Spread-Collateralized Notes
        64830YAC1
        
          
        
        107381.88000000
        PA
        USD
        99536.57000000
        0.070475330824
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DBJ7
        
          
        
        94000.00000000
        PA
        USD
        86696.10000000
        0.061383834390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXZ2
        
          
        
        96000.00000000
        PA
        USD
        94071.05000000
        0.066605553815
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          0.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp
        0NZWDMRCE180888QQE14
        Eaton Corp
        278062AE4
        
          
        
        30000.00000000
        PA
        USD
        28128.54000000
        0.019915978239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-11-02
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'Reilly Automotive Inc
        549300K2RLMQL149Q332
        O'Reilly Automotive Inc
        67103H107
        
          
        
        996.00000000
        NS
        USD
        634621.32000000
        0.449333822488
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CGI INC
        549300WSRCZY73ZG3090
        CGI Inc
        12532HAD6
        
          
        
        42000.00000000
        PA
        USD
        34367.52000000
        0.024333391653
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2031-09-14
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEM9
        
          
        
        911000.00000000
        PA
        USD
        911142.34000000
        0.645120259217
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-04-30
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560AU9
        
          
        
        15000.00000000
        PA
        USD
        14801.18000000
        0.010479746861
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-09
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSTELLATION EN GEN LLC
        S2PEWKCZFFECR4533P43
        Constellation Energy Generation LLC
        30161MAS2
        
          
        
        299000.00000000
        PA
        USD
        293473.05000000
        0.207789059708
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGA RESOURCES CORP
        5493003QENHHS261UR94
        Targa Resources Corp
        87612GAA9
        
          
        
        20000.00000000
        PA
        USD
        18963.51000000
        0.013426820321
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veros Auto Receivables Trust
        N/A
        Veros Auto Receivables Trust 2021-1
        92512BAA1
        
          
        
        50486.87000000
        PA
        USD
        49744.05000000
        0.035220506195
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAFEHOLD OPERATING PARTN
        54930012UY5Z4Q8NL108
        Safehold Operating Partnership LP
        78646UAB5
        
          
        
        46000.00000000
        PA
        USD
        38460.55000000
        0.027231398318
        Long
        DBT
        
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        Schlumberger Holdings Corp
        806851AG6
        
          
        
        65000.00000000
        PA
        USD
        65629.02000000
        0.046467613824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-21
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDJ7
        
          
        
        30000.00000000
        PA
        USD
        26353.13000000
        0.018658926613
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPR Trust
        N/A
        BPR Trust 2021-KEN
        05591QAA4
        
          
        
        145000.00000000
        PA
        USD
        143186.51000000
        0.101380996571
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MDJT6
        
          
        
        178372.41000000
        PA
        USD
        170514.47000000
        0.120730136508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KEURIG DR PEPPER INC
        DYTQ8KRTKO7Y2BVU5K74
        Keurig Dr Pepper Inc
        49271VAJ9
        
          
        
        73000.00000000
        PA
        USD
        67020.15000000
        0.047452581932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Coca-Cola Co/The
        UWJKFUJFZ02DKWI3RY53
        Coca-Cola Co/The
        191216100
        
          
        
        23200.00000000
        NS
        USD
        1470416.00000000
        1.041105334955
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LF5T7
        
          
        
        107000.00000000
        PA
        USD
        104935.04000000
        0.074297634116
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-03-01
          Fixed
          3.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBD1
        
          
        
        88000.00000000
        PA
        USD
        63452.20000000
        0.044926350049
        Long
        DBT
        
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A1QZ8
        
          
        
        144252.97000000
        PA
        USD
        142421.28000000
        0.100839187290
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
        
        35000.00000000
        PA
        USD
        26280.58000000
        0.018607558707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OKLAHOMA G&E CO
        549300VJ8YXGPO8EV472
        Oklahoma Gas and Electric Co
        678858BW0
        
          
        
        20000.00000000
        PA
        USD
        19579.85000000
        0.013863210338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-05-26
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122CQ9
        
          
        
        48000.00000000
        PA
        USD
        47327.32000000
        0.033509377850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617W0AQ5
        
          
        
        103213.78000000
        PA
        USD
        100863.68000000
        0.071414970560
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEIDOS INC
        5493006I78VIN6J1BQ95
        Leidos Inc
        52532XAH8
        
          
        
        141000.00000000
        PA
        USD
        117030.30000000
        0.082861496121
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2021-3 Trust
        43730XAD6
        
          
        
        97050.40000000
        PA
        USD
        87080.05000000
        0.061655684257
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2041-01-17
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cascade Funding Mortgage Trust
        N/A
        CFMT 2021-HB5 LLC
        12526PAA2
        
          
        
        234572.11000000
        PA
        USD
        231432.50000000
        0.163862206635
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-02-25
          Variable
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DE2
        
          
        
        10000.00000000
        PA
        USD
        9632.76000000
        0.006820326918
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-04
          Fixed
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        Atmos Energy Corp
        049560AW5
        
          
        
        35000.00000000
        PA
        USD
        26196.90000000
        0.018548310375
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY RES
        2JADVB0458J06WCD4N56
        CenterPoint Energy Resources Corp
        15189YAF3
        
          
        
        141000.00000000
        PA
        USD
        117420.04000000
        0.083137445508
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7VQ8
        
          
        
        445278.99000000
        PA
        USD
        441927.11000000
        0.312899663688
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFE9
        
          
        
        151000.00000000
        PA
        USD
        141016.61000000
        0.099844632395
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-22
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDSTAR HEALTH INC
        549300ICFOCGDEPVJE31
        MedStar Health Inc
        58506YAS1
        
          
        
        46000.00000000
        PA
        USD
        39093.16000000
        0.027679308057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-08-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L5FA3
        
          
        
        70800.07000000
        PA
        USD
        72571.53000000
        0.051383150787
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-01
          Fixed
          3.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Exeter Automobile Receivables Trust
        N/A
        Exeter Automobile Receivables Trust 2021-2
        30165XAE5
        
