Form NPORT-P VALIC Co I For: May 31

July 28, 2022 3:36 PM

  
    NPORT-P
    false
    
      
      
        
          0000719423
          XXXXXXXX
        
      
      
      
      
        S000008013
        C000021782
      
      
      
    
  
  
    
      VALIC Co I
      811-03738
      0000719423
      549300N3XZ1M1QABFI47
      2929 ALLEN PARKWAY
      C/O VARIABLE ANNUITY LIFE INSURANCE CO
      HOUSTON
      
      77019
      800-448-2542
      Government Securities Fund
      S000008013
      549300P9BWK85XG0HW15
      2022-05-31
      2022-05-31
      N
    
    
      161281222.74
      1043531.20
      160237691.54
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      824793.15000000
      0.00000000
      0.00000000
      443.64000000
      
        
          USD
          
          
        
      
      
      
      
        
        
      
      
        
          
            UST
          
        
      
      
        
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A5UT9
        
          
        
        283163.20000000
        PA
        USD
        293219.29000000
        0.182990211093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Inc
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967KN0
        
          
        
        400000.00000000
        PA
        USD
        394323.47000000
        0.246086589372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RN0
        
          
        
        1000000.00000000
        PA
        USD
        926640.62000000
        0.578291294073
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-08-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AKV32
        
          
        
        61368.26000000
        PA
        USD
        61668.69000000
        0.038485757880
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387V3E7
        
          
        
        1857.77000000
        PA
        USD
        1959.57000000
        0.001222914522
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LCTP0
        
          
        
        1508679.06000000
        PA
        USD
        1494580.77000000
        0.932727347502
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-01
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A1AT8
        
          
        
        49023.98000000
        PA
        USD
        50242.64000000
        0.031355069782
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136B7S77
        
          
        
        1000000.00000000
        PA
        USD
        919193.10000000
        0.573643498708
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-04-25
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AY4X6
        
          
        
        1485527.01000000
        PA
        USD
        112968.68000000
        0.070500691138
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419BRC1
        
          
        
        31584.12000000
        PA
        USD
        32300.95000000
        0.020158147368
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZE3
        
          
        
        9000000.00000000
        PA
        USD
        8109140.58000000
        5.060694835319
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292K2K2
        
          
        
        3501.96000000
        PA
        USD
        3656.15000000
        0.002281704113
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31405PPX2
        
          
        
        6578.48000000
        PA
        USD
        6876.25000000
        0.004291281242
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419LJT1
        
          
        
        79880.81000000
        PA
        USD
        81862.29000000
        0.051088036287
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617WJYV7
        
          
        
        1483440.37000000
        PA
        USD
        1472225.65000000
        0.918776123052
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-08-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31296QKB5
        
          
        
        40063.34000000
        PA
        USD
        44045.30000000
        0.027487477869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-11-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136BLW22
        
          
        
        1000000.00000000
        PA
        USD
        862913.50000000
        0.538520925823
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Variable
          1.71000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 17-2 AA PTT
        N/A
        American Airlines 2017-2 Class AA Pass Through Trust
        02376AAA7
        
          
        
        256208.10000000
        PA
        USD
        239461.29000000
        0.149441300419
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SW9
        
          
        
        1800000.00000000
        PA
        USD
        1445132.81000000
        0.901868215967
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CE0
        
          
        
        450000.00000000
        PA
        USD
        388617.33000000
        0.242525542065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QY86
        
          
        
        10206.52000000
        PA
        USD
        10776.34000000
        0.006725221698
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828VB3
        
          
        
        6000000.00000000
        PA
        USD
        5977734.36000000
        3.730541985814
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-05-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        Sofi Professional Loan Program 2018-B Trust
        83404RAB4
        
          
        
        333223.25000000
        PA
        USD
        330744.67000000
        0.206408783614
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-08-25
          Fixed
          3.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FL5
        
          
        
        500000.00000000
        PA
        USD
        441222.39000000
        0.275354934135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2021-SFR2 Trust
        00179VAA4
        
          
        
        1000000.00000000
        PA
        USD
        903922.40000000
        0.564113468755
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296YLD2
        
          
        
        15116.69000000
        PA
        USD
        15890.70000000
        0.009916955147
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAN DIEGO G & E
        KNIRVXKVNJJ4P8OTMS63
        San Diego Gas & Electric Co
        797440BH6
        
