NPORT-P false 0001027263 XXXXXXXX S000036611 C000111956 C000111955 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1290 Avenue of the Americas New York 10104 212-314-5329 1290 VT DoubleLine Dynamic Allocation Portfolio S000036611 549300DLQSR6IN3Y2166 2020-12-31 2020-03-31 N 52191327.52 4797902.89 47393424.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2814941.52000000 USD MXN CHF EUR BRL UST Genesys Telecommunications Laboratories, Inc. N/A 39479TAA4 40000.00000000 PA USD 41212.00000000 0.086957210460 Long DBT CORP US Y 2 2024-11-30 Fixed 10.00000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAQ4 10000.00000000 PA USD 9800.00000000 0.020677973952 Long DBT CORP US Y 2 2027-12-15 Fixed 4.25000000 N N N N N N Eldorado Resorts, Inc. 5299000BKFWWVND5L441 28470RAF9 30000.00000000 PA USD 26100.00000000 0.055070930627 Long DBT CORP US N 2 2025-04-01 Fixed 6.00000000 N N N N N N Parsley Energy LLC N/A 701885AH8 30000.00000000 PA USD 21150.00000000 0.044626443784 Long DBT CORP US Y 2 2027-10-15 Fixed 5.62500000 N N N N N N Carvana Co. 5493003WEAK2PJ5WS063 146869AA0 10000.00000000 PA USD 9512.50000000 0.020071349716 Long DBT CORP US Y 2 2023-10-01 Fixed 8.87500000 N N N N N N Frontier Communications Corp. 549300ZCZ76HYCS0H445 35906ABC1 40000.00000000 PA USD 39301.20000000 0.082925427539 Long DBT CORP US Y 2 2027-04-01 Fixed 8.00000000 N N N N N N Navient Corp. 54930067J0ZNOEBRW338 63938CAK4 15000.00000000 PA USD 12895.50000000 0.027209470724 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LL3 95000.00000000 PA USD 88958.43000000 0.187702050853 Long DBT CORP US N 2 2024-05-17 Floating 2.79175000 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 1439.00000000 NS USD 457947.36000000 0.966267712399 Long EC CORP US N 1 N N N Nationstar Mortgage Holdings, Inc. N/A 93369KAA3 35000.00000000 PA USD 33250.00000000 0.070157411623 Long DBT CORP US Y 2 2023-07-15 Fixed 8.12500000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 036752103 1270.00000000 NS USD 288340.80000000 0.608398321604 Long EC CORP US N 1 N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857L108 203.00000000 NS USD 273099.96000000 0.576240189714 Long EC CORP US N 1 N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2E0 95000.00000000 PA USD 93621.57000000 0.197541263858 Long DBT CORP US Y 2 2022-07-01 Fixed 3.00000000 N N N N N N PetSmart, Inc. N/A 04021LAA8 30000.00000000 PA USD 27937.50000000 0.058948050743 Long DBT CORP US Y 2 2023-03-15 Fixed 7.12500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAM2 15000.00000000 PA USD 14825.55000000 0.031281871094 Long DBT CORP US N 2 2020-08-07 Floating 2.54162900 N N N N N N Griffon Corp. 5493000C2SGNC7ZN3242 398433AN2 20000.00000000 PA USD 18750.00000000 0.039562450163 Long DBT CORP US Y 2 2028-03-01 Fixed 5.75000000 N N N N N N IRB Holding Corp. 549300HVW4WNWYBXN830 44988MAA3 30000.00000000 PA USD 24000.00000000 0.050639936209 Long DBT CORP US Y 2 2026-02-15 Fixed 6.75000000 N N N N N N Charter Communications Operating LLC N/A 161175AY0 85000.00000000 PA USD 89958.05000000 0.189811246396 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N C-BASS TRUST N/A 1248MGAP9 1285033.76000000 PA USD 476802.52000000 1.006052049883 Long ABS-O CORP US N 2 2037-01-25 Variable 3.46002100 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCE4 150000.00000000 PA USD 121429.35000000 0.256215605746 Long DBT CORP US N 2 2023-01-05 Floating 2.89024900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2DG4 203970.25000000 PA USD 214369.61000000 0.452319307316 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 7853.00000000 NS USD 1238496.63000000 2.613224597439 Long EC CORP US N 1 N N N CCO Holdings LLC N/A 1248EPBX0 30000.00000000 PA USD 30075.00000000 0.063458170062 Long DBT CORP US Y 2 2028-02-01 Fixed 5.00000000 N N N N N N West Street Merger Sub, Inc. N/A 95616AAA1 30000.00000000 PA USD 26113.50000000 0.055099415591 Long DBT CORP US Y 2 2025-09-01 Fixed 6.37500000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JN0 40000.00000000 PA USD 42780.89000000 0.090267564190 Long DBT CORP AU Y 2 2047-07-12 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WKPQ2 360213.00000000 PA USD 382182.07000000 0.806403151879 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJQF3 211827.26000000 PA USD 215703.51000000 0.455133832771 Long ABS-MBS USGSE US N 2 2030-07-15 Fixed 1.75000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353108 7521.00000000 NS USD 335887.86000000 0.708722491827 Long EC CORP GB N 1 N N N Gray Television, Inc. 529900TM5726KDN7UU35 389284AA8 40000.00000000 PA USD 39700.00000000 0.083766894479 Long DBT CORP US Y 2 2027-05-15 Fixed 7.00000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 1365.00000000 NS USD 155091.30000000 0.327242230775 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BL0 10000.00000000 PA USD 10498.40000000 0.022151596095 