          
        
        95000.00000000
        PA
        USD
        91956.26000000
        0.065108209424
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          0.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crossroads Asset Trust
        N/A
        Crossroads Asset Trust 2021-A
        22767CAB6
        
          
        
        47080.48000000
        PA
        USD
        46422.53000000
        0.032868755267
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-03-20
          Fixed
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2Z5
        
          
        
        80000.00000000
        PA
        USD
        78624.19000000
        0.055668643204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-04-25
          Fixed
          4.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
        
        113000.00000000
        PA
        USD
        97728.10000000
        0.069194871577
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JS7
        
          
        
        80000.00000000
        PA
        USD
        78165.59000000
        0.055343938558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-10
          Fixed
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAL5
        
          
        
        47000.00000000
        PA
        USD
        44981.53000000
        0.031848477476
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACB9
        
          
        
        142000.00000000
        PA
        USD
        123337.91000000
        0.087327501947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBL6
        
          
        
        50000.00000000
        PA
        USD
        40368.00000000
        0.028581938826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-04
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        US Auto Funding 2021-1
        90355EAB7
        
          
        
        100000.00000000
        PA
        USD
        96745.11000000
        0.068498880692
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-03-17
          Fixed
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROPER TECHNOLOGIES INC
        54930003T4SXCIWVXY35
        Roper Technologies Inc
        776743AL0
        
          
        
        29000.00000000
        PA
        USD
        23603.68000000
        0.016712221012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAB3
        
          
        
        245000.00000000
        PA
        USD
        231918.10000000
        0.164206028214
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CL4
        
          
        
        40000.00000000
        PA
        USD
        34137.80000000
        0.024170741955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXPA4
        
          
        
        96148.55000000
        PA
        USD
        95065.88000000
        0.067309927830
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-11-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJZ6
        
          
        
        87000.00000000
        PA
        USD
        73428.39000000
        0.051989837274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        Zimmer Biomet Holdings Inc
        98956PAV4
        
          
        
        33000.00000000
        PA
        USD
        28463.06000000
        0.020152829957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-24
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2021-1 LLC
        12327BAB2
        
          
        
        128188.15000000
        PA
        USD
        115167.98000000
        0.081542909213
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-04-15
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
        
        30000.00000000
        PA
        USD
        26614.19000000
        0.018843766114
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-B Asset Securitization Trust
        52607HAB6
        
          
        
        100000.00000000
        PA
        USD
        94484.08000000
        0.066897993327
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LEXU6
        
          
        
        400000.00000000
        PA
        USD
        363488.44000000
        0.257362375054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617W0AN2
        
          
        
        48656.14000000
        PA
        USD
        47000.95000000
        0.033278296613
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        5528247.14000000
        PA
        USD
        5528247.14000000
        3.914189991408
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.06000000
          2022-06-01
          
            
              6156100.00000000
              USD
              5638846.03000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LEGT2
        
          
        
        152755.72000000
        PA
        USD
        149770.90000000
        0.106042972200
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-07-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2J9
        
          
        
        56000.00000000
        PA
        USD
        54771.78000000
        0.038780312757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-25
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7V88
        
          
        
        176722.11000000
        PA
        USD
        170721.36000000
        0.120876621777
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RPM INTERNATIONAL INC
        549300TJCKW4BRXPJ474
        RPM International Inc
        749685AY9
        
          
        
        37000.00000000
        PA
        USD
        31844.72000000
        0.022547162083
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae REMIC Trust 2002-W3
        31392CT61
        
          
        
        100699.14000000
        PA
        USD
        108510.44000000
        0.076829140856
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Intuitive Surgical Inc
        54930052SRG011710797
        Intuitive Surgical Inc
        46120E602
        
          
        
        4258.00000000
        NS
        USD
        969291.12000000
        0.686291604659
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912834KH0
        
          
        
        450000.00000000
        PA
        USD
        235315.00000000
        0.166611150786
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L5KB5
        
          
        
        36058.39000000
        PA
        USD
        37417.72000000
        0.026493038646
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-01
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-1
        35563PEL9
        
          
        
        123836.67000000
        PA
        USD
        123717.59000000
        0.087596328506
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW Owner Trust
        N/A
        MVW 2021-2 LLC
        55400KAC9
        
          
        
        141451.00000000
        PA
        USD
        130574.59000000
        0.092451321434
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-20
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Resorts Owner Trust
        N/A
        Diamond Resorts Owner Trust 2021-1
        25273CAA8
        
          
        
        110136.55000000
        PA
        USD
        104174.96000000
        0.073759471214
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-11-21
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mastercard Inc
        AR5L2ODV9HN37376R084
        Mastercard Inc
        57636Q104
        
          
        
        7171.00000000
        NS
        USD
        2566285.77000000
        1.817018997459
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NE7
        
          
        
        15000.00000000
        PA
        USD
        12679.65000000
        0.008977630317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-11-03
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AAXX7
        
          
        
        232481.91000000
        PA
        USD
        235307.01000000
        0.166605493590
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FELLS POINT FUNDING TR
        N/A
        Fells Point Funding Trust
        314382AA0
        
          
        
        100000.00000000
        PA
        USD
        94471.36000000
        0.066888987127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        5000.00000000
        PA
        USD
        4587.94000000
        0.003248420046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2022-SFR1 Trust
        33768NAJ1
        
          
        
        100000.00000000
        PA
        USD
        94735.40000000
        0.067075936571
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-05-17
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133APKA6
        
          
        
        98044.33000000
        PA
        USD
        93915.48000000
        0.066495404880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DP2
        
          
        
        94000.00000000
        PA
        USD
        71329.36000000
        0.050503651507
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-08-21
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBP9
        
          
        
        163000.00000000
        PA
        USD
        134286.68000000
        0.095079609417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2037-11-15
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Emera US Finance LP
        N/A
        Emera US Finance LP
        29103DAM8
        
          
        