          
        
        200000.00000000
        PA
        USD
        219239.74000000
        0.136821579175
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Boston Properties LP
        BVHHEFJI6SHNOKQT2572
        Boston Properties LP
        10112RAY0
        
          
        
        240000.00000000
        PA
        USD
        227708.38000000
        0.142106627854
        Long
        DBT
        
        US
        N
        
        2
        
          2026-10-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2017-GS7
        36254CAV2
        
          
        
        1100000.00000000
        PA
        USD
        1071525.40000000
        0.668709958126
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-10
          Fixed
          3.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SL3
        
          
        
        3000000.00000000
        PA
        USD
        2366601.57000000
        1.476931892400
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129462B1
        
          
        
        80318.60000000
        PA
        USD
        83854.02000000
        0.052331020993
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292HKW3
        
          
        
        561.97000000
        PA
        USD
        568.44000000
        0.000354747996
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily WI Certificates
        N/A
        Freddie Mac Multifamily WI Certificates Series WI-K145
        3137H73U5
        
          
        
        430000.00000000
        PA
        USD
        396681.97000000
        0.247558465294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-25
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J2XN8
        
          
        
        530786.28000000
        PA
        USD
        533090.06000000
        0.332687056881
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822AJ3
        
          
        
        217000.00000000
        PA
        USD
        206141.34000000
        0.128647222771
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-09-13
          Fixed
          2.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3617GRD40
        
          
        
        942604.63000000
        PA
        USD
        942867.36000000
        0.588417962676
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        61950.00000000
        NS
        USD
        61950.00000000
        0.038661315826
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEAY8
        
          
        
        1191894.86000000
        PA
        USD
        1099347.10000000
        0.686072726981
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJMW7
        
          
        
        81855.53000000
        PA
        USD
        85469.91000000
        0.053339454143
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591EW8
        
          
        
        500000.00000000
        PA
        USD
        470990.61000000
        0.293932473360
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2025-05-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296VZB7
        
          
        
        6825.75000000
        PA
        USD
        7234.81000000
        0.004515048819
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31396X7A6
        
          
        
        30158.65000000
        PA
        USD
        32539.71000000
        0.020307151012
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-08-25
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36292LAT1
        
          
        
        25317.33000000
        PA
        USD
        26963.14000000
        0.016826964830
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A6C21
        
          
        
        21163.15000000
        PA
        USD
        21943.81000000
        0.013694537027
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374FP65
        
          
        
        126958.16000000
        PA
        USD
        130077.89000000
        0.081178085349
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2034-03-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AFTS3
        
          
        
        292990.30000000
        PA
        USD
        286107.46000000
        0.178551910758
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137A6BN1
        
          
        
        474676.74000000
        PA
        USD
        482442.88000000
        0.301079524650
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-02-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B8G60
        
          
        
        908963.04000000
        PA
        USD
        826623.08000000
        0.515873058364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-03-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AEH40
        
          
        
        465000.00000000
        PA
        USD
        473318.01000000
        0.295384940616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620ANF70
        
          
        
        49309.98000000
        PA
        USD
        52235.61000000
        0.032598828339
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FJVP1
        
          
        
        1000000.00000000
        PA
        USD
        976174.60000000
        0.609204108358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QK7
        
          
        
        1500000.00000000
        PA
        USD
        1642851.57000000
        1.025259134858
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QS0
        
          
        
        4000000.00000000
        PA
        USD
        4280781.24000000
        2.671519540039
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QZB8
        
          
        
        13143.41000000
        PA
        USD
        13877.27000000
        0.008660428059
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2022-BNK41
        06540MBH7
        
          
        
        500000.00000000
        PA
        USD
        490057.75000000
        0.305831758614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-15
          Variable
          3.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132GEJ27
        
          
        
        92955.02000000
        PA
        USD
        97046.14000000
        0.060563865509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128KJNN8
        
          
        
        3052.86000000
        PA
        USD
        3194.04000000
        0.001993313788
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AR6G8
        
          
        
        307370.90000000
        PA
        USD
        301995.94000000
        0.188467480464
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
        
        1500000.00000000
        PA
        USD
        1363535.16000000
        0.850945334331
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312946H33
        
