NPORT-P false 0001027263 XXXXXXXX S000009055 C000024603 C000024602 C000104169 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1290 Avenue of the Americas New York 10104 212-554-1234 EQ/Quality Bond PLUS Portfolio S000009055 549300H58GWHDRBM0K71 2022-12-31 2022-12-31 N 1281529561.72 84511581.00 1197017980.72 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 13735046.92000000 ARS AUD DKK EUR GBP PEN USD N Bloomberg U.S. Intermediate Government Bond Index GOV_INT American Airlines Pass-Through Trust N/A 02377LAA2 691543.32000000 PA USD 572147.33000000 0.047797722274 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAJ6 239000.00000000 PA USD 237942.59000000 0.019877946182 Long DBT CORP DE N 2 2026-07-14 Variable 6.11899920 N N N N N N Bear Stearns ALT-A Trust N/A 07386HVS7 104657.30990000 PA USD 64448.16000000 0.005384059474 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.72915360 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BM1 700000.00000000 PA USD 540078.21000000 0.045118638040 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AU3 350000.00000000 PA USD 310544.92000000 0.025943212633 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56899960 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 47000.00000000 PA USD 46454.33000000 0.003880838111 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282Y5 4700000.00000000 PA USD 4511577.00000000 0.376901355925 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBH3 800000.00000000 PA USD 632622.64000000 0.052849886149 Long DBT CORP US Y 2 2031-02-15 Fixed 2.45000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAQ4 67000.00000000 PA USD 60027.14000000 0.005014723334 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 227000.00000000 PA USD 207032.22000000 0.017295665005 Long DBT CORP US N 2 2029-04-23 Variable 4.07499840 N N N N N N Citigroup Mortgage Loan Trust N/A 17315MAK1 272765.04650000 PA USD 149522.00000000 0.012491207518 Long ABS-MBS CORP US Y 2 2035-12-25 Fixed 5.50000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAJ1 61000.00000000 PA USD 50927.38000000 0.004254520886 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHJ4 800000.00000000 PA USD 763411.60000000 0.063776118011 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 902973AZ9 171000.00000000 PA USD 148342.50000000 0.012392670986 Long DBT CORP US N 2 2027-04-15 Variable 5.29999920 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BG7 25000.00000000 PA USD 25125.47000000 0.002099005228 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N Odebrecht Offshore Drilling Finance Ltd. 549300L7LF2PIRAWID66 N/A 804057.00000000 PA USD 211718.26000000 0.017687141163 Long DBT CORP KY Y 2 2026-12-01 Fixed 7.72000000 N N Y N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 37778.65000000 PA USD 38778.92000000 0.003239627192 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 2574P1NX6 900000.00000000 PA USD 896271.20000000 0.074875333072 Long STIV CORP US N 2 2023-01-31 None 0.00000000 N N N N N N N/A N/A N/A -44.00000000 NC USD 1662.41000000 0.000138879283 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 5 Year Note 2023-03-31 -4748906.27000000 USD 1662.41000000 N N N Sales Tax Securitization Corp. N/A 79467BDG7 800000.00000000 PA USD 643811.04000000 0.053784575534 Long DBT MUN US N 2 2033-01-01 Fixed 3.00700000 N N N N N N Nordea Kredit Realkreditaktieselskab 52990080NNXXLC14OC65 N/A 1.59000000 PA 0.17000000 0.000000014201 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N BX Trust N/A 05608RAA3 600000.00000000 PA USD 570777.00000000 0.047683243626 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 5.21696160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEZ0 1600000.00000000 PA USD 1506394.96000000 0.125845641775 Long DBT UST US N 2 2032-07-15 Fixed 0.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4H2 13165.59000000 PA USD 13491.88000000 0.001127124255 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N BX Commercial Mortgage Trust N/A 05609KAA7 463357.53000000 PA USD 445418.83000000 0.037210705033 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.00649840 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAN4 800000.00000000 PA USD 710689.36000000 0.059371652844 Long DBT CORP US N 2 2032-04-01 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 654700.00000000 PA USD 662065.38000000 0.055309560145 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363PAD2 285866.42160000 PA USD 240321.35000000 0.020076670014 Long ABS-MBS CORP US N 2 2036-11-25 Variable 3.33174600 N N N N N N Tobacco Settlement Finance Authority N/A 88880LAV5 87859.68000000 PA USD 78845.29000000 0.006586809159 Long DBT MUN US N 2 2035-06-01 Fixed 3.00000000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAE6 367000.00000000 PA USD 323497.91000000 0.027025317514 Long DBT CORP US N 2 2030-04-15 Fixed 3.90000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 34000.00000000 PA USD 34527.07000000 0.002884423672 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N Delos Finance SARL 549300HX549YWOJQT076 L2324EAE1 2100000.00000000 PA USD 2095065.00000000 0.175023686673 Long LON CORP LU N 2 2023-10-06 Variable 6.47986000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 365923.77000000 PA USD 312954.36000000 0.026144499501 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RX8 5900000.00000000 PA USD 4872227.08000000 0.407030400417 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCM1 2100000.00000000 PA USD 2064093.33000000 0.172436284437 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A1B92 450777.83000000 PA USD 419601.04000000 0.035053862745 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -15901.38000000 -0.00132841613 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 3795000.00000000 DKK 530649.67000000 USD 2023-01-10 -15901.38000000 N N N LAD Auto Receivables Trust N/A 501687AA5 216199.49000000 PA USD 213116.96000000 0.017803989867 Long ABS-O CORP US Y 2 2027-06-15 Fixed 5.21000000 N N N N N N UWM Mortgage Trust N/A 90355RAM4 730803.11000000 PA USD 668035.31000000 0.055808293673 Long ABS-MBS CORP US Y 2 2051-11-25 Floating 4.47080040 N N N N N N Affirm Asset Securitization Trust N/A 00834CAA3 55046.56000000 PA USD 53520.02000000 0.004471112452 Long ABS-O CORP US Y 2 2025-08-15 Fixed 1.07000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVTE2 554269.50000000 PA USD 103464.21000000 0.008643496728 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 4.00000000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAM9 229000.00000000 PA USD 241716.16000000 0.020193193744 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N Transurban Finance Co. Pty. Ltd. 54930081LPJMUMEA6E57 89400PAK9 900000.00000000 PA USD 710626.50000000 0.059366401461 Long DBT CORP AU Y 2 2031-03-16 Fixed 2.45000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAK1 190000.00000000 PA USD 171107.67000000 0.014294494548 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAH8 113000.00000000 PA USD 109307.15000000 0.009131621392 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N College Ave Student Loans LLC N/A 19424WAB3 189980.29000000 PA USD 164439.99000000 0.013737470334 Long ABS-O CORP US Y 2 2055-07-26 Fixed 2.32000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 409000.00000000 PA USD 369275.59000000 0.030849627653 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286B1 9196800.00000000 PA USD 8521454.14000000 0.711890237010 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N CSMC Mortgage-Backed Trust N/A 22942JAH6 407273.71480000 PA USD 216649.99000000 0.018099142493 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 310000.00000000 PA USD 265740.12000000 0.022200177798 Long DBT CORP US N 2 2030-05-06 Fixed 3.40000000 N N N N N N Eurohome UK Mortgages plc 2138009XX8M6MTY8SG15 N/A 342670.99200000 PA 397786.98000000 0.033231495800 Long ABS-MBS CORP GB Y 2 2044-06-15 Floating 3.94420095 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1499.33000000 0.000125255428 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 235726.87000000 USD 196000.00000000 GBP 2023-02-16 1499.33000000 N N N United States of America 254900HROIFWPRGM1V77 912796S34 7700000.00000000 PA USD 7680558.27000000 0.641641010720 Long STIV UST US N 2 2023-01-26 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 1055000.00000000 PA USD 975810.33000000 0.081520106273 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Benchmark Mortgage Trust N/A 08160JAE7 800000.00000000 PA USD 756392.96000000 0.063189774270 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N Dominican Republic Government Bond N/A 25714PEF1 276000.00000000 PA USD 228183.00000000 0.019062620919 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N Conn's Receivables Funding LLC N/A 20825GAA3 340.03000000 PA USD 339.39000000 0.000028352957 Long ABS-O CORP US Y 2 2026-05-15 Fixed 1.05000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBU0 367000.00000000 PA USD 374022.14000000 0.031246158873 Long DBT CORP IT Y 2 2025-11-21 Fixed 7.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDV5 44000.00000000 PA USD 39552.65000000 0.003304265319 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BP4 84000.00000000 PA USD 80410.89000000 0.006717600846 Long DBT CORP US N 2 2028-10-01 Fixed 4.65000000 N N N N N N Sequoia Mortgage Trust N/A 81743VAB9 1524.81000000 PA USD 1445.16000000 0.000120730016 Long ABS-MBS CORP US N 2 2027-10-20 Floating 5.11286040 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 233853AF7 800000.00000000 PA USD 704065.52000000 0.058818291064 Long DBT CORP US Y 2 2026-12-14 Fixed 2.00000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAD8 700000.00000000 PA USD 594954.22000000 0.049703031164 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 92212WAD2 356000.00000000 PA USD 362963.61000000 0.030322318949 Long DBT CORP NO Y 2 2028-01-15 Fixed 7.50000000 N N N N N N Harvest CLO XX DAC 635400EXPHDZLGQCVU09 N/A 700000.00000000 PA 724888.84000000 0.060557890664 Long ABS-CBDO CORP IE Y 2 2031-10-20 Floating 2.13599880 N N N N N N Vornado Realty LP 549300BMOJ05INE4YK86 929043AL1 330000.00000000 PA USD 244729.42000000 0.020444924298 Long DBT CORP US N 2 2031-06-01 Fixed 3.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CC61 188.60290000 PA USD 183.03000000 0.000015290497 Long ABS-MBS USGA US N 2 2027-07-20 Variable 2.62500120 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 258000.00000000 PA USD 256162.11000000 0.021400021898 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25299840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AY51 239247.06000000 PA USD 232187.86000000 0.019397190663 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828U24 45079100.00000000 PA USD 41730976.07000000 3.486244713291 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N IPALCO Enterprises, Inc. 5493000YFVK2DZX0JV43 462613AP5 700000.00000000 PA USD 624092.35000000 0.052137257756 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4G6 438580.25000000 PA USD 374202.55000000 0.031261230493 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 421000.00000000 PA USD 397402.95000000 0.033199413576 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Voya Financial, Inc. 549300T065Z4KJ686G75 45685EAG1 91000.00000000 PA USD 89330.12000000 0.007462721649 Long DBT CORP US N 2 2053-05-15 Variable 5.64999840 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358W4V3 180000.00000000 PA USD 176803.27000000 0.014770310291 Long DBT MUN US N 2 2023-07-01 Fixed 1.08600000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AZ9 800000.00000000 PA USD 660799.60000000 0.055203815702 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEW7 9079800.00000000 PA USD 8793247.87000000 0.734596139041 Long DBT UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N VW Credit, Inc. 549300UUPJ2NXDB68M19 91842KNT9 500000.00000000 PA USD 498173.00000000 0.041617837661 Long STIV CORP US Y 2 2023-01-27 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284N7 5240000.00000000 PA USD 4954967.06000000 0.413942575617 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJBE9 26225.57000000 PA USD 26993.80000000 0.002255087261 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAN0 185180.00000000 PA USD 154900.29000000 0.012940514887 Long ABS-O CORP US Y 2 2051-04-25 Fixed 2.66200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWY8 508691.87000000 PA USD 503916.12000000 0.042097623270 Long ABS-MBS USGA US N 2 2066-07-20 Floating 4.60077120 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDM5 1073000.00000000 PA USD 1071422.69000000 0.089507652120 Long DBT CORP US N 2 2025-12-15 Variable 5.54600160 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286N5 400000.00000000 PA USD 459973.88000000 0.038426647503 Long DBT UST US N 2 2024-04-15 Fixed 0.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HWQ1 1951.90270000 PA USD 1949.14000000 0.000162832975 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 3.62499840 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AH3 165000.00000000 PA USD 159530.96000000 0.013327365383 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N City of Chicago IL T5UYO5SYLC8K73MJQX30 167486D22 100000.00000000 PA USD 101638.40000000 0.008490966855 Long DBT MUN US N 2 2042-01-01 Fixed 7.75000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAS8 900000.00000000 PA USD 886622.49000000 0.074069270828 Long DBT CORP JP N 2 2024-09-11 Variable 3.92199840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 200000.00000000 PA USD 209817.80000000 0.017528374960 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 N/A 800000.00000000 PA USD 800000.00000000 0.066832747117 Long RA CORP CA N 2 Repurchase Y 4.45000000 2023-01-06 248424.04000000 USD 235543.25680800 USD UST 9911.96200800 USD 635519.56494800 USD EQT N N FHLMC S6XOOCT0IEG5ABCC6L87 31295MYW4 1333.92820000 PA USD 1341.56000000 0.000112075175 Long ABS-MBS USGSE US N 2 2031-11-01 Variable 4.37500080 N Y N N N N Tengizchevroil Finance Co. International Ltd. 5493001VEV2XTJIBZH31 88034QAC1 230000.00000000 PA USD 163127.50000000 0.013627823694 Long DBT CORP BM Y 2 2030-08-15 Fixed 3.25000000 N N N N N N Commercial Mortgage Trust N/A 12594MBA5 1149361.65000000 PA USD 1086510.42000000 0.090768095174 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.97200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 422500.00000000 PA USD 304058.38000000 0.025401321024 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N BRSP Ltd. N/A 05591XAA9 800000.00000000 PA USD 771326.24000000 0.064437314428 Long ABS-CBDO CORP US Y 2 2038-08-19 Floating 5.48913960 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130A4CH3 5500000.00000000 PA USD 5257582.00000000 0.439223310316 Long DBT USGA US N 2 2025-03-14 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q9T37 132522.64000000 PA USD 130543.89000000 0.010905758485 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJGB8 47118.53000000 PA USD 44196.90000000 0.003692250301 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N BX Commercial Mortgage Trust N/A 05608BAN0 133619.00000000 PA USD 127654.74000000 0.010664396195 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 6.46800120 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 12000.00000000 PA USD 11599.44000000 0.000969028050 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 44486JNA3 700000.00000000 PA USD 699000.71000000 0.058395172107 Long STIV CORP US N 2 2023-01-10 None 0.