NPORT-P false 0001027263 XXXXXXXX S000009055 C000024603 C000024602 C000104169 EQ Advisors Trust 811-07953 0001027263 549300Q691FLN6WHB832 1345 Avenue of the Americas New York 10105 212-554-1234 EQ/Quality Bond PLUS Portfolio S000009055 549300H58GWHDRBM0K71 2025-12-31 2025-06-30 N 1197243769.02 126655073.46 1070588695.56 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 8166352.82000000 BRL CAD DKK EUR GBP JPY PEN USD N Bloomberg U.S. Intermediate Government Bond Index GOV_INT American Airlines Pass-Through Trust N/A 02377LAA2 510097.86000000 PA USD 465831.57000000 0.043511721348 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N Bear Stearns ALT-A Trust N/A 07386HVS7 85135.94990000 PA USD 48689.98000000 0.004547963209 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.90515840 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BM1 700000.00000000 PA USD 639465.82000000 0.059730298166 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 348098.87000000 0.032514715636 Long DBT CORP IT Y 2 2026-09-22 Variable 2.56900000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 47000.00000000 PA USD 47050.08000000 0.004394785802 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL3C1 500000.00000000 PA USD 501821.00000000 0.046873369958 Long DBT CORP US Y 2 2029-08-28 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17315MAK1 267208.46610000 PA USD 129864.36000000 0.012130182257 Long ABS-MBS CORP US Y 2 2035-12-25 Fixed 5.50000000 N N N N N N FNMA or FHLMC N/A 01F052672 24738786.00000000 PA USD 24736853.90000000 2.310584261032 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 5.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 462000.00000000 PA USD 420337.86000000 0.039262310702 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 400000.00000000 PA USD 414340.12000000 0.038702082482 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 580.94000000 0.000054263603 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 103494.45000000 USD 1963000.00000000 MXN 2025-08-18 580.94000000 N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHJ4 800000.00000000 PA USD 800212.08000000 0.074745052261 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BG7 25000.00000000 PA USD 26394.89000000 0.002465455698 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBA2 400000.00000000 PA USD 406465.40000000 0.037966532029 Long DBT CORP ES N 2 2028-03-14 Variable 5.55200000 N N N N N N Equify ABS LLC N/A 29445TAA6 107719.03000000 PA USD 107764.95000000 0.010065952540 Long ABS-O CORP US Y 2 2033-04-18 Fixed 5.43000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBW9 436000.00000000 PA USD 441061.39000000 0.041198024211 Long DBT CORP US N 2 2031-01-17 Variable 5.54300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 25057.26000000 PA USD 25805.29000000 0.002410383194 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383KLS9 495535.92000000 PA USD 497770.29000000 0.046495007098 Long ABS-MBS USGA US N 2 2073-12-20 Floating 5.35185000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACM7 200000.00000000 PA USD 202897.64000000 0.018951969214 Long DBT CORP US Y 2 2026-09-21 Fixed 5.95000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BY7 900000.00000000 PA 261723.46000000 0.024446686303 Long DBT NUSS PE Y 2 2032-08-12 Fixed 6.15000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754TAB8 74510.96000000 PA USD 74557.27000000 0.006964137610 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.30620920 N N N N N N Sales Tax Securitization Corp. N/A 79467BDG7 800000.00000000 PA USD 714262.16000000 0.066716766482 Long DBT MUN US N 2 2033-01-01 Fixed 3.00700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 700000.00000000 PA USD 625953.16000000 0.058468127171 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N CarVal CLO III Ltd. N/A 14686WAW1 591834.08000000 PA USD 592122.30000000 0.055308103145 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.25947040 N N N N N N Nordea Kredit Realkreditaktieselskab 52990080NNXXLC14OC65 N/A 1.59000000 PA 0.20000000 0.000000018681 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBA5 300000.00000000 PA USD 300656.16000000 0.028083255618 Long DBT CORP US N 2 2025-09-29 Fixed 5.86400000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CS4 88000.00000000 PA USD 89085.18000000 0.008321139609 Long DBT CORP US Y 2 2033-06-15 Fixed 5.70000000 N N N N N N BX Trust N/A 05608RAA3 600000.00000000 PA USD 599437.44000000 0.055991385159 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 5.32558080 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KQ9 256000.00000000 PA USD 259504.28000000 0.024239400348 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4H2 8545.06000000 PA USD 8787.88000000 0.000820845581 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 148744.14000000 PA USD 148697.61000000 0.013889331226 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.11498080 N N N N N N FNMA or FHLMC N/A 01F042681 400000.00000000 PA USD 382593.76000000 0.035736764416 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 4.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363PAD2 227505.61320000 PA USD 202313.05000000 0.018897364677 Long ABS-MBS CORP US N 2 2036-11-25 Variable 4.17873240 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 34000.00000000 PA USD 35675.76000000 0.003332349776 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 300087.64000000 PA USD 252384.54000000 0.023574369974 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 1800000.00000000 PA USD 1349243.10000000 0.126028147466 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H030674 523093.00000000 PA USD 462692.08000000 0.043218472408 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCM1 1700000.00000000 PA USD 1872749.82000000 0.174927105784 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A1B92 341852.90000000 PA USD 313248.56000000 0.029259468299 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKD2 596700.00000000 PA USD 607189.87000000 0.056715512924 Long DBT UST US N 2 2029-02-28 Fixed 4.25000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PEU2 600000.00000000 PA USD 597808.08000000 0.055839192257 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBF2 100000.00000000 PA USD 104166.85000000 0.009729866421 Long DBT CORP US N 2 2029-03-09 Variable 6.49900000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHE6 689790.73000000 PA USD 678035.52000000 0.063332960903 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 743.66000000 0.000069462717 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 136174.35000000 USD 867204.46000000 DKK 2025-07-02 743.66000000 N N N NBN Co. Ltd. 2549007CRZ2NT7S96A24 62878U2J0 500000.00000000 PA USD 497245.50000000 0.046445988273 Long DBT NUSS AU Y 2 2029-10-01 Fixed 4.25000000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAA7 400000.00000000 PA USD 356226.64000000 0.033273902618 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N N/A N/A N/A -4.00000000 NC -326.56000000 -0.00003050284 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Republic of Italy Euro-BTP 2025-09-08 -484000.00000000 EUR -326.56000000 N N N N/A N/A N/A 1.00000000 NC N/A 1270.74000000 0.000118695443 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 102223.19000000 USD 1979000.00000000 MXN 2025-12-17 1270.74000000 N N N N/A N/A N/A 1.00000000 NC N/A -17153.00000000 -0.00160220260 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 4423831.00000000 TWD 134905.80000000 USD 2025-08-20 -17153.00000000 N N N Connecticut Avenue Securities Trust N/A 207932AA2 162513.04000000 PA USD 166699.94000000 0.015570866822 Long ABS-MBS CORP US Y 2 2042-12-25 Floating 6.70620960 N N N N N N UWM Mortgage Trust N/A 90355RAM4 624824.96000000 PA USD 581572.39000000 0.054322672414 Long ABS-MBS CORP US Y 2 2051-11-25 Floating 5.00000040 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 500000.00000000 PA USD 515173.15000000 0.048120548268 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BH5 500000.00000000 PA USD 505804.50000000 0.047245454963 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N Alexander Funding Trust II N/A 014916AA8 121000.00000000 PA USD 129035.38000000 0.012052750093 Long DBT CORP US Y 2 2028-07-31 Fixed 7.46700000 N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAM9 229000.00000000 PA USD 245930.79000000 0.022971547431 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 100000.00000000 PA USD 104042.26000000 0.009718228898 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N College Ave Student Loans LLC N/A 19424WAB3 131552.04000000 PA USD 117464.36000000 0.010971940997 Long ABS-O CORP US Y 2 2055-07-26 Fixed 2.32000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAE0 500000.00000000 PA USD 500617.60000000 0.046760964511 Long DBT CORP US N 2 2027-03-18 Floating 5.16632040 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 409000.00000000 PA USD 393426.10000000 0.036748575959 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024938AC6 259000.00000000 PA USD 259358.90000000 0.024225820903 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.85000000 N N N N N N CSMC Mortgage-Backed Trust N/A 22942JAH6 387664.97710000 PA USD 178021.42000000 0.016628367246 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 294091.61000000 0.027470083629 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 77180.67200000 PA 105344.96000000 0.009839909615 Long ABS-MBS CORP GB Y 2 2044-06-15 Floating 4.49260980 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 1055000.00000000 PA USD 903690.00000000 0.084410568105 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 778038.00000000 0.072673847877 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N Dominican Republic Government Bond 254900EHU7Q8FGVPI369 25714PEF1 276000.00000000 PA USD 254472.00000000 0.023769352418 Long DBT NUSS DO Y 2 2032-09-23 Fixed 4.87500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAC7 200000.00000000 PA USD 174566.00000000 0.016305608374 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N Sequoia Mortgage Trust N/A 81743VAB9 472.92000000 PA USD 465.27000000 0.000043459267 Long ABS-MBS CORP US N 2 2027-10-20 Floating 5.19206040 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AF7 800000.00000000 PA USD 772657.68000000 0.072171290730 Long DBT CORP US Y 2 2026-12-14 Fixed 2.00000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 309000.00000000 PA USD 318734.21000000 0.029771863958 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BTRF9 52637.20000000 PA USD 50512.79000000 0.004718225608 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.50000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAD8 600000.00000000 PA USD 562131.12000000 0.052506730393 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 376766.44000000 0.035192454540 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 501481.97000000 PA 589265.15000000 0.055041226611 Long ABS-CBDO CORP IE Y 2 2031-10-20 Floating 2.91600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CC61 74.13290000 PA USD 74.14000000 0.000006925161 Long ABS-MBS USGA US N 2 2027-07-20 Variable 4.62499920 N N N N N N Bank of Ireland Group plc 635400C8EK6DRI12LJ39 06279JAC3 258000.00000000 PA USD 258802.35000000 0.024173835486 Long DBT CORP IE Y 2 2026-09-16 Variable 6.25300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797PW1 7262600.00000000 PA USD 7200978.29000000 0.672618562092 Long STIV UST US N 2 2025-09-11 None 0.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1962.14000000 -0.00018327673 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 562541.00000000 TWD 17318.00000000 USD 2025-07-16 -1962.14000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CT4 201000.00000000 PA USD 178291.44000000 0.016653588884 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335AY51 187995.82000000 PA USD 181624.79000000 0.016964945618 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N IPALCO Enterprises, Inc. 5493000YFVK2DZX0JV43 462613AP5 700000.00000000 PA USD 672666.19000000 0.062831430295 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4G6 350315.66000000 PA USD 294080.75000000 0.027469069234 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 400000.00000000 PA USD 406829.24000000 0.038000517069 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 421000.00000000 PA USD 368060.77000000 0.034379287912 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VBD2 68000.00000000 PA USD 70070.76000000 0.006545068175 Long DBT CORP US N 2 2029-06-01 Fixed 5.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKQ3 19652500.00000000 PA USD 19965493.57000000 1.864907938296 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TP3 200000.00000000 PA USD 171438.96000000 0.016013522346 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CH1 500000.00000000 PA USD 495250.00000000 0.046259595496 Long DBT NUSS BR N 2 2034-03-15 Fixed 6.12500000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AZ9 800000.00000000 PA USD 744025.36000000 0.069496844407 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N N/A N/A N/A -11.00000000 NC USD -55704.55000000 -0.00520317001 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2025-09-19 -1310375.00000000 USD -55704.55000000 N N N United States of America 254900HROIFWPRGM1V77 91282CJF9 3557600.00000000 PA USD 3685441.29000000 0.344244368101 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GU5 97000.00000000 PA USD 99905.77000000 0.009331853625 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDD8 296000.00000000 PA USD 303767.93000000 0.028373915328 Long DBT CORP JP N 2 2030-05-26 Variable 5.37600000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06428CAB0 400000.00000000 PA USD 402142.12000000 0.037562709345 Long DBT CORP US N 2 2026-08-18 Floating 5.44208760 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJBE9 18245.73000000 PA USD 18837.97000000 0.001759589847 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWY8 127392.07000000 PA USD 127694.14000000 0.011927469487 Long ABS-MBS USGA US N 2 2066-07-20 Floating 5.24602080 N N N N N N Pagaya AI Debt Trust N/A 694961AA1 49654.80000000 PA USD 50126.21000000 0.004682116503 Long ABS-O CORP US Y 2 2031-08-15 Fixed 6.31900000 N N N N N N PRPM Trust N/A 69380TAA9 381910.55000000 PA USD 384111.77000000 0.035878556498 Long ABS-MBS CORP US Y 2 2068-11-25 Variable 6.22100160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HWQ1 682.43270000 PA USD 688.78000000 0.000064336565 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 6.91499880 N N N N N N ALA Trust N/A 009920AA7 193002.00000000 PA USD 193785.94000000 0.018100876723 Long ABS-MBS CORP US Y 2 2040-06-15 Floating 6.04262880 N N N N N N N/A N/A N/A 3.00000000 NC USD 2082.09000000 0.000194480850 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2025-09-30 624070.31000000 USD 2082.09000000 N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAC6 500000.00000000 PA USD 500794.50000000 0.046777488131 Long DBT CORP US Y 2 2029-10-01 Fixed 5.02600000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244BG3 301000.00000000 PA USD 303450.95000000 0.028344307319 Long DBT CORP US N 2 2027-02-08 Fixed 4.85000000 N N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AH3 165000.00000000 PA USD 165133.75000000 0.015424574412 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Carlyle Global Market Strategies CLO Ltd. 5493000C19IMTVUCMB96 14311UBA5 500000.00000000 PA USD 500100.00000000 0.046712617280 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.35947120 N N N N N N GSR Mortgage Loan Trust N/A 362341WE5 339267.28800000 PA USD 128431.57000000 0.011996350282 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 6.00000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAJ6 500000.00000000 PA USD 524787.55000000 0.049018596233 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AN7 64000.00000000 PA USD 65831.06000000 0.006149052411 Long DBT CORP US N 2 2030-06-14 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 200000.00000000 PA USD 196125.00000000 0.018319360256 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31295MYW4 701.11820000 PA USD 711.52000000 0.000066460630 Long ABS-MBS USGSE US N 2 2031-11-01 Variable 6.98100120 N Y N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 054989AA6 500000.00000000 PA USD 537259.00000000 0.050183511392 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N Commercial Mortgage Trust N/A 12594MBA5 366980.73000000 PA USD 363977.69000000 0.033997901482 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 290771.56000000 0.027159969202 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N BRSP Ltd. N/A 05591XAA9 303797.30000000 PA USD 302461.72000000 0.028251906755 Long ABS-CBDO CORP US Y 2 2038-08-19 Floating 5.58205920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q9T37 95785.02000000 PA USD 93266.16000000 0.008711670540 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UB2 