          
        
        4457.44000000
        PA
        USD
        4648.12000000
        0.002900765703
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617LLKC1
        
          
        
        1538669.59000000
        PA
        USD
        1425035.50000000
        0.889326029540
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-03-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBW0
        
          
        
        4000000.00000000
        PA
        USD
        3696875.00000000
        2.307119482607
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-04-30
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129416K8
        
          
        
        2979.02000000
        PA
        USD
        3088.08000000
        0.001927187024
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LCV73
        
          
        
        650000.00000000
        PA
        USD
        566418.25000000
        0.353486276890
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-08-01
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296JP90
        
          
        
        5272.10000000
        PA
        USD
        5487.14000000
        0.003424375343
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E85A6
        
          
        
        164719.81000000
        PA
        USD
        165066.18000000
        0.103013328770
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AGG48
        
          
        
        2772104.24000000
        PA
        USD
        2744425.89000000
        1.712721809471
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-10-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ER2B5
        
          
        
        1726565.64000000
        PA
        USD
        1688222.85000000
        1.053574120904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-12-01
          Variable
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833LS7
        
          
        
        2040000.00000000
        PA
        USD
        1930831.11000000
        1.204979360001
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128284V9
        
          
        
        5000000.00000000
        PA
        USD
        4994140.60000000
        3.116707780799
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-08-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138E84P4
        
          
        
        274677.66000000
        PA
        USD
        276736.90000000
        0.172703998254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2021-SFR1 Trust
        00179DAA4
        
          
        
        300000.00000000
        PA
        USD
        263002.71000000
        0.164132862544
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-06-17
          Variable
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36210BYB5
        
          
        
        2306.05000000
        PA
        USD
        2429.43000000
        0.001516141412
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31385JJC3
        
          
        
        2553.12000000
        PA
        USD
        2764.23000000
        0.001725081017
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ADCU1
        
          
        
        812563.07000000
        PA
        USD
        779041.59000000
        0.486178740165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-25
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Avenue Trust
        N/A
        Eleven Madison Trust 2015-11MD Mortgage Trust
        556227AA4
        
          
        
        398000.00000000
        PA
        USD
        389347.08000000
        0.242980959260
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-09-10
          Variable
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31386XBF2
        
          
        
        801.58000000
        PA
        USD
        809.24000000
        0.000505024749
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
        
        1000000.00000000
        PA
        USD
        838750.00000000
        0.523441140432
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136B1XJ8
        
          
        
        1269447.98000000
        PA
        USD
        1264201.73000000
        0.788954033130
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-03-25
          Variable
          3.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312940AH2
        
          
        
        12824.79000000
        PA
        USD
        13388.95000000
        0.008355680783
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-04-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138W2WH4
        
          
        
        770828.91000000
        PA
        USD
        749274.90000000
        0.467602155771
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AQE97
        
          
        
        2000000.00000000
        PA
        USD
        1846389.80000000
        1.152281827237
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-11-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        American Express Co
        R4PP93JZOLY261QX3811
        American Express Co
        025816BK4
        
          
        
        104000.00000000
        PA
        USD
        104531.61000000
        0.065235344440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-05
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NVIDIA CORP
        549300S4KLFTLO7GSQ80
        NVIDIA Corp
        67066GAN4
        
          
        
        1000000.00000000
        PA
        USD
        865946.75000000
        0.540413894931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        3136FET77
        
          
        
        86403.30000000
        PA
        USD
        17038.43000000
        0.010633222331
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-08-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31403WJG3
        
          
        
        7472.55000000
        PA
        USD
        7838.20000000
        0.004891608163
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36241LLQ7
        
          
        
        97732.12000000
        PA
        USD
        103529.61000000
        0.064610023400
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2040-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312941BZ9
        
          
        
        20161.95000000
        PA
        USD
        20750.67000000
        0.012949930693
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2020-CBM Mortgage Trust
        20049AAA6
        
          
        
        600000.00000000
        PA
        USD
        567730.50000000
        0.354305216546
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-02-10
          Variable
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A57D5
        
          
        
        14764.63000000
        PA
        USD
        15650.08000000
        0.009766790727
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Firstkey Homes Trust
        N/A
        FirstKey Homes 2021-SFR1 Trust
        33767WAA1
        
          
        