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBF5 700000.00000000 PA USD 683591.44000000 0.057107867301 Long DBT CORP JP N 2 2024-07-10 Variable 1.24099920 N N N N N N Voya CLO Ltd. 549300KSCKXTOBY0IP86 92917NAS7 100000.00000000 PA USD 86754.60000000 0.007247560303 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 6.92913960 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GPN5 26491.26000000 PA USD 21221.84000000 0.001772892332 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.02871040 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148BAD0 33000.00000000 PA USD 32050.26000000 0.002677508652 Long DBT CORP US N 2 2023-02-03 Floating 7.46600040 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAH4 800000.00000000 PA USD 714880.00000000 0.059721742823 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFM8 1096700.00000000 PA USD 1102509.44000000 0.092104668247 Long DBT UST US N 2 2027-09-30 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEP2 1107900.00000000 PA USD 1024559.77000000 0.085592680018 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N RALI Trust N/A 761118HU5 232756.98000000 PA USD 202256.81000000 0.016896722794 Long ABS-MBS CORP US N 2 2045-09-25 Floating 3.40826040 N N N N N N JP Morgan Mortgage Trust N/A 46630GAJ4 31143.83000000 PA USD 28746.99000000 0.002401550391 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.34580040 N N N N N N LeasePlan Corp. NV 724500C60L930FVHS484 52206AAD2 800000.00000000 PA USD 750429.36000000 0.062691569557 Long DBT CORP NL Y 2 2024-10-24 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 663.76000000 0.000055451130 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 240764.37000000 USD 31500000.00000000 JPY 2023-02-16 663.76000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHUP5 66838.82000000 PA USD 62692.15000000 0.005237360758 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Brex Commercial Charge Card Master Trust N/A 05601DAA1 179000.00000000 PA USD 176715.03000000 0.014762938639 Long ABS-O CORP US Y 2 2024-07-15 Fixed 2.09000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285D8 2701700.00000000 PA USD 2667797.99000000 0.222870335531 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N FHLMC STACR REMIC Trust N/A 35566AAH2 102450.95000000 PA USD 103256.52000000 0.008626146111 Long ABS-MBS CORP US Y 2 2050-10-25 Floating 6.72768000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AG4 1600000.00000000 PA USD 1615436.80000000 0.134955098922 Long DBT CORP IT Y 2 2023-12-04 Fixed 7.83000000 N N N N N N United States Small Business Administration N/A 83162CRX3 76566.19780000 PA USD 76592.93000000 0.006398644902 Long ABS-O CORP US N 2 2028-07-01 Fixed 5.87000000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KNK1 305895.08000000 PA USD 290239.16000000 0.024246850479 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 4.87767960 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 35564KMH9 405614.00000000 PA USD 380945.25000000 0.031824521948 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 5.72767920 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAB5 800000.00000000 PA USD 756560.80000000 0.063203795781 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAR5 8377.39000000 PA USD 8469.76000000 0.000707571660 Long ABS-MBS CORP US N 2 2024-11-25 Floating 9.38871000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAG1 169000.00000000 PA USD 134065.82000000 0.011199983806 Long ABS-O CORP US N 2 2028-09-11 Fixed 2.61000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WBG5 357600.00000000 PA USD 392215.68000000 0.032766064195 Long DBT CORP KY Y 2 2032-12-01 Fixed 9.62500000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05525BAL4 135000.00000000 PA USD 114054.82000000 0.009528246178 Long ABS-MBS CORP US Y 2 2037-03-10 Variable 3.53430000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBR5 469000.00000000 PA USD 390555.48000000 0.032627369537 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17320DAQ1 235000.00000000 PA USD 228969.76000000 0.019128347584 Long ABS-MBS CORP US N 2 2046-04-10 Variable 3.73200120 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 44486JP11 500000.00000000 PA USD 497846.75000000 0.041590582432 Long STIV CORP US Y 2 2023-02-01 None 0.00000000 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAA5 800000.00000000 PA USD 727092.40000000 0.060741978124 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 5.41299960 N N N N N N Jyske Realkredit A/S 529900R9HQNZRT2OXB26 N/A 1756274.00000000 PA 193732.89000000 0.016184626557 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Natura & Co. Luxembourg Holdings Sarl 54930074AZRQQPMINM11 63884WAA6 214000.00000000 PA USD 186755.13000000 0.015601697970 Long DBT CORP LU Y 2 2029-04-19 Fixed 6.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAB2 491030.00000000 PA USD 478536.67000000 0.039977400315 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 5.47768080 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34355JAB4 202000.00000000 PA USD 151924.73000000 0.012691933826 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251VNL6 500000.00000000 PA USD 498597.38000000 0.041653290763 Long STIV CORP US Y 2 2023-01-20 None 0.00000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AFW94 305000.00000000 PA USD 298277.13000000 0.024918350000 Long DBT USGA US N 2 2024-02-13 Fixed 2.50000000 N N N N N N Mortimer BTL plc 2138004YYAWHP3BYJX93 N/A 427420.83990000 PA 515600.34000000 0.043073733920 Long ABS-MBS CORP GB Y 2 2052-06-21 Floating 4.50061060 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AW3 208000.00000000 PA USD 192603.05000000 0.016090238668 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21037DNA8 500000.00000000 PA USD 499252.31000000 0.041708004227 Long STIV CORP US Y 2 2023-01-10 None 0.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECD5 360000.00000000 PA USD 374981.90000000 0.031326338120 Long DBT CORP GB N 2 2028-11-02 Variable 7.38500040 N N N N N N Residential Asset Securitization Trust N/A 76113XAA9 165521.55990000 PA USD 64950.92000000 0.005426060514 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFH9 862000.00000000 PA USD 830461.40000000 0.069377520920 Long DBT UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N SMB Private Education Loan Trust 54930027GONY06ZX8P67 78449KAB6 143434.62000000 PA USD 136764.26000000 0.011425414004 Long ABS-O CORP US Y 2 2034-09-15 Fixed 2.34000000 N N N N N N CCO Holdings LLC N/A 1248EPBR3 85000.00000000 PA USD 82450.00000000 0.006887949999 Long DBT CORP US Y 2 2026-05-01 Fixed 5.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDC5 365000.00000000 PA USD 358640.90000000 0.029961195719 Long ABS-O CORP US Y 2 2025-03-20 Fixed 4.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAS2 38000.00000000 PA USD 37079.66000000 0.003097669424 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N Commercial Mortgage Trust N/A 20048FAA6 800000.00000000 PA USD 736666.08000000 0.061541772292 Long ABS-MBS CORP US Y 2 2038-12-15 Floating 5.61800160 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DH9 201000.00000000 PA USD 185959.61000000 0.015535239486 Long DBT CORP GB N 2 2033-08-11 Variable 5.40200160 N N N N N N BlueMountain Fuji Eur CLO V DAC 635400IYPG2G6NM3OV52 N/A 600000.00000000 PA 616946.58000000 0.051540293457 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 2.28800160 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12022.59000000 0.001004378396 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1227824.47000000 USD 6660272.45000000 BRL 2023-04-04 12022.59000000 N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBN4 156000.00000000 PA USD 142741.81000000 0.011924784113 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N Elmwood CLO IX Ltd. N/A 29003UAA7 257000.00000000 PA USD 250761.84000000 0.020948878299 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.37257160 N N N N N N Catamaran CLO Ltd. 549300C8Q7ISEHHDRH76 14889DAJ7 994896.41000000 PA USD 975794.40000000 0.081518775466 Long ABS-CBDO CORP KY Y 2 2030-04-22 Floating 5.42457000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31374FWF2 100.51000000 PA USD 102.60000000 0.000008571299 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 9.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 136000.00000000 PA USD 116346.42000000 0.009719688582 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N GS Mortgage Securities Trust N/A 36197QAC3 265495.52000000 PA USD 251222.11000000 0.020987329684 Long ABS-MBS CORP US Y 2 2031-04-10 Variable 3.55700160 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133ENP95 15466000.00000000 PA USD 15414402.33000000 1.287733566101 Long DBT USGA US N 2 2025-09-30 Fixed 4.25000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29280HAA0 600000.00000000 PA USD 621979.92000000 0.051960783381 Long DBT CORP US Y 2 2027-10-14 Fixed 7.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0X24 30000000.00000000 PA USD 28346778.00000000 2.368116307070 Long DBT USGA US N 2 2025-01-07 Fixed 1.62500000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAC8 493000.00000000 PA USD 502794.87000000 0.042003952998 Long DBT NUSS IE Y 2 2026-10-14 Variable 7.58300040 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AY4 399000.00000000 PA USD 373606.48000000 0.031211434248 Long DBT CORP CH Y 2 2026-07-15 Variable 6.37300080 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 400000.00000000 PA USD 349286.60000000 0.029179728761 Long DBT CORP US N 2 2028-06-01 Variable 2.18199960 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AE9 800000.00000000 PA USD 776099.92000000 0.064836112113 Long DBT CORP BM Y 2 2025-05-15 Fixed 4.45000000 N N N N N N United States Small Business Administration N/A 83162CPH0 6176.89300000 PA USD 6173.68000000 0.000515754992 Long ABS-O CORP US N 2 2025-02-01 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K3BF8 392039.53000000 PA USD 364190.14000000 0.030424784411 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust MLMI N/A 589929F37 10687.99000000 PA USD 9431.72000000 0.000787934697 Long ABS-MBS CORP US N 2 2032-12-25 Floating 6.70885920 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAR5 266000.00000000 PA USD 265257.57000000 0.022159865120 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N LCCM Trust N/A 50190FAA9 800000.00000000 PA USD 763375.52000000 0.063773103854 Long ABS-CBDO CORP US Y 2 2038-11-15 Floating 5.76785880 N N N N N N SFO Commercial Mortgage Trust N/A 78432WAA1 800000.00000000 PA USD 733039.92000000 0.061238839500 Long ABS-MBS CORP US Y 2 2038-05-15 Floating 5.46800040 N N N N N N FHLMC N/A 35564KL31 347051.16000000 PA USD 348210.87000000 0.029089861272 Long ABS-MBS CORP US Y 2 2052-03-25 Floating 6.42768120 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBH7 275000.00000000 PA USD 240509.06000000 0.020092351482 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.38585120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0Q22 25816000.00000000 PA USD 23829014.76000000 1.990698146878 Long DBT USGA US N 2 2026-09-24 Fixed 1.87500000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EMNF5 5124000.00000000 PA USD 4704339.28000000 0.393004896816 Long DBT USGA US N 2 2025-01-15 Fixed 0.37500000 N N N N N N ACM Auto Trust N/A 00091QAA0 84562.66000000 PA USD 84146.17000000 0.007029649625 Long ABS-O CORP US Y 2 2029-04-20 Fixed 3.23000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4705.32000000 0.000393086827 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 157809.45000000 USD 621138.00000000 PEN 2023-03-14 4705.32000000 N N N Ripon 1RA N/A N/A 1100000.00000000 PA 1258323.29000000 0.105121502790 Long DBT CORP GB Y 2 2056-08-28 Fixed 1.59500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832QAF6 286000.00000000 PA USD 265622.50000000 0.022190351713 Long DBT CORP US N 2 2030-03-01 Variable 5.10000120 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 81000.00000000 PA USD 60745.93000000 0.005074771722 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N Reperforming Loan REMIC Trust N/A 12669UCN8 174269.97000000 PA USD 164999.00000000 0.013784170551 Long ABS-MBS CORP US Y 2 2036-01-25 Floating 4.72871160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134GW6C5 3000000.00000000 PA USD 2616976.80000000 0.218624685856 Long DBT USGA US N 2 2026-10-28 Fixed 0.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828R36 2551100.00000000 PA USD 2350801.40000000 0.196388144360 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N Ashford Hospitality Trust N/A 04410CAA7 179846.00000000 PA USD 174233.65000000 0.014555641837 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 5.31785880 N N N N N N Radnor RE Ltd. 254900JBDDKUTX6TX151 75049SAB9 150054.18000000 PA USD 148331.60000000 0.012391760390 Long ABS-MBS CORP BM Y 2 2029-02-25 Floating 6.33871080 N N N N N N Neighborly Issuer N/A 64016NAC1 235222.50000000 PA USD 185249.39000000 0.015475907044 Long ABS-O CORP US Y 2 2052-01-30 Fixed 3.69500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDY4 6371700.00000000 PA USD 5421334.82000000 0.452903373827 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N FHF Trust N/A 30322JAA4 82787.99000000 PA USD 79363.27000000 0.006630081692 Long ABS-O CORP US Y 2 2026-12-15 Fixed 0.83000000 N N N N N N Commercial Mortgage Trust N/A 12623SAU4 250000.00000000 PA USD 222001.88000000 0.018546244381 Long ABS-MBS CORP US Y 2 2045-12-10 Variable 4.31507520 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 10742400.00000000 PA USD 9146765.80000000 0.764129357062 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 125924.54000000 PA USD 120739.31000000 0.010086674715 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.02000000 N N N N N N State Board of Administration Finance Corp. 549300S34SOJ0RULXM35 341271AE4 288000.00000000 PA USD 250752.36000000 0.020948086331 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAS0 9000.00000000 PA USD 8479.21000000 0.000708361122 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285M8 12759300.00000000 PA USD 12191574.95000000 1.018495556989 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N TRTX Issuer Ltd. N/A 87276VAA3 126604.45000000 PA USD 126604.11000000 0.010576625584 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.59019880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0U43 20000000.00000000 PA USD 19735688.00000000 1.648737806605 Long DBT USGA US N 2 2023-09-12 Fixed 2.