        174000.00000000
        PA
        USD
        161085.52000000
        0.114054114111
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX INTERMEDIATE HOLDCO
        549300290TQIGM30A243
        Flex Intermediate Holdco LLC
        33939HAA7
        
          
        
        25000.00000000
        PA
        USD
        21841.53000000
        0.015464557925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-30
          Fixed
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBQ2
        
          
        
        69000.00000000
        PA
        USD
        59758.04000000
        0.042310757126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Snap Inc
        549300JNC0L6VP8A2Q35
        Snap Inc
        83304A106
        
          
        
        21964.00000000
        NS
        USD
        309912.04000000
        0.219428432641
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Upstart Pass Through Trust
        N/A
        Upstart Pass-Through Trust Series 2021-ST2
        91682CAA5
        
          
        
        57150.72000000
        PA
        USD
        55315.62000000
        0.039165370268
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617ULWC8
        
          
        
        203464.33000000
        PA
        USD
        196592.30000000
        0.139194141209
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Towd Point Mortgage Trust
        N/A
        Towd Point Mortgage Trust 2021-R1
        89179TAA2
        
          
        
        229844.54000000
        PA
        USD
        209715.90000000
        0.148486103466
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-11-30
          Variable
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKJ7
        
          
        
        25000.00000000
        PA
        USD
        23386.00000000
        0.016558096051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-04
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B27G1
        
          
        
        186465.76000000
        PA
        USD
        187462.10000000
        0.132729644136
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tesla Inc
        54930043XZGB27CTOV49
        Tesla Inc
        88160R101
        
          
        
        1226.00000000
        NS
        USD
        929626.76000000
        0.658207867265
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAR2
        
          
        
        78000.00000000
        PA
        USD
        67363.93000000
        0.047695990050
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Bancorp
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
        
        30174.00000000
        NS
        USD
        1601334.18000000
        1.133799929982
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAH9
        
          
        
        141000.00000000
        PA
        USD
        150936.12000000
        0.106867988222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          6.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AJ4
        
          
        
        47000.00000000
        PA
        USD
        42143.83000000
        0.029839287826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7V96
        
          
        
        161404.42000000
        PA
        USD
        155931.88000000
        0.110405158919
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAW5
        
          
        
        150000.00000000
        PA
        USD
        131103.01000000
        0.092825461053
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2028-10-29
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pagaya AI Debt Selection Trust
        N/A
        Pagaya AI Debt Selection Trust 2021-HG1
        69547PAA7
        
          
        
        154974.13000000
        PA
        USD
        148846.82000000
        0.105388691630
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-01-16
          Fixed
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HL4
        
          
        
        10000.00000000
        PA
        USD
        7632.89000000
        0.005404349857
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVERSAL HEALTH SVCS
        549300YGMGQDO0NMJD09
        Universal Health Services Inc
        913903AV2
        
          
        
        22000.00000000
        PA
        USD
        18630.00000000
        0.013190683718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LHOME Mortgage Trust
        N/A
        LHOME Mortgage Trust 2021-RTL1
        501894AA7
        
          
        
        200000.00000000
        PA
        USD
        192407.44000000
        0.136231115731
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-09-25
          Variable
          2.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2016-K56 Mortgage Trust
        30289UAS1
        
          
        
        50000.00000000
        PA
        USD
        49410.54000000
        0.034984369591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-25
          Variable
          3.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136BDXP8
        
          
        
        93960.41000000
        PA
        USD
        91046.32000000
        0.064463940463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-25
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250PAD5
        
          
        
        38000.00000000
        PA
        USD
        33829.21000000
        0.023952249573
        Long
        DBT
        
        US
        N
        
        2
        
          2028-12-01
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust 2021-A
        56848DAA7
        
          
        
        130000.00000000
        PA
        USD
        116152.88000000
        0.082240252444
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-03-20
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PacifiCorp
        SGY07Y7FNYBNLM6Z1M11
        PacifiCorp
        695114CV8
        
          
        
        183000.00000000
        PA
        USD
        170773.00000000
        0.120913184681
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKM0
        
          
        
        310000.00000000
        PA
        USD
        305385.20000000
        0.216223273506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-02
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRA HEALTH CARE LP
        549300OVKLRFSIQG0H81
        Sabra Health Care LP
        78574MAA1
        
          
        
        25000.00000000
        PA
        USD
        20624.53000000
        0.014602879874
        Long
        DBT
        
        US
        N
        
        2
        
          2031-12-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF Mortgage Trust
        N/A
        FREMF 2016-K58 Mortgage Trust
        35690AAS7
        
          
        
        260000.00000000
        PA
        USD
        254037.84000000
        0.179867568432
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-09-25
          Variable
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGPL PIPECO LLC
        549300K3NT1HSQFEM073
        NGPL PipeCo LLC
        62928CAA0
        
          
        
        25000.00000000
        PA
        USD
        21753.77000000
        0.015402420813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-07-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aligned Data Centers Issuer LLC
        N/A
        Aligned Data Centers Issuer LLC
        01627AAA6
        
          
        
        95000.00000000
        PA
        USD
        85811.75000000
        0.060757684034
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-08-15
          Fixed
          1.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEAR CORP
        549300UPNBTXA1SYTQ33
        Lear Corp
        521865BC8
        
          
        
        5000.00000000
        PA
        USD
        4078.93000000
        0.002888023378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967JL6
        
          
        
        271000.00000000
        PA
        USD
        271308.00000000
        0.192095438444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-26
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        Steel Dynamics Inc
        858119BN9
        
          
        
        56000.00000000
        PA
        USD
        49296.64000000
        0.034903724455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBC4
        
          
        
        290000.00000000
        PA
        USD
        266188.28000000
        0.188470499784
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAH0
        
          
        
        150000.00000000
        PA
        USD
        133520.42000000
        0.094537070861
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-01-07
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        549300XVMF0FUK76JG97
        DT Auto Owner Trust 2022-2
        23345AAG8
        