        1319844.47000000
        PA
        USD
        1195980.50000000
        0.746379012644
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-08-17
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HVWY6
        
          
        
        700000.00000000
        PA
        USD
        627458.44000000
        0.391579804957
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-09-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181QE60
        
          
        
        833255.82000000
        PA
        USD
        829871.86000000
        0.517900533903
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828B66
        
          
        
        2500000.00000000
        PA
        USD
        2513378.90000000
        1.568531645610
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT Auto Owner Trust
        N/A
        DT Auto Owner Trust 2021-3
        23344QAA7
        
          
        
        323282.72000000
        PA
        USD
        319444.22000000
        0.199356479071
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          0.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128MJPA2
        
          
        
        127304.09000000
        PA
        USD
        132910.80000000
        0.082946027693
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137H1YS9
        
          
        
        670000.00000000
        PA
        USD
        582487.75000000
        0.363514816271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-06-25
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A6B48
        
          
        
        12055.57000000
        PA
        USD
        12770.78000000
        0.007969897642
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129354U0
        
          
        
        128555.85000000
        PA
        USD
        133613.99000000
        0.083384869512
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-09-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A7KS3
        
          
        
        55199.41000000
        PA
        USD
        57213.19000000
        0.035705201098
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C14
        90278KAX9
        
          
        
        1500000.00000000
        PA
        USD
        1509046.50000000
        0.941755017497
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AFEE8
        
          
        
        1494968.00000000
        PA
        USD
        1518620.19000000
        0.947729697928
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312946NJ1
        
          
        
        458024.84000000
        PA
        USD
        478163.20000000
        0.298408692364
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ARX86
        
          
        
        800000.00000000
        PA
        USD
        804699.44000000
        0.502191108887
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LM2V4
        
          
        
        1459589.28000000
        PA
        USD
        1487225.19000000
        0.928136929399
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2028-07-01
          Fixed
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK26
        06540JBG6
        
          
        
        500000.00000000
        PA
        USD
        444821.00000000
        0.277600729094
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558AZ6
        
          
        
        144000.00000000
        PA
        USD
        144463.63000000
        0.090155835753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LNFH9
        
          
        
        1436191.23000000
        PA
        USD
        1464201.64000000
        0.913768555904
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-01
          Fixed
          3.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fixed Income Clearing Corp
        549300H47WTHXPU08X20
        FIXED INC CLEARING CORP.REPO
        000000000
        
          
        
        6353870.53000000
        PA
        USD
        6353870.53000000
        3.965278374229
        Long
        RA
        CORP
        US
        N
        
        2
        
          Repurchase
          
          N
          0.06000000
          2022-06-01
          
            
              6438700.00000000
              USD
              6480950.74000000
              USD
              UST
            
          
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential Trust
        74333HAA3
        
          
        
        998856.91000000
        PA
        USD
        901819.26000000
        0.562800956087
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-07-17
          Fixed
          1.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured Pass Through Certs.
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BYMQ0
        
          
        
        426741.94000000
        PA
        USD
        425786.00000000
        0.265721501544
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-09-25
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HY4K1
        
          
        
        249228.73000000
        PA
        USD
        201099.58000000
        0.125500797014
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-06-01
          Fixed
          2.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFPV7
        
          
        
        2378532.93000000
        PA
        USD
        2209948.99000000
        1.379169263336
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138L9T85
        
          
        
        800000.00000000
        PA
        USD
        791440.42000000
        0.493916513894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-04-01
          Fixed
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138LMNK5
        
          
        
        2842890.02000000
        PA
        USD
        2772597.29000000
        1.730302816617
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QZC6
        
          
        
        3744.32000000
        PA
        USD
        3953.33000000
        0.002467166096
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMSR Trust
        N/A
        AMSR 2020-SFR3 Trust
        001807AA4
        
          
        
        568738.28000000
        PA
        USD
        525878.22000000
        0.328186343017
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-09-17
          Fixed
          1.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RD2
        
          
        
        1000000.00000000
        PA
        USD
        1068242.19000000
        0.666660995757
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-11-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296XXG4
        
          
        
        13120.81000000
        PA
        USD
        13905.98000000
        0.008678345192
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398SMF7
        
          
        
        250000.00000000
        PA
        USD
        259534.43000000
        0.161968403005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-12-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38379BRG5
        