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFJ0 382350.65000000 PA USD 376254.49000000 0.031432651477 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.40736120 N N N N N N New Orleans Hotel Trust N/A 647622AA7 500000.00000000 PA USD 469354.05000000 0.039210275665 Long ABS-MBS CORP US Y 2 2032-04-15 Floating 5.30656920 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AG7 900000.00000000 PA USD 780574.14000000 0.065209892630 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 1200000.00000000 PA USD 653409.60000000 0.054586448200 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N HarborView Mortgage Loan Trust N/A 41162KAA1 44363.73000000 PA USD 31170.64000000 0.002604024375 Long ABS-MBS CORP US N 2 2046-11-19 Floating 4.51914120 N N N N N N CVS Pass-Through Trust N/A 126650AQ3 113819.61570000 PA USD 112920.41000000 0.009433476507 Long ABS-O CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371K3A7 25954.65000000 PA USD 26553.63000000 0.002218315048 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46631NDT3 48456.27330000 PA USD 26496.15000000 0.002213513115 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 7.00000000 N N N N N N Rio Oil Finance Trust 549300V5D1W52HY8NO65 N/A 128714.12000000 PA USD 129944.95000000 0.010855722478 Long DBT CORP US Y 2 2024-07-06 Fixed 9.25000000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KHE2 102433.83000000 PA USD 101026.47000000 0.008439845652 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 5.57768160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCB5 23258400.00000000 PA USD 19631308.34000000 1.640017832329 Long DBT UST US N 2 2031-05-15 Fixed 1.62500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZQ9 500000.00000000 PA USD 493125.00000000 0.041196123027 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z78 17730300.00000000 PA USD 16029189.42000000 1.339093453747 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Armada Euro CLO III DAC 549300236OBWCGBX8R96 N/A 700000.00000000 PA 725221.53000000 0.060585683897 Long ABS-CBDO CORP IE Y 2 2031-07-15 Floating 2.09800080 N N N N N N EQUS Mortgage Trust N/A 29478JAA8 599987.98000000 PA USD 577510.69000000 0.048245782377 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.07265920 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 761187.41880000 PA USD 595567.42000000 0.049754258465 Long ABS-O CORP US Y 2 2057-01-30 Fixed 2.27000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22823QN56 500000.00000000 PA USD 499594.92000000 0.041736626186 Long STIV CORP US Y 2 2023-01-05 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H030617 183093.00000000 PA USD 163396.20000000 0.013650271143 Long ABS-MBS USGA US N 2 2053-01-15 Fixed 3.00000000 N N N N N N NXP BV N/A 62954HAY4 141000.00000000 PA USD 121198.31000000 0.010125020004 Long DBT CORP US N 2 2030-05-01 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2LW0 1095825.99000000 PA USD 971778.82000000 0.081183310163 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Corsair International Ltd. 213800F3PS68ENYG4O41 N/A 700000.00000000 PA 738075.28000000 0.061659498176 Long DBT CORP JE Y 2 2029-01-28 Floating 5.82300000 N N N N N N Booking Holdings, Inc. FXM8FAOHMYDIPD38UZ17 09857LAW8 303000.00000000 PA 327603.73000000 0.027368321552 Long DBT CORP US N 2 2031-11-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QW1 1010500.00000000 PA USD 855949.28000000 0.071506802219 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKHG8 285110.43000000 PA USD 267431.87000000 0.022341508173 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YB0 1173000.00000000 PA USD 1019995.99000000 0.085211417575 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N LSTAR Commercial Mortgage Trust N/A 50219QAC8 76526.83000000 PA USD 76401.82000000 0.006382679394 Long ABS-MBS CORP US Y 2 2049-03-10 Fixed 2.57900000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BS4 800000.00000000 PA USD 662007.20000000 0.055304699734 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAU5 298000.00000000 PA USD 244290.18000000 0.020408229778 Long DBT CORP BM Y 2 2028-01-26 Fixed 2.85000000 N N N N N N Banco de Credito del Peru S.A. 549300EQYQ8SCQZ4BY14 05971U2C0 268000.00000000 PA USD 244014.00000000 0.020385157443 Long DBT CORP PE Y 2 2030-07-01 Variable 3.12500160 N N N N N N FNMA or FHLMC N/A 01F020612 2287000.00000000 PA USD 1870337.19000000 0.156249715553 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 2.00000000 N N N N N N United States Small Business Administration N/A 83162CNQ2 30063.72940000 PA USD 28963.83000000 0.002419665407 Long ABS-O CORP US N 2 2024-03-01 Fixed 4.34000000 N N N N N N Infor, Inc. 549300Q3IIYBYI4RHD64 45674CAA1 119000.00000000 PA USD 107546.10000000 0.008984501630 Long DBT CORP US Y 2 2025-07-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MFS99 594770.31000000 PA USD 557789.75000000 0.046598276632 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 1457400.00000000 PA USD 965075.71000000 0.080623326094 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FB9 4347000.00000000 PA USD 4747825.13000000 0.396637745336 Long DBT UST US N 2 2027-11-15 Fixed 6.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 6840C3NT6 500000.00000000 PA USD 498204.50000000 0.041620469201 Long STIV CORP US N 2 2023-01-27 None 0.00000000 N N N N N N Greenko Power II Ltd. 254900YYA4B6O2O4JM12 39530MAA6 477500.00000000 PA USD 398712.50000000 0.033308814606 Long DBT CORP MU Y 2 2028-12-13 Fixed 4.30000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAX4 219000.00000000 PA USD 246217.76000000 0.020569261612 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2M5 800000.00000000 PA USD 669050.32000000 0.055893088556 Long DBT CORP FR Y 2 2028-09-30 Variable 1.90400040 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CY3 363000.00000000 PA USD 348483.63000000 0.029112647897 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAP3 800000.00000000 PA USD 585053.60000000 0.048875924123 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.25000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JY4 800000.00000000 PA USD 774193.44000000 0.064676842993 Long DBT CORP US N 2 2023-11-15 Fixed 1.70000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AW9 300000.00000000 PA USD 319488.39000000 0.026690358469 Long DBT CORP GB N 2 2033-11-15 Variable 7.95300120 N N N N N N Banc of America Commercial Mortgage Trust N/A 06054ABB4 39000.00000000 PA USD 36243.57000000 0.003027821685 Long ABS-MBS CORP US N 2 2048-09-15 Variable 3.98900160 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273RBG3 325000.00000000 PA USD 317153.01000000 0.026495258643 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 254000.00000000 PA USD 197731.25000000 0.016518653285 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MGK3 10000000.00000000 PA USD 11645847.00000000 0.972904934393 Long DBT USGA US N 2 2030-11-15 Fixed 6.62500000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LQH5 302976.90290000 PA USD 241309.01000000 0.020159180052 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.22876080 N N N N N N Ballyrock CLO 16 Ltd. N/A 05876KAA3 502006.00000000 PA USD 488876.03000000 0.040841160105 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.37257160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5BX6 262882.20000000 PA USD 253615.21000000 0.021187251493 Long ABS-MBS USGSE US N 2 2043-10-15 Floating 4.50785880 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AN4 121000.00000000 PA USD 108358.09000000 0.009052336033 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360KAA6 207775.06000000 PA USD 177524.15000000 0.014830533280 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.80871080 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z94 3823800.00000000 PA USD 3265703.77000000 0.272819942774 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QYV7 139772.89000000 PA USD 143374.94000000 0.011977676384 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 800000.00000000 PA USD 543550.32000000 0.045408701352 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 278.42000000 0.000023259466 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2578000.00000000 AUD 1755942.83000000 USD 2023-01-10 278.42000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4G4 9403.50000000 PA USD 9636.66000000 0.000805055576 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 N/A 240000.00000000 PA 251742.22000000 0.021030780159 Long DBT CORP US N 2 2034-11-02 Fixed 4.12500000 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 31677QBT5 500000.00000000 PA USD 505026.70000000 0.042190402160 Long DBT CORP US N 2 2025-10-27 Variable 5.85200160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379KVP5 4686.63770000 PA USD 4651.98000000 0.000388630753 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 3.70599840 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAA8 376516.00000000 PA USD 366404.66000000 0.030609787480 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 5.30008920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFG1 682000.00000000 PA USD 668068.51000000 0.055811067232 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 45000.00000000 PA USD 41671.01000000 0.003481235091 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAQ5 165000.00000000 PA USD 158219.66000000 0.013217818157 Long DBT CORP US N 2 2032-08-15 Fixed 5.40000000 N N N N N N First Investors Auto Owner Trust N/A 32057JAE3 290000.00000000 PA USD 265992.35000000 0.022221249328 Long ABS-O CORP US Y 2 2027-11-15 Fixed 1.47000000 N N N N N N BBCMS Mortgage Trust N/A 05493BAA6 325000.00000000 PA USD 320153.21000000 0.026745898153 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 6.45786000 N N N N N N Choice Hotels International, Inc. 5493003CYRY5RFGTIR97 169905AF3 900000.00000000 PA USD 783499.77000000 0.065454302493 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFU0 3835900.00000000 PA USD 3855559.75000000 0.322097062207 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKHL7 2385.38000000 PA USD 2237.47000000 0.000186920333 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CJ7 290000.00000000 PA USD 275912.76000000 0.023050009644 Long DBT CORP GB Y 2 2026-03-30 Variable 3.97100160 N N N N N N Ludgate Funding plc 213800LADM2GPWI3P269 N/A 539403.80000000 PA 605732.70000000 0.050603475449 Long ABS-MBS CORP GB Y 2 2061-01-01 Floating 3.48999860 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26244JNH8 500000.00000000 PA USD 498840.75000000 0.041673622120 Long STIV CORP US Y 2 2023-01-17 None 0.00000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 N/A 200000.00000000 PA USD 191000.00000000 0.015956318374 Long DBT CORP SE Y 2 2024-09-17 Variable 5.62500000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BZ6 800000.00000000 PA USD 632798.64000000 0.052864589353 Long DBT CORP US N 2 2030-10-01 Fixed 1.70000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NG2 500000.00000000 PA USD 451969.45000000 0.037757949945 Long DBT CORP US N 2 2028-02-24 Variable 3.07000080 N N N N N N FHLMC N/A 35564KYP8 406679.00000000 PA USD 425202.21000000 0.035521789718 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 8.42767920 N N N N N N MortgageIT Mortgage Loan Trust N/A 61915RBY1 170791.45000000 PA USD 155992.97000000 0.013031798395 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.84871040 N N N N N N MDC Holdings, Inc. 5299005FV4VNV75R8R35 552676AQ1 162000.00000000 PA USD 132232.50000000 0.011046826541 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690AAB0 444853.72000000 PA USD 433475.34000000 0.036212934724 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.55700000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LPD5 47784.44700000 PA USD 41956.41000000 0.003505077674 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.83914160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140E6KU5 327565.92000000 PA USD 296294.74000000 0.024752739288 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130A8XY4 20000000.00000000 PA USD 18393194.00000000 1.536584604095 Long DBT USGA US N 2 2026-09-11 Fixed 1.87500000 N N N N N N BANK N/A 06541LBG0 700000.00000000 PA USD 619963.19000000 0.051792303873 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.39359040 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REW0 137000.00000000 PA USD 136523.06000000 0.011405263930 Long ABS-O CORP US Y 2 2024-03-20 Fixed 4.56000000 N N N N N N N/A N/A N/A 85.00000000 NC USD -22694.57000000 -0.00189592557 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2023-03-22 9545234.38000000 USD -22694.57000000 N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46654PAA4 800000.00000000 PA USD 765033.60000000 0.063911621406 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 5.43300120 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AK0 190000.00000000 PA USD 225601.25000000 0.018846939113 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133ENLU2 20000000.00000000 PA USD 18739840.00000000 1.565543734667 Long DBT USGA US N 2 2025-01-21 Fixed 1.32000000 N N N N N N Plains All American Pipeline LP N/A 72650RBM3 163000.00000000 PA USD 141699.39000000 0.011837699373 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Bellemeade Re Ltd. N/A 07876MAB3 402735.00000000 PA USD 393032.59000000 0.032834309620 Long ABS-MBS CORP BM Y 2 2031-03-25 Floating 6.12767880 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B6UF5 711648.11000000 PA USD 631089.76000000 0.052721827922 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AL4 222000.00000000 PA USD 195332.25000000 0.016318238585 Long DBT NUSS MX Y 2 2029-05-15 Fixed 4.68800000 N N N N N N CIFC Funding Ltd. 549300X1SKS4LNS5LQ62 12551AAL9 749917.42000000 PA USD 742459.49000000 0.062025759174 Long ABS-CBDO CORP KY Y 2 2029-04-23 Floating 5.28756840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FMWS1 115755.32000000 PA USD 108577.80000000 0.009070690812 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 N/A 600000.00000000 PA 607643.62000000 0.050763115490 Long DBT CORP US N 2 2025-09-15 Fixed 3.25000000 N N N N N N Towd Point Mortgage Funding plc 6354008RRKZLZQWJ8D70 N/A 1335418.00000000 PA 1584720.22000000 0.132389007143 Long ABS-MBS CORP GB Y 2 2045-05-20 Floating 4.33910175 N N N N N N Ready Capital Mortgage Financing LLC N/A 75575WAA4 785996.04870000 PA USD 749549.18000000 0.062618038498 Long ABS-MBS CORP US Y 2 2036-11-25 Floating 5.58870840 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573AV8 238000.00000000 PA USD 244897.00000000 0.020458924088 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 46000.00000000 PA USD 41033.53000000 0.003427979417 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N Ford Credit Auto Owner Trust N/A 345340AD5 245000.00000000 PA USD 210578.97000000 0.017591963812 Long ABS-O CORP US Y 2 2033-10-17 Fixed 2.31000000 N N N N N N GLP Capital LP N/A 361841AJ8 600000.00000000 PA USD 588000.00000000 0.049122069131 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828B25 1000000.00000000 PA USD 1251111.24000000 0.104519001397 Long DBT UST US N 2 2024-01-15 Fixed 0.62500000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAK7 192000.00000000 PA USD 166242.49000000 0.013888052867 Long DBT CORP US Y 2 2026-01-30 Fixed 1.95000000 N N N N N N Magnetite XVIII Ltd. 549300BDVLRWS2SODX97 55953TAS6 771806.15000000 PA USD 762201.79000000 0.063675049354 Long ABS-CBDO CORP KY Y 2 2028-11-15 Floating 5.48614080 N N N N N N BPCRE Ltd. N/A 05602FAA5 600000.00000000 PA USD 595734.84000000 0.049768244888 Long ABS-CBDO CORP BM Y 2 2037-01-16 Floating 6.72455880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417DRX3 107520.54000000 PA USD 100802.61000000 0.008421144178 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AE7 600000.00000000 PA USD 541313.88000000 0.045221867066 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46634SAM7 189221.00000000 PA USD 141408.35000000 0.011813385619 Long ABS-MBS CORP US Y 2 2045-05-15 Variable 4.96362240 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 20754KAA9 258725.13000000 PA USD 254022.49000000 0.021221276045 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 4.82767920 N N N N N N CCO Holdings LLC N/A 1248EPCQ4 277000.00000000 PA USD 224311.83000000 0.018739219762 Long DBT CORP US Y 2 2032-02-01 Fixed 4.75000000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3ZL1 267614.09000000 PA USD 263886.28000000 0.022045306273 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DJ6 500000.00000000 PA USD 516363.25000000 0.043137468134 Long DBT CORP US N 2 2028-10-27 Variable 6.36099840 N N N N N N Anchorage Capital CLO 11 Ltd. 549300NPGT86ACOLIL14 03330NAJ3 700000.00000000 PA USD 684476.10000000 0.057181772623 Long ABS-CBDO CORP KY Y 2 2032-07-22 Floating 5.46456960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RN0 2700000.00000000 PA USD 2191996.08000000 0.183121399620 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HP5 600000.00000000 PA USD 550337.88000000 0.045975740453 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BD6 69000.00000000 PA USD 67453.13000000 0.005635097474 Long DBT CORP US N 2 2025-06-01 Variable 5.37500160 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBT7 51000.00000000 PA USD 44831.15000000 0.003745236138 Long DBT CORP US Y 2 2032-04-15 Fixed 4.