          
        
        55000.00000000
        PA
        USD
        54758.98000000
        0.038771249914
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KT3T0
        
          
        
        367906.34000000
        PA
        USD
        374110.99000000
        0.264883507493
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard Inc
        01626PAQ9
        
          
        
        35000.00000000
        PA
        USD
        26403.30000000
        0.018694448707
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2051-05-13
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
        
        47000.00000000
        PA
        USD
        44223.87000000
        0.031312028017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAU4
        
          
        
        100000.00000000
        PA
        USD
        108168.73000000
        0.076587198369
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 19-1AA PTT
        N/A
        American Airlines 2019-1 Class AA Pass Through Trust
        02377LAA2
        
          
        
        181880.84000000
        PA
        USD
        162594.74000000
        0.115122694019
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BT5
        
          
        
        158000.00000000
        PA
        USD
        163765.07000000
        0.115951328097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2021-SFR2 Trust
        74333DAG9
        
          
        
        267000.00000000
        PA
        USD
        239904.44000000
        0.169860632884
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-04-19
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMITHFIELD FOODS INC
        CVTIPZRZJC0JQEZLL598
        Smithfield Foods Inc
        832248BC1
        
          
        
        122000.00000000
        PA
        USD
        105431.30000000
        0.074649003344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967LU3
        
          
        
        67000.00000000
        PA
        USD
        61127.16000000
        0.043280141393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-01-24
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JVQQ8
        
          
        
        68030.32000000
        PA
        USD
        69363.51000000
        0.049111761781
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-A Asset Securitization Trust
        52607FAA2
        
          
        
        69218.81000000
        PA
        USD
        68709.27000000
        0.048648537256
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-3
        35563PLQ0
        
          
        
        166597.31000000
        PA
        USD
        167840.68000000
        0.118837000801
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-10-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61744YAR9
        
          
        
        110000.00000000
        PA
        USD
        107680.48000000
        0.076241500499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-04-22
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 21-1B PTT
        N/A
        American Airlines 2021-1 Class B Pass Through Trust
        02376LAA3
        
          
        
        104000.00000000
        PA
        USD
        91603.70000000
        0.064858584762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-11
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAA6
        
          
        
        46868.06000000
        PA
        USD
        46275.29000000
        0.032764504259
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617MKP78
        
          
        
        230427.16000000
        PA
        USD
        212522.94000000
        0.150473584777
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2050-12-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAX4
        
          
        
        40000.00000000
        PA
        USD
        36979.66000000
        0.026182877029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-10-01
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SR0
        
          
        
        531000.00000000
        PA
        USD
        377238.17000000
        0.267097658986
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAKER HUGHES LLC/CO-OBL
        N/A
        Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
        05723KAE0
        
          
        
        65000.00000000
        PA
        USD
        62994.65000000
        0.044602388840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Auto Credit Securitization Trust
        N/A
        United Auto Credit Securitization Trust
        90943UAC8
        
          
        
        115000.00000000
        PA
        USD
        113207.94000000
        0.080155133168
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-10
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2019-4
        23343JAG1
        
          
        
        85000.00000000
        PA
        USD
        84400.65000000
        0.059758576476
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-07-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deere & Co
        PWFTNG3EI0Y73OXWDH08
        Deere & Co
        244199105
        
          
        
        5739.00000000
        NS
        USD
        2053299.42000000
        1.453806936556
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Analog Devices Inc
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
        
        6942.00000000
        NS
        USD
        1169032.80000000
        0.827715615729
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833PD6
        
          
        
        310000.00000000
        PA
        USD
        269244.62000000
        0.190634494109
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Meta Platforms Inc
        BQ4BKCS1HXDV9HN80Z93
        Meta Platforms Inc
        30303M102
        
          
        
        3594.00000000
        NS
        USD
        695942.16000000
        0.492751096014
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Ross Stores Inc
        549300ENZFLPGRDFZQ60
        Ross Stores Inc
        778296103
        
          
        
        5398.00000000
        NS
        USD
        458937.96000000
        0.324943933260
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCV LLC
        92873BAA4
        
          
        
        146501.14000000
        PA
        USD
        140127.62000000
        0.099215196758
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-1 B PTT
        N/A
        United Airlines 2016-1 Class B Pass Through Trust
        90933HAA3
        
          
        
        54564.81000000
        PA
        USD
        50758.79000000
        0.035938977177
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-07
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B2F38
        
          
        
        59694.35000000
        PA
        USD
        59868.93000000
        0.042389271077
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACTIVISION BLIZZARD
        549300TPQQDBP9GNOF40
        Activision Blizzard Inc
        00507VAP4
        
          
        
        28000.00000000
        PA
        USD
        23089.75000000
        0.016348340814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HASBRO INC
        549300NUB6D2R1ITYR45
        Hasbro Inc
        418056AZ0
        
          
        
        47000.00000000
        PA
        USD
        44939.52000000
        0.031818732945
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-19
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7VU9
        
          
        
        65173.54000000
        PA
        USD
        62973.05000000
        0.044587095293
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XILINX INC
        6EY4K7ZMF9UX1CU6KC79
        Xilinx Inc
        983919AK7
        
          
        
        71000.00000000
        PA
        USD
        62558.40000000
        0.044293508766
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2021-SFR2 Trust
        33767TAJ9
        
          
        
        155000.00000000
        PA
        USD
        133381.95000000
        0.094439029316
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-09-17
          Fixed
          2.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-4
        35563PHK8
        
          
        
        35433.47000000
        PA
        USD
        35604.82000000
        0.025209442805
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-03-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PG&E WILDFIRE RECOVERY
        N/A
        PG&E Wildfire Recovery Funding LLC
        693342AB3
        
          
        
        20000.00000000
        PA
        USD
        20372.22000000
        0.014424235676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-01
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UP4S5
        
          
        
        337119.76000000
        PA
        USD
        322445.43000000
        0.228302505824
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2002-T4
        31392B6T8
        
          
        