991200.00000000 PA USD 973241.54000000 0.090907137730 Long DBT UST US N 2 2044-05-15 Fixed 4.62500000 N N N N N N Chase Home Lending Mortgage Trust N/A 16159TAP6 431720.84000000 PA USD 432602.07000000 0.040407868287 Long ABS-MBS CORP US Y 2 2055-06-25 Floating 5.60517120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJGB8 27587.76000000 PA USD 26543.06000000 0.002479295747 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BR3 500000.00000000 PA USD 504476.85000000 0.047121443752 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ALZ68 177638.05000000 PA USD 141654.44000000 0.013231452992 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05608BAN0 133619.00000000 PA USD 130445.50000000 0.012184464541 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 6.50829960 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 12000.00000000 PA USD 11936.38000000 0.001114936114 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 274500.00000000 PA USD 245977.75000000 0.022975933803 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Affirm Asset Securitization Trust N/A 00834XAA7 10464.02000000 PA USD 10469.33000000 0.000977904030 Long ABS-O CORP US Y 2 2029-05-15 Fixed 6.27000000 N N N N N N Carvana Auto Receivables Trust N/A 146919AB1 115378.48000000 PA USD 115356.37000000 0.010775040917 Long ABS-O CORP US N 2 2027-11-10 Fixed 4.61000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 314000.00000000 PA USD 263760.00000000 0.024636912485 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N FNMA or FHLMC N/A 01F052680 200000.00000000 PA USD 199851.56000000 0.018667445381 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RR1 100000.00000000 PA USD 102718.08000000 0.009594541809 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N Sodexo, Inc. 549300WSZGQGJQXRFU84 833794AD2 270000.00000000 PA USD 277825.73000000 0.025950743843 Long DBT CORP US Y 2 2035-08-15 Fixed 5.80000000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429AX3 500000.00000000 PA USD 503186.70000000 0.047000935287 Long DBT CORP US N 2 2029-09-15 Fixed 4.80000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GPN5 20726.86000000 PA USD 19251.80000000 0.001798244281 Long ABS-MBS CORP US N 2 2035-03-25 Floating 5.07368160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YNR0 263879.26610000 PA USD 260035.55000000 0.024289024447 Long ABS-MBS USGA US N 2 2072-01-20 Floating 4.80184920 N N N N N N Amrize Finance US LLC 529900FB2F1WKLFNGY62 43475RAC0 300000.00000000 PA USD 303870.33000000 0.028383480160 Long DBT CORP US Y 2 2030-04-07 Fixed 4.95000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBH1 200000.00000000 PA USD 206238.14000000 0.019263993805 Long DBT CORP JP N 2 2028-01-18 Fixed 5.84200000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAH4 800000.00000000 PA USD 784672.00000000 0.073293506951 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 200000.00000000 PA USD 199775.76000000 0.018660365164 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BQ5 52000.00000000 PA USD 52522.64000000 0.004905958769 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N RALI Trust N/A 761118HU5 164998.48000000 PA USD 140080.16000000 0.013084404924 Long ABS-MBS CORP US N 2 2045-09-25 Floating 5.75868960 N N N N N N JP Morgan Mortgage Trust N/A 46630GAJ4 20125.64000000 PA USD 19269.56000000 0.001799903182 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.47876080 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CR2 500000.00000000 PA USD 533353.30000000 0.049818693417 Long DBT CORP US Y 2 2030-09-01 Fixed 6.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 87053.91000000 0.008131405679 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 5657772.62000000 USD 4876969.76000000 EUR 2025-07-02 87053.91000000 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBQ4 300000.00000000 PA USD 302677.62000000 0.028272073229 Long DBT CORP FR Y 2 2027-01-12 Variable 6.44700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHUP5 51146.09000000 PA USD 48101.85000000 0.004493028013 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBC3 400000.00000000 PA USD 415800.00000000 0.038838444841 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N United States Small Business Administration N/A 83162CRX3 35966.96780000 PA USD 36649.34000000 0.003423288528 Long ABS-O CORP US N 2 2028-07-01 Fixed 5.87000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -13283.91000000 -0.00124080424 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3494025.00000000 TWD 106815.00000000 USD 2025-08-20 -13283.91000000 N N N FHLMC STACR REMIC Trust 5493000ISE4NWBTOSK36 35564KNK1 188186.33000000 PA USD 187834.42000000 0.017544965753 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.25516840 N N N N N N FHLMC STACR REMIC Trust 5493000ISOMSKCX2AW62 35564KMH9 405614.00000000 PA USD 408511.26000000 0.038157628760 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 6.10517160 N N N N N N Dext ABS LLC N/A 25216BAB8 105193.45000000 PA USD 105678.24000000 0.009871040151 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.99000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBF5 500000.00000000 PA USD 504500.00000000 0.047123606114 Long DBT NUSS SA Y 2 2030-01-16 Fixed 4.75000000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAG1 169000.00000000 PA USD 159655.55000000 0.014912874632 Long ABS-O CORP US N 2 2028-09-11 Fixed 2.61000000 N N N N N N GreenSky Home Improvement Issuer Trust N/A 39571NAC0 400000.00000000 PA USD 407960.64000000 0.038106197243 Long ABS-O CORP US Y 2 2060-03-25 Fixed 5.32000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H032670 1230000.00000000 PA USD 1117378.13000000 0.104370439799 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 3.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650ED8 202000.00000000 PA USD 207439.88000000 0.019376244197 Long DBT CORP US N 2 2034-06-01 Fixed 5.70000000 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAA5 800000.00000000 PA USD 795998.96000000 0.074351519243 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 5.52147840 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAB2 320003.53000000 PA USD 320793.04000000 0.029964172172 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 5.85516960 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34355JAB4 202000.00000000 PA USD 175576.56000000 0.016400001300 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCA7 46000.00000000 PA USD 45823.83000000 0.004280246016 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N Residential Asset Securitization Trust N/A 76113XAA9 165942.25030000 PA USD 59932.48000000 0.005598086384 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBE7 300000.00000000 PA USD 300032.43000000 0.028024995149 Long DBT CORP US N 2 2026-04-30 Floating 5.01213600 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDR8 500000.00000000 PA 369611.46000000 0.034524132520 Long DBT CORP US N 2 2030-06-12 Fixed 3.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EZZ6 1667561.91000000 PA USD 1597003.03000000 0.149170548561 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 100000.00000000 PA USD 101855.36000000 0.009513958107 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 500000.00000000 PA USD 501211.00000000 0.046816391960 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4D0 600000.00000000 PA USD 603497.40000000 0.056370612028 Long DBT CORP US Y 2 2031-11-13 Fixed 5.32200000 N N N N N N BlueMountain Fuji Eur CLO V DAC 635400IYPG2G6NM3OV52 N/A 599505.15000000 PA 704081.25000000 0.065765802770 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 3.18899880 N N N N N N N/A N/A N/A 270.00000000 NC USD 385363.25000000 0.035995452931 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2025-09-30 29430000.00000000 USD 385363.25000000 N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DR7 694000.00000000 PA USD 736322.48000000 0.068777344936 Long DBT CORP GB N 2 2028-11-03 Variable 7.39000000 N N N N N N Arthur J Gallagher & Co. 54930049QLLMPART6V29 04316JAM1 400000.00000000 PA USD 405341.28000000 0.037861531854 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Catamaran CLO Ltd. 549300C8Q7ISEHHDRH76 14889DAJ7 118022.24000000 PA USD 118073.34000000 0.011028823720 Long ABS-CBDO CORP KY Y 2 2030-04-22 Floating 5.63398920 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BQ0 67000.00000000 PA USD 72491.98000000 0.006771225990 Long DBT CORP US Y 2 2033-10-06 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGW5 7800000.00000000 PA USD 8324466.47000000 0.777559720602 Long DBT UST US N 2 2028-04-15 Fixed 1.25000000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133ENP95 15466000.00000000 PA USD 15457523.09000000 1.443833953609 Long DBT USGA US N 2 2025-09-30 Fixed 4.25000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 200000.00000000 PA USD 188308.00000000 0.017589201229 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N Province of Ontario C7PVKCRGLG18EBQGZV36 68333ZBG1 400000.00000000 PA 293768.49000000 0.027439902104 Long DBT NUSS CA N 2 2034-12-02 Fixed 3.80000000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAH6 297000.00000000 PA USD 304382.23000000 0.028431294974 Long DBT CORP GB Y 2 2034-07-01 Fixed 5.87500000 N N N N N N Towd Point Mortgage Trust N/A 89170VAA6 343581.04000000 PA USD 326542.58000000 0.030501216886 Long ABS-MBS CORP US Y 2 2062-07-25 Variable 3.75000120 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GBE7 297000.00000000 PA USD 301249.51000000 0.028138678397 Long DBT CORP NL Y 2 2034-06-26 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AY4 399000.00000000 PA USD 399000.00000000 0.037269214746 Long DBT CORP CH Y 2 2026-07-15 Variable 6.37300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 400000.00000000 PA USD 384089.60000000 0.035876485674 Long DBT CORP US N 2 2028-06-01 Variable 2.18200000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJN2 14939500.00000000 PA USD 15249889.03000000 1.424439571727 Long DBT UST US N 2 2028-11-30 Fixed 4.37500000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBG3 868000.00000000 PA USD 871985.60000000 0.081449169379 Long DBT CORP JP N 2 2026-01-09 Fixed 5.70900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QR5B5 85947.87000000 PA USD 82693.93000000 0.007724154975 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBX8 200000.00000000 PA USD 204652.42000000 0.019115877166 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 589929F37 5280.01000000 PA USD 5180.33000000 0.000483876769 Long ABS-MBS CORP US N 2 2032-12-25 Floating 6.20957880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MFP3 10000000.00000000 PA USD 11506291.00000000 1.074762982994 Long DBT USGA US N 2 2030-05-15 Fixed 7.25000000 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 744573AY2 500000.00000000 PA USD 513356.50000000 0.047950861253 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -3302.53000000 -0.00030847794 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 927472.00000000 TWD 28485.00000000 USD 2025-07-16 -3302.53000000 N N N Residential Asset Securitization Trust N/A 45660L4G1 11.79580000 PA USD 3.92000000 0.000000366153 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.75000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBE8 500000.00000000 PA USD 424500.00000000 0.039651081854 Long DBT NUSS SA Y 2 2053-01-18 Fixed 5.00000000 N N N N N N SFO Commercial Mortgage Trust N/A 78432WAA1 800000.00000000 PA USD 793000.40000000 0.074071434089 Long ABS-MBS CORP US Y 2 2038-05-15 Floating 5.57647920 N N N N N N FHLMC 5493000IRUQLXTG4SV18 35564KL31 132290.92000000 PA USD 134029.66000000 0.012519248573 Long ABS-MBS CORP US Y 2 2052-03-25 Floating 6.80517000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBH7 275000.00000000 PA USD 262580.12000000 0.024526703961 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.48554600 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0Q22 25816000.00000000 PA USD 25185957.94000000 2.352533521459 Long DBT USGA US N 2 2026-09-24 Fixed 1.87500000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AL2 500000.00000000 PA USD 508726.70000000 0.047518407592 Long DBT CORP GB N 2 2028-03-01 Variable 5.58300000 N N N N N N N/A N/A N/A -44.00000000 NC USD -222814.68000000 -0.02081235127 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2025-09-19 -5080625.00000000 USD -222814.68000000 N N N AerCap Ireland Capital DAC N/A 00774MAV7 700000.00000000 PA USD 682147.83000000 0.063717077606 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 81000.00000000 PA USD 55963.71000000 0.005227377258 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TZ1 94500.00000000 PA USD 91428.75000000 0.008540044405 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3X7 500000.00000000 PA USD 507498.85000000 0.047403718356 Long DBT CORP US Y 2 2027-07-09 Fixed 5.34900000 N N N N N N United Airlines Pass-Through Trust N/A 90932LAJ6 286594.21000000 PA USD 290735.50000000 0.027156600962 Long ABS-O CORP US N 2 2036-01-15 Fixed 5.80000000 N N N N N N Reperforming Loan REMIC Trust N/A 12669UCN8 94382.01000000 PA USD 88995.34000000 0.008312747964 Long ABS-MBS CORP US Y 2 2036-01-25 Floating 4.77367920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 23108.34000000 0.002158470390 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 665560.57000000 USD 584364.52000000 EUR 2025-07-09 23108.34000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134GW6C5 3000000.00000000 PA USD 2876967.00000000 0.268727571282 Long DBT USGA US N 2 2026-10-28 Fixed 0.80000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133W6AH0 616694.90000000 PA USD 590408.22000000 0.055147996840 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.50000000 N N N N N N Neighborly Issuer N/A 64016NAC1 229297.50000000 PA USD 216056.12000000 0.020181057477 Long ABS-O CORP US Y 2 2052-01-30 Fixed 3.69500000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 80000000.00000000 PA 498616.08000000 0.046574009427 Long DBT NUSS JP N 2 2054-12-20 Fixed 2.30000000 N N N N N N Towd Point Mortgage Trust N/A 891944AA8 542359.26000000 PA USD 541516.22000000 0.050581163638 Long ABS-MBS CORP US Y 2 2064-10-25 Variable 4.51780560 N N N N N N Commercial Mortgage Trust N/A 12623SAU4 151234.59000000 PA USD 139283.37000000 0.013009979516 Long ABS-MBS CORP US Y 2 2045-12-10 Variable 4.69236600 N N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 15754.88000000 PA USD 15064.63000000 0.001407135164 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 274277.69000000 0.025619333656 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAS0 5000.00000000 PA USD 4976.79000000 0.000464864800 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2416.93000000 -0.00022575710 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 100000.00000000 BRL 15560.57000000 USD 2025-10-02 -2416.93000000 N N N Elevation CLO Ltd. N/A 28623YAU7 600000.00000000 PA USD 597456.60000000 0.055806361722 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 5.41176840 N N N N N N N/A N/A N/A 1.00000000 NC N/A -27549.02000000 -0.00257325900 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 2279114.00000000 GBP 3101406.94000000 USD 2025-08-04 -27549.02000000 N N N United States of America 254900HROIFWPRGM1V77 9128285M8 2448000.00000000 PA USD 2402026.07000000 0.224364976013 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 400000.00000000 PA USD 409819.96000000 0.038279869916 Long DBT CORP GB Y 2 2027-10-18 Variable 6.55700000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AZ6 298000.00000000 PA USD 302773.10000000 0.028280991687 Long DBT CORP SE Y 2 2027-03-05 Fixed 5.12500000 N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFJ0 142596.94000000 PA USD 142577.50000000 0.013317672845 Long ABS-MBS USGA US N 2 2065-08-20 Floating 5.04601920 N N N N N N FHLMC 5493000IRI80KQJUNK40 35564KT58 229767.06000000 PA USD 233358.32000000 0.021797196343 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 6.40621080 N N N N N N New Orleans Hotel Trust N/A 647622AA7 500000.00000000 PA USD 498745.70000000 0.046586116784 Long ABS-MBS CORP US Y 2 2032-04-15 Floating 5.34771000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBQ1 500000.00000000 PA USD 503253.55000000 0.047007179516 Long DBT CORP JP N 2 2027-07-02 Floating 5.58601200 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AG7 900000.00000000 PA USD 862632.81000000 0.080575557501 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N HarborView Mortgage Loan Trust N/A 41162KAA1 34022.74000000 PA USD 24921.07000000 0.002327791251 Long ABS-MBS CORP US N 2 2046-11-19 Floating 4.61206080 N N N N N N CVS Pass-Through Trust N/A 126650AQ3 22652.07570000 PA USD 22636.88000000 0.002114432937 Long ABS-O CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KH0 100000.00000000 PA USD 45997.30000000 0.004296449251 Long DBT UST US N 2 2041-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371K3A7 16093.97000000 PA USD 16526.74000000 0.001543705819 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 46602.82330000 PA USD 23143.53000000 0.002161757367 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 7.00000000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69546QAB4 231733.44000000 PA USD 232030.31000000 0.021673151506 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.30600000 N N N N N N Capital Four US CLO II Ltd. 2138009KMDCX6G3MTA10 14016CAN6 500000.00000000 PA USD 502077.00000000 0.046897282035 Long ABS-CBDO CORP JE Y 2 2037-01-20 Floating 6.16947120 N N N N N N FHLMC STACR REMIC Trust 5493000ISU5NYXNHD479 35564KHE2 42560.88000000 PA USD 42749.30000000 0.003993064766 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 5.95517040 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 955000.00000000 PA 1135694.65000000 0.106081322800 Long DBT NUSS GB Y 2 2054-07-31 Fixed 4.