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UXM7 395929.70000000 PA USD 390832.30000000 0.032650495338 Long ABS-MBS USGA US N 2 2066-05-20 Floating 4.64157000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAE3 800000.00000000 PA USD 737104.56000000 0.061578403321 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N ACREC Ltd. N/A 00500RAA3 800000.00000000 PA USD 759085.28000000 0.063414693198 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.47629120 N N N N N N Triangle Re Ltd. N/A 89600HAA7 142410.29000000 PA USD 141755.19000000 0.011842360957 Long ABS-MBS CORP BM Y 2 2034-02-25 Floating 5.82768000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HBFG8 599114.07000000 PA USD 558005.68000000 0.046616315626 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freeport Indonesia PT 549300T4HTQHRKLNE619 69377FAA4 215000.00000000 PA USD 206154.90000000 0.017222372873 Long DBT CORP ID Y 2 2027-04-14 Fixed 4.76300000 N N N N N N Hardee's Funding LLC N/A 411707AF9 137166.66000000 PA USD 129222.54000000 0.010795371672 Long ABS-O CORP US Y 2 2048-06-20 Fixed 5.71000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAF8 88000.00000000 PA USD 85765.03000000 0.007164890701 Long DBT CORP US Y 2 2024-01-30 Fixed 4.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746TD3 114000.00000000 PA USD 99423.96000000 0.008305970470 Long DBT CORP US N 2 2026-03-15 Variable 3.89999880 N N N N N N Bellemeade Re Ltd. 254900K56RF3Z7VQ3U81 07876RAB2 10867.20000000 PA USD 10862.69000000 0.000907479267 Long ABS-MBS CORP BM Y 2 2029-03-25 Floating 6.13870920 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654744AD3 800000.00000000 PA USD 680866.88000000 0.056880255014 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VAY0 16000.00000000 PA USD 15832.12000000 0.001322630090 Long DBT CORP US Y 2 2028-08-01 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6B3 474702.28000000 PA USD 405022.35000000 0.033835945367 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Jyske Realkredit A/S 529900R9HQNZRT2OXB26 N/A 1888547.00000000 PA 196977.51000000 0.016455685141 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAS4 366000.00000000 PA USD 371077.70000000 0.031000177606 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300160 N N N N N N WRKCo., Inc. 549300JEB576INN13W07 96145DAH8 280000.00000000 PA USD 260893.89000000 0.021795319218 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Western Digital Corp. 549300QQXOOYEF89IC56 958102AQ8 51000.00000000 PA USD 39898.70000000 0.003333174659 Long DBT CORP US N 2 2029-02-01 Fixed 2.85000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BZ6 144000.00000000 PA USD 145161.50000000 0.012126927275 Long DBT CORP US Y 2 2032-10-11 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1205.59000000 -0.00010071611 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1188495.60000000 MYR 268768.79000000 USD 2023-01-18 -1205.59000000 N N N Weibo Corp. 549300Q9ID4640FE0422 948596AE1 577000.00000000 PA USD 439710.06000000 0.036733789055 Long DBT CORP KY N 2 2030-07-08 Fixed 3.37500000 N N N N N N Ares XL CLO Ltd. N/A 04016GBB3 646314.48000000 PA USD 638205.17000000 0.053316255919 Long ABS-CBDO CORP KY Y 2 2029-01-15 Floating 4.94913960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6P58 394935.52000000 PA USD 382467.64000000 0.031951703830 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46628KAT7 21856.69000000 PA USD 20700.15000000 0.001729309862 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.74753160 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AG5 58000.00000000 PA USD 56007.14000000 0.004678888780 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2X0 400000.00000000 PA USD 388954.68000000 0.032493637210 Long DBT CORP US N 2 2026-04-25 Variable 3.90800160 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAF9 72000.00000000 PA USD 74636.55000000 0.006235207089 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N Bear Stearns ALT-A Trust N/A 073871AN5 42675.23020000 PA USD 28032.01000000 0.002341820294 Long ABS-MBS CORP US N 2 2036-08-25 Variable 3.38284440 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DB3 86000.00000000 PA USD 79657.50000000 0.006654661941 Long DBT CORP US N 2 2025-09-30 Variable 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180NWH4 124609.65530000 PA USD 113949.25000000 0.009519426761 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Bellemeade Re Ltd. N/A 078774AB2 164385.00000000 PA USD 156525.92000000 0.013076321535 Long ABS-MBS CORP BM Y 2 2032-01-26 Floating 6.07767840 N N N N N N CDBL Funding 1 254900PLOF8VWTAH3F83 N/A 250000.00000000 PA USD 228755.00000000 0.019110406333 Long DBT CORP KY Y 2 2027-10-24 Fixed 3.50000000 N N N N N N Alternative Loan Trust N/A 02150BAA7 373549.66280000 PA USD 197301.98000000 0.016482791668 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -230186.23000000 -0.01922997262 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 7414000.00000000 EUR 7709510.92000000 USD 2023-01-10 -230186.23000000 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 1300000.00000000 PA 853019.95000000 0.071262083255 Long DBT CORP GB N 2 2025-03-07 Fixed 4.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAR4 216000.00000000 PA USD 162282.57000000 0.013557237452 Long DBT CORP US N 2 2031-10-28 Fixed 2.87500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CF5 700000.00000000 PA USD 680095.75000000 0.056815834093 Long DBT CORP GB Y 2 2025-11-23 Floating 5.24813040 N N N N N N/A N/A N/A 1.00000000 NC N/A 4606.36000000 0.000384819616 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 1256868.61000000 USD 6660272.45000000 BRL 2023-01-04 4606.36000000 N N N Alternative Loan Trust N/A 23245PAA9 79285.35290000 PA USD 67120.40000000 0.005607300899 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.70871000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 267000.00000000 PA USD 255076.61000000 0.021309338214 Long DBT CORP CA Y 2 2027-08-23 Fixed 4.55000000 N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 8844900.00000000 PA USD 8809569.05000000 0.735959625660 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N CLNC Ltd. N/A 12565DAA1 288719.98000000 PA USD 281562.38000000 0.023521984175 Long ABS-CBDO CORP KY Y 2 2035-08-20 Floating 5.68904040 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2147.92000000 -0.00017943924 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 89000.00000000 GBP 105572.14000000 USD 2023-02-16 -2147.92000000 N N N United States Small Business Administration N/A 83162CNM1 1911.79350000 PA USD 1913.25000000 0.000159834691 Long ABS-O CORP US N 2 2024-01-01 Fixed 4.93000000 N N N N N N AREIT Trust N/A 04002VAA9 511469.20000000 PA USD 488420.61000000 0.040803113893 Long ABS-MBS CORP KY Y 2 2037-01-16 Floating 5.07570840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MFSQ4 165963.34000000 PA USD 153800.97000000 0.012848676667 Long ABS-MBS USGA US N 2 2050-02-15 Fixed 3.50000000 N N N N N N Appalachian Power Co. 3SCHO1ABYYIG382BEI70 037735CZ8 800000.00000000 PA USD 661241.60000000 0.055240740795 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N Carlyle US CLO Ltd. 549300VZ0HS3D307K776 14314BAL1 800000.00000000 PA USD 784788.80000000 0.065561989263 Long ABS-CBDO CORP KY Y 2 2031-04-20 Floating 5.24256840 N N N N N N Pacific Gas & Electric Co. 1HNPXZSMMB7HMBMVBS46 694308HM2 700000.00000000 PA USD 661455.76000000 0.055258631921 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 385000.00000000 PA USD 338807.05000000 0.028304257367 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200160 N N N N N N Aqueduct European CLO DAC 635400YJYBL2NFWMSU86 N/A 717891.72570000 PA 749967.12000000 0.062652953596 Long ABS-CBDO CORP IE Y 2 2030-07-20 Floating 2.09599920 N N N N N N Odebrecht Drilling Norbe VIII/IX Ltd. 549300YNW6BY570L6488 N/A 257714.00000000 PA USD 139895.74000000 0.011687020767 Long DBT CORP KY Y 2 2026-12-01 Fixed 7.35000000 N N Y N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JXTG3 237064.92000000 PA USD 220150.41000000 0.018391570849 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81743PBW5 10856.63000000 PA USD 9841.04000000 0.000822129672 Long ABS-MBS CORP US N 2 2033-07-20 Floating 5.05285920 N N N N N N STWD Ltd. N/A 78485KAA3 800000.00000000 PA USD 766262.88000000 0.064014316605 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 5.15732040 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAU7 205000.00000000 PA USD 209013.08000000 0.017461147899 Long DBT CORP US N 2 2025-11-14 Fixed 5.40000000 N N N N N N Ready Capital Mortgage Financing LLC N/A 755931AA0 599148.13000000 PA USD 595844.85000000 0.049777435226 Long ABS-MBS CORP US Y 2 2039-10-25 Floating 6.87449880 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BQ5 700000.00000000 PA USD 550088.00000000 0.045954865245 Long DBT CORP US Y 2 2029-11-15 Fixed 3.87500000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AN0 185000.00000000 PA USD 182114.80000000 0.015214040468 Long DBT CORP US N 2 2024-03-15 Fixed 4.39999920 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 200000.00000000 PA USD 181469.64000000 0.015160143199 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SV1 100000.00000000 PA USD 73993.39000000 0.006181476902 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 71644EAJ1 239000.00000000 PA USD 251208.22000000 0.020986169301 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654744AB7 600000.00000000 PA USD 556595.88000000 0.046498539618 Long DBT CORP JP Y 2 2025-09-17 Fixed 3.52200000 N N N N N N Stratus CLO Ltd. N/A 86315TAA3 711947.00000000 PA USD 703340.98000000 0.058757762316 Long ABS-CBDO CORP KY Y 2 2029-12-28 Floating 5.14257120 N N N N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAA9 121862.73000000 PA USD 113223.52000000 0.009458798599 Long ABS-O CORP US N 2 2026-08-15 Variable 1.43280000 N N N N N N United Auto Credit Securitization Trust N/A 90944KAA3 182850.91000000 PA USD 181671.43000000 0.015177000924 Long ABS-O CORP US Y 2 2025-04-10 Fixed 4.39000000 N N N N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAC5 176000.00000000 PA USD 165593.30000000 0.013833818928 Long ABS-O CORP US N 2 2026-08-15 Variable 2.43510120 N N N N N N TICP CLO III-2 Ltd. N/A 87249FAC8 185802.44000000 PA USD 185169.41000000 0.015469225440 Long ABS-CBDO CORP KY Y 2 2028-04-20 Floating 5.08257000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41283LBA2 279000.00000000 PA USD 249044.86000000 0.020805440186 Long DBT CORP US Y 2 2027-02-14 Fixed 3.05000000 N N N N N N GLP Capital LP N/A 361841AR0 200000.00000000 PA USD 159703.90000000 0.013341812952 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 700000.00000000 PA USD 615741.35000000 0.051439607417 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CP9 309000.00000000 PA USD 307847.43000000 0.025717861799 Long DBT CORP US N 2 2027-12-01 Fixed 4.55000000 N N N N N N Duke Energy Carolinas NC Storm Funding LLC N/A 26443KAB1 154000.00000000 PA USD 112022.97000000 0.009358503531 Long DBT CORP US N 2 2041-07-01 Fixed 2.61700000 N N N N N N Harvest CLO XXII DAC 635400MYQ7BBH2H3RR48 N/A 700000.00000000 PA 720063.25000000 0.060154756369 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 2.22800040 N N N N N N Nelnet Student Loan Trust N/A 64035GAC3 147147.00000000 PA USD 116292.00000000 0.009715142284 Long ABS-O CORP US Y 2 2062-04-20 Fixed 2.53000000 N N N N N N JetBlue Pass-Through Trust N/A 477164AA5 782213.44000000 PA USD 684691.92000000 0.057199802428 Long ABS-O CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N LCM XV LP 549300HV40B88JRNJD93 50184NAR3 770530.71000000 PA USD 758852.55000000 0.063395250716 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 5.24256840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M43N1 21835.50000000 PA USD 22408.66000000 0.001872040383 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4D3 366207.54000000 PA USD 312682.06000000 0.026121751305 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B93N2 554898.20000000 PA USD 473446.58000000 0.039552169443 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Eurosail-UK plc 213800KHTEEB5PS3G589 N/A 579337.00000000 PA 674101.75000000 0.056315089736 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 4.50216915 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2J9 600000.00000000 PA USD 573945.78000000 0.047947966467 Long DBT CORP CH N 2 2024-08-09 Fixed 4.75000000 N N N N N N Charter Communications Operating LLC N/A 161175CD4 800000.00000000 PA USD 642000.00000000 0.053633279561 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 87513MNC8 500000.00000000 PA USD 499166.56000000 0.041700840592 Long STIV CORP US Y 2 2023-01-12 None 0.00000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EN3 195000.00000000 PA USD 188205.46000000 0.015722859892 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11775.66000000 -0.00098374963 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 6660272.45000000 BRL 1249699.31000000 USD 2023-01-04 -11775.66000000 N N N MVW LLC N/A 55400KAB1 138846.90000000 PA USD 125017.42000000 0.010444072020 Long ABS-O CORP US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 868000.00000000 PA USD 809896.86000000 0.067659540044 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036LJ3 34628.54000000 PA USD 29076.74000000 0.002429098014 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.36102120 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBL4 769000.00000000 PA USD 613959.99000000 0.051290790939 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 654740BT5 800000.00000000 PA USD 646540.24000000 0.054012575451 Long DBT CORP US Y 2 2028-03-09 Fixed 2.75000000 N N N N N N Ludgate Funding plc 213800LADM2GPWI3P269 N/A 81183.18000000 PA 93405.84000000 0.007803211104 Long ABS-MBS CORP GB Y 2 2061-01-01 Floating 3.92999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YT81 1349.69190000 PA USD 1339.93000000 0.000111939003 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SM1 100000.00000000 PA USD 78460.79000000 0.006554687670 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 381000.00000000 PA USD 326195.17000000 0.027250649134 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAH4 255000.00000000 PA USD 248645.20000000 0.020772052216 Long DBT CORP US Y 2 2024-12-15 Fixed 5.50000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAA6 100000.00000000 PA USD 96495.03000000 0.008061284922 Long ABS-O CORP US Y 2 2026-09-15 Fixed 1.59000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RM2 400000.00000000 PA USD 332374.88000000 0.027766907878 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNWY5 1093282.16000000 PA USD 898374.11000000 0.075051012137 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Avangrid, Inc. 549300OX0Q38NLSKPB49 05351WAB9 900000.00000000 PA USD 819312.93000000 0.068446167325 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833ER7 202000.00000000 