        11576.63000000
        PA
        USD
        12493.60000000
        0.008845900488
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCE9
        
          
        
        214000.00000000
        PA
        USD
        194840.31000000
        0.137953671753
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-05-31
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAK8
        
          
        
        63000.00000000
        PA
        USD
        63246.96000000
        0.044781033038
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-05-13
          Fixed
          4.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORATE OFFICE PROP LP
        H0TWO5VRNEP6CQAWPX27
        Corporate Office Properties LP
        22003BAM8
        
          
        
        36000.00000000
        PA
        USD
        30304.50000000
        0.021456633104
        Long
        DBT
        
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2019-2
        35563PKL2
        
          
        
        179105.67000000
        PA
        USD
        180441.17000000
        0.127758583103
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2058-08-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octane Receivables Trust
        N/A
        Octane Receivables Trust 2021-1
        67571AAA3
        
          
        
        62610.29000000
        PA
        USD
        60932.99000000
        0.043142662323
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-22
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833QB9
        
          
        
        900000.00000000
        PA
        USD
        769377.28000000
        0.544745698361
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCIII LLC
        92873CAA2
        
          
        
        250395.90000000
        PA
        USD
        240559.22000000
        0.170324239748
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2016-2 B PTT
        N/A
        United Airlines 2016-2 Class B Pass Through Trust
        90933JAA9
        
          
        
        49166.67000000
        PA
        USD
        45153.70000000
        0.031970379785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-07
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EDISON INTERNATIONAL
        549300I7ROF15MAEVP56
        Edison International
        281020AN7
        
          
        
        17000.00000000
        PA
        USD
        17649.99000000
        0.012496802776
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
        
        300000.00000000
        PA
        USD
        251718.75000000
        0.178225572581
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VAY9
        
          
        
        50000.00000000
        PA
        USD
        45557.63000000
        0.032256376182
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-15
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION ELECTRIC CO
        QMPJLLDULY5C1M8PNY21
        Union Electric Co
        906548CU4
        
          
        
        27000.00000000
        PA
        USD
        24989.37000000
        0.017693337412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAF0
        
          
        
        138000.00000000
        PA
        USD
        126977.52000000
        0.089904471585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRZ Excess Spread Collateralized Notes
        N/A
        NRZ Excess Spread-Collateralized Notes
        62955WAA2
        
          
        
        163070.76000000
        PA
        USD
        152264.22000000
        0.107808328911
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-05-25
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        CSMC 2021-RPL1 Trust
        12660KAC5
        
          
        
        138085.71000000
        PA
        USD
        131641.43000000
        0.093206681016
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-09-27
          Variable
          1.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF Trust 2021-1
        N/A
        FHF Trust 2021-1
        30260WAA9
        
          
        
        39334.89000000
        PA
        USD
        38065.35000000
        0.026951583063
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          1.27000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7WL8
        
          
        
        32329.29000000
        PA
        USD
        31233.46000000
        0.022114368882
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-04-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DataBank Issuer LLC
        N/A
        DataBank Issuer
        23802WAA9
        
          
        
        175000.00000000
        PA
        USD
        158821.55000000
        0.112451145125
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-27
          Fixed
          2.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBG4
        
          
        
        246000.00000000
        PA
        USD
        197216.01000000
        0.139635749440
        Long
        DBT
        
        US
        N
        
        2
        
          2030-10-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
        
        30000.00000000
        PA
        USD
        23933.45000000
        0.016945709567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2022-1 LLC
        12327AAA6
        
          
        
        100000.00000000
        PA
        USD
        97484.50000000
        0.069022394360
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-06-15
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAT6
        
          
        
        78000.00000000
        PA
        USD
        76516.22000000
        0.054176127607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA CORP
        549300H0BF5JCG96TJ81
        KLA Corp
        482480AJ9
        
          
        
        105000.00000000
        PA
        USD
        86837.87000000
        0.061484212449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B32G4
        
          
        
        248703.36000000
        PA
        USD
        249909.37000000
        0.176944469022
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-11-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tricolor Auto Securitization Trust
        N/A
        Tricolor Auto Securitization Trust 2021-1
        89615BAB1
        
          
        
        120000.00000000
        PA
        USD
        118534.84000000
        0.083926762427
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-17
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SQ2
        
          
        
        1303000.00000000
        PA
        USD
        919887.46000000
        0.651312106345
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MLP53
        
          
        
        68620.00000000
        PA
        USD
        71379.01000000
        0.050538805422
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MNDD5
        
          
        
        105000.00000000
        PA
        USD
        109740.42000000
        0.077700009196
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFT6
        
          
        
        57000.00000000
        PA
        USD
        43853.45000000
        0.031049757858
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBT1
        
          
        
        38000.00000000
        PA
        USD
        28182.11000000
        0.019953907650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AN3
        
          
        
        57000.00000000
        PA
        USD
        50015.11000000
        0.035412426040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAL7
        
          
        
        15000.00000000
        PA
        USD
        12338.51000000
        0.008736091409
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GVR2
        
          
        
        440000.00000000
        PA
        USD
        445868.36000000
        0.315690204869
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FLAVOR & FRAGRANCES
        BZLRL03D3GPGMOGFO832
        International Flavors & Fragrances Inc
        459506AS0
        
          
        
        112000.00000000
        PA
        USD
        87386.91000000
        0.061872951740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-01
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR2 Trust
        00178UAF6
        
          
        
        145000.00000000
        PA
        USD
        138835.76000000
        0.098300515241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-07-17
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AAAB0
        
          
        
        133093.71000000
        PA
        USD
        135631.76000000
        0.096031972533
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-05-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-3 AA PTT
        N/A
        American Airlines 2016-3 Class AA Pass Through Trust
        023771R91
        
          
        
        112018.13000000
        PA
        USD
        101517.32000000
        0.071877770265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENERON PHARMACEUTICAL
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886FAE7
        
          
        
        56000.00000000
        PA
        USD
        46359.29000000
        0.032823979162
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJY9
        