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N Arconic Corp. 549300B4YFWH3U74B152 03966VAA5 30000.00000000 PA USD 30859.50000000 0.065113462977 Long DBT CORP US Y 2 2028-02-15 Fixed 6.12500000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 2862.00000000 NS USD 727777.98000000 1.535609603403 Long EC CORP US N 1 N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 25000.00000000 PA USD 22875.00000000 0.048266189199 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Gulfport Energy Corp. 549300FJX18IDUFPHD40 402635AL0 25000.00000000 PA USD 6000.00000000 0.012659984052 Long DBT CORP US N 2 2025-05-15 Fixed 6.37500000 N N N N N N First Republic Bank YWC0TIKBQM2JV8L4IV08 33616C100 2085.00000000 NS USD 171553.80000000 0.361978062018 Long EC CORP US N 1 N N N CSMC Trust N/A 12653AAA0 3101.61000000 PA USD 2762.83000000 0.005829563956 Long ABS-O CORP US Y 2 2058-07-25 Variable 4.12499900 N N N N N N Hess Midstream Operations LP N/A 428104AA1 30000.00000000 PA USD 21046.50000000 0.044408059059 Long DBT CORP US Y 2 2028-06-15 Fixed 5.12500000 N N N N N N DoubleLine Floating Rate Fund 5493004OMYPI8RQBET29 258620848 154608.45200000 NS USD 1304895.33000000 2.753325677954 Long RF US N 1 N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AD9 30000.00000000 PA USD 31110.00000000 0.065642017311 Long DBT CORP CA Y 2 2028-01-15 Fixed 7.00000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 3065.00000000 NS USD 274777.25000000 0.579779267156 Long EC CORP US N 1 N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978V103 1340.00000000 NS USD 157704.60000000 0.332756286829 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 1996.00000000 NS USD 157504.36000000 0.332333780961 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XBA1 95000.00000000 PA USD 76444.26000000 0.161297185415 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 11507.00000000 NS USD 375473.41000000 0.792247897110 Long EC CORP US N 1 N N N United States of America 254900HROIFWPRGM1V77 9128285C0 270000.00000000 PA USD 307099.62000000 0.647979381944 Long DBT UST US N 2 2025-09-30 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWZ67 335879.23000000 PA USD 358816.15000000 0.757101122785 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.00000000 N N N N N N CitiMortgage Alternative Loan Trust N/A 12566UAE4 557038.13000000 PA USD 501839.22000000 1.058879420337 Long ABS-MBS CORP US N 2 2037-02-25 Fixed 6.00000000 N N N N N N BioMarin Pharmaceutical, Inc. NSLL8ITTRR0J5HEMR848 09061G101 1653.00000000 NS USD 139678.50000000 0.294721263741 Long EC CORP US N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCUK8 450000.00000000 PA USD 489251.34000000 1.032319026994 Long ABS-MBS USGSE US N 2 2038-04-15 Fixed 3.50000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HF3 50000.00000000 PA USD 49982.16000000 0.105462224749 Long DBT CORP US N 2 2046-11-01 Fixed 3.80000000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508WAB1 10000.00000000 PA USD 9700.00000000 0.020466974217 Long DBT CORP US N 2 2027-09-15 Fixed 5.25000000 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBD8 5000.00000000 PA USD 4346.85000000 0.009171841946 Long DBT CORP US N 2 2027-05-01 Fixed 8.37500000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 472.00000000 NS USD 920267.84000000 1.941762696375 Long EC CORP US N 1 N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAF1 30000.00000000 PA USD 29250.00000000 0.061717422254 Long DBT CORP CA Y 2 2026-12-15 Fixed 5.12500000 N N N N N N N/A N/A N/A 10200003.68000000 PA USD -2482218.02000000 -5.23747342459 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Shiller Barclays CAPE US Sector II Excess Return Index Shiller Barclays CAPE US Sector II Excess Return Index Y 2020-04-13 0.00000000 USD 0.00000000 USD 10200003.68000000 USD -2482218.02000000 N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 073685AD1 40000.00000000 PA USD 36100.00000000 0.076170904048 Long DBT CORP US Y 2 2025-11-01 Fixed 4.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2G7 25000.00000000 PA USD 24779.33000000 0.052284320437 Long DBT CORP US N 2 2030-10-30 Variable 2.87899900 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304BR1 30000.00000000 PA USD 24750.00000000 0.052222434215 Long DBT CORP US Y 2 2027-12-01 Fixed 4.75000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700BC9 25000.00000000 PA USD 24250.00000000 0.051167435544 Long DBT CORP US Y 2 2027-02-15 Fixed 4.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CC1 90000.00000000 PA USD 93078.22000000 0.196394796802 Long DBT CORP US N 2 2024-02-22 Fixed 3.40000000 N N N N N N Dun & Bradstreet Corp. (The) RI37BMPWE56BCJ747E14 26483EAJ9 30000.00000000 PA USD 31346.70000000 0.066141453682 Long DBT CORP US Y 2 2026-08-15 Fixed 6.87500000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAA0 25000.00000000 PA USD 20500.00000000 0.043254945512 Long DBT CORP US Y 2 2023-08-15 Fixed 9.