          
        
        432000.00000000
        PA
        USD
        437907.56000000
        0.273286238581
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292HNN0
        
          
        
        11841.25000000
        PA
        USD
        12883.78000000
        0.008040417879
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-02-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844AW8
        
          
        
        19000.00000000
        PA
        USD
        20149.44000000
        0.012574719347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-17
          Fixed
          5.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36297DF77
        
          
        
        14561.38000000
        PA
        USD
        15435.15000000
        0.009632658740
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Entergy Louisiana LLC
        0V5453U14HDZO63CGH17
        Entergy Louisiana LLC
        29364WAW8
        
          
        
        1000000.00000000
        PA
        USD
        963318.14000000
        0.601180740150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        312939JE2
        
          
        
        114232.74000000
        PA
        USD
        119278.16000000
        0.074438266586
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31297FRF2
        
          
        
        18392.98000000
        PA
        USD
        19051.92000000
        0.011889786864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Norfolk Southern Corp
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844BL1
        
          
        
        89000.00000000
        PA
        USD
        89158.94000000
        0.055641677774
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AQV80
        
          
        
        1113310.99000000
        PA
        USD
        1098666.16000000
        0.685647770784
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-01-25
          Variable
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily WI Certificates
        N/A
        Freddie Mac Multifamily WI Certificates Series WI-K146
        3137H74J9
        
          
        
        705000.00000000
        PA
        USD
        670120.41000000
        0.418203984068
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-07-25
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419EYG8
        
          
        
        38981.15000000
        PA
        USD
        39948.11000000
        0.024930532645
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        383742NU3
        
          
        
        466553.61000000
        PA
        USD
        472417.16000000
        0.294822744548
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-02-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FannieMae Grantor Trust
        N/A
        Fannie Mae Grantor Trust 2017-T1
        3136AV6R5
        
          
        
        1122201.54000000
        PA
        USD
        1105076.07000000
        0.689648021872
        Long
        ABS-O
        USGSE
        US
        N
        
        2
        
          2027-06-25
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140HV4D3
        
          
        
        1000000.00000000
        PA
        USD
        925111.56000000
        0.577337049173
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2029-10-01
          Fixed
          2.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137AQR26
        
          
        
        170714.66000000
        PA
        USD
        25430.61000000
        0.015870554396
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-05-15
          Floating
          5.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Auto Trust
        N/A
        ACC Auto Trust 2021-A
        00108XAA6
        
          
        
        196845.92000000
        PA
        USD
        194356.29000000
        0.121292492504
        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 I Pool
        36200Q3V4
        
          
        
        659.83000000
        PA
        USD
        702.73000000
        0.000438554745
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828VS6
        
          
        
        3000000.00000000
        PA
        USD
        3009492.18000000
        1.878142496360
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31387V3F4
        
          
        
        2221.08000000
        PA
        USD
        2266.08000000
        0.001414199105
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-09-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A6RZ5
        
          
        
        455250.89000000
        PA
        USD
        466535.89000000
        0.291152403355
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133A42T2
        
          
        
        558555.45000000
        PA
        USD
        515370.47000000
        0.321628741057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212EER4
        
          
        
        97.92000000
        PA
        USD
        99.14000000
        0.000061870586
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2030-07-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage Trust
        N/A
        Citigroup Commercial Mortgage Trust 2020-GC46
        17328RAZ2
        
          
        
        1250000.00000000
        PA
        USD
        1133299.75000000
        0.707261655549
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-02-15
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X5V75
        
          
        
        452773.06000000
        PA
        USD
        436570.57000000
        0.272451859362
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38374KK93
        
          
        
        235850.19000000
        PA
        USD
        248340.44000000
        0.154982537262
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2035-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BQK22
        
          
        
        428010.61000000
        PA
        USD
        411068.88000000
        0.256536945864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Trust 2015-VFM
        05546JAA6
        
          
        
        199877.83000000
        PA
        USD
        192133.74000000
        0.119905459292
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-03-10
          Fixed
          2.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620A6EL7
        
          
        
        55586.23000000
        PA
        USD
        57649.58000000
        0.035977540269
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-07-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136A8KR0
        
          
        
        681136.95000000
        PA
        USD
        664521.70000000
        0.414709980912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137ARLN4
        