          
        
        180000.00000000
        PA
        USD
        161218.26000000
        0.114148098618
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617V7VT2
        
          
        
        43917.10000000
        PA
        USD
        42419.33000000
        0.030034351345
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        617446448
        
          
        
        18323.00000000
        NS
        USD
        1578343.22000000
        1.117521535900
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        OTIS WORLDWIDE CORP
        549300ZLBKR8VSU25153
        Otis Worldwide Corp
        68902VAL1
        
          
        
        67000.00000000
        PA
        USD
        53865.15000000
        0.038138387390
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-15
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pioneer Natural Resources Co
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787107
        
          
        
        6357.00000000
        NS
        USD
        1766864.58000000
        1.251001172717
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Mission Lane Credit Card Master Trust
        N/A
        Mission Lane Credit Card Master Trust
        60510MAA6
        
          
        
        110000.00000000
        PA
        USD
        106524.37000000
        0.075422934672
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORKDAY INC
        549300J0DYC0N31V7G13
        Workday Inc
        98138HAG6
        
          
        
        35000.00000000
        PA
        USD
        34339.69000000
        0.024313687051
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        SLG Office Trust 2021-OVA
        78449RAA3
        
          
        
        110000.00000000
        PA
        USD
        96333.93000000
        0.068207751044
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shopify Inc
        549300HGQ43STJLLP808
        Shopify Inc
        82509L107
        
          
        
        643.00000000
        NS
        USD
        241202.16000000
        0.170779463484
        Long
        EC
        CORP
        CA
        N
        
        1
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3131XJLM2
        
          
        
        69425.75000000
        PA
        USD
        69067.78000000
        0.048902374723
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAK9
        
          
        
        30000.00000000
        PA
        USD
        26449.88000000
        0.018727428956
        Long
        DBT
        
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BS1
        
          
        
        143000.00000000
        PA
        USD
        108457.64000000
        0.076791756632
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-3
        35563PGL7
        
          
        
        162736.54000000
        PA
        USD
        163523.27000000
        0.115780125343
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-08-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ameriprise Financial Inc
        6ZLKQF7QB6JAEKQS5388
        Ameriprise Financial Inc
        03076C106
        
          
        
        4208.00000000
        NS
        USD
        1162544.16000000
        0.823121434408
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYM0
        
          
        
        25000.00000000
        PA
        USD
        22793.19000000
        0.016138366088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAR6
        
          
        
        200000.00000000
        PA
        USD
        181850.96000000
        0.128756763135
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-01-11
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAY7
        
          
        
        65000.00000000
        PA
        USD
        57624.02000000
        0.040799797229
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-30
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendbuzz Securitization Trust
        N/A
        Lendbuzz Securitization Trust 2021-1
        52607BAA1
        
          
        
        105748.49000000
        PA
        USD
        103339.61000000
        0.073168014550
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freedom Financial
        N/A
        Freed ABS Trust 2020-1CP
        35635BAA2
        
          
        
        3835.30000000
        PA
        USD
        3830.78000000
        0.002712324604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-20
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807102
        
          
        
        3461.00000000
        NS
        USD
        1619644.17000000
        1.146764035563
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        FannieMae Whole Loan
        N/A
        Fannie Mae Trust 2002-W8
        31392DP89
        
          
        
        50200.55000000
        PA
        USD
        55231.82000000
        0.039106036972
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBK5
        
          
        
        57000.00000000
        PA
        USD
        40217.10000000
        0.028475096412
        Long
        DBT
        
        US
        N
        
        2
        
          2051-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDU7
        
          
        
        30000.00000000
        PA
        USD
        29865.84000000
        0.021146046667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-07
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regional Management Issuance Trust
        N/A
        Regional Management Issuance Trust 2021-1
        75907VAA5
        
          
        
        125000.00000000
        PA
        USD
        116335.01000000
        0.082369206777
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-03-17
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLENCORE FUNDING LLC
        213800STG1QDNBY87K49
        Glencore Funding LLC
        378272AY4
        
          
        
        75000.00000000
        PA
        USD
        63497.43000000
        0.044958374452
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKD0
        
          
        
        40000.00000000
        PA
        USD
        34352.07000000
        0.024322452519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-20
          Fixed
          2.57000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QZ4
        
          
        
        225000.00000000
        PA
        USD
        218469.73000000
        0.154684117575
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LendingPoint Asset Securitization Trust
        N/A
        Lendingpoint 2021-B Asset Securitization Trust
        52607HAA8
        
          
        
        101368.66000000
        PA
        USD
        99776.63000000
        0.070645301599
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409VAZ7
        
          
        
        44000.00000000
        PA
        USD
        44504.80000000
        0.031510936164
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRE COMMERCIAL MORTGAGE TRUST
        N/A
        ACRE Commercial Mortgage 2021-FL4 Ltd
        00489TAC0
        
          
        
        110000.00000000
        PA
        USD
        107831.57000000
        0.076348477440
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-12-18
          Floating
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDER FUNDING TRUST
        N/A
        Alexander Funding Trust
        014621AA4
        
          
        
        74000.00000000
        PA
        USD
        71248.03000000
        0.050446067057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Apple Inc
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833100
        
          
        
        29154.00000000
        NS
        USD
        4339281.36000000
        3.072361137099
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        HF SINCLAIR CORP
        N/A
        HF Sinclair Corp
        403949AD2
        
          
        
        56000.00000000
        PA
        USD
        54659.23000000
        0.038700623468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-10-01
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABG1
        
          
        
        200000.00000000
        PA
        USD
        187807.94000000
        0.132974510805
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-10
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABINE PASS LIQUEFACTION
        549300KJYBG7C6WJYZ11
        Sabine Pass Liquefaction LLC
        785592AM8
        
          
        
        65000.00000000
        PA
        USD
        67537.84000000
        0.047819124339
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - SCRT
        N/A
        Seasoned Credit Risk Transfer Trust Series 2018-2
        35563PFP9
        