PA USD 171021.12000000 0.014287264080 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVX9 700000.00000000 PA USD 710169.32000000 0.059328208217 Long DBT CORP US N 2 2027-10-28 Floating 6.12385920 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 92212WAE0 237000.00000000 PA USD 245051.39000000 0.020471821973 Long DBT CORP NO Y 2 2032-11-15 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 42811.34000000 PA USD 42632.73000000 0.003561578078 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 1.83499920 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YS3 3249400.00000000 PA USD 2841854.40000000 0.237411170573 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 10200000.00000000 PA USD 6678947.76000000 0.557965533314 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Ochsner LSU Health System of North Louisiana N/A 67555JAA4 240000.00000000 PA USD 176175.50000000 0.014717865799 Long DBT CORP US N 2 2031-05-15 Fixed 2.51000000 N N N N N Prestige Auto Receivables Trust N/A 74113RAC3 166000.00000000 PA USD 165680.57000000 0.013841109546 Long ABS-O CORP US Y 2 2025-07-15 Fixed 5.90000000 N N N N N N N/A N/A N/A -35.00000000 NC USD -10715.49000000 -0.00089518204 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2023-03-22 -4700937.50000000 USD -10715.49000000 N N N Legacy Mortgage Asset Trust N/A 52474PAA0 539289.31000000 PA USD 535981.96000000 0.044776433489 Long ABS-MBS CORP US Y 2 2059-10-25 Variable 2.88200160 N N N N N N N/A N/A N/A -3.00000000 NC 28224.21000000 0.002357876861 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Euro-OAT Euro-OAT 2023-03-08 -381900.00000000 EUR 28224.21000000 N N N FHLB 2549001DPIFGXC1TOL40 313384BC2 2500000.00000000 PA USD 2493092.75000000 0.208275296625 Long STIV USGA US N 2 2023-01-27 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q8QG3 729428.34000000 PA USD 679606.34000000 0.056774948325 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 800000.00000000 PA USD 675835.76000000 0.056459950550 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N GSR Mortgage Loan Trust N/A 362341WE5 350388.54700000 PA USD 164474.21000000 0.013740329105 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGJ7 900000.00000000 PA USD 742859.28000000 0.062059158004 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Morgan Stanley Capital I Trust N/A 61772WAA5 800000.00000000 PA USD 764196.88000000 0.063841721035 Long ABS-MBS CORP US Y 2 2023-12-15 Floating 5.48705880 N N N N N N Venture XVII CLO Ltd. 549300SNYYGJ2M6QEK53 92329YAL0 546742.19000000 PA USD 540179.10000000 0.045127066485 Long ABS-CBDO CORP KY Y 2 2027-04-15 Floating 4.95914040 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VAZ7 71000.00000000 PA USD 67964.00000000 0.005677776031 Long DBT CORP US Y 2 2029-05-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRN1 10746.07230000 PA USD 10834.91000000 0.000905158500 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DQ9 418000.00000000 PA USD 434745.16000000 0.036319016673 Long DBT CORP GB N 2 2026-11-03 Variable 7.33600080 N N N N N N Eagle RE Ltd. N/A 26982AAB0 157512.00000000 PA USD 153387.17000000 0.012814107429 Long ABS-MBS CORP BM Y 2 2034-04-25 Floating 5.97768120 N N N N N N FHLMC STACR REMIC Trust N/A 35564KPV5 205377.00000000 PA USD 194876.38000000 0.016280154779 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 5.77767960 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JP3 600000.00000000 PA USD 556944.90000000 0.046527697074 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AQF40 30000000.00000000 PA USD 28023957.00000000 2.341147539249 Long DBT USGA US N 2 2024-12-20 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJW8 24122.77000000 PA USD 24684.98000000 0.002062206282 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BK0 326000.00000000 PA USD 280542.40000000 0.023436774093 Long DBT CORP US N 2 2026-06-01 Variable 3.99999960 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26244JNB1 500000.00000000 PA USD 499234.50000000 0.041706516363 Long STIV CORP US Y 2 2023-01-11 None 0.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 90000.00000000 PA USD 83441.87000000 0.006970811745 Long DBT CORP US N 2 2028-05-22 Variable 3.58400160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNA94 368013.83000000 PA USD 315489.39000000 0.026356278274 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Ripon Mortgages plc 213800MQYZ3GZ4HK1I88 N/A 1894520.08000000 PA 2252673.55000000 0.188190452130 Long ABS-MBS CORP GB Y 2 2056-08-28 Floating 4.13682970 N N N N N N Impac Secured Assets CMN Owner Trust N/A 45254TRS5 171346.45000000 PA USD 116696.15000000 0.009748905353 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.65870960 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282N9 10000000.00000000 PA USD 9622398.00000000 0.803864115241 Long DBT UST US N 2 2024-07-31 Fixed 2.12500000 N N N N N N BFLD Trust N/A 05493AAA8 800000.00000000 PA USD 760051.92000000 0.063495447206 Long ABS-MBS CORP US Y 2 2035-10-15 Floating 5.46786000 N N N N N N Albertsons Cos., Inc. N/A 013092AD3 298000.00000000 PA USD 295020.00000000 0.024646246318 Long DBT CORP US Y 2 2023-02-15 Fixed 3.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DR8 800000.00000000 PA USD 637048.80000000 0.053219651689 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBV1 144000.00000000 PA USD 134706.47000000 0.011253504305 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BE3 500000.00000000 PA USD 495473.15000000 0.041392289671 Long DBT CORP US N 2 2025-11-01 Fixed 4.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CC87 241.53670000 PA USD 234.40000000 0.000019581994 Long ABS-MBS USGA US N 2 2027-07-20 Variable 2.62500120 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKM6 300000.00000000 PA USD 300471.12000000 0.025101637973 Long DBT CORP US N 2 2023-12-11 Floating 5.05000080 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAA9 38000.00000000 PA USD 33200.71000000 0.002773618319 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N N NXP BV N/A 62947QBC1 131000.00000000 PA USD 131532.19000000 0.010988321990 Long DBT CORP US N 2 2028-12-01 Fixed 5.55000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639EAP6 455400.00000000 PA USD 394728.65000000 0.032976000056 Long ABS-MBS CORP US Y 2 2047-12-15 Variable 4.06372680 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDL0 800000.00000000 PA USD 635039.60000000 0.053051801245 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AS6 500000.00000000 PA USD 403125.00000000 0.033677438976 Long DBT CORP US Y 2 2028-02-01 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796YM5 300000.00000000 PA USD 296928.99000000 0.024805725125 Long STIV UST US N 2 2023-03-30 None 0.00000000 N N N N N N Elevation CLO Ltd. N/A 28621YAE5 250000.00000000 PA USD 227667.25000000 0.019019534682 Long ABS-CBDO CORP KY Y 2 2033-04-15 Floating 6.27914160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2QB1 863431.84000000 PA USD 765691.61000000 0.063966592175 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N PMT Credit Risk Transfer Trust N/A 69345WAA6 39946.19180000 PA USD 38228.63000000 0.003193655451 Long ABS-MBS CORP US Y 2 2023-05-27 Floating 7.13685960 N N N N N N MetLife Capital Trust IV N/A 591560AA5 192000.00000000 PA USD 207360.00000000 0.017323048052 Long DBT CORP US Y 2 2037-12-15 Fixed 7.87500000 N N N N N N Extended Stay America Trust N/A 30227FAA8 780953.78000000 PA USD 758602.41000000 0.063374353787 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 5.39799840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3BL7 147683.94000000 PA USD 145615.18000000 0.012164828126 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307GTJ7 4878.15000000 PA USD 4669.85000000 0.000390123630 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.88479240 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 469000.00000000 PA USD 360674.18000000 0.030131057829 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBP4 518000.00000000 PA USD 344434.67000000 0.028774393998 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434LAN5 342000.00000000 PA USD 323158.84000000 0.026996991290 Long DBT CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAD0 215000.00000000 PA USD 136363.75000000 0.011391955024 Long DBT CORP NL Y 2 2050-08-03 Fixed 4.02700000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBC9 926000.00000000 PA USD 797163.03000000 0.066595743993 Long DBT CORP US N 2 2028-01-06 Variable 2.49000120 N N N N N N Neighborly Issuer LLC N/A 64016NAA5 134227.92000000 PA USD 106045.84000000 0.008859168509 Long ABS-O CORP US Y 2 2051-04-30 Fixed 3.58400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 1500000.00000000 PA USD 844276.05000000 0.070531609683 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MFXY1 20317.43000000 PA USD 18828.50000000 0.001572950473 Long ABS-MBS USGA US N 2 2050-01-15 Fixed 3.50000000 N N N N N N N/A N/A N/A -4.00000000 NC 34359.63000000 0.002870435578 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Euro-BTP Euro-BTP 2023-03-08 -435680.00000000 EUR 34359.63000000 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AJ7 200000.00000000 PA USD 159000.00000000 0.013283008489 Long DBT CORP CH Y 2 2023-07-17 Variable 7.49999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAP9 74173.97000000 PA USD 76104.45000000 0.006357836826 Long ABS-MBS CORP US N 2 2024-11-25 Floating 9.28870920 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 1456400.00000000 PA USD 936460.69000000 0.078232800599 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Alternative Loan Trust N/A 12668ASY2 410042.01000000 PA USD 223384.41000000 0.018661742229 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.92870960 N N N N N N City of New York 549300ABYZD2SFD5JB29 64966QRQ5 205000.00000000 PA USD 158549.46000000 0.013245369957 Long DBT MUN US N 2 2031-08-01 Fixed 1.92300000 N N N N N N FNMA or FHLMC N/A 01F032617 11500000.00000000 PA USD 10476679.40000000 0.875231581208 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 3.50000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAF5 800000.00000000 PA USD 670357.52000000 0.056002293265 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660KAA9 426415.15930000 PA USD 372903.13000000 0.031152675733 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.74870960 N N N N N N Neuberger Berman Loan Advisers CLO 42 Ltd. 549300LGCRX4YI1JNS93 64133WAA3 469642.00000000 PA USD 458236.27000000 0.038281485940 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 5.17914000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QS0 94000.00000000 PA USD 89854.02000000 0.007506488745 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAU9 72000.00000000 PA USD 65990.84000000 0.005512936402 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N AGL CLO 12 Ltd. 54930005OE1IFBESDA27 00120BAA8 398434.00000000 PA USD 388359.99000000 0.032443956252 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.40257040 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363DAA5 73510.59970000 PA USD 66999.93000000 0.005597236723 Long ABS-MBS CORP US N 2 2046-08-25 Floating 3.04826040 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AS3 177000.00000000 PA USD 171035.99000000 0.014288506334 Long DBT CORP US N 2 2029-09-15 Fixed 4.50000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAQ2 81000.00000000 PA USD 80757.00000000 0.006746515198 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 627300.00000000 PA USD 581289.87000000 0.048561498604 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QE1 200000.00000000 PA USD 216014.44000000 0.018046048052 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAA5 1000000.00000000 PA USD 995063.00000000 0.083128492305 Long DBT CORP GB Y 2 2024-03-08 Variable 3.76599960 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 700000.00000000 PA USD 689710.14000000 0.057619029213 Long DBT CORP US N 2 2026-02-06 Fixed 4.97500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 571800.00000000 PA USD 463278.31000000 0.038702702671 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N GNR N/A N/A 300000.00000000 PA USD 300293.24000000 0.025086777712 Long DBT CORP US N 3 2073-01-20 Fixed 0.00000000 N N N N N N American Airlines Pass-Through Trust N/A 02379KAA2 800000.00000000 PA USD 640416.16000000 0.053500964088 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Sound Point CLO XII Ltd. 549300EBWPUX52MGF160 83610CAW1 490387.83000000 PA USD 485879.69000000 0.040590843063 Long ABS-CBDO CORP KY Y 2 2028-10-20 Floating 5.29256880 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCL1 257000.00000000 PA USD 256736.04000000 0.021447968546 Long DBT CORP JP N 2 2028-09-13 Variable 5.41400040 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABC5 229000.00000000 PA USD 227767.09000000 0.019027875409 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DS1 235000.00000000 PA USD 174164.38000000 0.014549854956 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MU2 139000.00000000 PA USD 121085.68000000 0.010115610788 Long DBT CORP US N 2 2025-12-10 Variable 3.99999960 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCP5 700000.00000000 PA USD 640289.30000000 0.053490366085 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Nelnet Student Loan Trust N/A 64034YAC5 132000.00000000 PA USD 107121.51000000 0.008949030985 Long ABS-O CORP US Y 2 2062-04-20 Fixed 2.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283F5 20097700.00000000 PA USD 18545602.86000000 1.549316982594 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4V4 11210.53380000 PA USD 11301.94000000 0.000944174622 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 57978DNT2 500000.00000000 PA USD 498173.00000000 0.041617837661 Long STIV CORP US Y 2 2023-01-27 None 0.00000000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 N/A 600000.00000000 PA 560676.47000000 0.046839435917 Long DBT CORP JP Y 2 2028-09-17 Fixed 3.20100000 N N N N N N Nelnet Student Loan Trust N/A 64034QAC2 100000.00000000 PA USD 80683.33000000 0.006740360738 Long ABS-O CORP US Y 2 2062-04-20 Fixed 2.68000000 N N N N N N HFX Funding Issuer LLC N/A 40422GAE0 300000.00000000 PA USD 278410.62000000 0.023258683201 Long ABS-MBS CORP US N 2 2035-03-15 Variable 3.62180160 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07401NAA7 316135.38000000 PA USD 266134.11000000 0.022233092091 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.54871160 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 054966AA4 565000.00000000 PA USD 531449.40000000 0.044397779194 Long ABS-MBS CORP US Y 2 2033-11-15 Floating 5.31785880 N N N N N N DOLP Trust N/A 23345LAA7 1000000.00000000 PA USD 799559.10000000 0.066795913919 Long ABS-MBS CORP US Y 2 2041-05-10 Fixed 2.95600000 N N N N N N Banc of America Funding Trust N/A 05951EAM9 5158.03000000 PA USD 4694.21000000 0.000392158687 Long ABS-MBS CORP US N 2 2047-01-20 Variable 4.27335120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 7833.63490000 PA USD 7388.47000000 0.000617239683 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 2.37499920 N N N N N N Banc of America Funding Trust N/A 05950PAL7 86258.92730000 PA USD 74037.91000000 0.006185196145 Long ABS-MBS CORP US N 2 2046-09-20 Variable 3.57126480 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AY8 2000000.00000000 PA 550918.55000000 0.046024250167 Long DBT NUSS PE Y 2 2026-08-12 Fixed 8.