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 300000.00000000 PA USD 296490.54000000 0.027694159412 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N EQUS Mortgage Trust N/A 29478JAA8 599932.21000000 PA USD 599744.61000000 0.056020076849 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 5.33127960 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 654024.10880000 PA USD 579568.30000000 0.054135477275 Long ABS-O CORP US Y 2 2057-01-30 Fixed 2.27000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2LW0 906069.47000000 PA USD 793731.72000000 0.074139744169 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKP5 1964000.00000000 PA USD 2025363.02000000 0.189182178776 Long DBT UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QW1 1010500.00000000 PA USD 807197.00000000 0.075397489563 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJZ5 20585800.00000000 PA USD 20379044.46000000 1.903536301524 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWK36 3098176.51000000 PA USD 2966116.43000000 0.277054712262 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.50000000 N N N N N N Brex Commercial Charge Card Master Trust N/A 05601DAE3 165000.00000000 PA USD 165874.90000000 0.015493802679 Long ABS-O CORP US Y 2 2027-07-15 Fixed 6.05000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3V1 353000.00000000 PA USD 356075.02000000 0.033259740316 Long DBT CORP US Y 2 2026-05-08 Fixed 5.62000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -30000.40000000 -0.00280223396 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 775139.99000000 EUR 883495.88000000 USD 2025-07-09 -30000.40000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKHG8 191539.13000000 PA USD 184670.69000000 0.017249452639 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 12614400.00000000 PA USD 11612816.64000000 1.084713175859 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Banco de Credito del Peru SA 549300EQYQ8SCQZ4BY14 05971U2C0 268000.00000000 PA USD 268000.00000000 0.025032956270 Long DBT CORP PE Y 2 2030-07-01 Variable 3.12500000 N N N N N N OBX Trust N/A 67118RAA6 391257.27000000 PA USD 390476.09000000 0.036473025693 Long ABS-MBS CORP US Y 2 2053-04-25 Variable 3.67709760 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 200000.00000000 PA USD 201627.92000000 0.018833369046 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKX8 1393200.00000000 PA USD 1419026.45000000 0.132546369664 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N Infor LLC 549300Q3IIYBYI4RHD64 45674CAA1 119000.00000000 PA USD 118838.95000000 0.011100336711 Long DBT CORP US Y 2 2025-07-15 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MEU3 25664000.00000000 PA USD 27941728.77000000 2.609940576234 Long DBT USGA US N 2 2029-05-15 Fixed 6.25000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HT3 400000.00000000 PA USD 408964.92000000 0.038200003577 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MFS99 453719.29000000 PA USD 426655.75000000 0.039852443031 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332CBX3 361202.48000000 PA USD 362601.67000000 0.033869372197 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 5.65517160 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 1140700.00000000 PA USD 658817.22000000 0.061537845741 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N PRKCM Trust N/A 693984AA4 335088.67000000 PA USD 338145.99000000 0.031585051420 Long ABS-MBS CORP US Y 2 2058-09-25 Variable 6.58400040 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2M5 800000.00000000 PA USD 753839.12000000 0.070413513903 Long DBT CORP FR Y 2 2028-09-30 Variable 1.90400000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AC2 500000.00000000 PA USD 506806.55000000 0.047339052999 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAP3 800000.00000000 PA USD 701093.52000000 0.065486729208 Long DBT CORP NL Y 2 2031-07-12 Fixed 2.49999840 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KP2 200000.00000000 PA USD 90699.80000000 0.008471955698 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N Wind River CLO Ltd. 549300AMLFWC1VCUN251 88432CBB1 18173.80000000 PA USD 18175.56000000 0.001697716412 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 5.58108000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 159000.00000000 PA USD 163010.92000000 0.015226288179 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -24254.75000000 -0.00226555259 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1600000.00000000 BRL 263385.32000000 USD 2025-10-02 -24254.75000000 N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAH4 265000.00000000 PA USD 272666.50000000 0.025468837951 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGJU4 182041.90000000 PA USD 164207.02000000 0.015338011757 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MGK3 14000000.00000000 PA USD 15791071.80000000 1.474989588951 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 238443.55640000 PA USD 172541.76000000 0.016116531093 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.73607280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5BX6 195544.08000000 PA USD 191652.64000000 0.017901612523 Long ABS-MBS USGSE US N 2 2043-10-15 Floating 4.60833120 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAY7 64000.00000000 PA USD 66111.50000000 0.006175247345 Long DBT CORP BM Y 2 2029-02-15 Fixed 5.95000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AN4 121000.00000000 PA USD 116076.18000000 0.010842275888 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 119131.96000000 PA USD 107796.34000000 0.010068884572 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.85367840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QYV7 92438.01000000 PA USD 95161.44000000 0.008888702112 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AQ1 100000.00000000 PA USD 97875.00000000 0.009142166399 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -199474.18000000 -0.01863219561 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 4877000.00000000 EUR 5545387.97000000 USD 2025-07-02 -199474.18000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4G4 6019.16000000 PA USD 6190.25000000 0.000578209916 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379KVP5 727.79770000 PA USD 732.36000000 0.000068407223 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 6.47399880 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 89000.00000000 PA USD 76950.53000000 0.007187683778 Long DBT CORP US N 2 2032-07-21 Variable 2.23900000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFS6 200000.00000000 PA USD 205777.02000000 0.019220922176 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N First Investors Auto Owner Trust N/A 32057JAE3 248975.34000000 PA USD 245394.38000000 0.022921443222 Long ABS-O CORP US Y 2 2027-11-15 Fixed 1.47000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CX1 400000.00000000 PA USD 377799.12000000 0.035288913619 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N BBCMS Mortgage Trust N/A 05493BAA6 325000.00000000 PA USD 325000.03000000 0.030357132608 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 6.56647920 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BM4 99000.00000000 PA USD 102306.88000000 0.009556133034 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N FNMA or FHLMC N/A 01F032674 15500000.00000000 PA USD 13962108.60000000 1.304152440419 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 3.50000000 N N N N N N Choice Hotels International, Inc. 5493003CYRY5RFGTIR97 169905AF3 900000.00000000 PA USD 851314.23000000 0.079518327956 Long DBT CORP US N 2 2029-12-01 Fixed 3.70000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAP6 500000.00000000 PA USD 531072.00000000 0.049605605047 Long DBT CORP US Y 2 2028-10-25 Fixed 6.75000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748CA8 200000.00000000 PA USD 202214.46000000 0.018888155725 Long DBT CORP US N 2 2030-03-15 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKHL7 1599.54000000 PA USD 1549.73000000 0.000144754937 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CMM0 14925500.00000000 PA USD 15406169.76000000 1.439037216056 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RW0 100000.00000000 PA USD 96385.72000000 0.009003057887 Long DBT UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N N Ludgate Funding plc 213800LADM2GPWI3P269 N/A 355728.91000000 PA 478940.51000000 0.044736182250 Long ABS-MBS CORP GB Y 2 2061-01-01 Floating 4.54154900 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 237000.00000000 PA USD 243437.30000000 0.022738639125 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N FHLMC 5493000IRHY5YZIPQD14 35564KX79 318631.55000000 PA USD 321921.58000000 0.030069585204 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 6.30516960 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12091.90000000 -0.00112946270 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 4561108.65000000 BRL 827412.00000000 USD 2025-07-02 -12091.90000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NG2 500000.00000000 PA USD 488369.20000000 0.045616883685 Long DBT CORP US N 2 2028-02-24 Variable 3.07000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 720400.00000000 PA USD 657927.85000000 0.061454772755 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N FHLMC 5493000IS349P4O9HR58 35564KYP8 406679.00000000 PA USD 432240.24000000 0.040374070994 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 8.80517160 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCE8 700000.00000000 PA USD 729776.53000000 0.068165910309 Long DBT CORP US N 2 2028-11-15 Fixed 5.80000000 N N N N N N MortgageIT Mortgage Loan Trust N/A 61915RBY1 136219.12000000 PA USD 128988.12000000 0.012048335699 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.89368160 N N N N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 552676AQ1 162000.00000000 PA USD 145740.06000000 0.013613076674 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCG3 114000.00000000 PA USD 116611.69000000 0.010892296031 Long DBT CORP US N 2 2029-02-15 Fixed 5.20000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LPD5 34637.76700000 PA USD 33095.36000000 0.003091323506 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.93206120 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130A8XY4 20000000.00000000 PA USD 19548356.00000000 1.825944555651 Long DBT USGA US N 2 2026-09-11 Fixed 1.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H060671 1169544.00000000 PA USD 1186082.05000000 0.110787836161 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 6.00000000 N N N N N N BANK N/A 06541LBG0 700000.00000000 PA USD 643964.23000000 0.060150479140 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50385480 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BL3 283000.00000000 PA USD 287979.78000000 0.026899198655 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AQ8 250000.00000000 PA USD 259633.85000000 0.024251503035 Long DBT CORP FR Y 2 2035-01-10 Variable 6.25100000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JC8 500000.00000000 PA USD 505151.65000000 0.047184474494 Long DBT CORP US N 2 2029-06-01 Fixed 5.15000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46654PAA4 800000.00000000 PA USD 795999.44000000 0.074351564078 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 5.69148120 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299AK0 190000.00000000 PA USD 213531.50000000 0.019945241425 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKT7 6357400.00000000 PA USD 6530241.81000000 0.609967379357 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20755AAB8 97015.45000000 PA USD 99011.73000000 0.009248344430 Long ABS-MBS CORP US Y 2 2043-01-25 Floating 6.60516840 N N N N N N FNMA or FHLMC N/A 01F040677 20707000.00000000 PA USD 19263980.94000000 1.799382061466 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 4.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BW1 300000.00000000 PA USD 306121.23000000 0.028593728970 Long DBT CORP US Y 2 2028-09-12 Fixed 5.65000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B6UF5 587204.28000000 PA USD 514400.58000000 0.048048385167 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AK3 500000.00000000 PA USD 513621.65000000 0.047975628000 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AL4 222000.00000000 PA USD 216228.00000000 0.020197112196 Long DBT NUSS MX Y 2 2029-05-15 Fixed 4.68800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 500000.00000000 PA USD 513152.85000000 0.047931839008 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 100000.00000000 PA USD 73769.73000000 0.006890576213 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TY4 250000.00000000 PA USD 240048.30000000 0.022422084316 Long DBT UST US N 2 2054-02-15 Fixed 2.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FMWS1 79398.45000000 PA USD 76331.33000000 0.007129846440 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 345397A94 600000.00000000 PA 706671.05000000 0.066007707061 Long DBT CORP US N 2 2025-09-15 Fixed 3.25000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BY7 1400000.00000000 PA 407125.37000000 0.038028177552 Long DBT NUSS PE Y 2 2032-08-12 Fixed 6.15000000 N N N N N N N/A N/A N/A 92.00000000 NC USD 154433.61000000 0.014425111215 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2025-09-19 10315500.00000000 USD 154433.61000000 N N N Neuberger Berman Loan Advisers CLO 42 Ltd. 549300LGCRX4YI1JNS93 64133WAL9 469642.00000000 PA USD 468233.07000000 0.043736037186 Long ABS-CBDO CORP KY Y 2 2035-07-16 Floating 5.21053920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A6UZ7 183062.06000000 PA USD 183231.96000000 0.017115065828 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDF3 500000.00000000 PA USD 513989.25000000 0.048009964249 Long DBT CORP JP N 2 2030-07-10 Variable 5.38200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCM5 200000.00000000 PA USD 201019.48000000 0.018776536762 Long DBT CORP US N 2 2028-05-06 Fixed 4.50000000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 100000000.00000000 PA 656768.17000000 0.061346451043 Long DBT NUSS JP N 2 2044-12-20 Fixed 2.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BY3 102000.00000000 PA USD 102987.31000000 0.009619689655 Long DBT CORP US Y 2 2028-04-01 Fixed 4.90700000 N N N N N N Ready Capital Mortgage Financing LLC N/A 75575WAA4 192086.19870000 PA USD 192019.39000000 0.017935869376 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 5.63367960 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBX9 283000.00000000 PA USD 288607.62000000 0.026957843025 Long DBT CORP US N 2 2030-02-24 Fixed 4.75000000 N N N N N N Ford Credit Auto Owner Trust N/A 345340AD5 245000.00000000 PA USD 238988.95000000 0.022323134084 Long ABS-O CORP US Y 2 2033-10-17 Fixed 2.31000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAK7 192000.00000000 PA USD 189030.11000000 0.017656651035 Long DBT CORP US Y 2 2026-01-30 Fixed 1.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417DRX3 82814.91000000 PA USD 77767.11000000 0.007263957701 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AYPN0 30300000.00000000 PA USD 30456869.16000000 2.844871171002 Long DBT USGA US N 2 2027-01-15 Fixed 4.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3ZL1 189825.38000000 PA USD 184952.18000000 0.017275745649 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RN0 2700000.00000000 PA USD 2020469.13000000 0.188725057380 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 592166.22000000 0.055312205560 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69544LAA9 57086.42000000 PA USD 57427.10000000 0.005364067474 Long ABS-O CORP US Y 2 2031-10-15 Fixed 6.27800000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DV1 7658000.00000000 PA USD 7844723.48000000 0.732748581461 Long DBT USGA US N 2 2033-07-15 Fixed 4.70000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BZ0 45000.00000000 PA USD 45825.84000000 0.004280433764 Long DBT CORP US Y 2 2030-04-01 Fixed 5.18600000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4513.45000000 0.000421585807 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 220313.92000000 USD 190775.47000000 EUR 2025-07-09 4513.45000000 N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBY5 177000.00000000 PA USD 180207.08000000 0.016832522213 Long DBT CORP US N 2 2027-11-17 Fixed 5.01700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UXM7 172088.98000000 PA USD 172495.02000000 0.016112165270 Long ABS-MBS USGA US N 2 2066-05-20 Floating 5.24602080 N N N N N N N/A N/A N/A 1.00000000 NC N/A 420.83000000 0.000039308279 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 19803.46000000 USD 30729.00000000 AUD 2025-07-02 420.83000000 N N N FORESEA Holding SA 254900BAD50AKYGIMV79 N/A 100613.00000000 PA USD 95079.29000000 0.008881028764 Long DBT CORP LU Y 2 2030-06-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 2565700.00000000 PA USD 2576228.86000000 0.240636658194 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N N/A N/A N/A 4.00000000 NC -4766.05000000 -0.00044518030 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bund 2025-09-08 520600.00000000 EUR -4766.05000000 N N N ACREC Ltd. N/A 00500RAA3 320680.37000000 PA USD 319972.76000000 0.029887552645 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.57907840 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EPPE9 10000000.00000000 PA USD 10037096.00000000 0.937530541993 Long DBT USGA US N 2 2026-07-06 Fixed 4.37500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACN5 158000.00000000 PA USD 164117.38000000 0.015329638794 Long DBT CORP US Y 2 2028-09-21 Fixed 6.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJW2 9116200.00000000 PA USD 9197214.76000000 0.859080130225 Long DBT UST US N 2 2029-01-31 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HBFG8 506443.51000000 PA USD 465966.32000000 0.043524307881 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Research-Driven Pagaya Motor Trust N/A 76088YAA8 68382.62000000 PA USD 68960.25000000 0.006441339263 Long ABS-O CORP US Y 2 2032-06-25 Fixed 7.09000000 N N N N N N Freeport Indonesia PT 549300T4HTQHRKLNE619 69377FAA4 215000.00000000 PA USD 214032.50000000 0.019992038108 Long DBT CORP ID Y 2 2027-04-14 Fixed 4.76300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 300000.00000000 PA USD 302414.85000000 0.028247528789 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746TD3 114000.00000000 PA USD 112575.00000000 0.010515242732 Long DBT CORP US N 2 2026-03-15 Variable 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJR3 13330100.00000000 PA USD 13338645.93000000 1.245916941335 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196CP5 298000.00000000 PA USD 298222.90000000 0.027855973189 Long DBT CORP US Y 2 2029-09-09 Fixed 4.20300000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 654744AD3 800000.00000000 PA USD 731000.00000000 0.068280190425 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N Navesink CLO 2 Ltd. 254900HNRWNLGN0X1N35 63942YAA2 500000.00000000 PA USD 499038.00000000 0.046613419520 Long ABS-CBDO CORP KY Y 2 2036-04-15 Floating 5.52610080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6B3 394780.59000000 PA USD 331407.88000000 0.030955667790 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Rolls-Royce plc X57JK1U580XATGR67572 77578JAC2 500000.00000000 PA USD 513411.10000000 0.047955961250 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1644.42000000 -0.00015359960 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1187772.00000000 MYR 280598.16000000 USD 2025-07-16 -1644.42000000 N N N Jyske Realkredit A/S 529900R9HQNZRT2OXB26 N/A 1.60000000 PA 0.20000000 0.000000018681 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 400000.00000000 PA USD 404392.04000000 0.037772866617 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAF8 500000.00000000 PA USD 507249.40000000 0.047380418091 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAS4 366000.00000000 PA USD 368992.71000000 0.034466337215 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EK7 300000.00000000 PA USD 297642.27000000 0.027801738542 Long DBT CORP US N 2 2032-01-01 Fixed 5.37500000 N N N N N N WRKCo., Inc. 549300JEB576INN13W07 96145DAH8 280000.00000000 PA USD 277234.16000000 0.025895487328 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N State of Israel Government Bond 213800T8ZHTFZIBYPE21 46514BRL3 500000.00000000 PA USD 505312.50000000 0.047199498938 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.50000000 N N N N N N National Grid plc 8R95QZMKZLJX5Q2XR704 636274AD4 300000.00000000 PA USD 309639.42000000 0.028922350972 Long DBT CORP GB N 2 2028-06-12 Fixed 5.60200000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BZ6 144000.00000000 PA USD 147157.36000000 0.013745461782 Long DBT CORP US Y 2 2032-10-11 Fixed 5.12500000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBQ8 133000.00000000 PA USD 136402.49000000 0.012740886445 Long DBT CORP US N 2 2031-03-20 Variable 5.74100000 N N N N N N Takeda US Financing, Inc. 254900ZGPIBGBZ2N3A33 87406BAA0 275000.00000000 PA USD 275002.42000000 0.025687028187 Long DBT CORP US N 2 2035-07-07 Fixed 5.20000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBD3 300000.00000000 PA USD 264084.45000000 0.024667218241 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N GLP Capital LP N/A 361841AQ2 66000.00000000 PA USD 62173.32000000 0.005807395525 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBG8 71000.00000000 PA USD 70991.53000000 0.006631074127 Long DBT CORP US N 2 2029-05-01 Fixed 4.25000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CR9 135000.00000000 PA USD 135025.04000000 0.012612223588 Long DBT CORP US N 2 2030-06-30 Fixed 4.62500000 N N N N N N Kallpa Generacion SA 549300NG1PWEI5BZG095 48344FAB6 200000.00000000 PA USD 204200.00000000 0.019073618173 Long DBT CORP PE Y 2 2032-01-30 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6P58 287233.99000000 PA USD 275892.44000000 0.025770161887 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 10268.07000000 PA USD 10177.67000000 0.000950661074 Long ABS-MBS CORP US N 2 2034-08-25 Variable 5.19846120 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CP5 600000.00000000 PA USD 602548.14000000 0.056281944924 Long DBT CORP US Y 2 2028-03-27 Fixed 5.05000000 N N N N N N Bear Stearns ALT-A Trust N/A 073871AN5 36524.65600000 PA USD 23372.64000000 0.002183157742 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.81007160 N N N N N N AS Mileage Plan IP Ltd. N/A 00218QAA8 41000.00000000 PA USD 40492.92000000 0.003782304088 Long DBT CORP KY Y 2 2029-10-20 Fixed 5.02100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180NWH4 105266.56530000 PA USD 95401.68000000 0.008911142102 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CT7 238000.00000000 PA USD 260743.97000000 0.024355195518 Long DBT CORP US Y 2 2033-03-15 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 29646200.00000000 PA USD 30458496.99000000 2.845023220992 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11599.63000000 0.001083481457 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 612530.46000000 USD 11809342.26000000 MXN 2025-09-17 11599.63000000 N N N Bellemeade Re Ltd. N/A 078774AB2 62282.35000000 PA USD 62492.04000000 0.005837166061 Long ABS-MBS CORP BM Y 2 2032-01-26 Floating 6.45517080 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8U9 500000.00000000 PA USD 501126.10000000 0.046808461744 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N Alternative Loan Trust N/A 02150BAA7 370713.87280000 PA USD 189337.29000000 0.017685343660 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEQ5 400000.00000000 PA USD 400052.44000000 0.037367519539 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLC3 6959300.00000000 PA USD 7023888.57000000 0.656077221731 Long DBT UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XER3 301000.00000000 PA USD 308581.20000000 0.028823506289 Long DBT CORP US N 2 2031-02-08 Fixed 5.75000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AM9 76000.00000000 PA USD 77461.52000000 0.007235413592 Long DBT CORP US N 2 2028-06-15 Fixed 5.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CS7 500000.00000000 PA USD 519495.00000000 0.048524237380 Long DBT CORP GB Y 2 2029-01-09 Fixed 6.30100000 N N N N N N Alternative Loan Trust N/A 23245PAA9 62095.59310000 PA USD 60638.92000000 0.005664072509 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.75368120 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 298000.00000000 PA USD 308318.01000000 0.028798922618 Long DBT CORP FR Y 2 2035-01-18 Variable 6.50800000 N N N N N N FNMA or FHLMC N/A 01F050676 14100000.00000000 PA USD 13823507.46000000 1.291206185655 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 5.00000000 N N N N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 267000.00000000 PA USD 268182.60000000 0.025050012307 Long DBT CORP CA Y 2 2027-08-23 Fixed 4.55000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWG80 374900.28000000 PA USD 368628.50000000 0.034432317614 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Canyon Capital CLO Ltd. N/A 13887WAS9 600000.00000000 PA USD 600120.00000000 0.056055140736 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.26610160 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 1767800.00000000 PA USD 1774282.35000000 0.165729598804 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -776.15000000 -0.00007249749 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 865099.26000000 DKK 136174.35000000 USD 2025-08-04 -776.15000000 N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAH6 200000.00000000 PA USD 203188.08000000 0.018979098214 Long DBT CORP US Y 2 2026-11-21 Fixed 6.12500000 N N N N N N AREIT Trust N/A 04002VAA9 285035.12000000 PA USD 284500.85000000 0.026574243795 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 5.55116040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 1381001.14000000 PA USD 1098666.50000000 0.102622650935 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MFSQ4 127810.30000000 PA USD 116862.81000000 0.010915752285 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 718589.60000000 0.067120977736 Long DBT CORP US N 2 2031-04-01 Fixed 2.70000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 385000.00000000 PA USD 375880.70000000 0.035109720619 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AR4 100000.00000000 PA USD 97300.18000000 0.009088474444 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1373.13000000 -0.00012825934 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 500000.00000000 CAD 365801.46000000 USD 2025-07-02 -1373.13000000 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDM9 751000.00000000 PA USD 775244.01000000 0.072412870901 Long DBT CORP JP N 2 2029-07-09 Fixed 5.31600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JXTG3 194890.58000000 PA USD 178339.61000000 0.016658088277 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -88071.38000000 -0.00822644404 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 4866279.13000000 EUR 5657772.62000000 USD 2025-08-04 -88071.38000000 N N N Sequoia Mortgage Trust N/A 81743PBW5 4973.28000000 PA USD 4940.24000000 0.000461450790 Long ABS-MBS CORP US N 2 2033-07-20 Floating 5.13205920 N N N N N N STWD Ltd. N/A 78485KAA3 600903.32000000 PA USD 599776.87000000 0.056023090145 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 5.65385040 N N N N N N Greywolf CLO III Ltd. 5493002TWMA4NNPZ2B66 39809CAY0 600000.00000000 PA USD 601020.00000000 0.056139206633 Long ABS-CBDO CORP KY Y 2 2033-04-22 Floating 5.50238040 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J6J1 250000.00000000 PA USD 250464.08000000 0.023394986425 Long DBT CORP US N 2 2026-01-15 Floating 5.15023560 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 200000.00000000 PA USD 196312.78000000 0.018336900138 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SV1 1000000.00000000 PA USD 672597.21000000 0.062824987111 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 71644EAJ1 130000.00000000 PA USD 139900.81000000 0.013067652458 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAA9 84946.81000000 PA USD 83874.75000000 0.007834451302 Long ABS-O CORP US N 2 2026-08-15 Variable 1.43280000 N N N N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAC5 176000.00000000 PA USD 174331.47000000 0.016283701735 Long ABS-O CORP US N 2 2026-08-15 Variable 2.43510120 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2N4 500000.00000000 PA USD 503665.00000000 0.047045611642 Long DBT NUSS SA Y 2 2034-07-17 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 540.89000000 0.000050522670 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 29000.00000000 USD 104878.50000000 PEN 2025-09-17 540.89000000 N N N GNMA 549300M8ZYFG0OCMTT87 38382YN90 698637.61000000 PA USD 698033.92000000 0.065200942518 Long ABS-MBS USGA US N 2 2073-01-20 Floating 5.20184880 N N N N N N Connecticut Avenue Securities Trust N/A 20754VAB3 211695.02000000 PA USD 212698.35000000 0.019867419755 Long ABS-MBS CORP US Y 2 2045-03-25 Floating 5.90517000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBS0 500000.00000000 PA USD 532988.35000000 0.049784604695 Long DBT CORP FR Y 2 2034-01-10 Variable 6.69100000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41283LBA2 269000.00000000 PA USD 260202.65000000 0.024304632682 Long DBT CORP US Y 2 2027-02-14 Fixed 3.05000000 N N N N N N GLP Capital LP N/A 361841AR0 176000.00000000 PA USD 154956.77000000 0.014473977788 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Affirm Asset Securitization Trust N/A 00834MAA1 149584.81000000 PA USD 149614.43000000 0.013974968222 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.08000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 232000.00000000 PA USD 254337.61000000 0.023756799511 Long DBT CORP US Y 2 2033-10-15 Fixed 6.95000000 N N N N N N COPT Defense Properties LP H0TWO5VRNEP6CQAWPX27 22003BAL0 700000.00000000 PA USD 688453.50000000 0.064306068507 Long DBT CORP US N 2 2026-03-15 Fixed 2.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACG0 500000.00000000 PA USD 504940.00000000 0.047164704997 Long DBT CORP US Y 2 2026-06-26 Fixed 5.65000000 N N N N N N Duke Energy Carolinas NC Storm Funding LLC N/A 26443KAB1 154000.00000000 PA USD 119390.50000000 0.011151855095 Long DBT CORP US N 2 2043-07-01 Fixed 2.61700000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAN0 300000.00000000 PA USD 301332.66000000 0.028146445152 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N Harvest CLO XXII DAC 635400MYQ7BBH2H3RR48 N/A 657701.41000000 PA 773964.64000000 0.072293369359 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 3.12900120 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 90000.00000000 PA USD 90956.37000000 0.008495921017 Long DBT CORP US Y 2 2028-05-01 Fixed 4.60000000 N N N N N N Essent Group Ltd. 254900QUO860OUT6ZF83 29669JAA7 500000.00000000 PA USD 517839.50000000 0.048369602831 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N Nelnet Student Loan Trust N/A 64035GAC3 147147.00000000 PA USD 128150.34000000 0.011970081557 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 634980.24000000 PA USD 590372.88000000 0.055144695852 Long ABS-O CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECU7 283000.00000000 PA USD 284457.99000000 0.026570240390 Long DBT CORP US Y 2 2027-03-19 Fixed 4.65000000 N N N N N N Lendbuzz Securitization Trust N/A 52608MAB4 66626.19000000 PA USD 67720.18000000 0.006325508599 Long ABS-O CORP US Y 2 2028-10-16 Fixed 7.09000000 N N N N N N Plains All American Pipeline LP N/A 72650RBP6 298000.00000000 PA USD 302497.03000000 0.028255204940 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M43N1 12942.55000000 PA USD 13335.17000000 0.001245592266 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAS9 200000.00000000 PA USD 210079.94000000 0.019622843102 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4D3 292979.38000000 PA USD 246314.68000000 0.023007405273 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B93N2 475897.34000000 PA USD 399503.25000000 0.037316221594 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 236026.79000000 PA 323118.43000000 0.030181378837 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 5.29418995 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21688AAY8 400000.00000000 PA USD 406459.60000000 0.037965990271 Long DBT CORP NL N 2 2026-10-05 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC N/A 161175CD4 907000.00000000 PA USD 835328.86000000 0.078025189642 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 46.87000000 0.000004377965 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 397000.00000000 CAD 291583.50000000 USD 2025-07-02 46.87000000 N N N FFCB 254900C5LP6DN9OP9V83 3133ERFJ5 30063000.00000000 PA USD 30427303.43000000 2.842109538069 Long DBT USGA US N 2 2027-05-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 300000.00000000 PA USD 176472.96000000 0.016483730935 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N MVW LLC N/A 55400KAB1 52120.73000000 PA USD 49085.88000000 0.004584942864 Long ABS-O CORP US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 616000.00000000 PA USD 620742.65000000 0.057981431391 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBZ3 113000.00000000 PA USD 114567.02000000 0.010701310454 Long DBT CORP US N 2 2027-07-12 Fixed 5.05000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036LJ3 26602.50000000 PA USD 23395.56000000 0.002185298620 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.46048000 N N N N N N FHLMC 5493000IRILHAKSCHN59 35564KP37 108123.58000000 PA USD 109711.92000000 0.010247812297 Long ABS-MBS CORP US Y 2 2043-03-25 Floating 6.40621080 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 654740BT5 800000.00000000 PA USD 726549.92000000 0.067864523790 Long DBT CORP US Y 2 2028-03-09 Fixed 2.75000000 N N N N N N Ludgate Funding plc 213800LADM2GPWI3P269 N/A 46996.62000000 PA 63798.18000000 0.005959168097 Long ABS-MBS CORP GB Y 2 2061-01-01 Floating 4.98154920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YT81 1043.44190000 PA USD 1032.16000000 0.000096410508 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 300000.00000000 PA USD 217684.63000000 0.020333170983 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N Goodman US Finance Six LLC N/A 38239EAC6 500000.00000000 PA USD 497756.30000000 0.046493700341 Long DBT CORP US Y 2 2034-10-07 Fixed 5.12500000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HCD7 290000.00000000 PA USD 325011.70000000 0.030358222662 Long DBT CORP IT Y 2 2033-11-28 Fixed 7.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNWY5 918511.54000000 PA USD 735034.73000000 0.068657060647 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 877517.37000000 0.081965872948 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N Chase Home Lending Mortgage Trust N/A 16159RAC9 441761.46000000 PA USD 397115.01000000 0.037093144327 Long ABS-MBS CORP US Y 2 2063-03-25 Variable 3.25000080 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833ER7 202000.00000000 PA USD 159185.27000000 0.014868947398 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 711179.91000000 0.066428864133 Long DBT CORP US N 2 2027-10-28 Floating 6.29422920 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 92212WAE0 237000.00000000 PA USD 268040.32000000 0.025036722423 Long DBT CORP NO Y 2 2032-11-15 Fixed 8.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J6G7 400000.00000000 PA USD 402973.48000000 0.037640363817 Long DBT CORP US N 2 2026-12-11 Floating 5.46991920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 37433.87000000 PA USD 38382.62000000 0.003585188238 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 6.45999840 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 211000.00000000 PA USD 223962.60000000 0.020919574522 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N Santander Drive Auto Receivables Trust N/A 802919AB6 66439.47000000 PA USD 66487.80000000 0.006210396231 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.41000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 9700000.00000000 PA USD 6180683.83000000 0.577316373284 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -84.32000000 -0.00000787604 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30729.00000000 AUD 20139.97000000 USD 2025-07-02 -84.32000000 N N N CDW LLC N/A 12513GBK4 500000.00000000 PA USD 504003.00000000 0.047077183057 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020BC0 300000.00000000 PA USD 303547.38000000 0.028353314513 Long DBT CORP US N 2 2030-03-15 Fixed 6.25000000 N N N N N N Ochsner LSU Health System of North Louisiana N/A 67555JAA4 240000.00000000 PA USD 196412.11000000 0.018346178211 Long DBT CORP US N 2 2031-05-15 Fixed 2.51000000 N N N N N N OCP CLO Ltd. 213800MLX1S56O7NHK45 67570MAA8 250000.00000000 PA USD 250433.25000000 0.023392106701 Long ABS-CBDO CORP JE Y 2 2037-10-15 Floating 5.61610080 N N N N N N Lendbuzz Securitization Trust N/A 52608LAB6 149945.41000000 PA USD 152033.26000000 0.014200902795 Long ABS-O CORP US Y 2 2028-08-15 Fixed 6.92000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 40228.86000000 0.003757639153 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 797691.25000000 USD 4552503.73000000 BRL 2025-07-02 40228.86000000 N N N Lendmark Funding Trust N/A 52607MAA7 800000.00000000 PA USD 768639.92000000 0.071796005617 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAS2 700000.00000000 PA USD 702135.21000000 0.065584029881 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGJ7 605000.00000000 PA USD 542010.85000000 0.050627365322 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 100000.00000000 PA USD 95756.52000000 0.008944286484 Long ABS-MBS CORP US Y 2 2038-12-15 Floating 5.59544040 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDZ6 500000.00000000 PA USD 502264.95000000 0.046914837797 Long DBT CORP US N 2 2028-01-23 Floating 5.62587840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGU95 900000.00000000 PA USD 904185.81000000 0.084456880009 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 4.38000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383KKU5 927680.85000000 PA USD 930344.41000000 0.086900264672 Long ABS-MBS USGA US N 2 2073-12-20 Floating 5.20184880 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8B9 300000.00000000 PA USD 306196.44000000 0.028600754077 Long DBT CORP US N 2 2028-05-26 Variable 5.50400000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 44000000.00000000 PA 245247.92000000 0.022907762898 Long DBT NUSS JP N 2 2064-03-20 Fixed 2.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRN1 7277.43230000 PA USD 7358.84000000 0.000687363880 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JP3 600000.00000000 PA USD 594646.20000000 0.055543851944 Long DBT CORP US N 2 2026-01-01 Fixed 3.15000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAZ0 400000.00000000 PA USD 404387.76000000 0.037772466837 Long DBT CORP US Y 2 2027-11-15 Fixed 4.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJW8 15156.81000000 PA USD 15568.57000000 0.001454206462 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 321863.78000000 0.030064186305 Long DBT CORP US N 2 2026-06-01 Variable 4.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNA94 303754.01000000 PA USD 256132.55000000 0.023924458670 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Atlas Senior Loan Fund XV Ltd. N/A 04942MAN4 481919.77000000 PA USD 481902.42000000 0.045012844054 Long ABS-CBDO CORP KY Y 2 2032-10-23 Floating 5.49933840 N N N N N N Impac Secured Assets CMN Owner Trust N/A 45254TRS5 129414.02000000 PA USD 81684.25000000 0.007629844247 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.70368080 N N N N N N Oportun Funding Trust N/A 68377PAA4 77930.21000000 PA USD 77780.09000000 0.007265170118 Long ABS-O CORP US Y 2 2032-08-16 Fixed 4.96000000 N N N N N N BFLD Trust N/A 05493AAA8 800000.00000000 PA USD 734942.40000000 0.068648436420 Long ABS-MBS CORP US Y 2 2035-10-15 Floating 5.57647920 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABS7 182000.00000000 PA USD 179541.62000000 0.016770363889 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1446.12000000 -0.00013507708 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 100000.00000000 BRL 16531.38000000 USD 2025-10-02 -1446.12000000 N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGVV5 300000.00000000 PA USD 300850.02000000 0.028101363413 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.17000000 N N N N N N Tricolor Auto Securitization Trust N/A 89616PAA1 34110.95000000 PA USD 34198.39000000 0.003194353736 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 236000.00000000 PA USD 240484.17000000 0.022462797430 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBV1 80000.00000000 PA USD 79008.94000000 0.007379952761 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CAQ4 1600000.00000000 PA USD 1970749.81000000 0.184080947068 Long DBT UST US N 2 2025-10-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFT3 5301100.00000000 PA USD 5350521.63000000 0.499773783544 Long DBT UST US N 2 2029-10-31 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CC87 75.96670000 PA USD 75.98000000 0.000007097029 Long ABS-MBS USGA US N 2 2027-07-20 Variable 4.62499920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER77 500694.85000000 PA USD 492318.63000000 0.045985786328 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAA9 23000.00000000 PA USD 22346.79000000 0.002087336630 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJQ5 10616400.00000000 PA USD 10562894.41000000 0.986643559175 Long DBT UST US N 2 2030-12-31 Fixed 3.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2F9 500000.00000000 PA USD 493271.45000000 0.046074785960 Long DBT CORP US N 2 2027-06-17 Variable 3.19600000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133ERDH1 5957000.00000000 PA USD 6158033.26000000 0.575200661611 Long DBT USGA US N 2 2029-04-30 Fixed 4.75000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDL0 800000.00000000 PA USD 697951.12000000 0.065193208455 Long DBT CORP US N 2 2031-08-15 Fixed 2.25000000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EPNG6 20000000.00000000 PA USD 20069576.00000000 1.874629919336 Long DBT USGA US N 2 2026-06-23 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2QB1 706084.46000000 PA USD 618982.87000000 0.057817056407 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAY4 500000.00000000 PA USD 504099.50000000 0.047086196789 Long DBT CORP US N 2 2027-01-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 700000.00000000 PA USD 439668.60000000 0.041067928497 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N MetLife Capital Trust IV N/A 591560AA5 192000.00000000 PA USD 209312.76000000 0.019551183462 Long DBT CORP US Y 2 2037-12-15 Fixed 8.25235000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBC3 54000.00000000 PA USD 47896.26000000 0.004473824560 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Neighborly Issuer N/A 64016NAE7 244375.00000000 PA USD 246832.83000000 0.023055803879 Long ABS-O CORP US Y 2 2053-01-30 Fixed 7.30800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLC1 600000.00000000 PA USD 624106.20000000 0.058295609003 Long DBT CORP US N 2 2028-11-10 Variable 6.20400000 N N N N N N Extended Stay America Trust N/A 30227FAA8 686182.21000000 PA USD 686396.85000000 0.064113963919 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 5.50648080 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 20271RAR1 400000.00000000 PA USD 402446.80000000 0.037591168454 Long DBT CORP AU N 2 2026-03-13 Fixed 5.31600000 N N N N N N Voya CLO Ltd. N/A 92917RAL3 451692.87000000 PA USD 451472.44000000 0.042170484507 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 5.46946920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3BL7 120124.94000000 PA USD 117116.17000000 0.010939417769 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 2730.71000000 PA USD 2590.19000000 0.000241940720 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.98802040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 238900.00000000 PA USD 173928.11000000 0.016246025268 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Connecticut Avenue Securities Trust N/A 20754XAB9 51306.13000000 PA USD 51258.37000000 0.004787867666 Long ABS-MBS CORP US Y 2 2044-07-25 Floating 5.30516880 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBC9 350000.00000000 PA USD 338165.03000000 0.031586829881 Long DBT CORP US N 2 2028-01-06 Variable 2.49000000 N N N N N N Dell International LLC N/A 24703TAP1 227000.00000000 PA USD 228930.18000000 0.021383579048 Long DBT CORP US N 2 2035-04-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MFXY1 14541.68000000 PA USD 13296.12000000 0.001241944740 Long ABS-MBS USGA US N 2 2050-01-15 Fixed 3.50000000 N N N N N N Oportun Issuance Trust N/A 68377KAA5 44725.67000000 PA USD 44768.28000000 0.004181650729 Long ABS-O CORP US Y 2 2032-02-09 Fixed 5.86000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DP1 298000.00000000 PA USD 301403.61000000 0.028153072347 Long DBT CORP US N 2 2028-02-16 Variable 5.09800000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDP4 200000.00000000 PA USD 214060.00000000 0.019994606788 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 641877.34000000 PA USD 556678.65000000 0.051997433964 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SU3 1341000.00000000 PA USD 754647.48000000 0.070489020025 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Alternative Loan Trust N/A 12668ASY2 357121.04000000 PA USD 181055.19000000 0.016911741245 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.97368080 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660KAA9 372748.95930000 PA USD 341611.08000000 0.031908713534 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.79368080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QS0 94000.00000000 PA USD 84276.88000000 0.007872012879 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U7Z7 500000.00000000 PA USD 502676.50000000 0.046953279264 Long DBT CORP US N 2 2028-01-14 Floating 5.51012760 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363DAA5 56821.58970000 PA USD 51958.43000000 0.004853257858 Long ABS-MBS CORP US N 2 2046-08-25 Floating 5.39868960 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAR2 20000.00000000 PA USD 19981.33000000 0.001866387164 Long DBT CORP US Y 2 2027-04-14 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 363600.00000000 PA USD 312938.59000000 0.029230515070 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 201198.86000000 0.018793292030 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AQ5 500000.00000000 PA USD 508149.20000000 0.047464465308 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 100000.00000000 PA USD 72467.50000000 0.006768939397 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCX1 75000.00000000 PA USD 76721.46000000 0.007166287138 Long DBT CORP US N 2 2029-02-01 Variable 5.46800000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EPQC2 3010000.00000000 PA USD 3028814.31000000 0.282911105129 Long DBT USGA US N 2 2026-07-17 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 780100.00000000 PA USD 712938.30000000 0.066593109282 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 558200.00000000 PA USD 499410.82000000 0.046648243351 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 571800.00000000 PA USD 403111.62000000 0.037653266998 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N American Airlines Pass-Through Trust N/A 02379KAA2 692753.63160000 PA USD 608106.27000000 0.056801110690 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 27440.53000000 0.002563125326 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3100985.30000000 USD 2279114.00000000 GBP 2025-07-02 27440.53000000 N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EX6 6700000.00000000 PA USD 5752005.61000000 0.537275018301 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DS1 235000.00000000 PA USD 192700.00000000 0.017999442811 Long DBT NUSS CO N 2 2031-04-15 Fixed 3.12500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CE1 300000.00000000 PA USD 290795.19000000 0.027162176399 Long DBT CORP US N 2 2034-11-01 Fixed 5.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SD1 200000.00000000 PA USD 148093.76000000 0.013832927679 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MU2 139000.00000000 PA USD 138054.80000000 0.012895223027 Long DBT CORP US N 2 2025-12-10 Variable 4.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RCP5 774000.00000000 PA USD 735950.47000000 0.068742596764 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 100000.00000000 PA USD 64410.57000000 0.006016369336 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N Nelnet Student Loan Trust N/A 64034YAC5 132000.00000000 PA USD 116291.87000000 0.010862422747 Long ABS-O CORP US Y 2 2062-04-20 Fixed 2.90000000 N N N N N N FHLMC 5493000ISM9M3KNO6J64 35564KFV6 126666.39000000 PA USD 129674.72000000 0.012112468638 Long ABS-MBS CORP US Y 2 2033-12-25 Floating 6.35517000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEY1 204000.00000000 PA USD 208578.78000000 0.019482624920 Long DBT CORP US Y 2 2029-01-25 Fixed 5.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 86.16000000 0.000008047908 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 20152.57000000 USD 30729.00000000 AUD 2025-08-05 86.16000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4V4 7622.87380000 PA USD 7708.18000000 0.000719994525 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N Madison Park Funding XLVI Ltd. N/A 55822AAW7 600000.00000000 PA USD 600120.00000000 0.056055140736 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.25610080 N N N N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 438127AD4 275000.00000000 PA USD 275291.39000000 0.025714019879 Long DBT CORP JP N 2 2028-07-08 Fixed 4.43600000 N N N N N N FNMA or FHLMC N/A 01F030686 24800000.00000000 PA USD 21471373.76000000 2.005567016450 Long ABS-MBS USGSE US N 2 2055-08-25 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADB0 63000.00000000 PA USD 63713.56000000 0.005951264034 Long DBT CORP US Y 2 2027-06-24 Fixed 5.27500000 N N N N N N Nelnet Student Loan Trust N/A 64034QAC2 100000.00000000 PA USD 88040.40000000 0.008223550310 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 2777.09000000 PA USD 2763.03000000 0.000258085108 Long ABS-MBS CORP US N 2 2035-03-15 Variable 3.62180160 N N N N N N Korea National Oil Corp. 988400ZTQ08W926ONT36 50065LAH3 500000.00000000 PA USD 509300.00000000 0.047571957569 Long DBT NUSS KR Y 2 2029-04-03 Fixed 4.87500000 N N N N N N FNMA or FHLMC N/A 01F060675 2073964.00000000 PA USD 2107827.89000000 0.196884938047 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.00000000 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07401NAA7 265100.17000000 PA USD 236912.04000000 0.022129137079 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.59367920 N N N N N N DOLP Trust N/A 23345LAA7 1000000.00000000 PA USD 883825.70000000 0.082555112310 Long ABS-MBS CORP US Y 2 2041-05-10 Fixed 2.95600000 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBT5 298000.00000000 PA USD 298791.25000000 0.027909060803 Long DBT CORP JP Y 2 2027-09-10 Fixed 4.45000000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAF0 300000.00000000 PA USD 309067.38000000 0.028868918687 Long DBT CORP GB Y 2 2027-07-27 Fixed 6.12500000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAX0 387000.00000000 PA USD 341527.50000000 0.031900906614 Long DBT CORP KY N 2 2031-02-09 Fixed 2.12500000 N N N N N Banc of America Funding Trust N/A 05951EAM9 3769.72110000 PA USD 3277.42000000 0.000306132505 Long ABS-MBS CORP US N 2 2047-01-20 Variable 5.07781440 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 4969.51490000 PA USD 4845.87000000 0.000452636014 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.20999840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BDQ57 88526.01000000 PA USD 87273.27000000 0.008151895341 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N Banc of America Funding Trust N/A 05950PAL7 65281.78730000 PA USD 58750.23000000 0.005487656486 Long ABS-MBS CORP US N 2 2046-09-20 Variable 4.84613640 N N N N N N Connecticut Avenue Securities N/A 20755JAA1 265885.55000000 PA USD 265470.77000000 0.024796709614 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 5.25620880 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 483700.00000000 PA USD 372771.87000000 0.034819335525 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DT9 500000.00000000 PA USD 546551.15000000 0.051051459095 Long DBT CORP US N 2 2054-05-01 Fixed 6.85800000 N N N N N N ENA Master Trust 549300CBCHB6Q73VG753 29249BAA3 206000.00000000 PA USD 148612.52000000 0.013881383262 Long DBT CORP PA Y 2 2048-05-19 Fixed 4.00000000 N N N N N N Terraform Global Operating LP 549300LC7QMVR79H5O86 88104UAC7 12000.00000000 PA USD 11899.68000000 0.001111508093 Long DBT CORP US Y 2 2026-03-01 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -62251.58000000 -0.00581470552 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2444114.00000000 GBP 3292661.50000000 USD 2025-07-02 -62251.58000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLGX8 984945.16000000 PA USD 785427.77000000 0.073364100822 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDX6 500000.00000000 PA USD 524612.17000000 0.049002214592 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAT2 400000.00000000 PA USD 417505.52000000 0.038997751585 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 185000.00000000 PA USD 187315.72000000 0.017496515774 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 297000.00000000 PA USD 301068.69000000 0.028121788624 Long DBT CORP US N 2 2034-09-01 Fixed 5.60000000 N N N N N N Bear Stearns Structured Products, Inc. Trust N/A 07402FAA3 25921.78530000 PA USD 18200.95000000 0.001700088005 Long ABS-MBS CORP US N 2 2036-01-26 Variable 5.06212920 N N N N N N Connecticut Avenue Securities Trust N/A 20754LAB5 388764.00000000 PA USD 391905.84000000 0.036606573712 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 6.20516880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JDES4 69380.55000000 PA USD 63459.50000000 0.005927533165 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 509498.65000000 0.047590512781 Long DBT CORP US Y 2 2027-12-07 Fixed 5.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX68 569900.38000000 PA USD 573612.26000000 0.053579144108 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.50000000 N N N N N N AB Issuer LLC N/A 00091JAA6 326605.20000000 PA USD 304585.28000000 0.028450261175 Long ABS-O CORP US Y 2 2051-07-30 Fixed 3.73400000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179MAL7 210000.00000000 PA USD 193438.52000000 0.018068425418 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAJ2 1000000.00000000 PA USD 997283.10000000 0.093152776984 Long DBT CORP US Y 2 2025-12-15 Fixed 4.25000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBV2 144000.00000000 PA USD 139487.57000000 0.013029053134 Long DBT CORP US Y 2 2037-05-15 Fixed 4.92600000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AB4 297000.00000000 PA USD 267682.30000000 0.025003281008 Long DBT CORP GB N 2 2035-11-28 Variable 3.03200000 N N N N N N Anchorage Capital CLO 6 Ltd. 54930064GO7DB3TVDY21 03328QBL4 600000.00000000 PA USD 600925.80000000 0.056130407736 Long ABS-CBDO CORP KY Y 2 2034-04-22 Floating 5.71237920 N N N N N N FHLMC 529900MBUPRSJMB6GN48 35564NGY3 192713.62000000 PA USD 192412.99000000 0.017972634196 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 5.25516840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YJ20 303525.61060000 PA USD 306777.31000000 0.028655011142 Long ABS-MBS USGA US N 2 2072-12-20 Floating 5.32185120 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 200000.00000000 PA USD 202214.94000000 0.018888200560 Long DBT CORP US Y 2 2028-03-21 Fixed 4.75000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBS7 123000.00000000 PA USD 123098.86000000 0.011498240221 Long DBT CORP US N 2 2027-09-25 Fixed 4.40000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CU1 183000.00000000 PA USD 183408.62000000 0.017131567030 Long DBT CORP US N 2 2025-11-17 Fixed 5.00000000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 357746.24000000 PA USD 364167.79000000 0.034015658068 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RY6 100000.00000000 PA USD 71375.00000000 0.006666892738 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N System Energy Resources, Inc. N/A 871911AV5 400000.00000000 PA USD 395338.48000000 0.036927204783 Long DBT CORP US N 2 2034-12-15 Fixed 5.30000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KGXA1 168254.28000000 PA USD 154017.97000000 0.014386287716 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA87 300000.00000000 PA USD 311553.99000000 0.029101184356 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N Arbor Realty Commercial Real Estate Notes Ltd. N/A 03880XAA4 458584.31000000 PA USD 458584.22000000 0.042834771364 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 5.75385120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q9T45 129866.61000000 PA USD 126451.51000000 0.011811399702 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBF0 16000.00000000 PA USD 16217.75000000 0.001514844128 Long DBT CORP US N 2 2028-08-01 Fixed 4.75000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89116CQJ9 104000.00000000 PA USD 104304.56000000 0.009742729437 Long DBT CORP CA N 2 2034-09-10 Variable 5.14600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 N/A 400000.00000000 PA 484844.22000000 0.045287627453 Long DBT CORP US N 2 2030-03-21 Variable 3.79000000 N N N N N N Mutual of Omaha Cos. Global Funding 635400AL5J3F1ZPTAN95 62829D2D1 500000.00000000 PA USD 507559.95000000 0.047409425496 Long DBT CORP US Y 2 2027-04-09 Fixed 5.35000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DL0 400000.00000000 PA USD 402525.44000000 0.037598513945 Long DBT CORP US N 2 2026-10-30 Variable 6.33800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052678 496000.00000000 PA USD 496620.00000000 0.046387562474 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GUM1 44649.64000000 PA USD 35111.36000000 0.003279631117 Long ABS-MBS CORP US N 2 2035-04-25 Variable 3.65488560 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECG8 314000.00000000 PA USD 331924.31000000 0.031003905736 Long DBT CORP GB N 2 2034-05-09 Variable 6.22400000 N N N N N N DREYFUS TREASURY & AGENCY LEX 54930067A504FBYASH16 261908107 100000.00000000 PA USD 100000.00000000 0.009340655324 Long STIV RF US N 1 N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BH0 600000.00000000 PA USD 621479.04000000 0.058050215043 Long DBT CORP CH Y 2 2035-02-08 Variable 5.69900000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAA5 400320.00000000 PA USD 371418.98000000 0.034692966733 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGCD9 654866.17000000 PA USD 550561.44000000 0.051426046462 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDW3 400000.00000000 PA USD 408572.16000000 0.038163317219 Long DBT CORP US N 2 2027-10-22 Variable 6.07000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 302000.00000000 PA USD 300245.26000000 0.028044874866 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GQBS0 831994.88000000 PA USD 797571.01000000 0.074498359015 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 4.50000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAL5 62000.00000000 PA USD 59979.68000000 0.005602495173 Long DBT CORP US Y 2 2026-09-20 Fixed 1.95000000 N N N N N N PRKCM Trust N/A 69377TAA4 357585.97000000 PA USD 356314.72000000 0.033282129867 Long ABS-MBS CORP US Y 2 2057-08-25 Variable 5.33499840 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BL6 253000.00000000 PA USD 257083.32000000 0.024013266819 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334DA9 203000.00000000 PA USD 206126.46000000 0.019253562162 Long DBT CORP US N 2 2030-01-30 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RL4 400000.00000000 PA USD 398177.37000000 0.037192375713 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UH9 200000.00000000 PA USD 197330.66000000 0.018431976801 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N Natixis Commercial Mortgage Securities Trust N/A 63875FAA4 144305.74000000 PA USD 140021.33000000 0.013078909816 Long ABS-MBS CORP US Y 2 2036-07-15 Floating 5.89100040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617A2FM9 82452.31000000 PA USD 73834.53000000 0.006896628958 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325C2H4 272000.00000000 PA USD 275647.52000000 0.025747284754 Long DBT CORP GB Y 2 2031-05-13 Variable 5.24400120 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 563000.00000000 PA USD 546576.00000000 0.051053780248 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N N/A N/A N/A 19.00000000 NC -15296.23000000 -0.00142876812 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long French Republic Euro-OAT 2025-09-08 2352960.00000000 EUR -15296.23000000 N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBT6 176000.00000000 PA USD 185075.79000000 0.017287291633 Long DBT CORP US N 2 2029-06-13 Variable 6.99200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134A4AA2 2510000.00000000 PA USD 2862376.39000000 0.267364712692 Long DBT USGA US N 2 2031-03-15 Fixed 6.75000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAX3 300000.00000000 PA USD 308042.25000000 0.028773164827 Long DBT CORP FR Y 2 2029-05-30 Fixed 5.28100000 N N N N N N EMF-NL Prime BV 724500YACYYG8XY5LM10 N/A 26225.48500000 PA 30736.56000000 0.002870996128 Long ABS-MBS CORP NL Y 2 2041-04-17 Floating 3.06299880 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DG7 400000.00000000 PA USD 393784.00000000 0.036782006164 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BE1 1300000.00000000 PA 397494.35000000 0.037128577169 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 726740.00000000 0.067882278508 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Alternative Loan Trust N/A 12668BGC1 251987.20090000 PA USD 220716.67000000 0.020616383389 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 825252885 771127.50000000 PA USD 771127.50000000 0.072028361890 Long STIV RF US N 1 N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKGH5 1665595.93000000 PA USD 1442953.89000000 0.134781349362 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 3.00000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AC7 355000.00000000 PA USD 354741.49000000 0.033135179875 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EZ1 20000000.00000000 PA USD 20065166.00000000 1.874217996436 Long DBT USGA US N 2 2028-03-15 Fixed 3.87500000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78435VAB8 37129.16000000 PA USD 37130.61000000 0.003468242300 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.35000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BC1 300000.00000000 PA USD 307953.09000000 0.028764836699 Long DBT CORP CH Y 2 2027-12-22 Variable 6.32700000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBN5 14000.00000000 PA USD 14215.87000000 0.001327855418 Long DBT CORP US N 2 2029-03-20 Variable 5.47300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YPS29 2699.36000000 PA USD 2626.90000000 0.000245369674 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 1800000.00000000 PA 319467.62000000 0.029840369258 Long STIV NUSS BR N 2 2025-10-01 None 0.00000000 N N N N N N Pagaya AI Debt Trust N/A 69547XAA0 178998.27000000 PA USD 180059.55000000 0.016818741945 Long ABS-O CORP US Y 2 2031-10-15 Fixed 6.25800000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DR3 100000.00000000 PA USD 107426.53000000 0.010034341894 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056BA4 76000.00000000 PA USD 78343.41000000 0.007317787897 Long DBT CORP US N 2 2034-05-14 Fixed 6.05000000 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2F5 87285.38000000 PA USD 87767.08000000 0.008198020431 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 6.30516960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCZ6 11610.73590000 PA USD 11942.40000000 0.001115498421 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.84200160 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 31000.00000000 PA USD 31073.61000000 0.002902478807 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJA0 3202000.00000000 PA USD 3290385.77000000 0.307343593636 Long DBT UST US N 2 2028-09-30 Fixed 4.62500000 N N N N N N Tesla Auto Lease Trust N/A 88166VAD8 98000.00000000 PA USD 98213.53000000 0.009173787319 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.30000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AG3 359000.00000000 PA USD 362499.75000000 0.033859852201 Long DBT CORP GB N 2 2026-11-10 Variable 7.47200000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AXQK7 25290000.00000000 PA USD 26053841.46000000 2.433599529684 Long DBT USGA US N 2 2028-12-08 Fixed 4.75000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754QAA6 187742.02000000 PA USD 191673.34000000 0.017903546039 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 6.60620880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VPC1 21754.69000000 PA USD 22003.02000000 0.002055226259 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 29732166.00000000 2.777179146698 Long DBT USGA US N 2 2025-09-23 Fixed 0.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 162209.20000000 PA USD 159818.20000000 0.014928067208 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.81448880 N N N N N N Adnoc Murban Rsc Ltd. 213800OWGH7RAYG61M70 00723L2A6 200000.00000000 PA USD 198500.00000000 0.018541200820 Long DBT CORP AE Y 2 2029-09-11 Fixed 4.25000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369BA2 155000.00000000 PA USD 156390.23000000 0.014607872346 Long DBT CORP US N 2 2034-08-05 Fixed 5.00000000 N N N N N N Alternative Loan Trust N/A 12668BE33 24135.41140000 PA USD 21775.68000000 0.002033991213 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.85367840 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DBC3 400000.00000000 PA USD 402059.84000000 0.037555023854 Long DBT CORP NL Y 2 2026-10-13 Variable 6.57500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WPG65 287787.80000000 PA USD 269981.56000000 0.025218046960 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 207942AA1 155838.51000000 PA USD 157340.36000000 0.014696620714 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 6.20620920 N N N N N N BGC Group, Inc. 2549001IGRCG4F0RLD36 05555LAC5 400000.00000000 PA USD 404458.72000000 0.037779094966 Long DBT CORP US Y 2 2030-04-02 Fixed 6.15000000 N N N N N N AGFC Capital Trust I N/A 00846NAA5 1070000.00000000 PA USD 738300.00000000 0.068962058264 Long DBT CORP US Y 2 2067-01-15 Floating 6.26771160 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJR5 173645.39000000 PA USD 173969.34000000 0.016249876420 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKC4 12231400.00000000 PA USD 12466986.55000000 1.164498243041 Long DBT UST US N 2 2031-02-28 Fixed 4.25000000 N N N N N N RALI Trust N/A 74922MAA9 304270.20300000 PA USD 276503.42000000 0.025827231423 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.81367880 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAW3 91000.00000000 PA USD 91644.25000000 0.008560173517 Long DBT CORP US N 2 2031-03-06 Variable 5.45000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAT9 6000.00000000 PA USD 6029.32000000 0.000563177999 Long DBT CORP US Y 2 2026-12-30 Fixed 5.05000000 N N N N N N ACM Auto Trust N/A 00461WAA9 122334.98000000 PA USD 122673.13000000 0.011458474249 Long ABS-O CORP US Y 2 2029-02-20 Fixed 6.06000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBZ2 35000.00000000 PA USD 35566.35000000 0.003322130165 Long DBT CORP US N 2 2029-05-15 Variable 5.73699960 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3595.37000000 0.000335831119 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 137497811.00000000 JPY 958408.13000000 USD 2025-07-02 3595.37000000 N N N Abu Dhabi National Energy Co. PJSC 213800UNJSVQFNUYYW03 00388WAQ4 500000.00000000 PA USD 490625.00000000 0.045827590187 Long DBT CORP AE Y 2 2031-10-09 Fixed 4.37500000 N N N N N N N/A N/A N/A -141.00000000 NC USD -357103.65000000 -0.03335582109 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2025-09-19 -16111453.13000000 USD -357103.65000000 N N N United States of America 254900HROIFWPRGM1V77 912810RH3 4177600.00000000 PA USD 3295226.96000000 0.307795792508 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 429155.92000000 PA USD 153.85000000 0.000014370598 Long ABS-MBS CORP US N 2 2047-09-15 Variable 0.54888480 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 400000.00000000 PA USD 423030.76000000 0.039513845210 Long DBT CORP FR Y 2 2029-10-19 Variable 6.71400000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 500000.00000000 PA USD 511330.00000000 0.047761572873 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N Kraton Corp. N/A 50077CAA4 500000.00000000 PA USD 506555.00000000 0.047315556581 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBK6 500000.00000000 PA USD 452383.05000000 0.042255541448 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 45030.15000000 PA USD 45030.02000000 0.004206098960 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 5.50517040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WENA3 26717.89000000 PA USD 23957.62000000 0.002237798708 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N State of Israel Government Bond 213800T8ZHTFZIBYPE21 46514Y8A8 200000.00000000 PA USD 204078.00000000 0.019062222574 Long DBT NUSS IL N 2 2030-02-19 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 400000.00000000 PA USD 316809.80000000 0.029592111453 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636QBC7 213000.00000000 PA USD 209310.07000000 0.019550932199 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N N NMEF Funding LLC N/A 62919UAB9 153912.24000000 PA USD 154066.40000000 0.014390811395 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZZ6 535381.06000000 PA USD 543068.70000000 0.050726175444 Long ABS-MBS USGA US N 2 2067-04-20 Floating 5.59185120 N N N N N N Norinchukin Bank (The) 5493007VSMFZCPV1NB83 656029AN5 500000.00000000 PA USD 504986.25000000 0.047169025050 Long DBT CORP JP Y 2 2029-10-16 Fixed 5.09400000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967PL9 400000.00000000 PA USD 407397.16000000 0.038053564519 Long DBT CORP US N 2 2035-06-11 Variable 5.44900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 100000.00000000 PA USD 92655.51000000 0.008654631828 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CL2 137000.00000000 PA USD 138413.94000000 0.012928769057 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 290000.00000000 PA USD 229943.90000000 0.021478267139 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -28152.27000000 -0.00262960650 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 3554524.07000000 PEN 973042.45000000 USD 2025-09-17 -28152.27000000 N N N Alternative Loan Trust N/A 02150KAZ2 36259.53380000 PA USD 31666.09000000 0.002957820321 Long ABS-MBS CORP US N 2 2047-04-25 Floating 4.64367960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 291200.00000000 PA USD 237919.51000000 0.022223241379 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N Louisiana Local Government Environmental Facilities & Community Development Auth 5493004WIZ1HV87IVF85 54627RAT7 500000.00000000 PA USD 502663.95000000 0.046952107012 Long DBT MUN US N 2 2039-12-01 Fixed 5.19800000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAU7 300000.00000000 PA USD 297541.47000000 0.027792323161 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 700000.00000000 PA USD 624410.29000000 0.058324013002 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 198891.38000000 0.018577758276 Long DBT CORP LU Y 2 2049-04-02 Variable 5.00000000 N N N N N N Nelnet Student Loan Trust N/A 64032PAA0 274795.53000000 PA USD 281887.84000000 0.026330171537 Long ABS-O CORP US Y 2 2041-02-20 Floating 6.50184840 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 1008700.00000000 PA USD 1008712.51000000 0.094220358778 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QR4E0 346946.70000000 PA USD 334245.15000000 0.031220687401 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 700000.00000000 PA USD 704158.49000000 0.065773017492 Long DBT CORP CH Y 2 2027-01-12 Variable 5.71100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 682000.00000000 PA USD 681858.28000000 0.063690031739 Long DBT CORP US N 2 2028-04-27 Variable 4.37600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCU8 436000.00000000 PA USD 391010.03000000 0.036522899188 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N Benchmark Mortgage Trust N/A 08163PBG4 800000.00000000 PA USD 733921.68000000 0.068553094483 Long ABS-MBS CORP US N 2 2055-03-15 Fixed 3.45820000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBV3 300000.00000000 PA USD 304135.83000000 0.028408279599 Long DBT CORP FR Y 2 2028-01-19 Variable 5.51900000 N N N N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 239614.33000000 PA USD 242256.08000000 0.022628305436 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YAV5 88239.96000000 PA USD 80773.81000000 0.007544803184 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KGSG4 236209.88000000 PA USD 216592.79000000 0.020231185972 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Texas Natural Gas Securitization Finance Corp. N/A 88258MAB1 400000.00000000 PA USD 404042.04000000 0.037740174324 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DCB9 219000.00000000 PA USD 223924.65000000 0.020916029744 Long DBT CORP US N 2 2032-08-15 Fixed 5.35000000 N N N N N N Devon Energy Corp. 54930042348RKR3ZPN35 25179MBG7 96000.00000000 PA USD 93097.72000000 0.008695937140 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N Swepco Storm Recovery Funding LLC N/A 870696AA9 400000.00000000 PA USD 397609.52000000 0.037139334802 Long DBT CORP US N 2 2039-09-01 Fixed 4.88000000 N N N N N N FHLMC STACR REMIC Trust 5493000IS4CDPWRMWB65 35564KWT2 227990.00000000 PA USD 236910.11000000 0.022128956805 Long ABS-MBS CORP US Y 2 2042-05-25 Floating 7.65516960 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 800000.00000000 PA USD 775041.52000000 0.072393957008 Long ABS-O CORP US Y 2 2036-03-20 Fixed 1.86000000 N N N N N N Prestige Auto Receivables Trust N/A 74113UAC6 218000.00000000 PA USD 218089.82000000 0.020371018384 Long ABS-O CORP US Y 2 2027-12-15 Fixed 4.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZY2 74999.12000000 PA USD 72521.29000000 0.006773963736 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 127097AM5 400000.00000000 PA USD 395801.12000000 0.036970418391 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YQ30 393974.70000000 PA USD 394433.60000000 0.036842683061 Long ABS-MBS USGA US N 2 2073-01-20 Floating 5.10185160 N N N N N N LG Energy Solution Ltd. 988400QX6P286XA6ZS85 50205MAG4 282000.00000000 PA USD 282225.60000000 0.026361720534 Long DBT CORP KR Y 2 2030-04-02 Fixed 5.37500000 N N N N N N Lima Metro Line 2 Finance Ltd. 5493009BVQNQT1UKQ352 532522AB5 158637.90000000 PA USD 149159.29000000 0.013932455164 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAZ6 241000.00000000 PA USD 244212.02000000 0.022811003050 Long DBT CORP GB N 2 2028-01-05 Variable 5.46200000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCU1 500000.00000000 PA USD 501574.35000000 0.046850331231 Long DBT CORP US Y 2 2027-08-27 Fixed 4.40000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDU7 500000.00000000 PA USD 512659.70000000 0.047885775566 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKQ6 120171.61000000 PA USD 118342.87000000 0.011053999588 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 4.81448880 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448988AD7 500000.00000000 PA USD 501388.60000000 0.046832980964 Long ABS-O CORP US Y 2 2027-03-15 Fixed 5.02000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC77 148000.00000000 PA USD 149139.38000000 0.013930595439 Long DBT CORP US N 2 2028-04-23 Variable 4.93700040 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DV8 900000.00000000 PA USD 960935.49000000 0.089757672015 Long DBT CORP GB N 2 2034-03-09 Variable 6.25400000 N N N N N N Lseg US Fin Corp. 2138007FV67QQ13CGJ43 50222CAA8 500000.00000000 PA USD 504786.10000000 0.047150329729 Long DBT CORP US Y 2 2027-03-28 Fixed 4.87500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B92J2 86850.97000000 PA USD 78389.57000000 0.007322099544 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEP0 800000.00000000 PA USD 772032.40000000 0.072112885480 Long DBT CORP US Y 2 2026-08-16 Fixed 1.25000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AV9 200000.00000000 PA USD 200914.54000000 0.018766734679 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N CVC Cordatus Loan Fund XI DAC 6354003WWBLW5OLHF232 N/A 446889.18000000 PA 525754.57000000 0.049108922238 Long ABS-CBDO CORP IE Y 2 2031-10-15 Floating 2.92899960 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 698000.00000000 PA USD 715154.40000000 0.066800107545 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N University of California N/A 91412HKE2 335000.00000000 PA USD 221611.14000000 0.020699932749 Long DBT MUN US N 2 2051-05-15 Fixed 3.07100000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAA9 300000.00000000 PA USD 309021.00000000 0.028864586491 Long DBT CORP US Y 2 2028-06-01 Fixed 8.12500000 N N N N N N CVC Cordatus Loan Fund VII DAC 635400CLBI5JM6YQBR92 N/A 403080.52000000 PA 473854.81000000 0.044261144542 Long ABS-CBDO CORP IE Y 2 2031-09-15 Floating 2.60499960 N N N N N N Diamond Issuer LLC N/A 25267TAN1 325933.00000000 PA USD 307359.06000000 0.028709350404 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 43394169.00000000 4.053299757410 Long DBT USGA US N 2 2029-09-15 Fixed 6.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SA7 800000.00000000 PA USD 595250.00000000 0.055600250821 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6A5 507050.60000000 PA USD 426289.41000000 0.039818224474 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBP5 522000.00000000 PA USD 439704.40000000 0.041071272452 Long DBT CORP US Y 2 2035-11-15 Fixed 3.13700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 100000.00000000 PA USD 105655.64000000 0.009868929163 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 795000.00000000 PA USD 802879.96000000 0.074994249736 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KW0 251000.00000000 PA USD 251446.53000000 0.023486753693 Long DBT CORP US N 2 2026-02-06 Fixed 4.50000000 N N N N N N Bain Capital Credit CLO Ltd. 549300434Q955VK1W392 05683TBA6 500000.00000000 PA USD 500822.50000000 0.046780103514 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 5.29947000 N N N N N N N/A N/A N/A 39.00000000 NC USD 157649.31000000 0.014725478669 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2025-09-19 4645875.00000000 USD 157649.31000000 N N N Chase Mortgage Finance Corp. N/A 46591HAC4 32747.81000000 PA USD 33195.23000000 0.003100652018 Long ABS-MBS CORP US Y 2 2047-04-25 Floating 6.53367960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FQET0 7705.96000000 PA USD 7385.13000000 0.000689819538 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAE1 12000.00000000 PA USD 11780.43000000 0.001100369362 Long ABS-O CORP US N 2 2026-08-15 Variable 2.63769840 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AWN63 615000.00000000 PA USD 621992.49000000 0.058098174637 Long DBT USGA US N 2 2028-06-30 Fixed 4.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAQ4 400000.00000000 PA USD 407597.32000000 0.038072260774 Long DBT CORP US Y 2 2029-07-15 Fixed 5.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 9000.00000000 PA USD 9227.61000000 0.000861919244 Long DBT CORP US N 2 2035-01-23 Variable 5.49900000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAH7 302000.00000000 PA USD 315479.35000000 0.029467838704 Long DBT CORP ES Y 2 2035-06-15 Variable 6.03700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -118.69000000 -0.00001108642 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 14039.58000000 CAD 10191.26000000 USD 2025-07-02 -118.69000000 N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DM1 13000000.00000000 PA USD 14852396.00000000 1.387311117854 Long DBT USGA US N 2 2030-05-01 Fixed 7.12500000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133EP4K8 8000000.00000000 PA USD 8022793.60000000 0.749381497607 Long DBT USGA US N 2 2026-03-05 Fixed 4.62500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 10000.00000000 PA USD 10444.12000000 0.000975549250 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N N/A N/A N/A 15.00000000 NC USD 36173.86000000 0.003378875580 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Ultra Note 2025-09-19 1713984.38000000 USD 36173.86000000 N N N Banc of America Funding Trust N/A 06051GAX7 3730.69580000 PA USD 3263.44000000 0.000304826682 Long ABS-MBS CORP US N 2 2034-09-20 Variable 7.62101640 N N N N N N DR Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABT5 75000.00000000 PA USD 75507.12000000 0.007052859824 Long DBT CORP US N 2 2030-10-15 Fixed 4.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WQKW1 27956.25000000 PA USD 26203.38000000 0.002447567409 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLW9 5878000.00000000 PA USD 5899589.89000000 0.551060357209 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Verus Securitization Trust N/A 92539BAA0 330655.83000000 PA USD 330186.46000000 0.030841579158 Long ABS-MBS CORP US Y 2 2067-12-25 Variable 5.85000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDS0 314000.00000000 PA USD 322623.41000000 0.030135140725 Long DBT CORP NL Y 2 2029-02-28 Variable 5.56400000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACT2 368000.00000000 PA USD 371150.74000000 0.034667911359 Long DBT CORP US Y 2 2027-01-08 Fixed 5.25000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BZ6 500000.00000000 PA USD 511935.20000000 0.047818102519 Long DBT CORP US Y 2 2029-03-30 Fixed 5.35000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCS2 500000.00000000 PA USD 496295.15000000 0.046357219355 Long DBT CORP US N 2 2029-09-27 Fixed 4.20000000 N N N N N N GXO Logistics, Inc. 5493007CNWMXN78JRN66 36262GAF8 400000.00000000 PA USD 417560.00000000 0.039002840374 Long DBT CORP US N 2 2029-05-06 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287D6 1501600.00000000 PA USD 1807875.51000000 0.168867420093 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629W6F2 600000.00000000 PA USD 600420.60000000 0.056083218745 Long DBT CORP US Y 2 2026-04-10 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 9142800.00000000 PA USD 8756145.50000000 0.817881370904 Long DBT UST US N 2 2029-07-31 Fixed 2.