          
        
        193429.92000000
        PA
        USD
        194380.90000000
        0.137628393599
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2057-11-25
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GAY8
        
          
        
        86000.00000000
        PA
        USD
        73604.97000000
        0.052114862016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-08-16
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SP4
        
          
        
        1249000.00000000
        PA
        USD
        836683.63000000
        0.592400919782
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAQ6
        
          
        
        21000.00000000
        PA
        USD
        18591.59000000
        0.013163488111
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-01-25
          Fixed
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Business Jet Securities, LLC
        N/A
        Business Jet Securities 2020-1 LLC
        12327FAA5
        
          
        
        103648.38000000
        PA
        USD
        96177.64000000
        0.068097092324
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61761JZN2
        
          
        
        150000.00000000
        PA
        USD
        148320.17000000
        0.105015805233
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-23
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HY4J4
        
          
        
        105762.12000000
        PA
        USD
        90179.67000000
        0.063850322317
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-06-01
          Fixed
          1.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Regeneron Pharmaceuticals Inc
        549300RCBFWIRX3HYQ56
        Regeneron Pharmaceuticals Inc
        75886F107
        
          
        
        2700.00000000
        NS
        USD
        1794798.00000000
        1.270778999254
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UXCZ3
        
          
        
        10460.39000000
        PA
        USD
        10589.50000000
        0.007497731896
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BH6
        
          
        
        130000.00000000
        PA
        USD
        124878.26000000
        0.088418122970
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2029-03-07
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UA5Y4
        
          
        
        186873.09000000
        PA
        USD
        187480.33000000
        0.132742551605
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-07-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRE COMMERCIAL MORTGAGE TRUST
        N/A
        ACRE Commercial Mortgage 2021-FL4 Ltd
        00489TAA4
        
          
        
        116918.84000000
        PA
        USD
        115502.13000000
        0.081779498959
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2037-12-18
          Floating
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AEKV6
        
          
        
        43044.04000000
        PA
        USD
        43366.12000000
        0.030704711379
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAB4
        
          
        
        105000.00000000
        PA
        USD
        101052.50000000
        0.071548661644
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCII LLC
        91835MAA9
        
          
        
        91106.00000000
        PA
        USD
        87493.30000000
        0.061948279536
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-27
          Variable
          1.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762EAH5
        
          
        
        45000.00000000
        PA
        USD
        36476.20000000
        0.025826409953
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELARA HGV TIMESHARE ISSUER
        N/A
        Elara HGV Timeshare Issuer 2021-A LLC
        28416LAB8
        
          
        
        84922.06000000
        PA
        USD
        79032.19000000
        0.055957521301
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-08-27
          Fixed
          1.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vericrest Opportunity Loan Transferee
        N/A
        VOLT XCVI LLC
        92873FAA5
        
          
        
        158783.64000000
        PA
        USD
        153260.16000000
        0.108513488844
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-27
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EY5
        
          
        
        25000.00000000
        PA
        USD
        18975.10000000
        0.013435026442
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2041-11-18
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        92556VAE6
        
          
        
        153000.00000000
        PA
        USD
        118888.32000000
        0.084177038481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-22
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBD6
        
          
        
        20000.00000000
        PA
        USD
        17118.01000000
        0.012120142554
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-15
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAY OAK PIPELINE LLC
        N/A
        Gray Oak Pipeline LLC
        38937LAB7
        
          
        
        41000.00000000
        PA
        USD
        38539.39000000
        0.027287219762
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        685000.00000000
        PA
        USD
        628701.56000000
        0.445142427864
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pretium Mortgage Credit Partners LLC
        N/A
        PRET 2021-RN4 LLC
        69359QAA2
        
          
        
        125182.47000000
        PA
        USD
        119521.22000000
        0.084625153550
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-10-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140L2YQ0
        
          
        
        263830.28000000
        PA
        USD
        252316.78000000
        0.178648998485
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162CR9
        
          
        
        68000.00000000
        PA
        USD
        56281.57000000
        0.039849296244
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-02-21
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308KA4
        
          
        
        60000.00000000
        PA
        USD
        59157.84000000
        0.041885794787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPS Auto Trust
        N/A
        CPS Auto Receivables Trust 2021-A
        12656NAC5
        
          
        
        66080.78000000
        PA
        USD
        65876.45000000
        0.046642802814
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-02-18
          Fixed
          0.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CB3
        
          
        
        7000.00000000
        PA
        USD
        5230.09000000
        0.003703084434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Finance Issuance Trust
        N/A
        Republic Finance Issuance Trust 2021-A
        76042UAA1
        
          
        
        189000.00000000
        PA
        USD
        176940.61000000
        0.125280065669
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-12-22
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credito Real USA Auto Receivables Trust
        N/A
        Credito Real USA Auto Receivables Trust 2021-1
        22551EAA4
        
          
        
        27781.35000000
        PA
        USD
        27195.52000000
        0.019255367840
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-02-16
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AEROSPACE HOLDINGS
        635400CPI3EOIFF6OC33
        Park Aerospace Holdings Ltd
        70014LAB6
        
          
        
        7000.00000000
        PA
        USD
        7065.74000000
        0.005002788060
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AFNU1
        
          
        
        164703.77000000
        PA
        USD
        151789.59000000
        0.107472274471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
        
        720000.00000000
        PA
        USD
        530240.62000000
        0.375428680245
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALIMENTATION COUCHE-TARD
        549300OSW32RVX8CCZ87
        Alimentation Couche-Tard Inc
        01626PAP1
        
          
        
        35000.00000000
        PA
        USD
        27371.53000000
        0.019379989002
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-05-13
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        S&P Global Inc
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
        
        3064.00000000
        NS
        USD
        1070806.72000000
        0.758168157105
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        TEACHERS INSUR & ANNUITY
        O06XD7BJ4EPXNABVFN69
        Teachers Insurance & Annuity Association of America
        878091BG1
        
          
        