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796SR1 8000000.00000000 PA USD 7998892.00000000 16.87764085935 Long STIV UST US N 2 2020-05-21 None 0.00000000 N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BS0 55000.00000000 PA USD 61506.68000000 0.129778931318 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807108 1284.00000000 NS USD 308160.00000000 0.650216780926 Long EC CORP US N 1 N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AZ1 115000.00000000 PA USD 107953.78000000 0.227782188864 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N Flex Acquisition Co., Inc. 549300HHED2KGPBEDW39 33936YAA3 30000.00000000 PA USD 28050.00000000 0.059185425444 Long DBT CORP US Y 2 2025-01-15 Fixed 6.87500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBW5 10000.00000000 PA USD 9068.44000000 0.019134384296 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Intelsat Jackson Holdings SA 8XJ8KF85PBKK1TLMFN29 45824TBA2 25000.00000000 PA USD 15742.50000000 0.033216633157 Long DBT CORP LU Y 2 2024-10-15 Fixed 8.50000000 N N N N N N Oasis Petroleum, Inc. 529900FA4V2YNIKZ0M71 674215AG3 45000.00000000 PA USD 8887.50000000 0.018752601377 Long DBT CORP US N 2 2022-03-15 Fixed 6.87500000 N N N N N N HSI Asset Securitization Corp. Trust N/A 44328AAA8 1104021.26000000 PA USD 452914.23000000 0.955647821477 Long ABS-O CORP US N 2 2036-10-25 Floating 1.08663100 N N N N N N JBS USA LUX SA N/A 466112AR0 5000.00000000 PA USD 5050.00000000 0.010655486577 Long DBT CORP US Y 2 2025-06-15 Fixed 5.75000000 N N N N N N Hilcorp Energy I LP N/A 431318AS3 25000.00000000 PA USD 10750.00000000 0.022682471427 Long DBT CORP US Y 2 2028-11-01 Fixed 6.25000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAL0 10000.00000000 PA USD 9976.91000000 0.021051253581 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N RASC Trust N/A 74924XAC9 720491.87350000 PA USD 628060.26000000 1.325205479247 Long ABS-O CORP US N 2 2037-01-25 Floating 1.14662900 N N N N N N WPX Energy, Inc. ZXZE9GCS2BB547GJW219 98212BAL7 25000.00000000 PA USD 13575.00000000 0.028643213918 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N Kenan Advantage Group, Inc. (The) 549300GVUXCXDWYPIY65 67109EAA6 5000.00000000 PA USD 4196.88000000 0.008855405644 Long DBT CORP US Y 2 2023-07-31 Fixed 7.87500000 N N N N N N Ortho-Clinical Diagnostics, Inc. N/A 68752DAA6 20000.00000000 PA USD 17200.00000000 0.036291954283 Long DBT CORP US Y 2 2028-02-01 Fixed 7.25000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 5222.00000000 NS USD 380997.12000000 0.803902910529 Long EC CORP US N 1 N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 55000.00000000 PA USD 47410.65000000 0.100036345484 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BK9 20000.00000000 PA USD 20000.00000000 0.042199946841 Long DBT CORP US N 2 2026-12-15 Fixed 6.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404121AH8 40000.00000000 PA USD 41200.00000000 0.086931890492 Long DBT CORP US N 2 2026-09-01 Fixed 5.37500000 N N N N N N Select Medical Corp. N/A 816196AT6 20000.00000000 PA USD 19962.40000000 0.042120610940 Long DBT CORP US Y 2 2026-08-15 Fixed 6.25000000 N N N N N N Peabody Energy Corp. EJCO258LNNVSKAR2JX59 70457LAA2 15000.00000000 PA USD 10500.00000000 0.022154972091 Long DBT CORP US Y 2 2022-03-31 Fixed 6.00000000 N N N N N N Panther BF Aggregator 2 LP N/A 69867DAA6 15000.00000000 PA USD 13800.00000000 0.029117963320 Long DBT CORP US Y 2 2026-05-15 Fixed 6.25000000 N N N N N N GTT Communications, Inc. 549300ETSL7K1ZX05H30 362393AA8 20000.00000000 PA USD 12900.00000000 0.027218965712 Long DBT CORP US Y 2 2024-12-31 Fixed 7.87500000 N N N N N N B&G Foods, Inc. 549300TRW1LZMDJZAQ78 05508RAE6 20000.00000000 PA USD 19900.00000000 0.041988947106 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Monongahela Power Co. N/A 610202BP7 50000.00000000 PA USD 58765.20000000 0.123994415805 Long DBT CORP US Y 2 2043-12-15 Fixed 5.40000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 3154.00000000 NS USD 254685.50000000 0.537385728058 Long EC CORP US N 1 N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 2036.00000000 NS USD 307456.36000000 0.648732102396 Long EC CORP US N 1 N N N Indigo Natural Resources LLC 549300F7DOI6H6TA3C86 45569LAA9 10000.00000000 PA USD 6200.00000000 0.013081983520 Long DBT CORP US Y 2 2026-02-15 Fixed 6.87500000 N N N N N N Gogo Intermediate Holdings LLC N/A 38046XAE3 20000.00000000 PA USD 15800.00000000 0.033337958004 Long DBT CORP US Y 2 2024-05-01 Fixed 9.87500000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AS3 10000.00000000 PA USD 8637.50000000 0.018225102041 Long DBT CORP US Y 2 2028-03-01 Fixed 4.50000000 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAH8 25000.00000000 PA USD 27441.25000000 0.057900964562 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N Lions Gate