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 483700.00000000 PA USD 402741.29000000 0.033645383485 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130ATT23 5000000.00000000 PA USD 5000179.50000000 0.417719665079 Long DBT USGA US N 2 2023-03-06 Floating 4.34499840 N N N N N N TSMC Arizona Corp. 2549005GOBWLCSY63Q97 872898AF8 283000.00000000 PA USD 270494.94000000 0.022597399901 Long DBT CORP US N 2 2027-04-22 Fixed 3.87500000 N N N N N N ENA Master Trust 549300CBCHB6Q73VG753 29249BAA3 206000.00000000 PA USD 138148.75000000 0.011541075591 Long DBT CORP PA Y 2 2048-05-19 Fixed 4.00000000 N N N N N N Terraform Global Operating LP 549300LC7QMVR79H5O86 88104UAC7 26000.00000000 PA USD 24277.50000000 0.002028165022 Long DBT CORP US Y 2 2026-03-01 Fixed 6.12500000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes N/A 35564KRF8 291972.00000000 PA USD 283947.97000000 0.023721278591 Long ABS-MBS CORP US Y 2 2042-02-25 Floating 6.32768040 N N N N N N Tesco Property Finance 5 plc 213800BN1HYPUZMXAF92 N/A 479180.12500000 PA 532760.57000000 0.044507315560 Long DBT CORP GB Y 2 2041-10-13 Fixed 5.66110000 N N N N N N Avant Loans Funding Trust N/A 05353LAA3 475000.00000000 PA USD 452430.42000000 0.037796459809 Long ABS-O CORP US Y 2 2030-07-15 Fixed 1.21000000 N N N N N N N/A N/A N/A 40.00000000 NC USD -112684.20000000 -0.00941374330 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2023-03-22 5372500.00000000 USD -112684.20000000 N N N SK Hynix, Inc. 988400XAIK6XISWQV045 78392BAC1 323000.00000000 PA USD 236859.94000000 0.019787500590 Long DBT CORP KR Y 2 2031-01-19 Fixed 2.37500000 N N N N N N Bellemeade Re Ltd. 254900SCWI9IDKK5LV64 07877GAB5 22199.30000000 PA USD 22188.35000000 0.001853635480 Long ABS-MBS CORP BM Y 2 2029-07-25 Floating 5.98871160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLGX8 1133970.51000000 PA USD 930745.53000000 0.077755350795 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00834HAA2 140824.69000000 PA USD 136883.42000000 0.011435368741 Long ABS-O CORP US Y 2 2027-02-15 Fixed 1.75000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CB3 2020000.00000000 PA USD 1931367.25000000 0.161348223761 Long DBT CORP DE N 2 2025-11-26 Variable 3.96100080 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDX6 500000.00000000 PA USD 471288.00000000 0.039371839654 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N N/A N/A N/A -70.00000000 NC USD -246750.00000000 -0.02061372543 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Put Written N/A 3 Month Eurodollar 250000.00000000 96.50000000 USD 2023-12-18 XXXX -165927.36000000 N N N Bear Stearns Structured Products, Inc. Trust N/A 07402FAA3 42911.96530000 PA USD 34073.67000000 0.002846546213 Long ABS-MBS CORP US N 2 2036-01-26 Variable 3.52347840 N N N N N N Connecticut Avenue Securities Trust N/A 20754LAB5 388764.00000000 PA USD 369183.24000000 0.030841912648 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.82768000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BV4 333000.00000000 PA USD 338919.57000000 0.028313657393 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N FNMA or FHLMC N/A 01F030611 41955593.00000000 PA USD 36937309.69000000 3.085777347119 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0V34 3545000.00000000 PA USD 3459888.80000000 0.289042341529 Long DBT USGA US N 2 2024-02-05 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JDES4 95289.37000000 PA USD 88455.12000000 0.007389623332 Long ABS-MBS USGA US N 2 2049-10-15 Fixed 3.50000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WDL1 500000.00000000 PA USD 501990.25000000 0.041936734291 Long DBT CORP US Y 2 2027-12-07 Fixed 5.05000000 N N N N N N AB Issuer LLC N/A 00091JAA6 340427.50000000 PA USD 270957.14000000 0.022636012521 Long ABS-O CORP US Y 2 2051-07-30 Fixed 3.73400000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58768KNW1 500000.00000000 PA USD 497969.93000000 0.041600873004 Long STIV CORP US Y 2 2023-01-30 None 0.00000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179MAL7 210000.00000000 PA USD 197415.35000000 0.016492262704 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189WAN0 516000.00000000 PA USD 515709.60000000 0.043082861603 Long DBT CORP US N 2 2023-03-02 Floating 5.27856840 N N N N N N N/A N/A N/A 89.00000000 NC USD 8693.23000000 0.000726240552 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2023-03-31 18251953.22000000 USD 8693.23000000 N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1000000.00000000 PA USD 970816.80000000 0.081102942114 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBV2 192000.00000000 PA USD 167290.29000000 0.013975587058 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAG3 237000.00000000 PA USD 212707.50000000 0.017769783196 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.25700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YJ20 300000.00000000 PA USD 300371.64000000 0.025093327321 Long ABS-MBS USGA US N 2 2072-12-20 Floating 4.77000000 N N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251VN93 500000.00000000 PA USD 499338.47000000 0.041715202114 Long STIV CORP US Y 2 2023-01-09 None 0.00000000 N N N N N N N/A N/A N/A -44.00000000 NC USD -1781.21000000 -0.00014880394 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2023-03-22 -5515125.00000000 USD -1781.21000000 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CU1 183000.00000000 PA USD 183864.49000000 0.015360211204 Long DBT CORP US N 2 2025-11-17 Fixed 5.00000000 N N N N N N Alternative Loan Trust N/A 23243VAC4 1.59120000 PA USD 0.00000000 0.000000 Long ABS-MBS CORP US N 3 2046-07-25 Floating 4.72871160 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 711345.00000000 PA USD 700745.96000000 0.058540971922 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N N/A N/A N/A -3.00000000 NC 81595.84000000 0.006816592675 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Euro-Buxl Euro-Buxl 2023-03-08 -405720.00000000 EUR 81595.84000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KGXA1 212448.20000000 PA USD 197290.08000000 0.016481797531 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAA4 800000.00000000 PA USD 774418.80000000 0.064695669778 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 5.25732120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q9T45 188832.58000000 PA USD 186013.05000000 0.015539703913 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Enbridge US, Inc. 5493003FRODSVHJWFS32 29251VN44 500000.00000000 PA USD 499670.42000000 0.041742933527 Long STIV CORP US Y 2 2023-01-04 None 0.00000000 N N N N N N Prosus NV 635400Z5LQ5F9OLVT688 74365PAA6 230000.00000000 PA USD 190655.63000000 0.015927549382 Long DBT CORP NL Y 2 2030-01-21 Fixed 3.68000000 N N N N N N N/A N/A N/A 22.00000000 NC -200391.68000000 -0.01674090809 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Euro-Bund Euro-Bund 2023-03-08 2924460.00000000 EUR -200391.68000000 N N N Neuberger Berman Loan Advisers CLO 43 Ltd. 549300LCOEVXWN75LP18 64134AAA0 287510.00000000 PA USD 281014.57000000 0.023476219616 Long ABS-CBDO CORP KY Y 2 2035-07-17 Floating 5.20913880 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GUM1 54093.40000000 PA USD 41541.79000000 0.003470439932 Long ABS-MBS CORP US N 2 2035-04-25 Variable 2.98000800 N N N N N N Sound Point CLO XVI Ltd. 549300ZK5CJ7PM7YBH85 83610KAJ2 700000.00000000 PA USD 688971.50000000 0.057557322537 Long ABS-CBDO CORP KY Y 2 2030-07-25 Floating 5.33842920 N N N N N N Air Canada Pass-Through Trust N/A 00908PAA5 477120.00000000 PA USD 403423.47000000 0.033702373439 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGCD9 787478.31000000 PA USD 671087.28000000 0.056063258097 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Sound Point CLO IX Ltd. 549300W2FX6HEXN27U70 83609GBN4 800000.00000000 PA USD 777814.40000000 0.064979341373 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.45257080 N N N N N N Expedia Group, Inc. N/A 30212PAS4 700000.00000000 PA USD 705260.15000000 0.058918091570 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAL5 62000.00000000 PA USD 52393.76000000 0.004377023640 Long DBT CORP US Y 2 2026-09-20 Fixed 1.95000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 0020A3N30 400000.00000000 PA USD 399798.04000000 0.033399501631 Long STIV CORP US Y 2 2023-01-03 None 0.00000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87613LND7 500000.00000000 PA USD 499161.36000000 0.041700406179 Long STIV CORP US Y 2 2023-01-13 None 0.00000000 N N N N N N CPS Auto Receivables Trust N/A 12659WAE8 231000.00000000 PA USD 215054.83000000 0.017965881337 Long ABS-O CORP US Y 2 2029-04-16 Fixed 2.17000000 N N N N N N Natixis Commercial Mortgage Securities Trust N/A 63875FAA4 170000.00000000 PA USD 161587.33000000 0.013499156454 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 5.81799960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617A2FM9 169574.21000000 PA USD 154643.13000000 0.012919031500 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Alfa SAB de CV 549300ZCGJ6T8YDJ4M34 015398AB6 235000.00000000 PA USD 232914.38000000 0.019457884823 Long DBT CORP MX Y 2 2024-03-25 Fixed 5.25000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAQ8 426834.38000000 PA USD 415691.95000000 0.034727293716 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.12000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFN6 840500.00000000 PA USD 836598.40000000 0.069890211632 Long DBT UST US N 2 2024-09-30 Fixed 4.25000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XBF0 178000.00000000 PA USD 166597.16000000 0.013917682330 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N EMF-NL Prime BV 724500YACYYG8XY5LM10 N/A 112643.46500000 PA 114781.27000000 0.009588934489 Long ABS-MBS CORP NL Y 2 2041-04-17 Floating 2.17800000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BE1 1000000.00000000 PA 248149.87000000 0.020730671886 Long DBT NUSS PE Y 2 2031-08-12 Fixed 6.95000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAG4 800000.00000000 PA USD 582908.80000000 0.048696745528 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBH4 394000.00000000 PA USD 344555.92000000 0.028784523336 Long DBT CORP FR Y 2 2028-01-19 Variable 2.79699840 N N N N N N Alternative Loan Trust N/A 12668BGC1 326979.62970000 PA USD 280270.82000000 0.023414086046 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N Affirm Asset Securitization Trust N/A 00834DAB9 125000.00000000 PA USD 115958.94000000 0.009687318141 Long ABS-O CORP US Y 2 2026-08-17 Fixed 1.24000000 N N N N N N FNMA or FHLMC N/A 01F022618 6113000.00000000 PA USD 5194139.69000000 0.433923280490 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 2.50000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AC7 355000.00000000 PA USD 348279.53000000 0.029095597193 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N N/A N/A N/A -13.00000000 NC 262915.30000000 0.021964189697 N/A DIR JP N 1 Japan Securities Clearing 549300JHM7D8P3TS4S86 Short Japan 10 Year Bond Japan 10 Year Bond 2023-03-13 -1890980000.00000000 JPY 262915.30000000 N N N United States of America 254900HROIFWPRGM1V77 9128283W8 10145900.00000000 PA USD 9555056.56000000 0.798238348454 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N Stratus CLO Ltd. N/A 86315WAA6 724159.28000000 PA USD 714294.78000000 0.059672852998 Long ABS-CBDO CORP KY Y 2 2029-12-29 Floating 5.19257160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XAX2 6307.33000000 PA USD 6338.74000000 0.000529544259 Long ABS-MBS CORP US N 2 2025-05-25 Floating 8.38870920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YPS29 5900.05000000 PA USD 5571.09000000 0.000465414061 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N LYB International Finance BV 549300J6QSW38QNOJK61 50247VAA7 195000.00000000 PA USD 193720.84000000 0.016183619888 Long DBT CORP NL N 2 2023-07-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCZ6 40191.51590000 PA USD 40342.25000000 0.003370229240 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.90499920 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 51000.00000000 PA USD 51977.42000000 0.004342242208 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 4200000.00000000 PA USD 3413156.46000000 0.285138278202 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N SGSP Australia Assets Pty. Ltd. 254900BJJ12X7PJT5072 N/A 1000000.00000000 PA USD 994677.30000000 0.083096270567 Long DBT CORP AU Y 2 2023-04-09 Fixed 3.30000120 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEV3 139000.00000000 PA USD 143034.16000000 0.011949207305 Long DBT CORP US N 2 2028-10-18 Variable 6.29600040 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AG3 359000.00000000 PA USD 376283.77000000 0.031435097555 Long DBT CORP GB N 2 2026-11-10 Variable 7.47200160 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAV6 16000.00000000 PA USD 14624.01000000 0.001221703452 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VPC1 28732.27000000 PA USD 29106.36000000 0.002431572496 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137EAEX3 30000000.00000000 PA USD 27019059.00000000 2.257197421858 Long DBT USGA US N 2 2025-09-23 Fixed 0.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 256052.02000000 PA USD 248589.51000000 0.020767399822 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 3.10566600 N N N N N N CLNY Trust N/A 12564NAL6 250000.00000000 PA USD 231269.18000000 0.019320443278 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 6.34286160 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCC8 408000.00000000 PA USD 328120.09000000 0.027411458748 Long DBT CORP US N 2 2032-04-22 Variable 2.58000120 N N N N N N Alternative Loan Trust N/A 12668BE33 30037.89140000 PA USD 26039.81000000 0.002175390045 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.80871080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WPG65 368779.36000000 PA USD 346010.81000000 0.028906066205 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CZ6 700000.00000000 PA USD 673428.35000000 0.056258833271 Long DBT CORP US N 2 2024-02-01 Fixed 1.95000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 1070000.00000000 PA USD 589365.31000000 0.049236128403 Long DBT CORP US Y 2 2067-01-15 Floating 5.82914160 N N N N N N RALI Trust N/A 74922MAA9 408184.73600000 PA USD 356119.18000000 0.029750528875 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.76871120 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAG8 39000.00000000 PA USD 37464.22000000 0.003129795926 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N Chile Electricity PEC SpA N/A 168831AA3 490000.00000000 PA USD 350441.88000000 0.029276241931 Long DBT CORP CL Y 2 2028-01-25 None 0.