          
        
        1000000.00000000
        PA
        USD
        1001874.30000000
        0.625242594530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31417YVG9
        
          
        
        102415.77000000
        PA
        USD
        104961.73000000
        0.065503770674
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
        
        3300000.00000000
        PA
        USD
        2685890.63000000
        1.676191540321
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AQHL7
        
          
        
        419367.73000000
        PA
        USD
        414862.17000000
        0.258904235334
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-06-25
          Variable
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ART40
        
          
        
        308982.18000000
        PA
        USD
        303438.55000000
        0.189367774263
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        254900C5LP6DN9OP9V83
        Federal Farm Credit Banks Funding Corp
        31331KJ50
        
          
        
        1000000.00000000
        PA
        USD
        1018595.52000000
        0.635677854698
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2025-10-21
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMER AIRLINE 16-3 AA PTT
        N/A
        American Airlines 2016-3 Class AA Pass Through Trust
        023771R91
        
          
        
        558597.06000000
        PA
        USD
        506233.00000000
        0.315926293704
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31398NQ72
        
          
        
        699264.73000000
        PA
        USD
        714788.90000000
        0.446080377925
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-10-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136B8M97
        
          
        
        800000.00000000
        PA
        USD
        721250.16000000
        0.450112675156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-02-25
          Fixed
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617WTN47
        
          
        
        691709.26000000
        PA
        USD
        686703.85000000
        0.428553259473
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2022-BNK42
        06541MBN3
        
          
        
        800000.00000000
        PA
        USD
        826190.80000000
        0.515603284133
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-06-15
          Variable
          4.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A8F43
        
          
        
        507014.43000000
        PA
        USD
        519616.92000000
        0.324278835401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Office Trust
        N/A
        SLG Office Trust 2021-OVA
        78449RAA3
        
          
        
        1000000.00000000
        PA
        USD
        875763.00000000
        0.546539950484
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2041-07-15
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
        
        171000.00000000
        PA
        USD
        173301.87000000
        0.108152999668
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACC Trust
        N/A
        ACC Trust 2021-1
        00091KAA3
        
          
        
        61266.45000000
        PA
        USD
        61176.05000000
        0.038178314610
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-11-20
          Fixed
          0.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCL3
        
          
        
        2000000.00000000
        PA
        USD
        1910468.76000000
        1.192271769294
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296XWB6
        
          
        
        7536.42000000
        PA
        USD
        7943.84000000
        0.004957535223
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKG6
        
          
        
        580000.00000000
        PA
        USD
        512203.19000000
        0.319652127459
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36291QY65
        
          
        
        5311.48000000
        PA
        USD
        5554.45000000
        0.003466381689
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2036-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2K8
        
          
        
        900000.00000000
        PA
        USD
        860269.10000000
        0.536870627461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-11
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296JQE8
        
          
        
        8183.09000000
        PA
        USD
        8597.15000000
        0.005365248286
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-06-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136ALYF2
        
          
        
        807014.68000000
        PA
        USD
        806223.64000000
        0.503142320793
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-08-25
          Variable
          3.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810QZ4
        
          
        
        1000000.00000000
        PA
        USD
        970976.56000000
        0.605960152488
        Long
        DBT
        UST
        US
        N
        
        2
        
          2043-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ARP5
        
          
        
        940023.72000000
        PA
        USD
        961769.82000000
        0.600214475606
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3620AC4T8
        
          
        
        1358.05000000
        PA
        USD
        1433.05000000
        0.000894327661
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AGTY8
        
          
        
        775.62000000
        PA
        USD
        774.92000000
        0.000483606567
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-11-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BQTY3
        
          
        
        682413.99000000
        PA
        USD
        671149.93000000
        0.418846479595
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USASF Receivables LLC
        N/A
        US Auto Funding 2021-1
        90355EAA9
        
          
        
        456556.03000000
        PA
        USD
        453010.60000000
        0.282711636473
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE2 Mortgage Trust
        12624KAE6
        
          
        
        230247.29000000
        PA
        USD
        2.30000000
        0.000001435367
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Variable
          1.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AR2J6
        
          
        
        415556.67000000
        PA
        USD
        408874.19000000
        0.255167299322
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-04-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANK
        254900C5LP6DN9OP9V83
        Federal Farm Credit Banks Funding Corp
        3133EHHE6
        