Capital Holdings LLC 549300MWJHNLR35C0837 53627NAC5 35000.00000000 PA USD 30756.25000000 0.064895605751 Long DBT CORP US Y 2 2024-02-01 Fixed 6.37500000 N N N N N N Tempo Acquisition LLC N/A 88023JAA4 40000.00000000 PA USD 37000.00000000 0.078069901655 Long DBT CORP US Y 2 2025-06-01 Fixed 6.75000000 N N N N N N United Rentals North America, Inc. NGIZXNT70J2LYT3FBI09 911365BL7 30000.00000000 PA USD 29991.00000000 0.063280930285 Long DBT CORP US N 2 2030-01-15 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSNG4 312331.34000000 PA USD 323980.99000000 0.683599027775 Long ABS-MBS USGSE US N 2 2040-04-15 Fixed 2.50000000 N N N N N N Parkland Fuel Corp. 549300Q72GWZCL8MQC95 70137TAP0 30000.00000000 PA USD 28084.50000000 0.059258220352 Long DBT CORP CA Y 2 2027-07-15 Fixed 5.87500000 N N N N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 470.00000000 NS USD 111836.50000000 0.235974717744 Long EC CORP US N 1 N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAR0 15000.00000000 PA USD 13725.00000000 0.028959713519 Long DBT CORP US N 2 2029-11-15 Fixed 5.37500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 5354.00000000 NS USD 180001.48000000 0.379802644365 Long EC CORP US N 1 N N N Golden Nugget, Inc. 91D14OD6M4H1RVBN7R43 38113YAE9 40000.00000000 PA USD 25200.00000000 0.053171933019 Long DBT CORP US Y 2 2024-10-15 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AQ5N6 301950.10000000 PA USD 316349.47000000 0.667496540859 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.00000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 771195104 6304.00000000 NS USD 255753.28000000 0.539638741020 Long EC CORP CH N 1 N N N United States of America 254900HROIFWPRGM1V77 9128286T2 240000.00000000 PA USD 275591.26000000 0.581496826092 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 2531.00000000 NS USD 362844.16000000 0.765600213178 Long EC CORP US N 1 N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 1101.00000000 NS USD 142832.73000000 0.301376680657 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CW3 55000.00000000 PA USD 30181.25000000 0.063682357279 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Alcon, Inc. 549300LDT5AP8S0NBM78 N/A 4085.00000000 NS USD 207599.70000000 0.438034815210 Long EC CORP CH N 1 N N N Front Range BidCo, Inc. N/A 98919VAA3 25000.00000000 PA USD 24062.50000000 0.050771811043 Long DBT CORP US Y 2 2027-03-01 Fixed 4.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BJ5 25000.00000000 PA USD 22437.50000000 0.047343065362 Long DBT CORP US Y 2 2027-11-15 Fixed 5.50000000 N N N N N N Twin River Worldwide Holdings, Inc. 549300NS4D5IK406VT62 90171VAA3 25000.00000000 PA USD 18750.00000000 0.039562450163 Long DBT CORP US Y 2 2027-06-01 Fixed 6.75000000 N N N N N N JPMorgan Prime Money Market Fund, IM Shares N/A N/A 6580457.29800000 NS USD 6581115.34000000 13.88613587513 Long STIV RF US N 1 N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AC4 70000.00000000 PA USD 63034.59000000 0.133002817357 Long DBT CORP US N 2 2023-07-15 Floating 2.72125100 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282R0 230000.00000000 PA USD 257748.03000000 0.543847658218 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N NATIXIS NEW YORK BRANCH KX1WK48MPD4Y2NCUIZ63 N/A 2167800.00000000 PA USD 2167800.00000000 4.574052238098 Long RA CORP FR N 2 Repurchase Y 0.01000000 2020-04-01 1702465.47150000 USD 2211157.23580900 USD UST N N Transocean, Inc. DOL4HJ22ADYSIWES4H94 893830BL2 20000.00000000 PA USD 9500.00000000 0.020044974749 Long DBT CORP KY Y 2 2027-02-01 Fixed 8.00000000 N N N N N N Garda World Security Corp. N/A 362438AA1 35000.00000000 PA USD 32025.00000000 0.067572664879 Long DBT CORP CA Y 2 2025-05-15 Fixed 8.75000000 N N N N N N FHLMC STACR Remic Trust 5493007ZK0X40BI7UF30 35565KAH1 300000.00000000 PA USD 190560.45000000 0.402082043000 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 2.79663100 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 9683.00000000 NS USD 76883.02000000 0.162222967848 Long EC CORP US N 1 N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 114259AU8 35000.00000000 PA USD 36959.97000000 0.077985438462 Long DBT CORP US Y 2 2049-03-04 Fixed 4.48700000 N N N N N N Novelis Corp. 549300G5F3W3B52WYL23 670001AE6 10000.00000000 PA USD 8950.00000000 0.018884476211 Long DBT CORP US Y 2 2030-01-30 Fixed 4.75000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 899.00000000 NS USD 304716.05000000 0.642950055580 Long EC CORP US N 1 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAB9 10000.00000000 PA USD 10075.00000000 0.021258223221 Long DBT CORP US Y 2 2024-03-01 Fixed 5.50000000 N N N N N N SunCoke Energy Partners LP N/A 86723CAF5 25000.00000000 PA USD 17500.00000000 0.036924953485 Long DBT CORP US Y 2 2025-06-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YL8 220000.00000000 PA USD 223639.19000000 0.471878096478 