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DK0 800000.00000000 PA USD 797815.01000000 0.066650211011 Long DBT CORP US N 2 2023-05-10 Floating 4.69406880 N N N N N N PMT Credit Risk Transfer Trust N/A 69349MAA4 16895.41690000 PA USD 16158.63000000 0.001349907040 Long ABS-MBS CORP US Y 2 2031-11-27 Floating 8.08686000 N N N N N N N/A N/A N/A -3.00000000 NC USD 7542.73000000 0.000630126708 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2023-03-22 -354843.75000000 USD 7542.73000000 N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 20911MNL7 700000.00000000 PA USD 698099.21000000 0.058319859955 Long STIV CORP US N 2 2023-01-20 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAE1 21014800.00000000 PA USD 16586840.84000000 1.385680174162 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -934.01000000 -0.00007802806 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 279311.70000000 USD 230000.00000000 GBP 2023-02-16 -934.01000000 N N N United States of America 254900HROIFWPRGM1V77 912810RH3 4689100.00000000 PA USD 3992405.24000000 0.333529262242 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46642NBF2 6017984.45000000 PA USD 56271.77000000 0.004700996217 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.79936560 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 33774LNH7 500000.00000000 PA USD 498840.50000000 0.041673601235 Long STIV CORP US N 2 2023-01-17 None 0.00000000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KUW7 222606.88000000 PA USD 221493.89000000 0.018503806422 Long ABS-MBS CORP US Y 2 2042-04-25 Floating 5.92768080 N N N N N N GoldenTree Loan Management US CLO 7 Ltd. 549300DO8S88M0JNL340 38138LAL2 262213.00000000 PA USD 254655.23000000 0.021274135735 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.31257040 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A 229000.00000000 PA 211387.62000000 0.017659519188 Long DBT CORP US N 2 2027-10-29 Variable 0.40600045 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBK6 700000.00000000 PA USD 564828.74000000 0.047186320431 Long DBT CORP US Y 2 2033-04-15 Fixed 3.41900000 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAA9 232338.29000000 PA USD 227227.20000000 0.018982772494 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 5.12768160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFF3 19960900.00000000 PA USD 18230036.47000000 1.522954271667 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WENA3 34027.79000000 PA USD 30821.85000000 0.002574886133 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Towd Point Mortgage Funding N/A N/A 940352.00000000 PA 1120127.04000000 0.093576459004 Long ABS-MBS CORP GB Y 2 2045-07-20 Floating 4.34598930 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDM0 22180500.00000000 PA USD 21341589.13000000 1.782896286751 Long DBT UST US N 2 2023-11-30 Fixed 0.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEX5 4332900.00000000 PA USD 4229778.71000000 0.353359663608 Long DBT UST US N 2 2024-06-30 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZZ6 936601.70000000 PA USD 926875.84000000 0.077432073279 Long ABS-MBS USGA US N 2 2067-04-20 Floating 1.96828920 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AK1 270000.00000000 PA USD 261938.12000000 0.021882555167 Long DBT CORP US N 2 2025-12-03 Fixed 4.30000000 N N N N N N Spectrum Brands, Inc. 549300VU3EH2E73C1Q04 84762LAU9 14000.00000000 PA USD 13825.00000000 0.001154953411 Long DBT CORP US N 2 2025-07-15 Fixed 5.75000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBS4 800000.00000000 PA USD 644679.36000000 0.053857115798 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 100000.00000000 PA USD 99303.14000000 0.008295877054 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAB8 240000.00000000 PA USD 229845.00000000 0.019201465951 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 290000.00000000 PA USD 213005.00000000 0.017794636624 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Pennsylvania Higher Education Assistance Agency N/A 709163HT9 45061.40000000 PA USD 45074.79000000 0.003765590051 Long ABS-O CORP US N 2 2029-07-25 Floating 5.25800160 N N N N N N Alternative Loan Trust N/A 02150KAZ2 51556.60380000 PA USD 40763.36000000 0.003405409163 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.59870840 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 1000000.00000000 PA USD 776974.80000000 0.064909200405 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N Swiss Re Finance Luxembourg SA 549300CLQZ6TM98LW631 N/A 200000.00000000 PA USD 184327.84000000 0.015398919896 Long DBT CORP LU Y 2 2049-04-02 Variable 5.00000040 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBT6 1000000.00000000 PA USD 951130.00000000 0.079458288456 Long DBT CORP JP N 2 2024-09-27 Fixed 2.44800000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130A2UW4 40000000.00000000 PA USD 38819212.00000000 3.242993223598 Long DBT USGA US N 2 2024-09-13 Fixed 2.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 282000.00000000 PA USD 269442.54000000 0.022509481422 Long DBT CORP US N 2 2028-04-27 Variable 4.37600160 N N N N N N Benchmark Mortgage Trust N/A 08163PBG4 800000.00000000 PA USD 713123.20000000 0.059574978111 Long ABS-MBS CORP US N 2 2055-03-15 Fixed 3.45820000 N N N N N N N/A N/A N/A 214.00000000 NC USD -10313.73000000 -0.00086161863 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2023-03-31 23096953.23000000 USD -10313.73000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YER2 177000.00000000 PA USD 168416.81000000 0.014069697591 Long DBT CORP US N 2 2028-04-20 Variable 4.20999840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YAV5 113715.07000000 PA USD 105601.53000000 0.008822050437 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KGSG4 303727.00000000 PA USD 282246.00000000 0.023579094428 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Globo Comunicacao e Participacoes SA 52990054HEKS017PVR75 37959DAB0 251000.00000000 PA USD 209318.31000000 0.017486647098 Long DBT CORP BR Y 2 2030-01-22 Fixed 4.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1038.74000000 -0.00008677730 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 51000.00000000 GBP 60688.49000000 USD 2023-02-16 -1038.74000000 N N N Lehman XS Trust N/A 525221KM8 19588.87360000 PA USD 23412.86000000 0.001955932189 Long ABS-MBS CORP US N 2 2046-04-25 Floating 4.84871040 N N N N N N FHLMC STACR REMIC Trust N/A 35564KWT2 227990.00000000 PA USD 229200.31000000 0.019147607946 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 7.27768080 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 800000.00000000 PA USD 688818.32000000 0.057544525737 Long ABS-O CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZY2 99180.14000000 PA USD 96173.85000000 0.008034453245 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WBD2 253000.00000000 PA USD 197656.25000000 0.016512387715 Long DBT CORP KY N 2 2031-01-15 Fixed 4.12500000 N N N N N N Lima Metro Line 2 Finance Ltd. 5493009BVQNQT1UKQ352 532522AB5 185321.55960000 PA USD 164449.72000000 0.013738283187 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130A3GE8 27030000.00000000 PA USD 26057330.86000000 2.176853754889 Long DBT USGA US N 2 2024-12-13 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282R0 33068900.00000000 PA USD 30634701.58000000 2.559251579627 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKQ6 203523.01000000 PA USD 197926.78000000 0.016534988044 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 3.25804680 N Y N N N N Odebrecht Oil & Gas Finance Ltd. N/A 67576JAB7 207137.00000000 PA USD 517.84000000 0.000043260837 Long DBT CORP KY Y 2 2023-02-03 None 0.00000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AH3 258000.00000000 PA USD 200965.88000000 0.016788877296 Long DBT NUSS MX Y 2 2031-02-09 Fixed 3.34800000 N N N N N N MKS CLO Ltd. 5493003VGNSG059H2J98 55317AAA7 797492.68000000 PA USD 784197.68000000 0.065512606546 Long ABS-CBDO CORP KY Y 2 2030-07-20 Floating 5.24256840 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VAL7 314000.00000000 PA USD 257877.12000000 0.021543295435 Long DBT CORP US Y 2 2032-03-15 Fixed 4.27900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCF6 40180300.00000000 PA USD 35879219.88000000 2.997383536245 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEP0 800000.00000000 PA USD 695176.24000000 0.058075672312 Long DBT CORP US Y 2 2026-08-16 Fixed 1.25000000 N N N N N N CVC Cordatus Loan Fund XI DAC 6354003WWBLW5OLHF232 N/A 700000.00000000 PA 725208.04000000 0.060584556930 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 2.02799880 N N N N N N University of California N/A 91412HKE2 335000.00000000 PA USD 224132.19000000 0.018724212468 Long DBT MUN US N 2 2051-05-15 Fixed 3.07100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13393.20000000 -0.00111888043 N/A DFE N/A N 2 Morgan Stanley Capital Services I7331LVCZKQKX5T7XV54 726792.86000000 EUR 767518.70000000 USD 2023-02-27 -13393.20000000 N N N CVC Cordatus Loan Fund VII DAC 635400CLBI5JM6YQBR92 N/A 600000.00000000 PA 623745.01000000 0.052108240648 Long ABS-CBDO CORP IE Y 2 2031-09-15 Floating 2.67599880 N N N N N N Diamond Issuer N/A 25267TAN1 325933.00000000 PA USD 270587.75000000 0.022605153335 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.30500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134A3U46 39000000.00000000 PA USD 44680545.00000000 3.732654456295 Long DBT USGA US N 2 2029-09-15 Fixed 6.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H042612 1329000.00000000 PA USD 1291102.77000000 0.107859931161 Long ABS-MBS USGA US N 2 2053-01-15 Fixed 4.50000000 N N N N N N Santander Bank Auto Credit-Linked Notes N/A 80290CAS3 227996.39000000 PA USD 220740.40000000 0.018440859164 Long ABS-O CORP US Y 2 2032-05-15 Fixed 5.28100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 1500000.00000000 PA USD 1241694.60000000 0.103732326497 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6A5 591017.64000000 PA USD 504633.56000000 0.042157558877 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CC2 270000.00000000 PA USD 239763.40000000 0.020030058350 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912796YH6 2640800.00000000 PA USD 2562552.04000000 0.214077990579 Long STIV UST US N 2 2023-09-07 None 0.00000000 N N N N N N CBAM Ltd. 254900YSCN4KH02DQ033 12478CAA9 705219.69000000 PA USD 696943.94000000 0.058223347620 Long ABS-CBDO CORP KY Y 2 2029-10-20 Floating 5.36257080 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 578000.00000000 PA USD 424837.05000000 0.035491283910 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N N/A N/A N/A -37.00000000 NC 294330.24000000 0.024588623123 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Short United Kingdom of Great Britain and Northern Ireland Long Gilt 2023-03-29 -3696300.00000000 GBP 294330.24000000 N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863BB5 370000.00000000 PA USD 332768.75000000 0.027799812146 Long DBT CORP GB Y 2 2029-03-16 Fixed 3.87500000 N N N N N N CIFC Funding Ltd. 635400BTAKRBKGRV3X14 12551MAA7 700000.00000000 PA USD 692593.30000000 0.057859891092 Long ABS-CBDO CORP KY Y 2 2030-11-16 Floating 5.25913920 N N N N N N Atalaya Equipment Leasing Trust N/A 046497AB9 127590.91000000 PA USD 123799.41000000 0.010342318327 Long ABS-O CORP US Y 2 2026-05-15 Fixed 1.23000000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAH7 700000.00000000 PA USD 696879.40000000 0.058217955889 Long DBT CORP NL Y 2 2023-04-24 Fixed 4.44100000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBQ3 356000.00000000 PA USD 259421.15000000 0.021672285143 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N JPMorgan Chase Bank NA N/A 46591HAC4 39820.25000000 PA USD 38154.51000000 0.003187463397 Long ABS-MBS CORP US Y 2 2047-04-25 Floating 6.48870840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FQET0 14693.47000000 PA USD 13764.02000000 0.001149859084 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Kyndryl Holdings, Inc. 549300LQ4LWX2R8ZV130 50155QAJ9 411000.00000000 PA USD 337264.71000000 0.028175408843 Long DBT CORP US N 2 2026-10-15 Fixed 2.05000000 N N N N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAE1 12000.00000000 PA USD 10887.46000000 0.000909548576 Long ABS-O CORP US N 2 2026-08-15 Variable 2.63769840 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAL8 700000.00000000 PA USD 561454.11000000 0.046904400689 Long DBT CORP US N 2 2031-01-15 Fixed 2.75000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 N/A 2000000.00000000 PA 500362.15000000 0.041800721297 Long DBT NUSS PE Y 2 2028-08-12 Fixed 6.35000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -52437.98000000 -0.00438071782 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 5693323.41000000 PEN 1430842.78000000 USD 2023-05-10 -52437.98000000 N N N N/A N/A N/A 1.00000000 NC N/A -245857.06000000 -0.02053912839 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 8099000.00000000 GBP 9556668.55000000 USD 2023-02-16 -245857.06000000 N N N Banc of America Funding Trust N/A 06051GAX7 9712.21580000 PA USD 8934.71000000 0.000746414017 Long ABS-MBS CORP US N 2 2034-09-20 Variable 4.49597880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WQKW1 34808.83000000 PA USD 32659.72000000 0.002728423509 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N FNMA or FHLMC N/A 01F040610 19401368.00000000 PA USD 18243348.85000000 1.524066400324 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 4.00000000 N N N N N N Radnor RE Ltd. N/A 75049TAB7 26934.25000000 PA USD 26903.67000000 0.002247557717 Long ABS-MBS CORP BM Y 2 2029-06-25 Floating 6.13870920 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDJ7 10375500.00000000 PA USD 8475162.85000000 0.708023019412 Long DBT UST US N 2 2031-11-15 Fixed 1.37500000 N N N N N N Commercial Mortgage Trust N/A 12625EAA7 12488.30000000 PA USD 12364.90000000 0.001032975293 Long ABS-MBS CORP US Y 2 2035-04-12 Fixed 1.87260000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 32629200.00000000 PA USD 30124014.86000000 2.516588334110 Long DBT UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SB71 138752.53000000 PA USD 126055.24000000 0.010530772472 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137EAEU9 30000000.00000000 PA USD 27162705.00000000 2.269197742849 Long DBT USGA US N 2 2025-07-21 Fixed 0.37500000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FN58 292.67000000 PA USD 289.98000000 0.000024225200 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.67876440 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KV2 264000.00000000 PA USD 241627.48000000 0.020185785334 Long DBT CORP US N 2 2052-07-27 Fixed 4.90000000 N N N N N N LUXE Trust N/A 55066WAA2 242269.86000000 PA USD 231679.93000000 0.019354757717 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.36799960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YA29 85698.07000000 PA USD 79637.10000000 0.006652957706 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N FNMA or FHLMC N/A 01F042616 7400000.00000000 PA USD 7142155.88000000 0.596662372248 Long ABS-MBS USGSE US N 2 2053-01-25 Fixed 4.50000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAV1 131000.00000000 PA USD 133160.77000000 0.011124375084 Long DBT CORP US N 2 2033-03-15 Fixed 6.25000000 N N N N N N Owl Rock Capital Corp. 2549000BD79OOCPF2L94 69121KAG9 800000.00000000 PA USD 628478.56000000 0.052503685836 Long DBT CORP US N 2 2028-06-11 Fixed 2.87500000 N N N N N N Bear Stearns ARM Trust N/A 07384MB68 17612.36570000 PA USD 16065.33000000 0.001342112671 Long ABS-MBS CORP US N 2 2034-02-25 Variable 4.08876120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3ZC1 78549.53000000 PA USD 79273.77000000 0.006622604779 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAQ8 200000.00000000 PA USD 185581.56000000 0.015503656836 Long DBT CORP ES N 2 2028-03-24 Variable 4.17499920 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AV3 229000.00000000 PA USD 170704.59000000 0.014260820868 Long DBT CORP US Y 2 2032-04-01 Fixed 2.87500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 44000.00000000 PA USD 44984.03000000 0.003758007876 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 76076GNC3 500000.00000000 PA USD 499170.17000000 0.041701142174 Long STIV CORP US N 2 2023-01-12 None 0.