          
        
        500000.00000000
        PA
        USD
        486971.12000000
        0.303905476495
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2037-04-28
          Fixed
          3.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Progress Residential Trust
        N/A
        Progress Residential 2021-SFR4
        74333EAA0
        
          
        
        700000.00000000
        PA
        USD
        640123.19000000
        0.399483532150
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2038-05-17
          Fixed
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        1500000.00000000
        PA
        USD
        1376718.75000000
        0.859172855505
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON USA INC
        VA8TZDWPEZYU430RZ444
        Chevron USA Inc
        166756AP1
        
          
        
        116000.00000000
        PA
        USD
        118593.68000000
        0.074011101171
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        3128HXMV4
        
          
        
        307027.20000000
        PA
        USD
        294904.62000000
        0.184041979864
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SA7
        
          
        
        750000.00000000
        PA
        USD
        720351.56000000
        0.449551883253
        Long
        DBT
        UST
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31412BEW8
        
          
        
        3794.36000000
        PA
        USD
        3926.57000000
        0.002450465906
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        31292HEF7
        
          
        
        71.79000000
        PA
        USD
        77.05000000
        0.000048084816
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-08-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828XX3
        
          
        
        3000000.00000000
        PA
        USD
        2966953.14000000
        1.851595034529
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-30
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        31392CM84
        
          
        
        93587.60000000
        PA
        USD
        87792.77000000
        0.054789088107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-05-18
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36296QYK9
        
          
        
        3248.29000000
        PA
        USD
        3411.37000000
        0.002128943550
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-05-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140KTH81
        
          
        
        988767.96000000
        PA
        USD
        945514.19000000
        0.590069777536
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBH5
        
          
        
        127000.00000000
        PA
        USD
        126873.20000000
        0.079178125184
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AID-ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government AID Bond
        465138RC1
        
          
        
        2641000.00000000
        PA
        USD
        2507787.41000000
        1.565042148260
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2024-02-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137ATRN4
        
          
        
        1750000.00000000
        PA
        USD
        1704357.90000000
        1.063643568264
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-BAMLL Trust
        N/A
        UBS-BAMLL Trust
        90269PAA9
        
          
        
        217000.00000000
        PA
        USD
        216717.16000000
        0.135247305373
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-06-10
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36295YTZ6
        
          
        
        5548.85000000
        PA
        USD
        5752.58000000
        0.003590029252
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2038-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BCP85
        
          
        
        535410.23000000
        PA
        USD
        521653.56000000
        0.325549847221
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2040-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36212UFL0
        
          
        
        3372.38000000
        PA
        USD
        3584.66000000
        0.002237089142
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2031-01-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCB5
        
          
        
        5000000.00000000
        PA
        USD
        4521679.70000000
        2.821857739301
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZF0
        
          
        
        8000000.00000000
        PA
        USD
        7519375.04000000
        4.692638147575
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ASH48
        
          
        
        1636707.62000000
        PA
        USD
        1462771.72000000
        0.912876181591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK 2021-BN35
        N/A
        BANK 2021-BNK35
        06540CBF3
        
          
        
        1250000.00000000
        PA
        USD
        1079324.63000000
        0.673577246169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-06-15
          Fixed
          2.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138A8RD0
        
          
        
        41849.94000000
        PA
        USD
        42888.82000000
        0.026765750047
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36200QXA7
        
          
        
        4406.57000000
        PA
        USD
        4663.94000000
        0.002910638536
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2032-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        36181QFF9
        
          
        
        806828.49000000
        PA
        USD
        803553.29000000
        0.501475827738
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
        
        1500000.00000000
        PA
        USD
        1301250.00000000
        0.812074854233
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ASMM5
        
          
        
        564511.93000000
        PA
        USD
        554038.71000000
        0.345760541527
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGELLAN MIDSTREAM PARTN
        MZF5TI8NFVZZNUSKDL39
        Magellan Midstream Partners LP
        559080AH9
        
          
        
        137000.00000000
        PA
        USD
        134406.76000000
        0.083879615780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-06-14
      VALIC Co I
      Donna McManus
      Donna McManus
      Assistant Treasurer
StreetInsider

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Form NPORT-P VALIC Co I For: May 31

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