        58000.00000000
        PA
        USD
        45291.97000000
        0.032068279723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Preston Ridge Partners Mortgage Trust
        N/A
        PRPM 2021-2 LLC
        69359UAA3
        
          
        
        192041.19000000
        PA
        USD
        184359.47000000
        0.130532874891
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-03-25
          Variable
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eli Lilly & Co
        FRDRIPF3EKNDJ2CQJL29
        Eli Lilly & Co
        532457108
        
          
        
        3171.00000000
        NS
        USD
        993918.24000000
        0.703728456554
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Home Partners of America Trust
        N/A
        Home Partners of America 2021-2 Trust
        43732VAC0
        
          
        
        127962.70000000
        PA
        USD
        115793.37000000
        0.081985706942
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-12-17
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amazon.com Inc
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135106
        
          
        
        1379.00000000
        NS
        USD
        3315378.01000000
        2.347402186595
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        BAYVIEW FING TR 2021 3F
        N/A
        BAYVIEW FING TR 2021 3F
        07335NAA8
        
          
        
        125410.04000000
        PA
        USD
        125410.04000000
        0.088794641585
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2033-07-12
          Variable
          1.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCB5
        
          
        
        1145000.00000000
        PA
        USD
        1035464.65000000
        0.733144750378
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GV9
        
          
        
        112000.00000000
        PA
        USD
        101529.04000000
        0.071886068430
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERN
        SO75N4VY5NXGQSK8YQ65
        Graphic Packaging International LLC
        38869PAP9
        
          
        
        33000.00000000
        PA
        USD
        30010.76000000
        0.021248655035
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        084664DB4
        
          
        
        25000.00000000
        PA
        USD
        22811.69000000
        0.016151464727
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136B2GY2
        
          
        
        62576.93000000
        PA
        USD
        63338.33000000
        0.044845726155
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-25
          Variable
          3.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLEX INTERMEDIATE HOLDCO
        549300290TQIGM30A243
        Flex Intermediate Holdco LLC
        33939HAB5
        
          
        
        15000.00000000
        PA
        USD
        12493.50000000
        0.008845829685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-12-30
          Fixed
          4.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR3 Trust
        001807AF3
        
          
        
        100000.00000000
        PA
        USD
        91767.89000000
        0.064974836955
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        Office Properties Income Trust
        67623CAF6
        
          
        
        10000.00000000
        PA
        USD
        7767.56000000
        0.005499700870
        Long
        DBT
        
        US
        N
        
        2
        
          2031-10-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZK3
        
          
        
        37000.00000000
        PA
        USD
        34526.69000000
        0.024446089513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-24
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS Auto Receivables Trust
        N/A
        GLS Auto Receivables Trust
        36261XAC9
        
          
        
        100000.00000000
        PA
        USD
        97916.08000000
        0.069327967912
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-09-15
          Fixed
          0.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lennar Corp
        529900G61XVRLX5TJX09
        Lennar Corp
        526057CV4
        
          
        
        50000.00000000
        PA
        USD
        51042.95000000
        0.036140172275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
        
        205000.00000000
        PA
        USD
        177837.50000000
        0.125915094779
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bristol-Myers Squibb Co
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122108
        
          
        
        30097.00000000
        NS
        USD
        2270818.65000000
        1.607818067289
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FNDG LTD
        635400ZRKEX9L1BKCH30
        Avolon Holdings Funding Ltd
        05401AAK7
        
          
        
        154000.00000000
        PA
        USD
        154450.54000000
        0.109356319015
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UA6Z0
        
          
        
        201687.87000000
        PA
        USD
        200167.37000000
        0.141725414298
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CUBESMART LP
        549300MPHKO3I3FJRA97
        CubeSmart LP
        22966RAG1
        
          
        
        85000.00000000
        PA
        USD
        69499.53000000
        0.049208068641
        Long
        DBT
        
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTAH ACQUISITION SUB
        254900JOFV74IJ7H9933
        Utah Acquisition Sub Inc
        62854AAN4
        
          
        
        159000.00000000
        PA
        USD
        155302.17000000
        0.109959302481
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMC GMSR Issuer Trust
        N/A
        FMC GMSR Issuer Trust
        30259RAK1
        
          
        
        100000.00000000
        PA
        USD
        90382.48000000
        0.063993918805
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-10-25
          Variable
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OFFICE PPTY INCOME TRST
        N/A
        Office Properties Income Trust
        67623CAE9
        
          
        
        45000.00000000
        PA
        USD
        38611.50000000
        0.027338276134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-01
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABF3
        
          
        
        37000.00000000
        PA
        USD
        35670.96000000
        0.025256272210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-10
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617UXCF7
        
          
        
        35537.87000000
        PA
        USD
        35038.57000000
        0.024808518239
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-1
        23344GAE1
        
          
        
        50000.00000000
        PA
        USD
        48251.75000000
        0.034163906231
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHPEAK PROPERTIES
        PZ9HF5U52KPF0MH0QN75
        Healthpeak Properties Inc
        42250PAB9
        
          
        
        56000.00000000
        PA
        USD
        49971.35000000
        0.035381442448
        Long
        DBT
        
        US
        N
        
        2
        
          2031-01-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 21-1A EETC
        N/A
        American Airlines 2021-1 Class A Pass Through Trust
        02379KAA2
        
          
        
        83000.00000000
        PA
        USD
        73006.66000000
        0.051691237862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-07-11
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJE0
        
          
        
        144000.00000000
        PA
        USD
        111011.60000000
        0.078600048559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-19
          Fixed
          2.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eaton Corp PLC
        549300VDIGTMXUNT7H71
        Eaton Corp PLC
        000000000
        
          
        
        17156.00000000
        NS
        USD
        2377821.60000000
        1.683579853138
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        800000.00000000
        PA
        USD
        573250.00000000
        0.405880807379
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-06-14
      VALIC Co I
      Donna McManus
      Donna McManus
      Assistant Treasurer
    
  



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