Long DBT UST US N 2 2024-10-15 Fixed 0.12500000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAE4 90000.00000000 PA USD 92708.96000000 0.195615659184 Long DBT CORP US N 2 2023-09-01 Fixed 3.95000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 30000.00000000 PA USD 27750.00000000 0.058552426241 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 30000.00000000 PA USD 37441.30000000 0.079001043482 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AP6 15000.00000000 PA USD 10350.00000000 0.021838472490 Long DBT CORP US N 2 2025-08-15 Fixed 7.75000000 N N N N N N JBS USA LUX SA N/A 472141AA8 33000.00000000 PA USD 35160.84000000 0.074189278944 Long DBT CORP US Y 2 2028-02-15 Fixed 6.75000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450Y103 3430.00000000 NS USD 328388.20000000 0.692898229160 Long EC CORP US N 1 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BB2 15000.00000000 PA USD 14343.75000000 0.030265274375 Long DBT CORP US N 2 2026-06-15 Fixed 6.37500000 N N N N N N GTCR AP Finance, Inc. N/A 40060QAA3 25000.00000000 PA USD 23000.00000000 0.048529938867 Long DBT CORP US Y 2 2027-05-15 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285W6 50000.00000000 PA USD 55419.32000000 0.116934617898 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 130000.00000000 PA USD 195307.62000000 0.412098559082 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N QEP Resources, Inc. Q6JQDZPXKEDQKVK58165 74733VAD2 15000.00000000 PA USD 5475.00000000 0.011552235447 Long DBT CORP US N 2 2026-03-01 Fixed 5.62500000 N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAU5 20000.00000000 PA USD 18600.00000000 0.039245950562 Long DBT CORP US Y 2 2030-02-15 Fixed 3.37500000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AC2 6000.00000000 PA USD 2752.50000000 0.005807767683 Long DBT CORP CA Y 2 2024-03-31 Fixed 7.00000000 N N N N N N Scripps Escrow, Inc. N/A 81104PAA7 20000.00000000 PA USD 17800.00000000 0.037557952688 Long DBT CORP US Y 2 2027-07-15 Fixed 5.87500000 N N N N N N Telesat Canada N/A 87952VAM8 10000.00000000 PA USD 9662.50000000 0.020387849317 Long DBT CORP CA Y 2 2027-10-15 Fixed 6.50000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAD3 25000.00000000 PA USD 23062.50000000 0.048661813701 Long DBT CORP US N 2 2026-10-01 Fixed 5.62500000 N N N N N N NXP BV N/A 62954HAA6 55000.00000000 PA USD 52789.14000000 0.111384945089 Long DBT CORP US Y 2 2026-06-18 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283F5 270000.00000000 PA USD 303217.51000000 0.639788140163 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N PetSmart, Inc. N/A 716768AC0 12000.00000000 PA USD 11940.00000000 0.025193368264 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N Caesars Resort Collection LLC N/A 12652AAA1 35000.00000000 PA USD 25277.00000000 0.053334402815 Long DBT CORP US Y 2 2025-10-15 Fixed 5.25000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AH4 55000.00000000 PA USD 44154.56000000 0.093166004239 Long DBT CORP US N 2 2048-01-30 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B1RS5 391100.24000000 PA USD 356794.88000000 0.752836248457 Long ABS-MBS USGSE US N 2 2048-04-25 None 0.00000000 N N N N N N MEG Energy Corp. 5493002WXPTG5ZC1T326 552704AE8 40000.00000000 PA USD 19764.80000000 0.041703675466 Long DBT CORP CA Y 2 2027-02-01 Fixed 7.12500000 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048AV1 15000.00000000 PA USD 13987.50000000 0.029513587821 Long DBT CORP US Y 2 2028-02-01 Fixed 4.12500000 N N N N N N Tervita Corp. N/A 88158UAA6 45000.00000000 PA USD 31500.00000000 0.066464916274 Long DBT CORP CA Y 2 2021-12-01 Fixed 7.62500000 N N N N N N Westrock Co. 549300JEB576INN13W07 96145DAF2 50000.00000000 PA USD 49806.96000000 0.105092553215 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Viking Cruises Ltd. 549300IJP90T4MV2GL84 92676XAD9 55000.00000000 PA USD 30250.00000000 0.063827419597 Long DBT CORP BM Y 2 2027-09-15 Fixed 5.87500000 N N N N N N Willis Towers Watson plc 549300WHC56FF48KL350 N/A 1166.00000000 NS USD 198045.10000000 0.417874634606 Long EC CORP IE N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 2113.00000000 NS USD 196445.61000000 0.414499714957 Long EC CORP US N 1 N N N NFP Corp. VO2L9FZNXDJNQNEYH039 65342RAA8 40000.00000000 PA USD 39225.20000000 0.082765067741 Long DBT CORP US Y 2 2025-07-15 Fixed 6.87500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBG3 50000.00000000 PA USD 43494.37000000 0.091773005094 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G3P7 20000.00000000 PA USD 23622.14000000 0.049842652613 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 1031.00000000 NS USD 153763.34000000 0.324440238704 Long EC CORP US N 1 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 20338QAD5 25000.00000000 PA USD 24900.00000000 0.052538933817 Long DBT CORP US Y 2 2026-03-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 