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754AAB9 122411.00000000 PA USD 115456.67000000 0.009645358036 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.57768160 N N N N N N United States of America 254900HROIFWPRGM1V77 912828X88 11403100.00000000 PA USD 10645047.00000000 0.889297167749 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286T2 30797500.00000000 PA USD 28061671.84000000 2.344298272204 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Residential Asset Securitization Trust N/A 45660L4G1 13395.14320000 PA USD 5100.40000000 0.000426092179 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75000000 N N N N N N GSR Mortgage Loan Trust N/A 362290AC2 172577.25120000 PA USD 112296.62000000 0.009381364508 Long ABS-MBS CORP US N 2 2047-03-25 Variable 3.46624200 N N N N N N Carlyle Finance Subsidiary LLC N/A 14314DAA1 800000.00000000 PA USD 679038.16000000 0.056727482037 Long DBT CORP US Y 2 2029-09-19 Fixed 3.50000000 N N N N N N CNH Equipment Trust N/A 12664JAB6 308000.00000000 PA USD 309415.88000000 0.025848891577 Long ABS-O CORP US N 2 2026-07-15 Fixed 5.42000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AG3 1000000.00000000 PA USD 976870.60000000 0.081608682219 Long DBT CORP CH Y 2 2024-06-12 Variable 4.20699960 N N N N N N Ready Capital Mortgage Financing LLC N/A 75574PAA0 700000.00000000 PA USD 680531.11000000 0.056852204474 Long ABS-MBS CORP US Y 2 2037-01-25 Floating 5.59440000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F4MJ2 215820.37000000 PA USD 202707.99000000 0.016934414792 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Romania 315700IASY927EDWBK92 N/A 800000.00000000 PA 546892.91000000 0.045687944442 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EJG7 117509.43000000 PA USD 110254.36000000 0.009210752200 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 250000.00000000 PA USD 240064.53000000 0.020055215031 Long DBT CORP US N 2 2028-08-09 Variable 4.68200160 N N N N N N Japan International Cooperation Agency 254900XEIG78M2AJB031 47109LAB0 900000.00000000 PA USD 834585.21000000 0.069722027859 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75000000 N N N N N N FHLMC N/A 35564KH36 155770.71000000 PA USD 155865.78000000 0.013021172823 Long ABS-MBS CORP US Y 2 2042-09-25 Floating 6.07767840 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AFFX0 12910000.00000000 PA USD 12436279.17000000 1.038938376056 Long DBT USGA US N 2 2028-11-16 Fixed 3.25000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254AA8 200000.00000000 PA USD 154000.00000000 0.012865303820 Long DBT CORP GB Y 2 2027-01-30 Floating 5.92471080 N N N N N N Carvana Auto Receivables Trust N/A 14687HAA1 68568.54000000 PA USD 66392.30000000 0.005546474745 Long ABS-O CORP US N 2 2028-09-11 Fixed 0.83000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 4770500.00000000 PA USD 4214153.79000000 0.352054343199 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 0255E3NK0 500000.00000000 PA USD 498708.61000000 0.041662583021 Long STIV CORP US N 2 2023-01-19 None 0.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCE3 242000.00000000 PA USD 201592.49000000 0.016841224881 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KTB5 68136.00000000 PA USD 67560.56000000 0.005644072276 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 7.42767840 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263XAA1 324591.96000000 PA USD 318750.47000000 0.026628711943 Long ABS-O CORP US Y 2 2025-08-15 Fixed 1.98000000 N N N N N N Bellemeade Re Ltd. N/A 07876AAA1 170857.66000000 PA USD 169190.72000000 0.014134350755 Long ABS-MBS CORP BM Y 2 2031-06-25 Floating 5.12768160 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133ENEY2 10000000.00000000 PA USD 9759365.00000000 0.815306466334 Long DBT USGA US N 2 2023-07-24 Fixed 0.45000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 38014QAB2 600000.00000000 PA USD 595098.54000000 0.049715087791 Long ABS-O CORP US Y 2 2026-05-15 Fixed 4.59000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AB6M6 12433.47180000 PA USD 12338.56000000 0.001030774825 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86360UAC0 711391.25000000 PA USD 527902.60000000 0.044101476210 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.76871120 N N N N N N Affirm Asset Securitization Trust N/A 00834TAA6 57437.16000000 PA USD 54884.33000000 0.004585088184 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N Dryden 78 CLO Ltd. N/A 26253LAE2 250000.00000000 PA USD 235349.75000000 0.019661337907 Long ABS-CBDO CORP KY Y 2 2033-04-17 Floating 6.02913960 N N N N N N Radnor RE Ltd. 254900YVLP8CB4GC2O97 750493AA6 44755.52000000 PA USD 44692.27000000 0.003733633973 Long ABS-MBS CORP BM Y 2 2030-01-25 Floating 5.33871000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 1945900.00000000 PA USD 1342075.17000000 0.112118213060 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBX2 33000.00000000 PA USD 35733.46000000 0.002985206619 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAC5 800000.00000000 PA USD 760944.96000000 0.063570052602 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 240000.00000000 PA 778.57000000 0.000065042464 Long DBT NUSS AR Y 3 2025-04-12 Floating 72.89068980 N N N N N N BFLD Trust N/A 05554BAA2 494000.00000000 PA USD 470983.95000000 0.039346439033 Long ABS-MBS CORP US Y 2 2038-06-15 Floating 5.91786000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92939KAG3 65800.00000000 PA USD 62431.65000000 0.005215598345 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.93100000 N N N N N N Oleoducto Central SA 254900W4CPYCQFVH5E92 680617AC1 460000.00000000 PA USD 403880.00000000 0.033740512382 Long DBT CORP CO Y 2 2027-07-14 Fixed 4.00000000 N N N N N N Odebrecht Drilling Norbe VIII/IX Ltd. 549300YNW6BY570L6488 675757AC2 643.00000000 PA USD 349.04000000 0.000029159127 Long DBT CORP KY Y 2 2026-12-01 Fixed 7.35000000 N N Y N N N United States of America 254900HROIFWPRGM1V77 91282CCS8 5958900.00000000 PA USD 4851848.41000000 0.405327947294 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABZ9 800000.00000000 PA USD 710957.52000000 0.059394055181 Long DBT CORP US Y 2 2026-09-17 Fixed 1.65000000 N N N N N N PFP Ltd. N/A 69357XAA9 667623.35000000 PA USD 636363.42000000 0.053162394404 Long ABS-MBS CORP KY Y 2 2037-08-09 Floating 5.32629000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QB4P0 314830.00000000 PA USD 292366.97000000 0.024424609714 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFX4 4019600.00000000 PA USD 4022022.61000000 0.336003524991 Long DBT UST US N 2 2024-11-30 Fixed 4.50000000 N N N N N N Bellemeade RE Ltd. N/A 078777AA7 301251.00000000 PA USD 285461.08000000 0.023847685214 Long ABS-MBS CORP BM Y 2 2031-09-25 Floating 4.92768000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A60 900000.00000000 PA USD 865989.00000000 0.072345529803 Long DBT CORP US N 2 2025-06-16 Fixed 5.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H040616 556769.00000000 PA USD 527886.61000000 0.044100140390 Long ABS-MBS USGA US N 2 2053-01-15 Fixed 4.00000000 N N N N N N UniCredit SpA 549300TRUWO2CD2G5692 904678AY5 200000.00000000 PA USD 151610.70000000 0.012665699466 Long DBT CORP IT Y 2 2032-06-03 Variable 3.12699960 N N N N N N Electronic Arts, Inc. 549300O7A67PUEYKDL45 285512AE9 800000.00000000 PA USD 631877.52000000 0.052787638128 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 243000.00000000 PA USD 224008.19000000 0.018713853393 Long DBT CORP US N 2 2029-01-24 Variable 3.77200080 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 800000.00000000 PA USD 799900.00000000 0.066824393023 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABC4 359000.00000000 PA USD 330606.62000000 0.027619185787 Long DBT CORP DK Y 2 2028-04-01 Variable 4.29800040 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 N/A 319222.50000000 PA USD 319222.50000000 0.026668145770 Long RA CORP US N 2 Repurchase Y 4.20000000 2023-01-03 552904.11667400 USD 325606.95000400 USD UST N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBG3 38000.00000000 PA USD 28935.41000000 0.002417291174 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N Commercial Mortgage Trust N/A 12593QBC3 1617173.33000000 PA USD 1576904.42000000 0.131736067911 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.37300000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130ATT31 25000000.00000000 PA USD 25042600.00000000 2.092082191191 Long DBT USGA US N 2 2024-10-03 Fixed 4.50000000 N N N N N N Research-Driven Pagaya Motor Asset Trust VII N/A 76088TAA9 254893.38000000 PA USD 248404.87000000 0.020751974824 Long ABS-O CORP US Y 2 2030-11-25 Fixed 5.38000000 N N N N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 1700000.00000000 PA 254767.10000000 0.021283481460 Long DBT CORP PT Y 2 2019-01-21 Fixed 4.00000000 Y N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B93R3 333826.53000000 PA USD 285033.91000000 0.023811999033 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Cajun Global LLC N/A 12803VAA3 65010.00000000 PA USD 56099.09000000 0.004686570369 Long ABS-O CORP US Y 2 2051-11-20 Fixed 3.93100000 N N N N N N National Grid North America, Inc. 5Q3U0WRKWZZGRMPYFT08 63627BNP7 600000.00000000 PA USD 598130.80000000 0.049968405624 Long STIV CORP US Y 2 2023-01-23 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9YS1 116173.36000000 PA USD 114322.23000000 0.009550585859 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 4.76871120 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857MN57 500000.00000000 PA USD 499614.92000000 0.041738297005 Long STIV CORP GB Y 2 2023-01-05 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137EAEP0 42935000.00000000 PA USD 40465207.06000000 3.380501188099 Long DBT USGA US N 2 2025-02-12 Fixed 1.50000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 74767HNK2 250000.00000000 PA USD 249311.95000000 0.020827753134 Long STIV CORP US Y 2 2023-01-19 None 0.00000000 N N N N N N Hardee's Funding LLC N/A 411707AH5 137355.82000000 PA USD 117897.77000000 0.009849289810 Long ABS-O CORP US Y 2 2050-12-20 Fixed 3.98100000 N N N N N N GSR Mortgage Loan Trust N/A 36297TAB8 73118.17000000 PA USD 50357.07000000 0.004206876656 Long ABS-MBS CORP US N 2 2036-04-25 Variable 3.16054080 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAG8 18000.00000000 PA USD 17056.80000000 0.001424941001 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335A6X1 156533.65000000 PA USD 151872.72000000 0.012687588862 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RG5 800000.00000000 PA USD 710502.88000000 0.059356074131 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828V98 35682500.00000000 PA USD 33242926.73000000 2.777145144470 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Upstart Securitization Trust N/A 91679LAA0 98824.71000000 PA USD 96707.74000000 0.008079054914 Long ABS-O CORP US Y 2 2031-07-20 Fixed 0.83000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAZ9 54000.00000000 PA USD 44690.23000000 0.003733463550 Long DBT CORP US N 2 2030-09-15 Fixed 3.50000000 N N N N N N Impac CMB Trust N/A 45254NFG7 394.30430000 PA USD 387.71000000 0.000032389655 Long ABS-MBS CORP US N 2 2033-10-25 Floating 5.28870960 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AQ0 600000.00000000 PA USD 579438.66000000 0.048406846792 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N GCI Funding I LLC N/A 36166VAE5 143604.33000000 PA USD 122180.88000000 0.010207104819 Long ABS-O CORP BM Y 2 2046-06-18 Fixed 2.38000000 N N N N N N Palmer Square CLO Ltd. N/A 69688FAG5 330000.00000000 PA USD 309414.60000000 0.025848784645 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 7.02914040 N N N N N N CBAM Ltd. 25490038OT2B8HTRW786 12481QAC9 900000.00000000 PA USD 884828.70000000 0.073919415936 Long ABS-CBDO CORP KY Y 2 2031-04-17 Floating 5.09914080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QB7 200000.00000000 PA USD 206956.44000000 0.017289334273 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N Venture 32 CLO Ltd. 549300UP09C89Q3HWD39 92325QAA5 700000.00000000 PA USD 688847.60000000 0.057546971816 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 5.29371000 N N N N N N Tencent Holdings Ltd. 254900N4SLUMW4XUYY11 88032WAV8 226000.00000000 PA USD 141928.00000000 0.011856797666 Long DBT CORP KY Y 2 2050-06-03 Fixed 3.24000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBP4 800000.00000000 PA USD 625938.48000000 0.052291485180 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GD7 71000.00000000 PA USD 70556.25000000 0.005894335017 Long DBT CORP US N 2 2023-04-30 Variable 5.95000080 N N N N N N Santander Consumer Auto Receivables Trust N/A 802824AB8 153891.59000000 PA USD 151172.66000000 0.012629105195 Long ABS-O CORP US Y 2 2028-10-16 Fixed 1.45000000 N N N N N N Rio Oil Finance Trust 549300V5D1W52HY8NO65 76716XAA0 128714.11900000 PA USD 129944.95000000 0.010855722478 Long DBT CORP US Y 2 2024-07-06 Fixed 9.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LFM4 4700.94720000 PA USD 4654.92000000 0.000388876364 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 N/A 1100000.00000000 PA 738637.15000000 0.061706437321 Long DBT CORP GB N 2 2025-03-07 Floating 4.51840070 N N N N N N LAD Auto Receivables Trust N/A 501683AA4 115465.12340000 PA USD 112193.23000000 0.009372727211 Long ABS-O CORP US Y 2 2026-08-17 Fixed 1.30000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAZ0 800000.00000000 PA USD 635346.56000000 0.053077444970 Long DBT CORP US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Air Canada Pass-Through Trust N/A 009089AA1 570750.98000000 PA USD 521489.23000000 0.043565697291 Long ABS-O CORP CA Y 2 2025-05-15 Fixed 4.12500000 N N N N N N National Grid North America, Inc. 5Q3U0WRKWZZGRMPYFT08 63627BNQ5 500000.00000000 PA USD 498375.35000000 0.041634742169 Long STIV CORP US Y 2 2023-01-24 None 0.00000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89355QNK8 500000.00000000 PA USD 498708.61000000 0.041662583021 Long STIV CORP CA Y 2 2023-01-19 None 0.00000000 N N N N N N OCP CLO Ltd. 254900MN6N176YEZLX15 671078AN3 344000.00000000 PA USD 336374.55000000 0.028101044045 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.33256840 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 N/A 200000.00000000 PA USD 197250.00000000 0.016478449211 Long DBT CORP CH Y 2 2025-02-19 Variable 6.99999840 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 37747.09000000 PA USD 35277.73000000 0.002947134509 Long ABS-MBS CORP US N 2 2035-09-25 Variable 3.76725600 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAT8 800000.00000000 PA USD 795739.52000000 0.066476822638 Long DBT CORP DK Y 2 2024-01-12 Fixed 5.37500000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AG2 800000.00000000 PA USD 760968.16000000 0.063571990751 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N LCM 29 Ltd. N/A 50201MAQ6 700000.00000000 PA USD 683459.70000000 0.057096861618 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.14914120 N N N N N N Wellfleet CLO Ltd. 2549003PA4N7YYXOW035 94950GAL1 530865.24000000 PA USD 523841.89000000 0.043762240704 Long ABS-CBDO CORP KY Y 2 2029-04-20 Floating 5.13257040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 4800000.00000000 PA USD 3415285.92000000 0.285316175279 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAL6 1700000.00000000 PA USD 1640935.03000000 0.137085244869 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 93142XNB3 500000.00000000 PA USD 499224.00000000 0.041705639183 Long STIV CORP US Y 2 2023-01-11 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJGA0 282513.47000000 PA USD 264995.94000000 0.022138008306 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N 2023-01-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer