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 2026-12-31 2026-06-30 N 1080633671.65 115293981.65 965339690.00 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 5993470.92000000 AUD BRL CAD DKK EUR GBP JPY PEN USD N Bloomberg U.S. Intermediate Government Bond Index GOV_INT Citadel Securities Global Holdings LLC 549300NV5RXBUS3X7L47 17289RAE6 300000.00000000 PA USD 296619.96000000 0.030727003465 Long DBT CORP US Y 2 2032-01-27 Fixed 5.12500000 N N N N N N American Airlines Pass-Through Trust N/A 02377LAA2 472096.84000000 PA USD 443459.45000000 0.045938176436 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N New Mexican Pesos N/A N/A 646.28000000 OU Currencies 36.96000000 0.000003828704 Long STIV MX N 1 N N N Bear Stearns ALT-A Trust N/A 07386HVS7 78362.52990000 PA USD 40103.58000000 0.004154349025 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.64195160 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130B82L5 25510000.00000000 PA USD 25309848.54000000 2.621859310477 Long DBT USGA US N 2 2027-10-04 Fixed 3.50000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BM1 700000.00000000 PA USD 650020.00000000 0.067335882563 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Emera US Finance LLC N/A 29103HAC1 200000.00000000 PA USD 198756.60000000 0.020589291216 Long DBT CORP US N 2 2029-04-01 Fixed 4.50000000 N N N N N N ENEL Finance International NV 0YQH6LCEF474UTUV4B96 29278GBF4 279000.00000000 PA USD 275500.20000000 0.028539197430 Long DBT CORP NL Y 2 2028-09-30 Fixed 4.12500000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL3C1 500000.00000000 PA USD 496278.50000000 0.051409727077 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 265572.70610000 PA USD 122117.58000000 0.012650218494 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 1359310.00000000 PA USD 1365044.66000000 0.141405628934 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 5.50000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JBJ5 257000.00000000 PA USD 255617.37000000 0.026479525564 Long DBT CORP US Y 2 2028-03-10 Fixed 4.12500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHJ4 800000.00000000 PA USD 794574.40000000 0.082310341968 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 26279.09000000 0.002722263496 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 402519.80000000 0.041697218520 Long DBT CORP ES N 2 2028-03-14 Variable 5.55200000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680DC4 170000.00000000 PA USD 169513.29000000 0.017559962752 Long DBT CORP US N 2 2035-10-15 Fixed 5.40000000 N N N N N N Equify ABS LLC N/A 29445TAA6 42620.36000000 PA USD 42700.21000000 0.004423335168 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 438054.69000000 0.045378294763 Long DBT CORP US N 2 2031-01-17 Variable 5.54300000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DP79 20828.67000000 PA USD 21202.50000000 0.002196377111 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383KLS9 473751.58000000 PA USD 482161.19000000 0.049947308185 Long ABS-MBS USGA US N 2 2073-12-20 Floating 4.65872040 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACM7 200000.00000000 PA USD 200614.64000000 0.020781766468 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 284591.69000000 0.029480989225 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 58164.68000000 PA USD 58240.08000000 0.006033117730 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 4.62776040 N N N N N N Sales Tax Securitization Corp. N/A 79467BDG7 800000.00000000 PA USD 721098.48000000 0.074698936288 Long DBT MUN US N 2 2033-01-01 Fixed 3.00700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TS7 735000.00000000 PA USD 652021.44000000 0.067543212690 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 460999.84000000 PA USD 460689.13000000 0.047723007224 Long ABS-CBDO CORP KY Y 2 2032-07-20 Floating 4.66522920 N N N N N N Nordea Kredit Realkreditaktieselskab 52990080NNXXLC14OC65 N/A 1.59000000 PA 0.19000000 0.000000019682 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CS4 88000.00000000 PA USD 86537.18000000 0.008964427848 Long DBT CORP US Y 2 2033-06-15 Fixed 5.70000000 N N N N N N Beacon Point DC LLC 2549003M920HKF2V5011 07367AAA7 60000.00000000 PA USD 60634.42000000 0.006281148556 Long DBT CORP US Y 2 2042-11-30 Fixed 6.12900000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KQ9 200000.00000000 PA USD 203914.66000000 0.021123617117 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4H2 6985.39000000 PA USD 7101.92000000 0.000735691288 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Norwegian Krone N/A N/A 83931.30000000 OU Currencies 8479.19000000 0.000878363345 Long STIV NO N 1 N N N FNMA or FHLMC N/A 01F042681 100000.00000000 PA USD 95921.88000000 0.009936593407 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 4.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363PAD2 210168.56320000 PA USD 191821.58000000 0.019870889178 Long ABS-MBS CORP US N 2 2036-11-25 Variable 3.96591480 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 34000.00000000 PA USD 35018.23000000 0.003627555187 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325ET8 200000.00000000 PA USD 199550.00000000 0.020671479901 Long DBT NUSS CO N 2 2029-01-21 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMZC1 272422.76000000 PA USD 232389.85000000 0.024073375663 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 1342111.50000000 0.139029971926 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2320.69000000 0.000240401386 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 3381479.08000000 BRL 642952.31000000 USD 2026-10-02 2320.69000000 N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDH6 27000.00000000 PA USD 25941.30000000 0.002687271669 Long DBT CORP US N 2 2028-04-10 Fixed 2.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKD2 40061400.00000000 PA USD 40155255.85000000 4.159702151063 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 596840.28000000 0.061826969944 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N N/A N/A N/A -13.00000000 NC USD -49886.16000000 -0.00516773116 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Ultra Bond 2026-09-21 -1510031.25000000 USD -49886.16000000 N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBF2 100000.00000000 PA USD 102542.92000000 0.010622470106 Long DBT CORP US N 2 2029-03-09 Variable 6.49900000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHE6 616507.30000000 PA USD 611048.56000000 0.063298812462 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N NBN Co. Ltd. 2549007CRZ2NT7S96A24 62878U2J0 500000.00000000 PA USD 494431.00000000 0.051218343669 Long DBT NUSS AU Y 2 2029-10-01 Fixed 4.25000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBP1 67000.00000000 PA USD 66405.48000000 0.006878975420 Long DBT CORP US N 2 2056-02-15 Fixed 5.65000000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAA7 400000.00000000 PA USD 369367.68000000 0.038262974559 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N UWM Mortgage Trust N/A 90355RAM4 586104.82000000 PA USD 549161.23000000 0.056887874360 Long ABS-MBS CORP US Y 2 2051-11-25 Floating 4.56210000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 500000.00000000 PA USD 507952.55000000 0.052619047498 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 501566.00000000 0.051957461730 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 126385.36000000 0.013092319865 Long DBT CORP US Y 2 2028-07-31 Fixed 7.46700000 N N N N N N Berkshire Hathaway Energy Co. 549300JD0S5IZJE9LY15 59562VAM9 229000.00000000 PA USD 244332.58000000 0.025310528773 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 85037.33000000 0.008809057669 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 3595279.13000000 EUR 4193003.27000000 USD 2026-07-02 85037.33000000 N N N N/A N/A N/A -139.00000000 NC USD -119952.09000000 -0.01242589435 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Note 2026-09-21 -15633156.25000000 USD -119952.09000000 N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KM8 100000.00000000 PA USD 105751.76000000 0.010954875376 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 106981.78000000 PA USD 98491.44000000 0.010202775356 Long ABS-O CORP US Y 2 2055-07-26 Fixed 2.32000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 409000.00000000 PA USD 392623.80000000 0.040672087148 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 259564.10000000 0.026888369212 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 378429.27710000 PA USD 159670.70000000 0.016540364148 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 16000.00000000 PA USD 14974.89000000 0.001551256014 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBJ1 310000.00000000 PA USD 295680.36000000 0.030629669852 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 8217.31200000 PA 10880.76000000 0.001127143130 Long ABS-MBS CORP GB Y 2 2044-06-15 Floating 4.00453180 N N N N N N N/A N/A N/A 1.00000000 NC N/A -576.24000000 -0.00005969297 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 384984.93000000 BRL 74000.00000000 USD 2026-07-02 -576.24000000 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBA4 75000.00000000 PA USD 71995.12000000 0.007458008900 Long DBT CORP US N 2 2055-11-15 Fixed 5.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 1055000.00000000 PA USD 897404.31000000 0.092962541507 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 780971.28000000 0.080901188264 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAC7 200000.00000000 PA USD 178046.00000000 0.018443870260 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N Sequoia Mortgage Trust N/A 81743VAB9 30.84000000 PA USD 30.71000000 0.000003181263 Long ABS-MBS CORP US N 2 2027-10-20 Floating 4.51351080 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AF7 800000.00000000 PA USD 790891.68000000 0.081928847243 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 317358.88000000 0.032875358103 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BTRF9 49987.40000000 PA USD 48367.72000000 0.005010435238 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 577073.52000000 0.059779321826 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 369535.73000000 0.038280382939 Long DBT CORP NO Y 2 2028-01-15 Fixed 7.50000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VBB1 155000.00000000 PA USD 151343.71000000 0.015677767273 Long DBT CORP US N 2 2036-03-01 Fixed 4.85000000 N N N N N N Canada Government Bond 4BFD7AQU0A75QLAHK410 135087S21 344000.00000000 PA 242267.44000000 0.025096599933 Long DBT NUSS CA N 2 2034-12-01 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6BB2 993704.17000000 PA USD 893859.26000000 0.092595308082 Long ABS-MBS USGA US N 2 2056-02-20 Fixed 3.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -2030.13000000 -0.00021030213 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 642952.31000000 USD 3308632.59000000 BRL 2026-07-02 -2030.13000000 N N N GNMA 549300M8ZYFG0OCMTT87 36225CC61 32.73290000 PA USD 32.75000000 0.000003392588 Long ABS-MBS USGA US N 2 2027-07-20 Variable 5.37500160 N N N N N N Lincoln Financial Global Funding 984500OC010458395923 53359KAD3 38000.00000000 PA USD 37452.43000000 0.003879715129 Long DBT CORP US Y 2 2029-01-12 Fixed 4.20000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAV3 100000.00000000 PA USD 102193.00000000 0.010586221726 Long DBT CORP KY Y 2 2029-11-15 Fixed 5.75000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CT4 201000.00000000 PA USD 181641.23000000 0.018816301855 Long DBT CORP GB N 2 2032-05-24 Variable 2.80400000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDC6 193000.00000000 PA USD 161862.81000000 0.016767445871 Long DBT CORP US N 2 2065-08-03 Fixed 6.12500000 N N N N N N IPALCO Enterprises, Inc. 5493000YFVK2DZX0JV43 462613AP5 700000.00000000 PA USD 678152.09000000 0.070250099216 Long DBT CORP US N 2 2030-05-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4G6 328384.64000000 PA USD 279614.96000000 0.028965447385 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N N/A N/A N/A -4.00000000 NC -3768.53000000 -0.00039038382 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Short Republic of Italy Euro-BTP 2026-09-08 -477400.00000000 EUR -3768.53000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 400000.00000000 PA USD 402025.44000000 0.041646007531 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 365237.54000000 0.037835131382 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKQ3 12279800.00000000 PA USD 12305788.97000000 1.274762562595 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 171569.75000000 0.017772992427 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 503100.00000000 0.052116369523 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 757206.24000000 0.078439356409 Long DBT CORP US N 2 2028-08-16 Fixed 2.04300000 N N N N N N BGC Group, Inc. 2549001IGRCG4F0RLD36 05555LAD3 400000.00000000 PA USD 408584.44000000 0.042325457477 Long DBT CORP US N 2 2030-04-02 Fixed 6.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJF9 3557600.00000000 PA USD 3613250.47000000 0.374298343622 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDW2 200000.00000000 PA USD 197256.14000000 0.020433857847 Long DBT CORP US N 2 2029-02-04 Fixed 4.55000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GU5 97000.00000000 PA USD 99125.27000000 0.010268434109 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 301189.06000000 0.031200318718 Long DBT CORP JP N 2 2030-05-26 Variable 5.37600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128MJBE9 15136.57000000 PA USD 15443.04000000 0.001599751896 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RWY8 66472.57000000 PA USD 66785.64000000 0.006918356376 Long ABS-MBS USGA US N 2 2066-07-20 Floating 4.56085080 N N N N N N PRPM Trust N/A 69380TAA9 266995.68000000 PA USD 267388.38000000 0.027698890118 Long ABS-MBS CORP US Y 2 2068-11-25 Variable 6.22100160 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAQ7 200000.00000000 PA USD 199704.80000000 0.020687515707 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385HWQ1 363.17270000 PA USD 368.29000000 0.000038151337 Long ABS-MBS USGSE US N 2 2040-12-01 Variable 5.96999880 N N N N N N ALA Trust N/A 009920AA7 193002.00000000 PA USD 193723.94000000 0.020067955560 Long ABS-MBS CORP US Y 2 2040-06-15 Floating 5.36862960 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABN0 200000.00000000 PA USD 200076.32000000 0.020726001641 Long DBT CORP DK Y 2 2032-03-27 Variable 4.99900000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244BG3 301000.00000000 PA USD 301859.26000000 0.031269745057 Long DBT CORP US N 2 2027-02-08 Fixed 4.85000000 N N N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AH3 165000.00000000 PA USD 164202.70000000 0.017009836195 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N GSR Mortgage Loan Trust N/A 362341WE5 342817.08800000 PA USD 100345.13000000 0.010394799990 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 516332.45000000 0.053487125345 Long DBT CORP FR Y 2 2029-10-03 Variable 6.31600000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 200000.00000000 PA USD 194750.00000000 0.020174245606 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N American Airlines Pass-Through Trust N/A 02379VAA8 100000.00000000 PA USD 99418.00000000 0.010298758150 Long ABS-O CORP US N 2 2038-11-10 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31295MYW4 565.49820000 PA USD 577.16000000 0.000059788280 Long ABS-MBS USGSE US N 2 2031-11-01 Variable 6.23499840 N Y N N N N UPSTART Securitization Trust N/A 91681BAA8 54694.80000000 PA USD 54696.99000000 0.005666087343 Long ABS-O CORP US Y 2 2027-02-22 Fixed 4.14200000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 054989AA6 500000.00000000 PA USD 528445.00000000 0.054741870190 Long DBT CORP US N 2 2030-08-02 Fixed 6.34300000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKW0 4461900.00000000 PA USD 4472231.53000000 0.463280602292 Long DBT UST US N 2 2031-06-30 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TC2 422500.00000000 PA USD 293597.24000000 0.030413878455 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Q9T37 85605.92000000 PA USD 83761.77000000 0.008676921799 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAD4 500000.00000000 PA USD 501511.95000000 0.051951862665 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N New South Wales Treasury Corp. TC7LRO17HPNPLTAV0H77 N/A 400000.00000000 PA 218596.03000000 0.022644467254 Long DBT NUSS AU Y 2 2034-03-20 Fixed 1.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UB2 991200.00000000 PA USD 961262.89000000 0.099577682338 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 268329.30000000 PA USD 268236.62000000 0.027786759705 Long ABS-MBS CORP US Y 2 2055-06-25 Floating 4.92775920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJGB8 21366.42000000 PA USD 20521.76000000 0.002125858929 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 502398.65000000 0.052043716341 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133ALZ68 166284.26000000 PA USD 134357.88000000 0.013918197023 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 130351.91000000 0.013503216675 Long ABS-MBS CORP US Y 2 2034-04-15 Floating 5.82130080 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 12000.00000000 PA USD 11930.68000000 0.001235904845 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAS3 128000.00000000 PA USD 127570.92000000 0.013215132592 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TQ1 274500.00000000 PA USD 244110.93000000 0.025287567944 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 34300000.00000000 PA 203611.61000000 0.021092224023 Long DBT NUSS JP N 2 2056-03-20 Fixed 3.70000000 N N N N N N FNMA or FHLMC N/A 01F052680 11800000.00000000 PA USD 11833187.50000000 1.225805550375 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RR1 100000.00000000 PA USD 103859.93000000 0.010758899802 Long DBT UST US N 2 2046-02-15 Fixed 1.00000000 N N N N N N Equifax, Inc. 5493004MCF8JDC86VS77 294429AX3 500000.00000000 PA USD 500539.35000000 0.051851110566 Long DBT CORP US N 2 2029-09-15 Fixed 4.80000000 N N N N N N RCKT Mortgage Trust 254900X1AKCB3FAJHB79 74940LAA9 241809.89000000 PA USD 240511.56000000 0.024914707484 Long ABS-O CORP US Y 2 2056-03-25 Variable 5.14400040 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GPN5 19933.90000000 PA USD 18618.37000000 0.001928685849 Long ABS-MBS CORP US N 2 2035-03-25 Floating 4.40282160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YNR0 263055.13950000 PA USD 262727.48000000 0.027216065258 Long ABS-MBS USGA US N 2 2072-01-20 Floating 4.10871960 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBH1 200000.00000000 PA USD 203546.54000000 0.021085483390 Long DBT CORP JP N 2 2028-01-18 Fixed 5.84200000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAR5 200000.00000000 PA USD 199894.82000000 0.020707199970 Long DBT CORP US N 2 2029-03-15 Fixed 4.65000000 N N N N N N Elevation CLO Ltd. 5493005VN5WX000OV470 28623VAW9 600000.00000000 PA USD 599412.00000000 0.062093375648 Long ABS-CBDO CORP KY Y 2 2035-01-25 Floating 4.95453960 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MCA2 179000.00000000 PA USD 178454.05000000 0.018486140355 Long DBT CORP US N 2 2028-03-10 Fixed 4.45000000 N N N N N N RALI Trust N/A 761118HU5 146394.34000000 PA USD 126295.63000000 0.013083024691 Long ABS-MBS CORP US N 2 2045-09-25 Floating 5.10423120 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DX9 200000.00000000 PA USD 201558.22000000 0.020879512371 Long DBT CORP JP N 2 2032-04-21 Floating 4.83553080 N N N N N N JP Morgan Mortgage Trust N/A 46630GAJ4 15715.80000000 PA USD 15028.82000000 0.001556842648 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.83366960 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CR2 500000.00000000 PA USD 525380.65000000 0.054424432709 Long DBT CORP US Y 2 2030-09-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EHUP5 42194.53000000 PA USD 39732.68000000 0.004115927316 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 419800.00000000 0.043487282699 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10477.26000000 -0.00108534437 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1802698.46000000 USD 291406206.00000000 JPY 2026-07-02 -10477.26000000 N N N United States Small Business Administration N/A 83162CRX3 21836.16780000 PA USD 22081.82000000 0.002287466290 Long ABS-O CORP US N 2 2028-07-01 Fixed 5.87000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CS3 278000.00000000 PA USD 275016.03000000 0.028489042028 Long DBT CORP US N 2 2028-11-20 Fixed 3.90000000 N N N N N N HPS Loan Management Ltd. N/A 40447HAA7 197872.00000000 PA USD 197889.61000000 0.020499479307 Long ABS-CBDO CORP KY Y 2 2039-07-20 Floating 4.99491000 N N N N N N FHLMC STACR REMIC Trust 5493000ISOMSKCX2AW62 35564KMH9 405614.00000000 PA USD 406477.39000000 0.042107187160 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 5.42775960 N N N N N N Dext ABS LLC N/A 25216BAB8 14909.84000000 PA USD 14932.23000000 0.001546836844 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 498750.00000000 0.051665750944 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 164373.08000000 0.017027485941 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 404497.48000000 0.041902087336 Long ABS-O CORP US Y 2 2060-03-25 Fixed 5.32000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754YAA9 79376.33000000 PA USD 79420.81000000 0.008227239677 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.52775960 N N N N N N NYO Commercial Mortgage Trust N/A 62955HAA5 800000.00000000 PA USD 799008.32000000 0.082769653861 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 4.83548040 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4R9 360000.00000000 PA USD 356712.44000000 0.036952012197 Long DBT CORP US Y 2 2030-07-17 Fixed 5.03300000 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAB2 177871.19000000 PA USD 177978.43000000 0.018436870652 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 5.17776120 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34355JAB4 202000.00000000 PA USD 179139.03000000 0.018557097761 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Residential Asset Securitization Trust N/A 76113XAA9 167588.83030000 PA USD 54997.81000000 0.005697249431 Long ABS-MBS CORP US N 2 2036-11-25 Fixed 6.25000000 N N N N N N UBS AG 254900R882POXXVAK772 90261AAJ1 250000.00000000 PA USD 249431.25000000 0.025838702436 Long DBT CORP CH N 2 2030-11-29 Variable 4.67800000 N N N N N N FNMA or FHLMC N/A 01F030678 221482.00000000 PA USD 193519.90000000 0.020046818959 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 3.00000000 N N N N N N New Zealand Dollar N/A N/A 0.60000000 OU Currencies 0.34000000 0.000000035220 Long STIV NZ N 1 N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDR8 500000.00000000 PA 354785.83000000 0.036752433746 Long DBT CORP US N 2 2030-06-12 Fixed 3.83000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EZZ6 1576797.12000000 PA USD 1522749.72000000 0.157742371496 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 101011.27000000 0.010463805751 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4D0 600000.00000000 PA USD 598189.20000000 0.061966705212 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 287070.35000000 PA 328021.01000000 0.033979853247 Long ABS-CBDO CORP IE Y 2 2033-01-15 Floating 3.11400000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XBH0 80000.00000000 PA USD 79140.16000000 0.008198167009 Long DBT CORP US N 2 2035-08-15 Fixed 4.95000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280DR7 694000.00000000 PA USD 718333.24000000 0.074412483754 Long DBT CORP GB N 2 2028-11-03 Variable 7.39000000 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066AC5 200000.00000000 PA USD 198874.54000000 0.020601508677 Long DBT CORP US N 2 2029-03-16 Fixed 4.40000000 N N N N N N FNMA or FHLMC N/A 01F032682 9100000.00000000 PA USD 8268203.58000000 0.856507161743 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BXVW1 362630.87000000 PA USD 364400.69000000 0.037748441691 Long ABS-MBS USGSE US N 2 2055-10-25 Floating 4.72776120 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BQ0 67000.00000000 PA USD 72233.83000000 0.007482736983 Long DBT CORP US Y 2 2033-10-06 Fixed 6.50000000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAA1 200000.00000000 PA USD 190750.00000000 0.019759883694 Long DBT CORP US Y 2 2029-08-15 Fixed 3.87500000 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAH6 297000.00000000 PA USD 306086.27000000 0.031707623044 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 301256.67000000 PA USD 284188.28000000 0.029439199790 Long ABS-MBS CORP US Y 2 2062-07-25 Variable 3.75000120 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 400000.00000000 PA USD 391777.60000000 0.040584428886 Long DBT CORP US N 2 2028-06-01 Variable 2.18200000 N N N N N N Swedish Krona N/A N/A 66652.53000000 OU Currencies 6873.98000000 0.000712078874 Long STIV SE N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CJN2 465400.00000000 PA USD 467667.15000000 0.048445863652 Long DBT UST US N 2 2028-11-30 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNC1 1166900.00000000 PA USD 1155231.00000000 0.119670931586 Long DBT UST US N 2 2035-05-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QR5B5 79468.83000000 PA USD 76893.90000000 0.007965475862 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F020679 2016728.00000000 PA USD 1612752.17000000 0.167065768320 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 2.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 589929F37 4157.61000000 PA USD 4093.74000000 0.000424072483 Long ABS-MBS CORP US N 2 2032-12-25 Floating 5.64483960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MFP3 10000000.00000000 PA USD 11069614.00000000 1.146706606458 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 506291.00000000 0.052446926739 Long DBT CORP US N 2 2029-04-01 Fixed 5.20000000 N N N N N N Residential Asset Securitization Trust N/A 45660L4G1 9.36580000 PA USD 3.04000000 0.000000314915 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 430930.00000000 0.044640244720 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 799766.32000000 0.082848175443 Long ABS-MBS CORP US Y 2 2038-05-15 Floating 5.13947880 N N N N N N Amrize Finance US LLC 529900FB2F1WKLFNGY62 43475RAR7 300000.00000000 PA USD 302190.63000000 0.031304071834 Long DBT CORP US N 2 2030-04-07 Fixed 4.95000000 N N N N N N FHLMC 5493000IRUQLXTG4SV18 35564KL31 46616.16000000 PA USD 46817.56000000 0.004849853423 Long ABS-MBS CORP US Y 2 2052-03-25 Floating 6.12776160 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAR2 164000.00000000 PA USD 162682.08000000 0.016852314442 Long DBT CORP US N 2 2029-01-15 Fixed 4.35000000 N N N N N N Cenovus Energy, Inc. 254900LJGL2N2XEMD470 15135UBB4 69000.00000000 PA USD 68467.51000000 0.007092582094 Long DBT CORP CA N 2 2036-03-20 Fixed 5.40000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377DA7 51000.00000000 PA USD 50254.48000000 0.005205885609 Long DBT CORP US Y 2 2030-10-15 Fixed 4.73400000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300CFP9NBBMZH1008 95000KBH7 275000.00000000 PA USD 268997.58000000 0.027865587915 Long ABS-MBS CORP US N 2 2049-11-15 Variable 4.40000640 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3135G0Q22 25816000.00000000 PA USD 25689759.76000000 2.661214495386 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 503450.15000000 0.052152641729 Long DBT CORP GB N 2 2028-03-01 Variable 5.58300000 N N N N N N GS Mortgage-Backed Securities Trust 25490056GA5WA3XCJP18 362980AA2 118579.54000000 PA USD 118021.84000000 0.012225938829 Long ABS-O CORP US Y 2 2056-06-25 Variable 5.22699840 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325EV3 200000.00000000 PA USD 203218.00000000 0.021051449775 Long DBT NUSS CO N 2 2033-01-21 Fixed 6.50000000 N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KY2 400000.00000000 PA USD 397292.36000000 0.041155705511 Long DBT CORP US N 2 2032-10-15 Fixed 5.05000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 700000.00000000 PA USD 695704.10000000 0.072068320323 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TZ1 353600.00000000 PA USD 338021.76000000 0.035015835720 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Kingdom of Saudi Arabia 635400FMICXSM3SI3H65 80413TBP3 200000.00000000 PA USD 196782.00000000 0.020384741458 Long DBT NUSS SA Y 2 2029-01-12 Fixed 4.12500000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3X7 500000.00000000 PA USD 503505.00000000 0.052158323667 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 273188.43000000 PA USD 283086.78000000 0.029325094879 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 60681.22000000 PA USD 57987.86000000 0.006006990140 Long ABS-MBS CORP US Y 2 2036-01-25 Floating 4.10281920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134GW6C5 3000000.00000000 PA USD 2969904.00000000 0.307653775221 Long DBT USGA US N 2 2026-10-28 Fixed 0.80000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133W6AH0 542464.45000000 PA USD 522811.07000000 0.054158248688 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.50000000 N N N N N N Neighborly Issuer N/A 64016NAC1 226927.50000000 PA USD 215591.52000000 0.022333228627 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 82400000.00000000 PA 366185.76000000 0.037933357945 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 442006.37000000 PA USD 441433.13000000 0.045728268978 Long ABS-MBS CORP US Y 2 2064-10-25 Variable 4.61235960 N N N N N N Commercial Mortgage Trust N/A 12623SAU4 151234.59000000 PA USD 144502.61000000 0.014969094454 Long ABS-MBS CORP US Y 2 2045-12-10 Variable 4.69236600 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCR0 5146600.00000000 PA USD 4826464.50000000 0.499975765007 Long DBT UST US N 2 2028-07-31 Fixed 1.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14687GAD7 7849.55000000 PA USD 7645.19000000 0.000791968887 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 280984.35000000 0.029107303150 Long DBT MUN US N 2 2027-07-01 Fixed 1.70500000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CD9 400000.00000000 PA USD 377064.40000000 0.039060281464 Long DBT CORP DE N 2 2031-09-18 Variable 3.54700000 N N N N N N Elevation CLO Ltd. N/A 28623YAU7 600000.00000000 PA USD 599771.40000000 0.062130606066 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 4.79658960 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 400000.00000000 PA USD 402283.76000000 0.041672767023 Long DBT CORP GB Y 2 2027-10-18 Variable 6.55700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RFJ0 64504.29000000 PA USD 64598.94000000 0.006691835078 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.36084920 N N N N N N New Orleans Hotel Trust N/A 647622AA7 500000.00000000 PA USD 493772.95000000 0.051150175955 Long ABS-MBS CORP US Y 2 2032-04-15 Floating 4.66170840 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HBQ1 500000.00000000 PA USD 503514.95000000 0.052159354392 Long DBT CORP JP N 2 2027-07-02 Floating 4.90248720 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AG7 900000.00000000 PA USD 870902.01000000 0.090217155579 Long DBT CORP US N 2 2030-05-15 Fixed 4.00000000 N N N N N N United Arab Emirates Government Bond 213800FER4348CINTA77 29135LAT7 200000.00000000 PA USD 202850.00000000 0.021013328479 Long DBT NUSS AE Y 2 2034-04-30 Fixed 5.00000000 N N N N N N HarborView Mortgage Loan Trust N/A 41162KAA1 31361.31000000 PA USD 24717.32000000 0.002560478995 Long ABS-MBS CORP US N 2 2046-11-19 Floating 3.93351120 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KH0 100000.00000000 PA USD 48132.80000000 0.004986099763 Long DBT UST US N 2 2041-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371K3A7 12588.14000000 PA USD 12786.28000000 0.001324536858 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 46120.23330000 PA USD 21140.93000000 0.002189999045 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 7.00000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KBB2 75000.00000000 PA USD 72351.73000000 0.007494950300 Long DBT CORP US N 2 2075-11-15 Fixed 5.70000000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69546QAB4 113524.00000000 PA USD 113486.84000000 0.011756156011 Long ABS-O CORP US Y 2 2032-03-15 Fixed 5.30600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAK8 117000.00000000 PA USD 115350.41000000 0.011949204119 Long DBT CORP US N 2 2029-10-18 Variable 4.13300000 N N N N N N FHLMC STACR REMIC Trust 5493000ISU5NYXNHD479 35564KHE2 18093.47000000 PA USD 18115.05000000 0.001876546690 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 5.27775840 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 N/A 955000.00000000 PA 1064217.53000000 0.110242802717 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 297979.20000000 0.030867807786 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N EQUS Mortgage Trust N/A 29478JAA8 476716.17760000 PA USD 476716.18000000 0.049383256996 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 4.64528160 N N N N N N Sunrun Demeter Issuer LLC N/A 86772HAA5 610834.89880000 PA USD 557176.11000000 0.057718139611 Long ABS-O CORP US Y 2 2057-01-30 Fixed 2.27000000 N N N N N N Verus Securitization Trust 213800NJFP5KM7JUV705 924946AC0 189402.29000000 PA USD 188934.96000000 0.019571862833 Long ABS-MBS CORP US Y 2 2067-12-27 Variable 5.27500080 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45865VAA8 200000.00000000 PA USD 197380.06000000 0.020446694779 Long DBT CORP US N 2 2028-12-01 Fixed 3.95000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAF3 300000.00000000 PA USD 296580.24000000 0.030722888851 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2LW0 818653.73000000 PA USD 724742.03000000 0.075076373374 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 1323000.00000000 PA USD 1339386.55000000 0.138747693053 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 806823.11000000 0.083579191693 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJZ5 23190300.00000000 PA USD 22691230.83000000 2.350595449980 Long DBT UST US N 2 2034-02-15 Fixed 4.00000000 N N N N N N Baker Hughes Holdings LLC N/A 05724BAM1 91000.00000000 PA USD 89006.24000000 0.009220198954 Long DBT CORP US N 2 2031-06-15 Fixed 4.35000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWK36 2779017.47000000 PA USD 2678334.22000000 0.277449922316 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKHG8 156268.94000000 PA USD 150515.10000000 0.015591931167 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N First Abu Dhabi Bank PJSC 2138002Y3WMK6RZS8H90 N/A 200000.00000000 PA USD 200224.00000000 0.020741299883 Long DBT CORP AE Y 2 2031-06-03 Floating 4.77987480 N N N N N N JP Morgan Mortgage Trust 529900FDW9QWEZPAFE21 46660CAA5 208795.90000000 PA USD 209454.09000000 0.021697449319 Long ABS-O CORP US Y 2 2056-03-20 Floating 4.95871920 N N N N N N OBX Trust N/A 67118RAA6 322832.01000000 PA USD 323642.48000000 0.033526279231 Long ABS-MBS CORP US Y 2 2053-04-25 Variable 3.69933120 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCN3 200000.00000000 PA USD 196291.56000000 0.020333936544 Long DBT CORP US N 2 2030-05-06 Fixed 4.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKX8 777800.00000000 PA USD 779865.99000000 0.080786690745 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MEU3 25664000.00000000 PA USD 27096916.08000000 2.806982491313 Long DBT USGA US N 2 2029-05-15 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SX7 1230000.00000000 PA USD 773009.12000000 0.080076384303 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FCZ2 62000.00000000 PA USD 60980.80000000 0.006317030225 Long DBT CORP US N 2 2031-01-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TK4 1775000.00000000 PA USD 1486178.04000000 0.153953893680 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332CBX3 234864.24000000 PA USD 234937.12000000 0.024337248580 Long ABS-MBS CORP US Y 2 2054-07-25 Floating 4.97775960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 1865700.00000000 PA USD 1068080.05000000 0.110642923010 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N PRKCM Trust N/A 693984AA4 219703.17000000 PA USD 219511.24000000 0.022739274296 Long ABS-MBS CORP US Y 2 2058-09-25 Variable 6.58400040 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CHC8 32042100.00000000 PA USD 30300243.38000000 3.138816697778 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2M5 800000.00000000 PA USD 773944.96000000 0.080173328416 Long DBT CORP FR Y 2 2028-09-30 Variable 1.90400000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CY0 19000.00000000 PA USD 17798.88000000 0.001843794488 Long DBT CORP US N 2 2065-11-20 Fixed 5.55000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAU5 93000.00000000 PA USD 92066.04000000 0.009537165098 Long DBT CORP US N 2 2056-05-15 Fixed 6.05000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KP2 200000.00000000 PA USD 94843.60000000 0.009824893867 Long DBT UST US N 2 2041-08-15 None 0.00000000 N N N N N N Arivo Acceptance Auto Loan Receivables Trust N/A 039962AF2 95564.02000000 PA USD 95713.64000000 0.009915021726 Long ABS-O CORP US Y 2 2029-05-15 Fixed 4.92000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAN7 159000.00000000 PA USD 159125.61000000 0.016483898015 Long DBT CORP DE N 2 2027-07-13 Variable 7.14600000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAH4 188000.00000000 PA USD 190530.52000000 0.019737147656 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAX0 6000.00000000 PA USD 5919.12000000 0.000613164470 Long DBT CORP US Y 2 2028-10-15 Fixed 4.30000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 1900000.00000000 PA 355939.46000000 0.036871938830 Long STIV NUSS BR N 2 2026-10-01 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGJU4 175391.83000000 PA USD 159628.38000000 0.016535980199 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359MGK3 40681000.00000000 PA USD 44567142.02000000 4.616731548663 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 230220.36640000 PA USD 164788.58000000 0.017070527784 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.60921240 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F5BX6 171472.13000000 PA USD 167692.73000000 0.017371370071 Long ABS-MBS USGSE US N 2 2043-10-15 Floating 3.89748960 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAY7 64000.00000000 PA USD 65552.46000000 0.006790610670 Long DBT CORP BM Y 2 2029-02-15 Fixed 5.95000000 N N N N N N Research-Driven Pagaya Motor Asset Trust N/A 76089MAB1 241944.39000000 PA USD 242274.47000000 0.025097328174 Long ABS-O CORP US Y 2 2034-04-25 Fixed 5.12400000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094AN4 121000.00000000 PA USD 116679.54000000 0.012086889331 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 102521.07000000 PA USD 94534.56000000 0.009792880265 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.18281840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402QYV7 75448.33000000 PA USD 76776.15000000 0.007953278083 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402C4G4 4850.02000000 PA USD 4931.85000000 0.000510892699 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31379KVP5 410.22770000 PA USD 411.94000000 0.000042673061 Long ABS-MBS USGSE US N 2 2028-01-01 Variable 5.91699960 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 71000000.00000000 PA 382878.49000000 0.039662565826 Long DBT NUSS JP N 2 2055-09-20 Fixed 3.20000000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 40000000.00000000 PA 198770.12000000 0.020590691759 Long DBT NUSS JP N 2 2055-06-20 Fixed 2.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 89000.00000000 PA USD 78025.49000000 0.008082697811 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 203247.82000000 0.021054538843 Long DBT CORP US N 2 2029-06-15 Fixed 5.15000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45865VAC4 100000.00000000 PA USD 97880.43000000 0.010139480538 Long DBT CORP US N 2 2031-03-15 Fixed 4.20000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BM4 99000.00000000 PA USD 101913.64000000 0.010557282690 Long DBT CORP US N 2 2034-03-15 Fixed 5.70000000 N N N N N N N/A N/A N/A 290.00000000 NC USD 69721.74000000 0.007222508379 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-09-30 31043593.75000000 USD 69721.74000000 N N N Choice Hotels International, Inc. 5493003CYRY5RFGTIR97 169905AF3 900000.00000000 PA USD 861705.63000000 0.089264498178 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 518926.50000000 0.053755844225 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 199677.26000000 0.020684662825 Long DBT CORP US N 2 2030-03-15 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FKHL7 1268.35000000 PA USD 1230.74000000 0.000127492944 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 5965000.00000000 PA USD 6070319.23000000 0.628827271154 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 97698.37000000 0.010120620856 Long DBT UST US N 2 2047-02-15 Fixed 0.87500000 N N N N N N Ludgate Funding plc 213800LADM2GPWI3P269 N/A 300163.50000000 PA 390446.45000000 0.040446534421 Long ABS-MBS CORP GB Y 2 2061-01-01 Floating 4.04334955 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKZ1 237000.00000000 PA USD 241415.69000000 0.025008366743 Long DBT CORP US N 2 2029-03-15 Fixed 5.37500000 N N N N N N FHLMC 5493000IRHY5YZIPQD14 35564KX79 172106.26000000 PA USD 173132.91000000 0.017934920918 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 5.62776120 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NG2 500000.00000000 PA USD 494856.40000000 0.051262411058 Long DBT CORP US N 2 2028-02-24 Variable 3.07000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAT1 128000.00000000 PA USD 128376.27000000 0.013298559183 Long DBT CORP US N 2 2033-03-15 Fixed 5.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TM0 1320400.00000000 PA USD 1195746.71000000 0.123867973355 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 420530.49000000 0.043562954507 Long ABS-MBS CORP US Y 2 2042-06-25 Floating 8.12775960 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XCE8 700000.00000000 PA USD 717320.03000000 0.074307524846 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 113296.57000000 PA USD 111006.74000000 0.011499241267 Long ABS-MBS CORP US N 2 2036-04-25 Floating 4.22282160 N N N N N N Sekisui House US, Inc. 5299005FV4VNV75R8R35 552676AQ1 162000.00000000 PA USD 149124.24000000 0.015447851315 Long DBT CORP US N 2 2043-01-15 Fixed 6.00000000 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WBC8 200000.00000000 PA USD 199892.42000000 0.020706951353 Long DBT CORP JP Y 2 2029-11-01 Fixed 4.82790000 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LPD5 32031.45700000 PA USD 30119.41000000 0.003120084081 Long ABS-MBS CORP US N 2 2035-07-19 Floating 4.25351160 N N N N N N N/A N/A N/A -34.00000000 NC USD 8614.74000000 0.000892405035 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 2 Year Note 2026-09-30 -7008515.61000000 USD 8614.74000000 N N N New South Wales Treasury Corp. TC7LRO17HPNPLTAV0H77 N/A 100000.00000000 PA 65515.70000000 0.006786802684 Long DBT NUSS AU Y 2 2037-02-20 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H060671 1169544.00000000 PA USD 1193757.19000000 0.123661878027 Long ABS-MBS USGA US N 2 2056-07-15 Fixed 6.00000000 N N N N N N BANK N/A 06541LBG0 700000.00000000 PA USD 648305.14000000 0.067158239396 Long ABS-MBS CORP US N 2 2064-03-15 Variable 3.50212320 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BL3 283000.00000000 PA USD 284766.83000000 0.029499132061 Long DBT CORP US N 2 2030-07-15 Fixed 4.75000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8Y1 105000.00000000 PA USD 94744.26000000 0.009814603189 Long DBT CORP US N 2 2065-11-15 Fixed 5.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JC8 600000.00000000 PA USD 606958.74000000 0.062875146053 Long DBT CORP US N 2 2029-06-01 Fixed 5.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKT7 6357400.00000000 PA USD 6416870.30000000 0.664726662176 Long DBT UST US N 2 2029-05-31 Fixed 4.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEU6 106000.00000000 PA USD 108136.04000000 0.011201864081 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N FNMA or FHLMC N/A 01F040677 11277000.00000000 PA USD 10554567.19000000 1.093352661175 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 4.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BW1 300000.00000000 PA USD 304352.73000000 0.031528044806 Long DBT CORP US Y 2 2028-09-12 Fixed 5.65000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B6UF5 550682.88000000 PA USD 487511.40000000 0.050501538997 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 512494.65000000 0.053089565808 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N GE Aerospace 3C7474T6CDKPR9K6YT90 369604CA9 113000.00000000 PA USD 112822.12000000 0.011687297349 Long DBT CORP US N 2 2036-01-29 Fixed 4.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 500000.00000000 PA USD 505999.80000000 0.052416761192 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SF6 300000.00000000 PA USD 219659.49000000 0.022754631584 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Danish Krone N/A N/A -0.90000000 OU Currencies -0.14000000 -0.00000001450 Short STIV DK N 1 N N N United States of America 254900HROIFWPRGM1V77 912810TY4 414000.00000000 PA USD 395589.85000000 0.040979341686 Long DBT UST US N 2 2054-02-15 Fixed 2.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FMWS1 62980.36000000 PA USD 60412.14000000 0.006258122464 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 400000.00000000 PA USD 404225.28000000 0.041873890008 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BY7 1400000.00000000 PA 442698.19000000 0.045859317148 Long DBT NUSS PE Y 2 2032-08-12 Fixed 6.15000000 N N N N N N Neuberger Berman Loan Advisers CLO 42 Ltd. 549300LGCRX4YI1JNS93 64133WAL9 469642.00000000 PA USD 469725.60000000 0.048659099472 Long ABS-CBDO CORP KY Y 2 2036-07-16 Floating 4.62952080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A6UZ7 144691.89000000 PA USD 145845.94000000 0.015108250651 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 507521.75000000 0.052574420720 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 198653.32000000 0.020578592391 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 487185.09000000 0.050467736388 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 102348.59000000 0.010602339369 Long DBT CORP US Y 2 2028-04-01 Fixed 4.90700000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12182.99000000 -0.00126204175 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 942690.36000000 USD 16378019.51000000 MXN 2026-09-17 -12182.99000000 N N N N/A N/A N/A 1.00000000 NC N/A 7372.12000000 0.000763681435 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 282185.00000000 AUD 202742.90000000 USD 2026-07-02 7372.12000000 N N N N/A N/A N/A 1.00000000 NC N/A 2726.17000000 0.000282405253 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 847013.69000000 DKK 132206.30000000 USD 2026-07-02 2726.17000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31417DRX3 74756.48000000 PA USD 70216.51000000 0.007273761840 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AYPN0 12530000.00000000 PA USD 12536471.75000000 1.298659102061 Long DBT USGA US N 2 2027-01-15 Fixed 4.12500000 N N N N N N United Arab Emirates Government Bond 213800FER4348CINTA77 29135LAZ3 200000.00000000 PA USD 198492.00000000 0.020561881175 Long DBT NUSS AE Y 2 2033-04-20 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RN0 2700000.00000000 PA USD 2011802.13000000 0.208403544455 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303MAL6 100000.00000000 PA USD 99086.86000000 0.010264455199 Long DBT CORP US N 2 2066-05-15 Fixed 6.45000000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69544LAA9 22459.69000000 PA USD 22472.35000000 0.002327921480 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 7801837.92000000 0.808196120062 Long DBT USGA US N 2 2033-07-15 Fixed 4.70000000 N N N N N N Swiss Franc N/A N/A 4604.51000000 OU Currencies 5698.65000000 0.000590325877 Long STIV CH N 1 N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BZ0 45000.00000000 PA USD 45506.52000000 0.004714042162 Long DBT CORP US Y 2 2030-04-01 Fixed 5.18600000 N N N N N N Treasury Corp. of Victoria 549300ZJM7BQW1P9UV75 N/A 100000.00000000 PA 48826.67000000 0.005057978088 Long DBT NUSS AU N 2 2037-11-20 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UXM7 84331.67000000 PA USD 84713.78000000 0.008775540970 Long ABS-MBS USGA US N 2 2066-05-20 Floating 4.56085080 N N N N N N FORESEA Holding SA 254900BAD50AKYGIMV79 N/A 100613.00000000 PA USD 98592.69000000 0.010213263892 Long DBT CORP LU Y 2 2030-06-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CGC9 1473800.00000000 PA USD 1467805.61000000 0.152050684873 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACN5 158000.00000000 PA USD 162228.17000000 0.016805293688 Long DBT CORP US Y 2 2028-09-21 Fixed 6.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJW2 7988300.00000000 PA USD 7956713.46000000 0.824239751294 Long DBT UST US N 2 2029-01-31 Fixed 4.00000000 N N N N N N Diameter Capital CLO 9 Ltd. N/A 25254AAA5 294068.00000000 PA USD 293798.34000000 0.030434710500 Long ABS-CBDO CORP KY Y 2 2038-04-20 Floating 4.84522920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1520.62000000 0.000157521752 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 201426.23000000 USD 153000.00000000 GBP 2026-07-02 1520.62000000 N N N Freeport Indonesia PT 549300T4HTQHRKLNE619 69377FAA4 215000.00000000 PA USD 214731.25000000 0.022244112846 Long DBT CORP ID Y 2 2027-04-14 Fixed 4.76300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BM9 280000.00000000 PA USD 274296.04000000 0.028414457919 Long DBT CORP CH Y 2 2031-09-23 Variable 4.39800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N6HR1 199607.86000000 PA USD 179551.76000000 0.018599852659 Long ABS-MBS USGA US N 2 2056-05-20 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MEM8 400000.00000000 PA USD 399115.52000000 0.041344567527 Long DBT CORP JP N 2 2032-07-07 Variable 4.93400000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJR3 15105100.00000000 PA USD 14958899.25000000 1.549599524909 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 36128.54000000 0.003742572731 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 1867545.55000000 CAD 1352924.27000000 USD 2026-07-02 36128.54000000 N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196CP5 298000.00000000 PA USD 295896.42000000 0.030652051610 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 744480.00000000 0.077121039123 Long DBT CORP JP Y 2 2030-09-17 Fixed 4.81000000 N N N N N N UPSTART Securitization Trust N/A 916930AB6 150000.00000000 PA USD 149946.99000000 0.015533080381 Long ABS-O CORP US Y 2 2036-07-20 Fixed 4.77000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6B3 351710.26000000 PA USD 299476.40000000 0.031022903450 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 506272.70000000 0.052445031033 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75000000 N N N N N N Jyske Realkredit A/S 529900R9HQNZRT2OXB26 N/A 0.60000000 PA 0.07000000 0.000000007251 Long DBT CORP DK N 2 2053-10-01 Fixed 1.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 45000.00000000 PA USD 38392.99000000 0.003977148189 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAX0 77000.00000000 PA USD 75017.53000000 0.007771101797 Long DBT CORP US N 2 2032-11-15 Fixed 5.20000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VBD3 200000.00000000 PA USD 198416.00000000 0.020554008299 Long DBT CORP US Y 2 2028-10-30 Fixed 4.55000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 400000.00000000 PA USD 400868.88000000 0.041526198927 Long DBT CORP US Y 2 2030-03-01 Fixed 4.80000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617954AC6 216540.51000000 PA USD 215365.24000000 0.022309788174 Long ABS-MBS CORP US Y 2 2071-04-27 Variable 5.27600160 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAF8 500000.00000000 PA USD 504609.90000000 0.052272780786 Long DBT CORP US N 2 2029-08-21 Fixed 5.15000000 N N N N N N WRKCo., Inc. 549300JEB576INN13W07 96145DAH8 280000.00000000 PA USD 277317.38000000 0.028727439975 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 508205.00000000 0.052645198914 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 305652.42000000 0.031662680315 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 146527.50000000 0.015178853777 Long DBT CORP US Y 2 2032-10-11 Fixed 5.12500000 N N N N N N Takeda US Financing, Inc. 254900ZGPIBGBZ2N3A33 87406BAA0 275000.00000000 PA USD 274439.28000000 0.028429296220 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 270259.17000000 0.027996276626 Long DBT CORP FR Y 2 2032-06-09 Variable 2.88900000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPZ8 5109500.00000000 PA USD 4994536.25000000 0.517386397942 Long DBT UST US N 2 2036-02-15 Fixed 4.12500000 N N N N N N Japanese Yen N/A N/A 3573464.00000000 OU Currencies 21977.70000000 0.002276680450 Long STIV JP N 1 N N N GLP Capital LP N/A 361841AQ2 66000.00000000 PA USD 62331.06000000 0.006456904304 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BL1 81000.00000000 PA USD 80406.58000000 0.008329356063 Long DBT CORP US N 2 2028-11-15 Fixed 4.37500000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAN7 274000.00000000 PA USD 276104.18000000 0.028601764007 Long DBT CORP GB Y 2 2036-07-14 Variable 5.53700000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VBG8 71000.00000000 PA USD 70447.75000000 0.007297716102 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 134415.17000000 0.013924131721 Long DBT CORP US N 2 2030-06-30 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138X6P58 257266.33000000 PA USD 247293.17000000 0.025617217707 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 9802.29000000 PA USD 9746.99000000 0.001009695353 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.83756840 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CP5 600000.00000000 PA USD 601798.74000000 0.062340619186 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 33765.68600000 PA USD 20477.44000000 0.002121267799 Long ABS-MBS CORP US N 2 2036-08-25 Variable 4.48665840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36180NWH4 95317.89530000 PA USD 86880.05000000 0.008999945915 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CJJ1 25539800.00000000 PA USD 25829311.51000000 2.675670727886 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N Alternative Loan Trust N/A 02150BAA7 365415.85280000 PA USD 181009.07000000 0.018750816098 Long ABS-MBS CORP US N 2 2037-07-25 Fixed 6.00000000 N N N N N N FNMA or FHLMC N/A 01F060683 1100000.00000000 PA USD 1120839.83000000 0.116108333844 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 6.00000000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 5600000.00000000 PA 23731.06000000 0.002458311850 Long DBT NUSS JP N 2 2054-09-20 Fixed 2.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CLC3 6959300.00000000 PA USD 6929443.91000000 0.717824407489 Long DBT UST US N 2 2029-07-31 Fixed 4.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3364.49000000 0.000348529127 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 773506.31000000 BRL 153202.03000000 USD 2026-07-02 3364.49000000 N N N N/A N/A N/A 98.00000000 NC USD 69141.31000000 0.007162381358 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 10 Year Note 2026-09-21 10769281.26000000 USD 69141.31000000 N N N Canadian Dollar N/A N/A 25939.77000000 OU Currencies 18289.98000000 0.001894667772 Long STIV CA N 1 N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAH9 48000.00000000 PA USD 47235.46000000 0.004893143883 Long DBT CORP US N 2 2036-04-15 Fixed 5.05000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CS7 500000.00000000 PA USD 511062.50000000 0.052941208705 Long DBT CORP GB Y 2 2029-01-09 Fixed 6.30100000 N N N N N N Alternative Loan Trust N/A 23245PAA9 56904.19310000 PA USD 53010.62000000 0.005491395469 Long ABS-MBS CORP US N 2 2047-02-25 Floating 4.08282120 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAU9 298000.00000000 PA USD 309667.95000000 0.032078650987 Long DBT CORP FR Y 2 2035-01-18 Variable 6.50800000 N N N N N N FNMA or FHLMC N/A 01F050676 10600000.00000000 PA USD 10429405.72000000 1.080387124660 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1013.58000000 -0.00010499723 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 55869.00000000 USD 285507.35000000 BRL 2026-08-04 -1013.58000000 N N N Federation des Caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 267000.00000000 PA USD 267349.02000000 0.027694812796 Long DBT CORP CA Y 2 2027-08-23 Fixed 4.55000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWG80 333045.58000000 PA USD 330096.69000000 0.034194873930 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 599703.60000000 0.062123582632 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 4.68309960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFZ9 1767800.00000000 PA USD 1761167.04000000 0.182440135658 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UP1 375000.00000000 PA USD 358389.79000000 0.037125769686 Long DBT UST US N 2 2055-11-15 Fixed 4.62500000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBU8 600000.00000000 PA USD 594703.74000000 0.061605644744 Long DBT CORP GB N 2 2027-11-24 Variable 2.27900000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAH6 200000.00000000 PA USD 201156.48000000 0.020837895932 Long DBT CORP US Y 2 2026-11-21 Fixed 6.12500000 N N N N N N AREIT Trust N/A 04002VAA9 107152.40000000 PA USD 107240.33000000 0.011109077054 Long ABS-MBS CORP KY Y 2 2037-01-20 Floating 4.85605080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 1290764.44000000 PA USD 1040115.67000000 0.107746079517 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MFSQ4 124247.53000000 PA USD 112966.97000000 0.011702302429 Long ABS-MBS USGA US N 2 2050-02-15 Fixed 3.50000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAF4 385000.00000000 PA USD 381159.01000000 0.039484444071 Long DBT CORP GB Y 2 2028-02-16 Variable 2.97200000 N N N N N N Lobel Automobile Receivables Trust N/A 53948VAA3 163624.75000000 PA USD 163350.83000000 0.016921590575 Long ABS-O CORP US Y 2 2028-10-16 Fixed 4.88000000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 124857AR4 100000.00000000 PA USD 98744.00000000 0.010228938167 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDM9 751000.00000000 PA USD 763016.98000000 0.079041293743 Long DBT CORP JP N 2 2029-07-09 Fixed 5.31600000 N N N N N Commonwealth of Australia 213800J6B7JSBDETCB42 N/A 800000.00000000 PA 475716.45000000 0.049279694487 Long DBT NUSS AU Y 2 2035-06-21 Fixed 2.75000000 N N N N N N N/A N/A N/A 2.00000000 NC 1649.35000000 0.000170856955 N/A DIR CA N 1 Canadian Derivatives Clearing 5493004XJK1P32XQLA57 Long Canada Canada 10 Year Bond 2026-09-18 242220.00000000 CAD 1649.35000000 N N N N/A N/A N/A 26.00000000 NC USD 60779.23000000 0.006296149493 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-09-21 3020062.50000000 USD 60779.23000000 N N N Sequoia Mortgage Trust N/A 81743PBW5 4433.82000000 PA USD 4461.78000000 0.000462197923 Long ABS-MBS CORP US N 2 2033-07-20 Floating 4.45350960 N N N N N N Greywolf CLO III Ltd. 5493002TWMA4NNPZ2B66 39809CAY0 310741.73000000 PA USD 310918.85000000 0.032208232316 Long ABS-CBDO CORP KY Y 2 2033-04-22 Floating 4.89363840 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 200000.00000000 PA USD 197400.78000000 0.020448841174 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115KAE0 300000.00000000 PA USD 296971.56000000 0.030763425877 Long DBT CORP CA N 2 2028-10-13 Fixed 4.10900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SV1 1000000.00000000 PA USD 682528.71000000 0.070703475374 Long DBT UST US N 2 2051-02-15 Fixed 0.12500000 N N N N N N Suncor Energy, Inc. 894500XO86FKXQGPYV71 71644EAJ1 130000.00000000 PA USD 142816.45000000 0.014794424333 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXT6 500000.00000000 PA 345016.75000000 0.035740450079 Long DBT CORP US N 2 2029-02-28 Variable 2.01300000 N N N N N N N/A N/A N/A -44.00000000 NC USD -138935.72000000 -0.01439241765 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury Long Bond 2026-09-21 -4994000.00000000 USD -138935.72000000 N N N Go Mortgage LLC 25490018IFQOT83Q7H49 36261CAC5 101630.68000000 PA USD 100701.22000000 0.010431687523 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 503460.00000000 0.052153662095 Long DBT NUSS SA Y 2 2034-07-17 Fixed 5.25000000 N N N N N N RD Michigan Property Owner I LLC N/A 74941YAA0 1350000.00000000 PA USD 1346164.65000000 0.139449839672 Long DBT CORP US Y 2 2045-03-30 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YN90 680655.52000000 PA USD 688551.60000000 0.071327389429 Long ABS-MBS USGA US N 2 2073-01-20 Floating 4.50871920 N N N N N N Connecticut Avenue Securities Trust N/A 20754VAB3 63029.58000000 PA USD 63096.65000000 0.006536212138 Long ABS-MBS CORP US Y 2 2045-03-25 Floating 5.22776160 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBS0 500000.00000000 PA USD 534667.05000000 0.055386415324 Long DBT CORP FR Y 2 2034-01-10 Variable 6.69100000 N N N N N N GLP Capital LP N/A 361841AR0 176000.00000000 PA USD 157697.76000000 0.016335986351 Long DBT CORP US N 2 2032-01-15 Fixed 3.25000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 232000.00000000 PA USD 252478.41000000 0.026154359197 Long DBT CORP US Y 2 2033-10-15 Fixed 6.95000000 N N N N N N Duke Energy Carolinas NC Storm Funding LLC N/A 26443KAB1 154000.00000000 PA USD 123457.95000000 0.012789068063 Long DBT CORP US N 2 2043-07-01 Fixed 2.61700000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87019DAD9 251000.00000000 PA USD 252368.10000000 0.026142932132 Long DBT CORP SE Y 2 2031-03-30 Fixed 4.89800000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAN0 300000.00000000 PA USD 300344.25000000 0.031112804447 Long DBT CORP US N 2 2026-10-16 Fixed 4.45000000 N N N N N N Towd Point Mortgage Trust N/A 89190MAA2 245508.89000000 PA USD 241591.26000000 0.025026554124 Long ABS-O CORP US Y 2 2066-02-25 Variable 4.71999960 N N N N N N Harvest CLO XXII DAC 635400MYQ7BBH2H3RR48 N/A 399814.04000000 PA 457033.10000000 0.047344277328 Long ABS-CBDO CORP IE Y 2 2032-01-15 Floating 3.05399880 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 90000.00000000 PA USD 90060.25000000 0.009329384353 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 515250.45000000 0.053375040448 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 129093.43000000 0.013372850131 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 576086.96000000 PA USD 541521.74000000 0.056096495939 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 283442.61000000 0.029361955479 Long DBT CORP US Y 2 2027-03-19 Fixed 4.65000000 N N N N N N Bridgecrest Lending Auto Securitization Trust N/A 10807VAB1 160000.00000000 PA USD 159974.94000000 0.016571880515 Long ABS-O CORP US N 2 2028-09-15 Fixed 4.24000000 N N N N N N Lendbuzz Securitization Trust N/A 52608MAB4 24531.79000000 PA USD 24627.21000000 0.002551144457 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 304329.43000000 0.031525631148 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M43N1 10206.03000000 PA USD 10397.35000000 0.001077066457 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 206384.34000000 0.021379452449 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N N AMMC CLO 27 Ltd. N/A 00173UAS3 299615.00000000 PA USD 299635.37000000 0.031039371229 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 4.75522920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MA4D3 261378.10000000 PA USD 222723.18000000 0.023072000696 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B93N2 425854.00000000 PA USD 362608.76000000 0.037562814805 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 106832.00000000 PA 141282.18000000 0.014635488570 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 4.80453150 N N N N N N Charter Communications Operating LLC N/A 161175CD4 800000.00000000 PA USD 744536.00000000 0.077126840190 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N FFCB 254900C5LP6DN9OP9V83 3133ERFJ5 30063000.00000000 PA USD 30160870.10000000 3.124378953070 Long DBT USGA US N 2 2027-05-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 1100000.00000000 PA USD 644261.42000000 0.066739348508 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N MVW LLC N/A 55400KAB1 35946.00000000 PA USD 33682.56000000 0.003489192493 Long ABS-O CORP US Y 2 2039-05-20 Fixed 1.83000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AT8 116000.00000000 PA USD 118004.12000000 0.012224103206 Long DBT CORP US Y 2 2031-01-15 Fixed 5.75000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036LJ3 17980.96000000 PA USD 15308.53000000 0.001585817941 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.57026840 N N N N N N FHLMC 5493000IRILHAKSCHN59 35564KP37 73778.32000000 PA USD 74617.70000000 0.007729683216 Long ABS-MBS CORP US Y 2 2043-03-25 Floating 5.73010920 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 654740BT5 800000.00000000 PA USD 761768.00000000 0.078911911308 Long DBT CORP US Y 2 2028-03-09 Fixed 2.75000000 N N N N N N Ludgate Funding plc 213800LADM2GPWI3P269 N/A 32708.10000000 PA 43385.66000000 0.004494341261 Long ABS-MBS CORP GB Y 2 2061-01-01 Floating 4.48334975 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416YT81 924.50190000 PA USD 915.69000000 0.000094856764 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 220735.66000000 0.022866112549 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 214100.00000000 PA USD 200228.40000000 0.020741755681 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HCD7 290000.00000000 PA USD 325871.55000000 0.033757189658 Long DBT CORP IT Y 2 2033-11-28 Fixed 7.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNWY5 856843.19000000 PA USD 695543.49000000 0.072051682656 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 877426.92000000 0.090893074126 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 408112.70000000 PA USD 363241.40000000 0.037628350285 Long ABS-MBS CORP US Y 2 2063-03-25 Variable 3.25000080 N N N N N N GS Mortgage-Backed Securities Trust 2549005U12N6A8G3H936 36277LAA1 193086.39000000 PA USD 191085.24000000 0.019794611366 Long ABS-O CORP US Y 2 2056-05-25 Variable 4.89899880 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833ER7 202000.00000000 PA USD 154466.15000000 0.016001222326 Long DBT CORP US N 2 2062-08-08 Fixed 4.10000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFQ4 110000.00000000 PA USD 109905.04000000 0.011385115637 Long DBT CORP US N 2 2029-04-06 Fixed 4.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVX9 700000.00000000 PA USD 703385.97000000 0.072864088909 Long DBT CORP US N 2 2027-10-28 Floating 5.68173960 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCR1 273000.00000000 PA USD 272470.76000000 0.028225376292 Long DBT CORP FR Y 2 2028-10-16 Fixed 4.59100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412EJ72 35250.44000000 PA USD 36165.67000000 0.003746419045 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.70999960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQL8 6800000.00000000 PA USD 6752822.28000000 0.699528088397 Long DBT UST US N 2 2028-04-30 Fixed 3.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 211000.00000000 PA USD 223189.98000000 0.023120356731 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810ST6 7700000.00000000 PA USD 4995120.13000000 0.517446882350 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N CDW LLC N/A 12513GBK4 500000.00000000 PA USD 499204.50000000 0.051712832816 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 308312.46000000 0.031938235130 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 205732.27000000 0.021311904206 Long DBT CORP US N 2 2031-05-15 Fixed 2.51000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1976.72000000 -0.00020476936 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 975554.50000000 BRL 187000.00000000 USD 2026-07-02 -1976.72000000 N N N OCP CLO Ltd. 213800MLX1S56O7NHK45 67570MAA8 250000.00000000 PA USD 250308.00000000 0.025929525388 Long ABS-CBDO CORP JE Y 2 2037-10-15 Floating 5.03309880 N N N N N N Lendbuzz Securitization Trust N/A 52608LAB6 55415.14000000 PA USD 55700.27000000 0.005770017598 Long ABS-O CORP US Y 2 2028-08-15 Fixed 6.92000000 N N N N N N Lendmark Funding Trust N/A 52607MAA7 669173.86000000 PA USD 657326.40000000 0.068092756032 Long ABS-O CORP US Y 2 2031-11-20 Fixed 1.90000000 N N N N N N Pagaya AI Debt Grantor Trust N/A 69548WAF0 47557.70000000 PA USD 47580.39000000 0.004928875347 Long ABS-O CORP US Y 2 2033-03-15 Variable 5.10800040 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDZ6 500000.00000000 PA USD 500722.85000000 0.051870119418 Long DBT CORP US N 2 2028-01-23 Floating 4.84472160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383KKU5 873834.42000000 PA USD 885604.88000000 0.091740232912 Long ABS-MBS USGA US N 2 2073-12-20 Floating 4.50871920 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U8B9 300000.00000000 PA USD 302201.58000000 0.031305206149 Long DBT CORP US N 2 2028-05-26 Variable 5.50400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797RF6 4783100.00000000 PA USD 4779249.60000000 0.495084750943 Long STIV UST US N 2 2026-07-09 None 0.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 779926QY3 500000.00000000 PA 352832.72000000 0.036550110148 Long DBT CORP CA N 2 2029-06-12 Variable 3.41100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402RRN1 6124.46230000 PA USD 6152.36000000 0.000637325913 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAZ0 400000.00000000 PA USD 402048.36000000 0.041648381825 Long DBT CORP US Y 2 2027-11-15 Fixed 4.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XJW8 12076.49000000 PA USD 12266.51000000 0.001270693635 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BT4 400000.00000000 PA USD 392654.96000000 0.040675315028 Long DBT CORP CH Y 2 2033-11-06 Variable 4.84400000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAY7 100000.00000000 PA USD 95030.00000000 0.009844203132 Long DBT CORP US N 2 2028-07-15 Fixed 2.45000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753CAB6 148135.46000000 PA USD 148270.41000000 0.015359402657 Long ABS-MBS CORP US Y 2 2045-07-25 Floating 4.82775840 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DNA94 281613.91000000 PA USD 240318.36000000 0.024894693804 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YBG7 400000.00000000 PA USD 394723.32000000 0.040889577429 Long DBT CORP GB N 2 2030-02-10 Variable 4.24100000 N N N N N N Impac Secured Assets CMN Owner Trust N/A 45254TRS5 124492.27000000 PA USD 76619.49000000 0.007937049599 Long ABS-MBS CORP US N 2 2035-07-25 Floating 4.03282080 N N N N N N FHLMC 5299002728NGTS7IC376 35564UFA0 49457.42000000 PA USD 49523.09000000 0.005130120569 Long ABS-MBS CORP US Y 2 2046-05-25 Floating 4.87775880 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 653522DT6 275000.00000000 PA USD 273003.42000000 0.028280554796 Long DBT CORP US Y 2 2030-10-03 Fixed 4.64700000 N N N N N N OCCU Auto Receivables Trust N/A 67098SAB6 65372.50000000 PA USD 65429.60000000 0.006777883544 Long ABS-O CORP US Y 2 2028-04-17 Fixed 4.82000000 N N N N N N BFLD Trust N/A 05493AAA8 800000.00000000 PA USD 601040.80000000 0.062262103819 Long ABS-MBS CORP US Y 2 2035-10-15 Floating 4.89048120 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3189.44000000 0.000330395614 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1167000.00000000 BRL 229251.47000000 USD 2026-07-02 3189.44000000 N N N N/A N/A N/A 1.00000000 NC N/A 58.41000000 0.000006050719 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 63000.00000000 MXN 3637.72000000 USD 2026-09-17 58.41000000 N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 74456QCX2 258000.00000000 PA USD 253272.92000000 0.026236662868 Long DBT CORP US N 2 2031-01-01 Fixed 4.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132XGVV5 299352.60000000 PA USD 298957.96000000 0.030969198003 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 4.17000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BY4 400000.00000000 PA USD 401659.00000000 0.041608047836 Long DBT CORP US N 2 2028-01-07 Floating 4.29766920 N N N N N N Towd Point Mortgage Trust 254900HMDJT9KG22DU68 89183TAA6 90817.57000000 PA USD 89819.51000000 0.009304445982 Long ABS-O CORP US Y 2 2065-12-25 Variable 4.97999880 N N N N N N SoFi Consumer Loan Program Trust N/A 83405UAA8 86379.99000000 PA USD 86278.68000000 0.008937649709 Long ABS-O CORP US Y 2 2035-08-25 Fixed 4.24000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBV1 80000.00000000 PA USD 79531.21000000 0.008238676066 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225CC87 31.54670000 PA USD 31.56000000 0.000003269315 Long ABS-MBS USGA US N 2 2027-07-20 Variable 5.37500160 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VCE8 140000.00000000 PA USD 138006.83000000 0.014296193498 Long DBT CORP US N 2 2036-04-01 Fixed 5.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER77 446568.00000000 PA USD 442613.95000000 0.045850590686 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Argentine Peso N/A N/A 351869.27000000 OU Currencies 237.15000000 0.000024566481 Long STIV AR N 1 N N N N/A N/A N/A 1.00000000 NC N/A -56.17000000 -0.00000581867 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 2642000.00000000 MXN 150047.48000000 USD 2026-09-17 -56.17000000 N N N FFCB 254900C5LP6DN9OP9V83 3133ERDH1 5957000.00000000 PA USD 6047321.82000000 0.626444958458 Long DBT USGA US N 2 2029-04-30 Fixed 4.75000000 N N N N N N GLP Capital LP N/A 361841AX7 31000.00000000 PA USD 30301.83000000 0.003138981056 Long DBT CORP US N 2 2036-03-01 Fixed 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5TP4 1419242.33000000 PA USD 1450224.82000000 0.150229482432 Long ABS-MBS USGA US N 2 2055-08-20 Fixed 6.00000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222AT2 281000.00000000 PA USD 274450.51000000 0.028430459541 Long DBT CORP US N 2 2031-01-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M2QB1 657942.55000000 PA USD 582466.80000000 0.060338014279 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 501009.50000000 0.051899813629 Long DBT CORP US N 2 2027-01-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 2000000.00000000 PA USD 1250064.00000000 0.129494727394 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 209520.00000000 0.021704276968 Long DBT CORP US Y 2 2037-12-15 Fixed 7.87500000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781CF9 131000.00000000 PA USD 128072.83000000 0.013267125689 Long DBT CORP US Y 2 2030-10-23 Fixed 4.12500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBC3 54000.00000000 PA USD 48848.17000000 0.005060205283 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Neighborly Issuer N/A 64016NAE7 241875.00000000 PA USD 242218.97000000 0.025091578903 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 612420.54000000 0.063440936526 Long DBT CORP US N 2 2028-11-10 Variable 6.20400000 N N N N N N State of Kuwait 549300FSC1YD0D9XX589 85704AAA5 200000.00000000 PA USD 199314.00000000 0.020647032548 Long DBT NUSS KW Y 2 2033-04-20 Fixed 4.80400000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307GTJ7 2371.31000000 PA USD 2269.49000000 0.000235097554 Long ABS-MBS CORP US N 2 2035-08-25 Variable 5.32882080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 238900.00000000 PA USD 174873.20000000 0.018115198391 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Connecticut Avenue Securities Trust N/A 20755BAB6 110855.69000000 PA USD 110817.37000000 0.011479624338 Long ABS-MBS CORP US Y 2 2046-01-25 Floating 4.62776040 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBC9 350000.00000000 PA USD 346033.03000000 0.035845727010 Long DBT CORP US N 2 2028-01-06 Variable 2.49000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AX6 550000.00000000 PA USD 550313.12000000 0.057007199196 Long DBT CORP GB N 2 2032-06-18 Variable 4.98300000 N N N N N N Treasury Corp. of Victoria 549300ZJM7BQW1P9UV75 N/A 200000.00000000 PA 114889.94000000 0.011901503811 Long DBT NUSS AU Y 2 2033-09-15 Fixed 2.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 11118.29000000 0.001151748976 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 576944.00000000 AUD 410565.47000000 USD 2026-07-02 11118.29000000 N N N GLP Capital LP N/A 361841AV1 400000.00000000 PA USD 391876.00000000 0.040594622189 Long DBT CORP US N 2 2033-02-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SP4 300000.00000000 PA USD 147963.99000000 0.015327660463 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617MFXY1 14168.74000000 PA USD 12882.35000000 0.001334488795 Long ABS-MBS USGA US N 2 2050-01-15 Fixed 3.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DP1 298000.00000000 PA USD 299185.59000000 0.030992778303 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 235700.00000000 0.024416275684 Long DBT NUSS MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 593914.09000000 PA USD 521329.00000000 0.054004720348 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 3191500.00000000 PA USD 1783147.86000000 0.184717139310 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N Alternative Loan Trust N/A 12668ASY2 344322.43000000 PA USD 174746.94000000 0.018102119058 Long ABS-MBS CORP US N 2 2035-08-25 Floating 4.30282080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TB4 625000.00000000 PA USD 345367.69000000 0.035776804121 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660KAA9 353097.74930000 PA USD 329718.97000000 0.034155745735 Long ABS-MBS CORP US N 2 2037-02-25 Floating 4.12282080 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QS0 94000.00000000 PA USD 83828.13000000 0.008683796063 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Baxter International, Inc. J5OIVXX3P24RJRW5CK77 071813DD8 200000.00000000 PA USD 198297.72000000 0.020541755617 Long DBT CORP US N 2 2030-12-15 Fixed 4.90000000 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 61690U7Z7 500000.00000000 PA USD 501556.00000000 0.051956425825 Long DBT CORP US N 2 2028-01-14 Floating 4.72777200 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 51000.00000000 PA USD 34120.46000000 0.003534554763 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363DAA5 53536.51970000 PA USD 50657.54000000 0.005247638787 Long ABS-MBS CORP US N 2 2046-08-25 Floating 4.74423120 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAT4 258000.00000000 PA USD 254053.06000000 0.026317477943 Long DBT CORP FR Y 2 2032-01-12 Variable 4.65600000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAR2 20000.00000000 PA USD 19994.51000000 0.002071240849 Long DBT CORP US Y 2 2027-04-14 Fixed 4.75000000 N N N N N N AGL CLO 44 Ltd. 254900WK97J0UDI0DQ10 00121RAA2 250000.00000000 PA USD 249875.00000000 0.025884670711 Long ABS-CBDO CORP KY Y 2 2037-10-22 Floating 4.81363920 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 363600.00000000 PA USD 310877.71000000 0.032203970604 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 199436.26000000 0.020659697520 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 504059.20000000 0.052215733510 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 700000.00000000 PA USD 708527.19000000 0.073396670347 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GK3 100000.00000000 PA USD 75654.30000000 0.007837065106 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 75895.77000000 0.007862079098 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 3010976.75000000 0.311908521030 Long DBT USGA US N 2 2026-07-17 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 804100.00000000 PA USD 720884.58000000 0.074676778285 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A3K9 258000.00000000 PA USD 256157.62000000 0.026535490320 Long DBT CORP CA N 2 2029-01-20 Variable 4.16600000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TT5 558200.00000000 PA USD 489900.77000000 0.050749054977 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N FirstEnergy Pennsylvania Electric Co. O1PLQWO3TX952VMBJ146 33767QAA4 400000.00000000 PA USD 395874.52000000 0.041008830787 Long DBT CORP US Y 2 2031-03-15 Fixed 4.55000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TG3 571800.00000000 PA USD 397539.43000000 0.041181299610 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 649855.09160000 PA USD 582949.39000000 0.060388006008 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EX6 6700000.00000000 PA USD 5836700.31000000 0.604626575542 Long DBT USGA US N 2 2031-09-15 Fixed 1.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BBQ2 200000.00000000 PA USD 196500.00000000 0.020355528943 Long DBT NUSS MX N 2 2034-02-09 Fixed 5.62500000 N N N N N N Australian Dollar N/A N/A 169774.26000000 OU Currencies 117543.21000000 0.012176357319 Long STIV AU N 1 N N N ING Groep NV 549300NYKK9MWM7GGW15 456837BU6 400000.00000000 PA USD 397394.64000000 0.041166300745 Long DBT CORP NL N 2 2032-03-23 Variable 4.80300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SD1 200000.00000000 PA USD 147147.66000000 0.015243096448 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SK5 400000.00000000 PA USD 256001.88000000 0.026519357139 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 118571.93000000 0.012282922915 Long ABS-O CORP US Y 2 2062-04-20 Fixed 2.90000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEY1 204000.00000000 PA USD 205596.30000000 0.021297819009 Long DBT CORP US Y 2 2029-01-25 Fixed 5.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410F4V4 6477.48380000 PA USD 6506.78000000 0.000674040450 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H022671 1767655.00000000 PA USD 1511483.08000000 0.156575254872 Long ABS-MBS USGA US N 2 2056-07-15 Fixed 2.50000000 N N N N N N Honda Motor Co. Ltd. 549300P7ZYCQJ36CCS16 438127AD4 275000.00000000 PA USD 273525.34000000 0.028334620738 Long DBT CORP JP N 2 2028-07-08 Fixed 4.43600000 N N N N N N FNMA or FHLMC N/A 01F030686 12800000.00000000 PA USD 11179000.32000000 1.158037987643 Long ABS-MBS USGSE US N 2 2056-08-25 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADB0 63000.00000000 PA USD 63472.20000000 0.006575115543 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 88923.53000000 0.009211630985 Long ABS-O CORP US Y 2 2062-04-20 Fixed 2.68000000 N N N N N N Korea National Oil Corp. 988400ZTQ08W926ONT36 50065LAH3 500000.00000000 PA USD 503520.00000000 0.052159877524 Long DBT NUSS KR Y 2 2029-04-03 Fixed 4.87500000 N N N N N N FNMA or FHLMC N/A 01F060675 371702.00000000 PA USD 379949.14000000 0.039359113059 Long ABS-MBS USGSE US N 2 2056-07-25 Fixed 6.00000000 N N N N N N Bear Stearns Mortgage Funding Trust N/A 07401NAA7 251368.38000000 PA USD 225955.79000000 0.023406868311 Long ABS-MBS CORP US N 2 2046-12-25 Floating 4.08282120 N N N N N N DOLP Trust N/A 23345LAA7 1000000.00000000 PA USD 890845.30000000 0.092283090525 Long ABS-MBS CORP US Y 2 2041-05-10 Fixed 2.95600000 N N N N N N Symphony CLO XXXII Ltd. N/A 87168NAU8 700000.00000000 PA USD 699232.10000000 0.072433787530 Long ABS-CBDO CORP KY Y 2 2035-10-23 Floating 4.81605840 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBT5 298000.00000000 PA USD 297958.64000000 0.030865677966 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 304647.03000000 0.031558531484 Long DBT CORP GB Y 2 2027-07-27 Fixed 6.12500000 N N N N N N Banc of America Funding Trust N/A 05951EAM9 3297.04110000 PA USD 2879.15000000 0.000298252524 Long ABS-MBS CORP US N 2 2047-01-20 Variable 4.72716000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31370Q6L8 3690.52490000 PA USD 3636.56000000 0.000376712988 Long ABS-MBS USGSE US N 2 2033-03-01 Variable 4.00100040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BDQ57 86125.85000000 PA USD 85282.52000000 0.008834457018 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 61765.01730000 PA USD 56426.05000000 0.005845201495 Long ABS-MBS CORP US N 2 2046-09-20 Variable 4.55807160 N N N N N N Connecticut Avenue Securities N/A 20755JAA1 199661.82000000 PA USD 199787.61000000 0.020696094035 Long ABS-MBS CORP US Y 2 2045-01-25 Floating 4.57776000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 483700.00000000 PA USD 371382.68000000 0.038471709373 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N ENA Master Trust 549300CBCHB6Q73VG753 29249BAA3 203682.50000000 PA USD 163449.10000000 0.016931770411 Long DBT CORP PA Y 2 2048-05-19 Fixed 4.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DQ8 200000.00000000 PA USD 205016.86000000 0.021237794542 Long DBT CORP US N 2 2036-04-15 Fixed 5.80000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VBA3 104000.00000000 PA USD 101662.06000000 0.010531221398 Long DBT CORP US N 2 2056-03-01 Fixed 5.55000000 N N N N N N Upgrade Master Pass-Thru Trust N/A 91533VAA4 198318.51000000 PA USD 197766.53000000 0.020486729391 Long ABS-O CORP US Y 2 2034-03-15 Fixed 4.24400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QLGX8 913122.69000000 PA USD 737804.23000000 0.076429492917 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAT2 400000.00000000 PA USD 410389.80000000 0.042512475582 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N CPS Auto Receivables Trust N/A 12676XAA3 104306.07000000 PA USD 104259.80000000 0.010800322526 Long ABS-O CORP US Y 2 2030-02-15 Fixed 4.35000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 185000.00000000 PA USD 185827.63000000 0.019249973032 Long ABS-O CORP US Y 2 2028-02-22 Fixed 5.44000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 736.55000000 0.000076299566 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 744981.58000000 MYR 183493.00000000 USD 2026-07-15 736.55000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBA7 297000.00000000 PA USD 302924.94000000 0.031380139357 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 23440.86530000 PA USD 16140.06000000 0.001671956531 Long ABS-MBS CORP US N 2 2036-01-26 Variable 4.74986160 N N N N N N KSA Sukuk Ltd. 635400XBJFPNCGN9CK71 48266XAL9 200000.00000000 PA USD 201038.00000000 0.020825622532 Long DBT NUSS KY Y 2 2027-06-04 Fixed 5.25000000 N N N N N N Space Exploration Technologies Corp. 549300B9WLO96RQCXP87 84615QAA1 250000.00000000 PA USD 250031.23000000 0.025900854651 Long DBT CORP US Y 2 2031-07-15 Fixed 5.35000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397J61 500000.00000000 PA USD 496180.00000000 0.051399523415 Long DBT CORP US N 2 2031-04-09 Fixed 5.42000000 N N N N N N Lendbuzz Securitization Trust N/A 525952AB3 129143.54000000 PA USD 128863.04000000 0.013348983920 Long ABS-O CORP US Y 2 2030-07-15 Fixed 4.68000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JDES4 59844.27000000 PA USD 54467.05000000 0.005642267749 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 504610.15000000 0.052272806684 Long DBT CORP US Y 2 2027-12-07 Fixed 5.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX68 459701.92000000 PA USD 466824.50000000 0.048358573136 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 323175.20000000 PA USD 308203.79000000 0.031926977953 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 206892.80000000 0.021432124064 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GBCZ6 100000.00000000 PA USD 100079.00000000 0.010367231456 Long ABS-MBS USGSE US N 2 2056-07-25 Floating 4.64232960 N N N N N N FHLMC 529900MBUPRSJMB6GN48 35564NGY3 107326.62000000 PA USD 107410.10000000 0.011126663609 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 4.57776000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YJ20 293459.22060000 PA USD 298391.42000000 0.030910509853 Long ABS-MBS USGA US N 2 2072-12-20 Floating 4.62872160 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECW3 200000.00000000 PA USD 200553.52000000 0.020775435018 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 122777.95000000 0.012718626538 Long DBT CORP US N 2 2027-09-25 Fixed 4.40000000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 280038.74000000 PA USD 283399.20000000 0.029357458616 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -10632.33000000 -0.00110140814 N/A DFE N/A N 2 Deutsche Bank 7LTWFZYICNSX8D621K86 3512315.07000000 PEN 1011669.76000000 USD 2026-11-12 -10632.33000000 N N N United States of America 254900HROIFWPRGM1V77 912810RY6 100000.00000000 PA USD 71031.15000000 0.007358150787 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KGXA1 151364.65000000 PA USD 139368.91000000 0.014437292016 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Brazilian Real N/A N/A 657725.54000000 OU Currencies 127409.40000000 0.013198400658 Long STIV BR N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA87 300000.00000000 PA USD 307495.32000000 0.031853587207 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 195298.76000000 PA USD 195298.78000000 0.020231093989 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 5.04300960 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89116CQJ9 104000.00000000 PA USD 103854.05000000 0.010758290690 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 462944.91000000 0.047956684553 Long DBT CORP US N 2 2030-03-21 Variable 3.79000000 N N N N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 13000000.00000000 PA 59167.89000000 0.006129230012 Long DBT NUSS JP N 2 2055-03-20 Fixed 2.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 21H052678 496000.00000000 PA USD 498790.00000000 0.051669894563 Long ABS-MBS USGA US N 2 2056-07-15 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GUM1 42035.11000000 PA USD 26447.07000000 0.002739664625 Long ABS-MBS CORP US N 2 2035-04-25 Variable 3.54913920 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738ECG8 314000.00000000 PA USD 330323.54000000 0.034218373430 Long DBT CORP GB N 2 2034-05-09 Variable 6.22400000 N N N N N N DREYFUS TREASURY & AGENCY LEX 54930067A504FBYASH16 261908107 200000.00000000 PA USD 200000.00000000 0.020718095616 Long STIV RF US N 1 N N Santander Mortgage Asset Receivable Trust 25490018SHMEBF8BBD83 802932AA1 195638.32000000 PA USD 193211.58000000 0.020014879943 Long ABS-O CORP US Y 2 2056-01-25 Variable 4.87599840 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAR3 33000.00000000 PA USD 32550.96000000 0.003371969508 Long DBT CORP US N 2 2030-01-09 Variable 4.23800000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAA5 369600.00000000 PA USD 348846.89000000 0.036137216113 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGCD9 597800.82000000 PA USD 509392.71000000 0.052768234361 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 401959.48000000 0.041639174703 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 299993.57000000 0.031076477338 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBM9 200000.00000000 PA USD 196902.62000000 0.020397236541 Long DBT CORP US Y 2 2031-01-09 Fixed 4.55000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142GQBS0 816892.98000000 PA USD 789403.14000000 0.081774648673 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 61654.60000000 0.006386829490 Long DBT CORP US Y 2 2026-09-20 Fixed 1.95000000 N N N N N N PRKCM Trust N/A 69377TAA4 294657.69000000 PA USD 293766.73000000 0.030431436005 Long ABS-MBS CORP US Y 2 2057-08-25 Variable 5.33499840 N N N N N N Emera US Finance LP N/A 29103DAT3 300000.00000000 PA USD 269385.12000000 0.027905733369 Long DBT CORP US N 2 2031-06-15 Fixed 2.63900000 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AC3 300000.00000000 PA USD 302790.09000000 0.031366170182 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334DA9 203000.00000000 PA USD 203898.70000000 0.021121963813 Long DBT CORP US N 2 2030-01-30 Fixed 4.87500000 N N N N N N Singapore Dollar N/A N/A 766.99000000 OU Currencies 592.84000000 0.000061412579 Long STIV SG N 1 N N N United States of America 254900HROIFWPRGM1V77 912810RL4 400000.00000000 PA USD 404326.20000000 0.041884344359 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 195890.67000000 0.020292408157 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBG0 4000.00000000 PA USD 4120.31000000 0.000426824882 Long DBT CORP US N 2 2029-06-12 Variable 6.56500000 N N N N N N FIGRE Trust N/A 30249NAC1 200926.65000000 PA USD 198430.42000000 0.020555502074 Long ABS-O CORP US Y 2 2056-01-25 Variable 4.98200040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617A2FM9 79272.87000000 PA USD 71341.01000000 0.007390249332 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.00000000 N N N N N N Buoni Poliennali del Tesoro 815600DE60799F5A9309 N/A 200000.00000000 PA 227222.01000000 0.023538036646 Long DBT NUSS IT Y 2 2031-02-01 Fixed 2.85000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 563000.00000000 PA USD 545520.99000000 0.056510780158 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Discovery Global Holdings, Inc. N/A 25472YAB7 200000.00000000 PA USD 199982.20000000 0.020716251706 Long LON CORP US N 2 2033-06-03 Variable 6.24111000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBT6 176000.00000000 PA USD 182341.46000000 0.018888839015 Long DBT CORP US N 2 2029-06-13 Variable 6.99200000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MEN6 251000.00000000 PA USD 250265.10000000 0.025925081356 Long DBT CORP JP N 2 2034-07-07 Variable 5.13800000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQR5 32082000.00000000 PA USD 31848635.53000000 3.299215380857 Long DBT UST US N 2 2029-05-15 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3134A4AA2 2510000.00000000 PA USD 2778147.57000000 0.287789634962 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 304839.75000000 0.031578495441 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 8383.67500000 PA 9576.95000000 0.000992080829 Long ABS-MBS CORP NL Y 2 2041-04-17 Floating 3.03999840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 10242.19000000 0.001060993358 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 290642222.00000000 JPY 1802698.46000000 USD 2026-08-04 10242.19000000 N N N Republic of Peru 254900STKLK2DBJJZ530 715638BE1 1041000.00000000 PA 345802.66000000 0.035821862871 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 733022.40000000 0.075934140861 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Alternative Loan Trust N/A 12668BGC1 221582.98090000 PA USD 191924.28000000 0.019881527921 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VBA9 100000.00000000 PA USD 99183.00000000 0.010274414387 Long DBT CORP US Y 2 2031-04-30 Fixed 5.00000000 N N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 825252885 735563.50000000 PA USD 735563.50000000 0.076197374625 Long STIV RF US N 1 N N ServiceNow, Inc. 549300HJTQM36M0E1G39 81762PAG7 300000.00000000 PA USD 298682.67000000 0.030940680580 Long DBT CORP US N 2 2031-08-15 Fixed 4.70000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAX9 100000.00000000 PA USD 102971.43000000 0.010666859662 Long DBT CORP BM Y 2 2028-07-18 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKGH5 1528172.82000000 PA USD 1337109.50000000 0.138511812354 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 356104.69000000 0.036889055084 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N FIGRE Trust N/A 31684RAA6 241470.59000000 PA USD 239365.50000000 0.024795986581 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.15000160 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EZ1 20000000.00000000 PA USD 19927888.00000000 2.064339445112 Long DBT USGA US N 2 2028-03-15 Fixed 3.87500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BC1 300000.00000000 PA USD 302504.46000000 0.031336581633 Long DBT CORP CH Y 2 2027-12-22 Variable 6.32700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138YPS29 1756.31000000 PA USD 1711.11000000 0.000177254702 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.50000000 N N N N N N RBC US GOVT MONEY MKT FUND 549300RFDC5U7WLJKO50 74926P696 34109.00000000 PA USD 34109.00000000 0.003533367616 Long STIV RF US N 1 N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056BA4 76000.00000000 PA USD 79428.85000000 0.008228072545 Long DBT CORP US N 2 2034-05-14 Fixed 6.05000000 N N N N N N FHLMC 5493000KIGZAWUOW4E32 35564K2F5 25139.34000000 PA USD 25154.94000000 0.002605812260 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 5.62776120 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2572.76000000 0.000266513438 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 7606000.00000000 MXN 434703.09000000 USD 2026-09-17 2572.76000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31409CCZ6 10816.51590000 PA USD 11144.27000000 0.001154440257 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 6.15499920 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4444.89000000 -0.00046044828 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1814206.66000000 CAD 1276731.00000000 USD 2026-08-04 -4444.89000000 N N N United States of America 254900HROIFWPRGM1V77 91282CJA0 3202000.00000000 PA USD 3233768.00000000 0.334987573130 Long DBT UST US N 2 2028-09-30 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SH2 200000.00000000 PA USD 142691.02000000 0.014781430980 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 35684.80000000 0.003696605492 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 2306114.00000000 GBP 3094629.72000000 USD 2026-07-02 35684.80000000 N N N Japan Government Bond 353800WZS8AXZXFUC241 N/A 4400000.00000000 PA 23754.84000000 0.002460775232 Long DBT NUSS JP N 2 2045-09-20 Fixed 2.70000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XBL1 96000.00000000 PA USD 94082.40000000 0.009746040795 Long DBT CORP US N 2 2036-04-01 Fixed 4.85000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UN6 2208000.00000000 PA USD 2199724.64000000 0.227870527109 Long DBT UST US N 2 2045-08-15 Fixed 4.87500000 N N N N N N Tesla Auto Lease Trust N/A 88166VAD8 4415.34000000 PA USD 4417.96000000 0.000457658588 Long ABS-O CORP US Y 2 2027-06-21 Fixed 5.30000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AXQK7 25290000.00000000 PA USD 25604883.26000000 2.652422098173 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 136216.94000000 PA USD 138153.58000000 0.014311395401 Long ABS-MBS CORP US Y 2 2043-05-25 Floating 5.92776000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417VPC1 19269.16000000 PA USD 19362.51000000 0.002005771667 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MCD6 200000.00000000 PA USD 198528.88000000 0.020565701592 Long DBT CORP US N 2 2029-03-10 Fixed 4.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKP8 137792.03000000 PA USD 135753.51000000 0.014062771002 Long ABS-MBS USGSE US N 2 2040-08-15 Floating 4.11365160 N N N N N N RCKT Mortgage Trust N/A 74939BAA4 147511.45000000 PA USD 145691.07000000 0.015092207593 Long ABS-O CORP US Y 2 2056-01-25 Variable 4.82699880 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 879385AD4 100000.00000000 PA USD 112355.23000000 0.011638931990 Long DBT CORP NL N 2 2030-09-15 Fixed 8.25000000 N N N N N N Adnoc Murban Rsc Ltd. 213800OWGH7RAYG61M70 00723L2A6 200000.00000000 PA USD 196700.00000000 0.020376247039 Long DBT CORP AE Y 2 2029-09-11 Fixed 4.25000000 N N N N N N Juniper Valley Park CLO Ltd. 213800ACSV8GAJ4CCO70 48206KAY2 250000.00000000 PA USD 250000.00000000 0.025897619520 Long ABS-CBDO CORP JE Y 2 2036-07-20 Floating 4.75522920 N N N N N N Alternative Loan Trust N/A 12668BE33 21778.06140000 PA USD 20219.12000000 0.002094508307 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.18281840 N N N N N N Connecticut Avenue Securities Trust N/A 207942AA1 86886.02000000 PA USD 87264.50000000 0.009039771274 Long ABS-MBS CORP US Y 2 2043-06-25 Floating 5.52776040 N N N N N N N/A N/A N/A 1.00000000 NC N/A 28082.25000000 0.002909053703 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 205630442.00000000 JPY 1292761.00000000 USD 2026-07-02 28082.25000000 N N N N/A N/A N/A 4.00000000 NC 4460.26000000 0.000462040465 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Federal Republic of Germany Euro-Bund 2026-09-08 509360.00000000 EUR 4460.26000000 N N N AGFC Capital Trust I N/A 00846NAA5 1070000.00000000 PA USD 663400.00000000 0.068721923160 Long DBT CORP US Y 2 2067-01-15 Floating 5.68470960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJR5 145564.23000000 PA USD 146943.58000000 0.015221955703 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N RALI Trust N/A 74922MAA9 281409.56300000 PA USD 268079.28000000 0.027770460779 Long ABS-MBS CORP US N 2 2036-07-25 Floating 4.14281880 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DH8 3000.00000000 PA USD 2962.69000000 0.000306906473 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAW3 91000.00000000 PA USD 90974.27000000 0.009424068122 Long DBT CORP US N 2 2031-03-06 Variable 5.45000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAW2 74000.00000000 PA USD 72765.44000000 0.007537806717 Long DBT CORP US N 2 2030-11-15 Fixed 4.87500000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAT9 6000.00000000 PA USD 6011.16000000 0.000622698938 Long DBT CORP US Y 2 2026-12-30 Fixed 5.05000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBZ2 35000.00000000 PA USD 35488.68000000 0.003676289327 Long DBT CORP US N 2 2029-05-15 Variable 5.73700000 N N N N N N Abu Dhabi National Energy Co. PJSC 213800UNJSVQFNUYYW03 00388WAQ4 500000.00000000 PA USD 486810.00000000 0.050428880635 Long DBT CORP AE Y 2 2031-10-09 Fixed 4.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RH3 3877600.00000000 PA USD 3046361.60000000 0.315574054558 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 286974.59000000 PA USD 91.00000000 0.000009426733 Long ABS-MBS CORP US N 2 2047-09-15 Variable 1.40231880 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 400000.00000000 PA USD 415553.96000000 0.043047433385 Long DBT CORP FR Y 2 2029-10-19 Variable 6.71400000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 600000.00000000 PA USD 611568.00000000 0.063352621500 Long DBT CORP KY Y 2 2029-03-01 Fixed 5.75000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754YAB7 82998.65000000 PA USD 82955.55000000 0.008593405084 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.57776000 N N N N N N Kraton Corp. N/A 50077CAA4 500000.00000000 PA USD 501905.00000000 0.051992578902 Long DBT CORP US Y 2 2027-07-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPY1 6508500.00000000 PA USD 6405307.08000000 0.663528822688 Long DBT UST US N 2 2033-01-31 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WENA3 24339.74000000 PA USD 21937.41000000 0.002272506789 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SE9 400000.00000000 PA USD 314124.20000000 0.032540276055 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912797US4 4795800.00000000 PA USD 4779494.28000000 0.495110097462 Long STIV UST US N 2 2026-08-04 None 0.00000000 N N N N N N NMEF Funding LLC N/A 62919UAB9 66031.59000000 PA USD 66218.63000000 0.006859619539 Long ABS-O CORP US Y 2 2031-12-15 Fixed 5.