2700000.22000000 PA USD 186857.80000000 0.394269461341 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Shiller Barclays CAPE US Sector II Excess Return Index Shiller Barclays CAPE US Sector II Excess Return Index Y 2020-04-13 0.00000000 USD 0.00000000 USD 2700000.22000000 USD 186857.80000000 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BQ2 35000.00000000 PA USD 37132.20000000 0.078348843304 Long DBT CORP US N 2 2048-10-01 Fixed 5.40000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KK6 50000.00000000 PA USD 47159.66000000 0.099506757252 Long DBT CORP US N 2 2024-09-15 Fixed 2.20000000 N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 6482.00000000 NS USD 246121.54000000 0.519315795221 Long EC CORP US N 1 N N N VICI Properties LP N/A 92564RAE5 5000.00000000 PA USD 4712.50000000 0.009943362474 Long DBT CORP US Y 2 2030-08-15 Fixed 4.12500000 N N N N N N Scientific Games International, Inc. RLTHESQ0RNFQJWPBJN60 80874YBE9 15000.00000000 PA USD 9000.00000000 0.018989976078 Long DBT CORP US Y 2 2029-11-15 Fixed 7.25000000 N N N N N N PRPM LLC N/A 69358XAA8 422928.67000000 PA USD 400004.46000000 0.844008347408 Long ABS-O CORP US Y 2 2024-04-25 Variable 3.96699800 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 45000.00000000 PA USD 39427.23000000 0.083191350504 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350105 10775.00000000 NS USD 221318.50000000 0.466981446746 Long EC CORP US N 1 N N N DoubleLine Global Bond Fund N/A 258620699 135424.32100000 NS USD 1382682.32000000 2.917456020101 Long RF US N 1 N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BL4 50000.00000000 PA USD 38926.71000000 0.082135254634 Long DBT CORP US N 2 2030-03-01 Fixed 2.92000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AY8 40000.00000000 PA USD 38065.15000000 0.080317365324 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 140000.00000000 PA USD 206280.51000000 0.435251327816 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822AS3 95000.00000000 PA USD 88966.37000000 0.187718804231 Long DBT CORP JP N 2 2023-03-02 Floating 2.32038000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJYT1 0.02000000 PA USD 0.02000000 0.000000042199 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 50000.00000000 PA USD 46343.08000000 0.097783775622 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AQ2 15000.00000000 PA USD 15301.46000000 0.032286039929 Long DBT CORP US N 2 2049-04-15 Fixed 4.85000000 N N N N N N Builders FirstSource, Inc. 549300W0SKP6L3H7DP63 12008RAN7 20000.00000000 PA USD 18075.00000000 0.038138201957 Long DBT CORP US Y 2 2030-03-01 Fixed 5.00000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 1803.00000000 NS USD 449632.14000000 0.948722620300 Long EC CORP US N 1 N N N MPT Operating Partnership LP N/A 55342UAG9 45000.00000000 PA USD 44550.00000000 0.094000381588 Long DBT CORP US N 2 2026-08-01 Fixed 5.25000000 N N N N N N Antero Midstream Partners LP N/A 03690AAD8 13000.00000000 PA USD 8320.00000000 0.017555177885 Long DBT CORP US Y 2 2027-03-01 Fixed 5.75000000 N N N N N N Yum! Brands, Inc. 549300JE8XHZZ7OHN517 988498AM3 10000.00000000 PA USD 10450.00000000 0.022049472224 Long DBT CORP US Y 2 2025-04-01 Fixed 7.75000000 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAB7 25000.00000000 PA USD 23062.50000000 0.048661813701 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N Bausch Health Cos., Inc. B3BS7ACMDUWISF18KY76 071734AJ6 20000.00000000 PA USD 18911.20000000 0.039902581734 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 2322.00000000 NS USD 105952.86000000 0.223560252982 Long EC CORP US N 1 N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBV6 105000.00000000 PA USD 97948.59000000 0.206671264557 Long DBT CORP US N 2 2023-01-30 Floating 2.48950100 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 043436AT1 10000.00000000 PA USD 8550.00000000 0.018040477274 Long DBT CORP US Y 2 2030-03-01 Fixed 4.75000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AH0 30000.00000000 PA USD 30300.00000000 0.063932919464 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AW6 50000.00000000 PA USD 53484.99000000 0.112853186739 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N GFL Environmental, Inc. 549300FYK4MBXWIVZU26 36168QAE4 12000.00000000 PA USD 12056.40000000 0.025438971954 Long DBT CORP CA Y 2 2027-05-01 Fixed 8.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRU6 30000.00000000 PA USD 29881.00000000 0.063048830577 Long DBT CORP US N 2 2021-06-07 Floating 2.09887900 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 25000.00000000 PA USD 24531.25000000 0.051760872297 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N Gates Global LLC N/A 36740LAA0 20000.00000000 PA USD 17800.00000000 0.037557952688 Long DBT CORP US Y 2 2026-01-15 Fixed 6.25000000 N N N N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 57701RAM4 30000.00000000 PA USD 25947.00000000 0.054748101034 Long DBT CORP CA Y 2 2030-03-01 Fixed 4.62500000 N N N N N N Aflac, Inc. 549300N0B7DOGLXWPP39 001055102 5462.00000000 NS USD 187018.88000000 0.394609339713 Long EC CORP US N 1 N N N GCAT LLC N/A 36166HAA4 235242.98000000 PA USD 232146.24000000 0.489827949367 Long ABS-O CORP US Y 2 2024-06-25 Variable 3.47479900 N N N N N N Cengage Learning, Inc. 549300BYGM0FWUSVXJ88 15137NAA1 20000.00000000 PA USD 14500.00000000 0.030594961459 Long DBT CORP US Y 2 2024-06-15 Fixed 9.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967424 7255.00000000 NS USD 305580.60000000 0.644774253782 Long EC CORP US N 1 N N N Allied Universal Holdco LLC N/A 019576AB3 25000.00000000 PA USD 23528.75000000 0.049645599961 Long DBT CORP US Y 2 2027-07-15 Fixed 9.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YQ7 230000.00000000 PA USD 245940.75000000 0.518934328802 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 2039.00000000 NS USD 272797.81000000 0.575602654017 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 70000.00000000 PA USD 66926.99000000 0.141215771011 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AU3 30000.00000000 PA USD 29508.46000000 0.062262772168 Long DBT CORP US N 2 2029-12-15 Fixed 3.00000000 N N N N N N Transocean Poseidon Ltd. N/A 89383JAA6 30000.00000000 PA USD 24300.00000000 0.051272935411 Long DBT CORP KY Y 2 2027-02-01 Fixed 6.87500000 N N N N N N Expedia Group, Inc. N/A 30212PAR6 50000.00000000 PA USD 41929.37000000 0.088470859253 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Anheuser-Busch Cos. LLC N/A 03522AAJ9 15000.00000000 PA USD 16363.85000000 0.034527680005 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N USA Compression Partners LP N/A 91740PAF5 40000.00000000 PA USD 25200.00000000 0.053171933019 Long DBT CORP US N 2 2027-09-01 Fixed 6.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QZ4 170000.00000000 PA USD 232224.96000000 0.489994048357 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AM1 85000.00000000 PA USD 87001.95000000 0.183573883253 Long DBT CORP US N 2 2024-01-15 Fixed 4.00000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZJ0 90000.00000000 PA USD 83007.05000000 0.175144654871 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N Alliant Holdings Intermediate LLC N/A 01883LAA1 20000.00000000 PA USD 18850.00000000 0.039773449897 Long DBT CORP US Y 2 2027-10-15 Fixed 6.75000000 N N N N N N Nexstar Broadcasting, Inc. 5493006PK6I4I2OOT688 65343HAA9 20000.00000000 PA USD 19525.00000000 0.041197698103 Long DBT CORP US Y 2 2027-07-15 Fixed 5.62500000 N N N N N N Sunoco LP N/A 86765LAQ0 15000.00000000 PA USD 12900.00000000 0.027218965712 Long DBT CORP US N 2 2027-04-15 Fixed 6.00000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAK2 15000.00000000 PA USD 14860.42000000 0.031355446701 Long DBT CORP US N 2 2025-07-15 Fixed 3.95000000 N N N N N N Staples, Inc. XQM2JINI1UL7642TU573 855030AN2 30000.00000000 PA USD 26437.50000000 0.055783054730 Long DBT CORP US Y 2 2026-04-15 Fixed 7.50000000 N N N N N N Radiology Partners, Inc. 549300SFTAG2177WUZ08 75041VAA2 20000.00000000 PA USD 17850.00000000 0.037663452555 Long DBT CORP US Y 2 2028-02-01 Fixed 9.25000000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAM8 30000.00000000 PA USD 28950.18000000 0.061084802851 Long DBT CORP US N 2 2045-07-15 Fixed 5.20000000 N N N N N N CSMC Trust N/A 12596QAA5 571265.08000000 PA USD 553388.08000000 1.167647377922 Long ABS-O CORP US Y 2 2066-09-27 Variable 4.09500000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EUX5 15000.00000000 PA USD 15163.37000000 0.031994670396 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RZ3 180000.00000000 PA USD 237839.99000000 0.501841746733 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 00774CAB3 40000.00000000 PA USD 35250.00000000 0.074377406307 Long DBT CORP US N 2 2027-03-15 Fixed 5.12500000 N N N N N N Bombardier, Inc. W7L3VLU8EHQY34Z36697 097751BJ9 25000.00000000 PA USD 18750.00000000 0.039562450163 Long DBT CORP CA Y 2 2022-10-15 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 30000.00000000 PA USD 30000.76000000 0.063301523859 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 2071.00000000 NS USD 450960.25000000 0.951524928870 Long EC CORP US N 1 N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BE6 55000.00000000 PA USD 54793.75000000 0.115614666861 Long DBT CORP US Y 2 2026-03-15 Fixed 6.25000000 N N N N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 3950.00000000 NS USD 658860.00000000 1.390192848783 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AW2 20000.00000000 PA USD 11801.26000000 0.024900627232 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N CenturyLink, Inc. 8M3THTGWLTYZVE6BBY25 156700BB1 25000.00000000 PA USD 25000.00000000 0.052749933551 Long DBT CORP US Y 2 2026-12-15 Fixed 5.12500000 N N N N N N Targa Resources Partners LP N/A 87612BBP6 40000.00000000 PA USD 30996.00000000 0.065401477614 Long DBT CORP US Y 2 2030-03-01 Fixed 5.50000000 N N N N N N NextEra Energy, Inc. N/A 65339F101 508.00000000 NS USD 122234.96000000 0.257915440705 Long EC CORP US N 1 N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAE0 20000.00000000 PA USD 19744.00000000 0.041659787521 Long DBT CORP US Y 2 2027-09-15 Fixed 7.50000000 N N N N N N Front Range BidCo, Inc. N/A 98919VAB1 15000.00000000 PA USD 14250.00000000 0.030067462124 Long DBT CORP US Y 2 2028-03-01 Fixed 6.12500000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 684.00000000 NS USD 794773.80000000 1.676970605531 Long EC CORP US N 1 N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417AN6 20000.00000000 PA USD 17886.73000000 0.037740952757 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J0Q67 357419.39000000 PA USD 384797.70000000 0.811922124227 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.00000000 N N N N N N Icahn Enterprises LP N/A 451102BZ9 20000.00000000 PA USD 18475.00000000 0.038982200894 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABC5 55000.00000000 PA USD 54862.64000000 0.115760024577 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N Visa, Inc. 549300JZ4OKEHW3DPJ59 92826C839 2925.00000000 NS USD 471276.00000000 0.994391107372 Long EC CORP US N 1 N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BP4 45000.00000000 PA USD 45995.93000000 0.097051290045 Long DBT CORP US N 2 2028-10-01 Fixed 4.65000000 N N N N N N Splunk, Inc. 549300XGDSGBP6UEI867 848637104 2304.00000000 NS USD 290833.92000000 0.613658798178 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAU4 40000.00000000 PA USD 41533.79000000 0.087636186505 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AK6 85000.00000000 PA USD 102097.45000000 0.215425348130 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Albertsons Cos., Inc. N/A 013092AC5 25000.00000000 PA USD 24875.00000000 0.052486183883 Long DBT CORP US Y 2 2027-01-15 Fixed 4.62500000 N N N N N N Penske Truck Leasing Co. LP N/A 709599AX2 55000.00000000 PA USD 58679.57000000 0.123813736732 Long DBT CORP US Y 2 2027-04-01 Fixed 4.20000000 N N N N N N Bayview Opportunity Master Fund IVa Trust N/A 07333YAA6 136904.25000000 PA USD 130253.76000000 0.274835087392 Long ABS-O CORP US Y 2 2034-06-28 Variable 3.47479900 N N N N N N LifePoint Health, Inc. 549300G8ZVHRTBBBSZ90 53219LAS8 25000.00000000 PA USD 23800.00000000 0.050217936740 Long DBT CORP US Y 2 2027-02-15 Fixed 4.37500000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAT5 40000.00000000 PA USD 42284.45000000 0.089220077110 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A 74142NAA1 304422.26000000 PA USD 287960.84000000 0.607596607014 Long ABS-O CORP US Y 2 2058-12-25 Variable 3.84410200 N N N N N N MPH Acquisition Holdings LLC 5493002WXOPRPTXWTU06 553283AB8 45000.00000000 PA USD 39600.00000000 0.083555894745 Long DBT CORP US Y 2 2024-06-01 Fixed 7.12500000 N N N N N JBS USA LUX SA N/A 466112AP4 10000.00000000 PA USD 10125.00000000 0.021363723088 Long DBT CORP US Y 2 2024-07-15 Fixed 5.87500000 N N N N N N Diamond Sports Group LLC N/A 25277LAA4 20000.00000000 PA USD 16250.00000000 0.034287456808 Long DBT CORP US Y 2 2026-08-15 Fixed 5.37500000 N N N N N N Springleaf Finance Corp. 5493008I795YYBFWFU90 85172FAQ2 30000.00000000 PA USD 28350.00000000 0.059818424647 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N AMETEK, Inc. 549300WZDEF9KKE40E98 031100100 3212.00000000 NS USD 231328.24000000 0.488101971541 Long EC CORP US N 1 N N N Public Storage 549300LMZF40TKJ6DM64 74460DAD1 40000.00000000 PA USD 39736.43000000 0.083843761682 Long DBT CORP US N 2 2029-05-01 Fixed 3.38500000 N N N N N N Ajax Mortgage Loan Trust N/A 00969GAA1 333107.40000000 PA USD 323911.07000000 0.683451496760 Long ABS-O CORP US Y 2 2065-09-25 Variable 4.36000000 N N N N N N Post Holdings, Inc. JM1I5YUAURL6DC8N1468 737446AQ7 30000.00000000 PA USD 28725.00000000 0.060609673650 Long DBT CORP US Y 2 2030-04-15 Fixed 4.62500000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AG6 40000.00000000 PA USD 43738.70000000 0.092288540744 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1800000.18000000 PA USD 85053.44000000 0.179462532332 N/A DE GB N 2 Barclays G5GSEF7VJP5I7OUK5573 Shiller Barclays CAPE US Sector Excess Return Index Shiller Barclays CAPE US Sector Excess Return Index Y 2020-04-13 0.00000000 USD 0.00000000 USD 1800000.18000000 USD 85053.44000000 N N N VICI Properties LP N/A 92564RAD7 5000.00000000 PA USD 4712.50000000 0.009943362474 Long DBT CORP US Y 2 2027-02-15 Fixed 3.75000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 40000.00000000 PA USD 38795.01000000 0.081857367984 Long DBT CORP CA N 2 2032-12-15 Variable 3.80300000 N N N N N N 2020-04-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer XXXX