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 600000.00000000 PA USD 624572.04000000 0.058339121512 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SB71 107280.98000000 PA USD 96151.16000000 0.008981148446 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 29933769.00000000 2.796010188052 Long DBT USGA US N 2 2025-07-21 Fixed 0.37500000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KV2 264000.00000000 PA USD 233241.86000000 0.021786318216 Long DBT CORP US N 2 2052-07-27 Fixed 4.90000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YA29 64938.03000000 PA USD 59544.97000000 0.005561890411 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N MMAF Equipment Finance LLC N/A 55318CAB0 275030.93000000 PA USD 275701.95000000 0.025752368873 Long ABS-O CORP US Y 2 2027-09-13 Fixed 5.20000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 37989AAC8 98526.44000000 PA USD 98620.47000000 0.009211798182 Long ABS-O CORP US Y 2 2027-08-16 Fixed 5.35000000 N N N N N N Bear Stearns ARM Trust N/A 07384MB68 12092.97570000 PA USD 11319.50000000 0.001057315479 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.78547360 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3ZC1 68243.57000000 PA USD 68212.91000000 0.006371532810 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 198636.08000000 0.018553911583 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AV3 279000.00000000 PA USD 234295.52000000 0.021884736964 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 46875.73000000 0.004378500370 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385BB6 400000.00000000 PA USD 403103.04000000 0.037652465570 Long DBT CORP CA Y 2 2029-12-15 Fixed 5.00000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCL4 500000.00000000 PA USD 501994.15000000 0.046889543302 Long DBT CORP FR Y 2 2028-02-16 Floating 5.48365680 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBH1 300000.00000000 PA USD 309046.80000000 0.028866996380 Long DBT CORP JP Y 2 2028-03-09 Fixed 5.50000000 N N N N N N Baiterek National Managing Holding JSC 984500B4F78F04253804 05709VAA2 200000.00000000 PA USD 202148.00000000 0.018881947926 Long DBT NUSS KZ Y 2 2028-05-08 Fixed 5.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKY6 7905500.00000000 PA USD 7952476.85000000 0.742813452353 Long DBT UST US N 2 2026-06-30 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZQ6 18349500.00000000 PA USD 15780547.98000000 1.474006595198 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Connecticut Avenue Securities Trust N/A 20754AAB9 122411.00000000 PA USD 123138.12000000 0.011501907362 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.95517040 N N N N N N Residential Asset Securitization Trust N/A 45660L4G1 13309.14320000 PA USD 4427.24000000 0.000413533228 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 154229.83190000 PA USD 88932.67000000 0.008306894175 Long ABS-MBS CORP US N 2 2047-03-25 Variable 4.49520480 N N N N N N Carlyle Finance Subsidiary LLC N/A 14314DAA1 800000.00000000 PA USD 765926.64000000 0.071542567484 Long DBT CORP US Y 2 2029-09-19 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F4MJ2 129251.69000000 PA USD 124502.57000000 0.011629355934 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Romania Government Bond 315700IASY927EDWBK92 N/A 800000.00000000 PA 722375.48000000 0.067474603738 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EJG7 90187.38000000 PA USD 84618.93000000 0.007903962590 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 25466AAN1 250000.00000000 PA USD 257394.15000000 0.024042300378 Long DBT CORP US N 2 2028-08-09 Variable 5.97400000 N N N N N N Japan International Cooperation Agency 254900XEIG78M2AJB031 47109LAB0 900000.00000000 PA USD 876245.49000000 0.081847071021 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797RC3 2300000.00000000 PA USD 2271842.02000000 0.212204932615 Long STIV UST US N 2 2025-10-14 None 0.00000000 N N N N N N LYB International Finance III LLC 984500A51LA0B8EB4053 50249AAP8 46000.00000000 PA USD 47474.79000000 0.004434456500 Long DBT CORP US N 2 2035-05-15 Fixed 6.15000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADE2 575000.00000000 PA USD 582740.13000000 0.054431746983 Long DBT CORP US N 2 2029-01-15 Fixed 4.85000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DC9 500000.00000000 PA USD 514004.10000000 0.048011351337 Long DBT CORP US N 2 2031-02-15 Fixed 5.30000000 N N N N N N Ford Credit Auto Lease Trust N/A 345290AE0 500000.00000000 PA USD 503196.50000000 0.047001850672 Long ABS-O CORP US N 2 2027-06-15 Fixed 5.05000000 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 400000.00000000 PA USD 395900.00000000 0.036979654431 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5576.23000000 -0.00052085642 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 866504.60000000 DKK 131231.29000000 USD 2025-07-02 -5576.23000000 N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMK8 500000.00000000 PA USD 503852.40000000 0.047063116030 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AFFX0 12910000.00000000 PA USD 12733914.06000000 1.189431021718 Long DBT USGA US N 2 2028-11-16 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NG7B0 676179.98000000 PA USD 664868.03000000 0.062103031047 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 2770500.00000000 PA USD 2294320.31000000 0.214304552207 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BK2 500000.00000000 PA USD 510648.50000000 0.047697916306 Long DBT CORP US N 2 2029-03-01 Fixed 5.10000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYN8 11000.00000000 PA USD 9697.49000000 0.000905809116 Long DBT CORP US N 2 2032-10-21 Variable 2.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134A4KX1 47700000.00000000 PA USD 54030343.32000000 5.046788140401 Long DBT USGA US N 2 2032-07-15 Fixed 6.25000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BR8 81000.00000000 PA USD 82048.61000000 0.007663877859 Long DBT CORP US Y 2 2027-04-04 Fixed 5.33800000 N N N N N N Ready Capital Mortgage Financing LLC N/A 75575RAA5 197842.10000000 PA USD 197780.23000000 0.018473969585 Long ABS-CBDO CORP US Y 2 2039-10-25 Floating 6.69319920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AB6M6 11283.35180000 PA USD 11152.57000000 0.001041723123 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 530941.18000000 PA USD 429626.82000000 0.040129960439 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.81367880 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EJ0 93000.00000000 PA USD 93325.25000000 0.008717189933 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N Affirm Asset Securitization Trust N/A 00834TAA6 321.63000000 PA USD 321.10000000 0.000029992844 Long ABS-O CORP US Y 2 2026-11-16 Fixed 1.17000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11333.50000000 0.001058623171 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 827412.00000000 USD 4665528.04000000 BRL 2025-10-02 11333.50000000 N N N N/A N/A N/A 1.00000000 NC N/A 4410.35000000 0.000411955592 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 222076.90000000 USD 165000.00000000 GBP 2025-07-02 4410.35000000 N N N United States of America 254900HROIFWPRGM1V77 912810TA6 463600.00000000 PA USD 308010.00000000 0.028770152466 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAC5 800000.00000000 PA USD 792668.16000000 0.074040400696 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BR3 500000.00000000 PA USD 507404.25000000 0.047394882096 Long DBT CORP NL N 2 2031-03-25 Variable 5.06600000 N N N N N N Saudi Arabian Oil Co. 5586006WD91QHB7J4X50 80414L2P9 296000.00000000 PA USD 275664.80000000 0.025748898820 Long DBT NUSS SA Y 2 2054-07-17 Fixed 5.75000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CY3 89000.00000000 PA USD 89175.46000000 0.008329572353 Long DBT CORP US N 2 2026-02-13 Fixed 4.87500000 N N N N N N BFLD Mortgage Trust N/A 05554BAA2 494000.00000000 PA USD 494000.05000000 0.046142841975 Long ABS-MBS CORP US Y 2 2038-06-15 Floating 6.02647920 N N N N N N FHLMC 5299002OYNAPMJKK2A73 35564NDZ3 217248.78000000 PA USD 217316.13000000 0.020298750668 Long ABS-MBS CORP US Y 2 2044-08-25 Floating 5.50517040 N N N N N N Oleoducto Central SA 254900W4CPYCQFVH5E92 680617AC1 232000.00000000 PA USD 225736.00000000 0.021085221704 Long DBT CORP CO Y 2 2027-07-14 Fixed 4.00000000 N N N N N N Oportun Funding Trust N/A 68377NAA9 75657.85000000 PA USD 75681.02000000 0.007069103224 Long ABS-O CORP US Y 2 2029-08-15 Fixed 5.26000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABZ9 800000.00000000 PA USD 771587.44000000 0.072071323300 Long DBT CORP US Y 2 2026-09-17 Fixed 1.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QB4P0 244901.20000000 PA USD 224179.64000000 0.020939847481 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Israel Electric Corp. Ltd. 254900JW7GE35YNJGJ55 465077AL9 294000.00000000 PA USD 285250.56000000 0.026644271622 Long DBT NUSS IL Y 2 2028-08-14 Fixed 4.25000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397E66 299000.00000000 PA USD 290448.60000000 0.027129802622 Long DBT CORP US N 2 2034-03-08 Fixed 6.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H042679 1002723.00000000 PA USD 959872.23000000 0.089658356564 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 4.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 800000.00000000 PA USD 752000.00000000 0.070241728043 Long DBT NUSS QA Y 2 2048-04-23 Fixed 5.10300000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280ER6 300000.00000000 PA USD 303733.08000000 0.028370660110 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABC4 359000.00000000 PA USD 357538.51000000 0.033396439873 Long DBT CORP DK Y 2 2028-04-01 Variable 4.29800000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHR7 290499.29000000 PA USD 278479.85000000 0.026011842937 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBG3 38000.00000000 PA USD 26238.62000000 0.002450859056 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N Research-Driven Pagaya Motor Asset Trust VII N/A 76088TAA9 23189.89000000 PA USD 23196.91000000 0.002166743409 Long ABS-O CORP US Y 2 2030-11-25 Fixed 5.38000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DQ5 100000.00000000 PA USD 105425.03000000 0.009847388678 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G05Q2 30000000.00000000 PA USD 25924332.00000000 2.421502497412 Long DBT USGA US N 2 2030-08-05 Fixed 0.87500000 N N N N N N Banco Espirito Santo SA 635400JV7IJL16OWIT96 N/A 1700000.00000000 PA 504633.78000000 0.047136102043 Long DBT CORP PT Y 2 2019-01-21 Fixed 4.00000000 Y N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B93R3 283270.65000000 PA USD 238152.32000000 0.022244987359 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 63772.50000000 PA USD 62418.92000000 0.005830336174 Long ABS-O CORP US Y 2 2051-11-20 Fixed 3.93100000 N N N N N N FNMA or FHLMC N/A 01F062671 234639.00000000 PA USD 242209.77000000 0.022623979779 Long ABS-MBS USGSE US N 2 2055-07-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N8YA0 57390.28000000 PA USD 55074.04000000 0.005144276249 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9YS1 71297.48000000 PA USD 70772.79000000 0.006610642377 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 4.79964960 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAB9 400000.00000000 PA USD 395003.44000000 0.036895909852 Long DBT CORP GB Y 2 2026-07-26 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TE8 200000.00000000 PA USD 123354.07000000 0.011522078507 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 680100.00000000 PA USD 649176.74000000 0.060637361733 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834JB5 300000.00000000 PA USD 143814.60000000 0.013433226092 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N Dryden 54 Senior Loan Fund 54930064P37IJ78XTR63 26244RAF8 187510.73000000 PA USD 187545.98000000 0.017518023567 Long ABS-CBDO CORP KY Y 2 2029-10-19 Floating 5.41946880 N N N N N N GSR Mortgage Loan Trust N/A 36297TAB8 56979.40000000 PA USD 34588.03000000 0.003230748665 Long ABS-MBS CORP US N 2 2036-04-25 Variable 4.53668400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335A6X1 121156.38000000 PA USD 116952.47000000 0.010924127116 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 500000.00000000 PA USD 411640.65000000 0.038449934293 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YN82 292211.58000000 PA USD 292408.79000000 0.027312897213 Long ABS-MBS USGA US N 2 2073-01-20 Floating 5.20184880 N N N N N N CIM Trust N/A 12570HAA5 348689.12000000 PA USD 351012.47000000 0.032786864970 Long ABS-MBS CORP US Y 2 2067-12-25 Variable 6.63900120 N N N N N N JP Morgan Mortgage Trust N/A 465970AA9 417299.31000000 PA USD 419807.82000000 0.039212801493 Long ABS-MBS CORP US Y 2 2064-07-25 Variable 5.99000040 N N N N N N Chile Electricity Lux Mpc II Sarl N/A 16882LAB8 200000.00000000 PA USD 201650.00000000 0.018835431462 Long DBT NUSS LU Y 2 2035-10-20 Fixed 5.67200000 N N N N N N Dell International LLC N/A 24703TAN6 112000.00000000 PA USD 114214.24000000 0.010668358490 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBC4 64000.00000000 PA USD 66158.14000000 0.006179603826 Long DBT CORP US N 2 2035-06-01 Fixed 5.85000000 N N N N N N GCI Funding I LLC N/A 36166VAE5 108297.16000000 PA USD 99450.02000000 0.009289283588 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 330855.03000000 0.030904027977 Long ABS-CBDO CORP KY Y 2 2035-01-15 Floating 7.46771040 N N N N N N N/A N/A N/A 13.00000000 NC 28458.35000000 0.002658196384 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long United Kingdom of Great Britain and Northern Ireland Long Gilt 2025-09-26 1209390.00000000 GBP 28458.35000000 N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAT8 400000.00000000 PA USD 388425.88000000 0.036281522643 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H050672 1875000.00000000 PA USD 1841894.63000000 0.172045028836 Long ABS-MBS USGA US N 2 2055-07-15 Fixed 5.00000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AXU63 10500000.00000000 PA USD 10603007.10000000 0.990390347289 Long DBT USGA US N 2 2026-11-17 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QB7 200000.00000000 PA USD 194750.00000000 0.018190926245 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFY2 1305800.00000000 PA USD 1311222.86000000 0.122476807894 Long DBT UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N HEICO Corp. 529900O1DTDLCJ7L0I14 422806AA7 300000.00000000 PA USD 307465.20000000 0.028719264576 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N Venture 32 CLO Ltd. 549300UP09C89Q3HWD39 92325QAA5 345430.17000000 PA USD 345572.49000000 0.032278735188 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 5.63108040 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBF6 500000.00000000 PA USD 504197.20000000 0.047095322609 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ES43 432345.83000000 PA USD 425113.03000000 0.039708342873 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBP4 800000.00000000 PA USD 734362.72000000 0.068594290510 Long DBT CORP US N 2 2028-11-02 Fixed 2.20000000 N N N N N N Towd Point Mortgage Funding plc 635400ZB5U3EBVBSFK52 N/A 386289.56000000 PA 531131.17000000 0.049611131913 Long ABS-MBS CORP GB Y 2 2053-07-20 Floating 5.17633145 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAN1 400000.00000000 PA USD 358438.00000000 0.033480458133 Long DBT CORP US N 2 2032-01-31 Fixed 3.25000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 400000.00000000 PA USD 417100.52000000 0.038959921931 Long DBT CORP US Y 2 2028-09-19 Fixed 5.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LFM4 3984.21720000 PA USD 3958.66000000 0.000369764786 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N TTX Co. 549300I8CNSYS1OGX775 87305QCQ2 300000.00000000 PA USD 303822.39000000 0.028379002249 Long DBT CORP US Y 2 2026-09-25 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FBC1 700000.00000000 PA USD 710686.97000000 0.066382820306 Long DBT CORP US N 2 2026-12-04 Fixed 5.48800000 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 26382.60000000 PA USD 25333.33000000 0.002366299037 Long ABS-MBS CORP US N 2 2035-09-25 Variable 5.29343640 N N N N N N United States of America 254900HROIFWPRGM1V77 912797NX1 933400.00000000 PA USD 933183.73000000 0.087165475767 Long STIV UST US N 2 2025-07-03 None 0.00000000 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAN1 200000.00000000 PA USD 226251.42000000 0.021133365309 Long DBT CORP ES N 2 2034-11-15 Variable 7.88300000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECE3 900000.00000000 PA USD 1018254.15000000 0.095111610483 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CX0 583000.00000000 PA USD 586298.67000000 0.054764137939 Long DBT CORP US N 2 2027-01-30 Fixed 4.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 18028900.00000000 PA USD 17609165.57000000 1.644811461491 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 4400000.00000000 PA USD 3029125.00000000 0.282940125611 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAL6 1000000.00000000 PA USD 999325.50000000 0.093343550529 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJGA0 164955.44000000 PA USD 158712.04000000 0.014824744615 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N 2025-07-30 EQ Advisors Trust Brian Walsh Brian Walsh Chief Financial Officer and Treasurer