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UZZ6 273443.84000000 PA USD 275429.97000000 0.028531922270 Long ABS-MBS USGA US N 2 2067-04-20 Floating 4.89837960 N N N N N N Norinchukin Bank (The) 5493007VSMFZCPV1NB83 656029AN5 500000.00000000 PA USD 502410.75000000 0.052044969786 Long DBT CORP JP Y 2 2029-10-16 Fixed 5.09400000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SG4 100000.00000000 PA USD 93599.55000000 0.009696022132 Long DBT UST US N 2 2049-02-15 Fixed 1.00000000 N N N N N N Mobility Global, Inc. 2549005RG02MFEFPS959 60744MAA4 300000.00000000 PA USD 300497.64000000 0.031128694190 Long DBT CORP US Y 2 2029-06-15 Fixed 5.05000000 N N N N N N Green Palm Bidco Sarl 254900EAMY4VP33WTN08 39321LAC7 300000.00000000 PA USD 304035.00000000 0.031495131004 Long DBT CORP LU Y 2 2046-06-30 Fixed 6.46230000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CL2 137000.00000000 PA USD 137447.54000000 0.014238256379 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 219994.00000000 0.022789283635 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Alternative Loan Trust N/A 02150KAZ2 33841.04380000 PA USD 30367.56000000 0.003145790058 Long ABS-MBS CORP US N 2 2047-04-25 Floating 3.97281960 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TR9 291200.00000000 PA USD 233828.13000000 0.024222367776 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 502935.50000000 0.052099328890 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 298424.37000000 0.030913923160 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N N FIGRE Trust N/A 30191WAA3 240609.40000000 PA USD 239044.64000000 0.024762748540 Long ABS-O CORP US Y 2 2055-11-25 Variable 5.20599960 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 700000.00000000 PA USD 640459.19000000 0.066345473685 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 199167.58000000 0.020631864830 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 196768.32000000 PA USD 201099.64000000 0.020832007850 Long ABS-O CORP US Y 2 2041-02-20 Floating 5.80871880 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AF7 200000.00000000 PA USD 200414.08000000 0.020760990361 Long DBT CORP DE Y 2 2034-10-30 Variable 6.50000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23341CAH6 200000.00000000 PA USD 199261.66000000 0.020641610623 Long DBT CORP NO Y 2 2032-03-30 Variable 4.83200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 1008700.00000000 PA USD 995887.90000000 0.103164503678 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QR4E0 308960.60000000 PA USD 299529.05000000 0.031028357489 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BV4 275000.00000000 PA USD 274202.86000000 0.028404805359 Long DBT CORP US N 2 2027-07-15 Fixed 4.20000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 682000.00000000 PA USD 681350.46000000 0.070581419893 Long DBT CORP US N 2 2028-04-27 Variable 4.37600000 N N N N N N Benchmark Mortgage Trust N/A 08163PBG4 800000.00000000 PA USD 737153.52000000 0.076362085557 Long ABS-MBS CORP US N 2 2055-03-15 Variable 3.45819960 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBV3 300000.00000000 PA USD 301493.25000000 0.031231829906 Long DBT CORP FR Y 2 2028-01-19 Variable 5.51900000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WFS7 257000.00000000 PA USD 253698.71000000 0.026280770658 Long DBT CORP US Y 2 2029-02-02 Fixed 4.05000000 N N N N N N FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple N/A 05974EAA8 238712.28000000 PA USD 241845.38000000 0.025052878536 Long DBT CORP MX Y 2 2041-01-31 Fixed 7.25000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YAV5 77545.18000000 PA USD 71448.14000000 0.007401346980 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KGSG4 215440.97000000 PA USD 198703.77000000 0.020583818531 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 403140.60000000 0.041761527488 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 400000.00000000 PA USD 448899.48000000 0.046501711744 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N Swepco Storm Recovery Funding LLC N/A 870696AA9 377013.38000000 PA USD 375701.86000000 0.038919135294 Long DBT CORP US N 2 2039-09-01 Fixed 4.88000000 N N N N N N Mariner Finance Issuance Trust N/A 56848DAA7 481604.13000000 PA USD 474454.57000000 0.049148975735 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 17338.55000000 PA USD 17342.50000000 0.001796517866 Long ABS-O CORP US Y 2 2027-12-15 Fixed 4.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31419LZY2 66089.59000000 PA USD 63867.92000000 0.006616108366 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Oaktree CLO Ltd. 254900K948LBCQ3VQD56 673922AA8 303579.00000000 PA USD 303852.52000000 0.031476227813 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 4.85503920 N N N N N N State of Kuwait 549300FSC1YD0D9XX589 501499AD9 200000.00000000 PA USD 196894.00000000 0.020396343591 Long DBT NUSS KW Y 2 2028-10-09 Fixed 4.01600000 N N N N N N Equinix Europe 2 Financing Corp. LLC 254900FSZR46BPMCKI50 29390XAG9 300000.00000000 PA USD 296410.86000000 0.030705342696 Long DBT CORP US N 2 2030-11-15 Fixed 4.60000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YQ30 381415.51000000 PA USD 384336.81000000 0.039813633892 Long ABS-MBS USGA US N 2 2073-01-20 Floating 4.40871840 N N N N N N LG Energy Solution Ltd. 988400QX6P286XA6ZS85 50205MAG4 282000.00000000 PA USD 283976.82000000 0.029417294548 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 147129.65000000 PA USD 139957.08000000 0.014498220828 Long DBT CORP KY Y 2 2036-04-05 Fixed 4.35000000 N N N N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113AY5 400000.00000000 PA USD 393669.32000000 0.040780393065 Long DBT CORP US N 2 2031-01-31 Fixed 4.55000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAZ6 241000.00000000 PA USD 242184.97000000 0.025088056826 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 500088.85000000 0.051804443055 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 506213.50000000 0.052438898477 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N Westpac New Zealand Ltd. 549300MW73M5PK1PNG73 96122FAF4 257000.00000000 PA USD 254209.93000000 0.026333728182 Long DBT CORP NZ Y 2 2029-01-29 Fixed 4.12700000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUKQ6 100143.07000000 PA USD 98606.17000000 0.010214660292 Long ABS-MBS USGSE US N 2 2040-10-15 Floating 4.11365160 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC77 148000.00000000 PA USD 148434.79000000 0.015376430860 Long DBT CORP US N 2 2028-04-23 Variable 4.93700000 N N N N N N Beignet Investor LLC N/A 076912AA2 1900000.00000000 PA USD 1938356.82000000 0.200795309680 Long DBT CORP US Y 2 2049-05-30 Fixed 6.58100000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SS8 1300000.00000000 PA USD 683272.98000000 0.070780574659 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N Midocean Credit CLO Xxiii 254900XDFYHH20BDAA39 59803VAC0 298959.00000000 PA USD 298966.47000000 0.030970079558 Long ABS-CBDO CORP KY Y 2 2039-07-18 Floating 4.87647000 N N N N N N FHLMC 5299002728NGTS7IC376 35564UEZ6 52237.76000000 PA USD 52325.08000000 0.005420380052 Long ABS-MBS CORP US Y 2 2046-05-25 Floating 4.62776040 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2W3 698000.00000000 PA USD 710389.64000000 0.073589602433 Long DBT CORP FR Y 2 2030-05-20 Variable 5.49700000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DD3 400000.00000000 PA USD 348452.00000000 0.036096309269 Long DBT CORP US N 2 2031-12-15 Fixed 2.20000000 N N N N N N University of California N/A 91412HKE2 335000.00000000 PA USD 231520.01000000 0.023983268521 Long DBT MUN US N 2 2051-05-15 Fixed 3.07100000 N N N N N N Romania Government Bond 315700IASY927EDWBK92 77586RAY6 256000.00000000 PA USD 257241.60000000 0.026647780326 Long DBT NUSS RO Y 2 2030-09-16 Fixed 5.75000000 N N N N N N Diamond Issuer LLC N/A 25267TAN1 325933.00000000 PA USD 317665.81000000 0.032907153128 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 41932605.00000000 4.343818599233 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 591536.24000000 0.061277521905 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N HOMES Trust N/A 403973AC4 114811.85000000 PA USD 114159.40000000 0.011825826823 Long ABS-MBS CORP US Y 2 2071-04-27 Variable 5.26200120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QN6A5 467619.10000000 PA USD 398463.43000000 0.041277017212 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Cenovus Energy, Inc. 254900LJGL2N2XEMD470 15135UBA6 70000.00000000 PA USD 69235.12000000 0.007172099180 Long DBT CORP CA N 2 2031-03-20 Fixed 4.65000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 100000.00000000 PA USD 103357.93000000 0.010706897382 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -11849.44000000 -0.00122748915 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 610174.12000000 USD 3114115.15000000 BRL 2026-08-04 -11849.44000000 N N N KBC Group NV 213800X3Q9LSAKRUWY91 48241FAD6 295000.00000000 PA USD 295342.20000000 0.030594639696 Long DBT CORP BE Y 2 2030-10-16 Variable 4.93200000 N N N N N N Maple Parent Holdings Corp. 254900J6FBJ1E892Q074 56530KAG1 200000.00000000 PA 231260.96000000 0.023956433408 Long DBT CORP US Y 2 2032-03-26 Fixed 4.22400000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 532.08000000 0.000055118421 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 9271506.00000000 TWD 292892.32000000 USD 2026-09-16 532.08000000 N N N Bain Capital Credit CLO Ltd. 549300434Q955VK1W392 05683TBA6 500000.00000000 PA USD 500220.50000000 0.051818080742 Long ABS-CBDO CORP KY Y 2 2034-10-21 Floating 4.70214000 N N N N N N Chase Mortgage Finance Corp. N/A 46591HAC4 30752.37000000 PA USD 31364.32000000 0.003249044903 Long ABS-MBS CORP US Y 2 2047-04-25 Floating 5.86281960 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1806.28000000 0.000187113408 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 78194.93000000 AUD 55938.21000000 USD 2026-07-09 1806.28000000 N N N Stellantis Financial Services US Corp. 5493000KNKFDOC1BOW59 85855FAE3 300000.00000000 PA USD 296613.87000000 0.030726372599 Long DBT CORP US Y 2 2031-06-15 Fixed 5.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FQET0 6627.77000000 PA USD 6333.43000000 0.000656083041 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 11777.58000000 0.001220045142 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 613111.83000000 0.063512547588 Long DBT USGA US N 2 2028-06-30 Fixed 4.00000000 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153BG6 400000.00000000 PA USD 403630.00000000 0.041812224668 Long DBT CORP LR Y 2 2028-04-01 Fixed 5.50000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAQ4 400000.00000000 PA USD 404649.64000000 0.041917849663 Long DBT CORP US Y 2 2029-07-15 Fixed 5.37500000 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 12803RAH7 302000.00000000 PA USD 314933.42000000 0.032624103542 Long DBT CORP ES Y 2 2035-06-15 Variable 6.03700000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNG2 6800000.00000000 PA USD 6758220.80000000 0.700087323665 Long DBT UST US N 2 2030-05-31 Fixed 4.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DM1 13000000.00000000 PA USD 14317390.10000000 1.483145285365 Long DBT USGA US N 2 2030-05-01 Fixed 7.12500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 10000.00000000 PA USD 10481.21000000 0.001085753554 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Banc of America Funding Trust N/A 06051GAX7 3376.94580000 PA USD 3443.93000000 0.000356758355 Long ABS-MBS CORP US N 2 2034-09-20 Variable 6.62005080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -12293.88000000 -0.00127352890 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 1900000.00000000 BRL 347666.97000000 USD 2026-10-02 -12293.88000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WQKW1 23656.97000000 PA USD 22231.23000000 0.002302943744 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 7003400.00000000 PA USD 6945012.65000000 0.719437180708 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RDS0 314000.00000000 PA USD 318919.28000000 0.033037000685 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 369309.27000000 0.038256923839 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 506258.20000000 0.052443528971 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 486382.15000000 0.050384559449 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 413255.36000000 0.042809320312 Long DBT CORP US N 2 2029-05-06 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CFC0 4663800.00000000 PA USD 4459769.94000000 0.461989700226 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 613734.30000000 0.063577029553 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179SB71 97018.90000000 PA USD 87796.54000000 0.009094885552 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 321.00000000 0.000033252543 N/A DFE N/A N 2 Barclays Bank G5GSEF7VJP5I7OUK5573 430144.81000000 MYR 105842.72000000 USD 2026-07-15 321.00000000 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KV2 264000.00000000 PA USD 224079.21000000 0.023212472492 Long DBT CORP US N 2 2052-07-27 Fixed 4.90000000 N N N N N N AutoNation, Inc. N/A 05329WAU6 60000.00000000 PA USD 59373.10000000 0.006150487814 Long DBT CORP US N 2 2029-01-15 Fixed 4.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CQY0 8200000.00000000 PA USD 8197760.58000000 0.849209937695 Long DBT UST US N 2 2028-06-30 Fixed 4.12500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 31346YA29 56315.92000000 PA USD 51940.84000000 0.005380576447 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 35093.26000000 PA USD 35112.21000000 0.003637290620 Long ABS-O CORP US Y 2 2027-09-13 Fixed 5.20000000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAX6 280000.00000000 PA USD 277318.38000000 0.028727543565 Long DBT CORP US N 2 2028-11-05 Fixed 3.90000000 N N N N N N Bear Stearns ARM Trust N/A 07384MB68 11510.68570000 PA USD 10836.66000000 0.001122574790 Long ABS-MBS CORP US N 2 2034-02-25 Variable 5.49750960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132Y3ZC1 63085.14000000 PA USD 63165.66000000 0.006543360917 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 199402.74000000 0.020656225167 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 245369.76000000 0.025417970745 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 46346.14000000 0.004801018799 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675DCL4 500000.00000000 PA USD 503636.95000000 0.052171992430 Long DBT CORP FR Y 2 2028-02-16 Floating 4.70558520 N N N N N N Sumitomo Mitsui Trust Bank Ltd. 5493006GGLR4BTEL8O61 86563VBH1 300000.00000000 PA USD 304506.12000000 0.031543934550 Long DBT CORP JP Y 2 2028-03-09 Fixed 5.50000000 N N N N N N Baiterek National Investment Holding JSC 984500B4F78F04253804 05709VAA2 200000.00000000 PA USD 201598.00000000 0.020883633200 Long DBT NUSS KZ Y 2 2028-05-08 Fixed 5.45000000 N N N N N N Queensland Treasury Corp. 98INKCEEHOU5YJS0HQ88 N/A 100000.00000000 PA 65350.22000000 0.006769660532 Long DBT NUSS AU Y 2 2035-08-22 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZQ6 27410000.00000000 PA USD 23961789.11000000 2.482213189638 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 116183.11000000 PA USD 116544.59000000 0.012072909796 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 5.27775840 N N N N N N N/A N/A N/A 1.00000000 NC N/A 12392.97000000 0.001283793687 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 85757737.00000000 JPY 539824.55000000 USD 2026-07-02 12392.97000000 N N N Residential Asset Securitization Trust N/A 45660L4G1 13443.00320000 PA USD 4364.53000000 0.000452123749 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 140949.54190000 PA USD 70837.56000000 0.007338096706 Long ABS-MBS CORP US N 2 2047-03-25 Variable 3.82398840 N N N N N N Carlyle Finance Subsidiary LLC N/A 14314DAA1 800000.00000000 PA USD 767205.04000000 0.079475136881 Long DBT CORP US Y 2 2029-09-19 Fixed 3.50000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668CV2 200000.00000000 PA USD 199351.56000000 0.020650923407 Long DBT CORP US Y 2 2027-09-11 Fixed 4.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140F4MJ2 99727.53000000 PA USD 95939.89000000 0.009938459072 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 751072.11000000 0.077803918950 Long DBT NUSS RO Y 2 2033-04-14 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417EJG7 80240.96000000 PA USD 75329.35000000 0.007803403380 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 254964.33000000 0.026411876838 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 889623.99000000 0.092156574438 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4276.02000000 0.000442954956 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1276731.00000000 USD 1816788.21000000 CAD 2026-07-02 4276.02000000 N N N United Mexican States 254900EGTWEU67VP6075 91087BBK5 281000.00000000 PA USD 275099.00000000 0.028497636930 Long DBT NUSS MX N 2 2033-03-22 Fixed 5.37500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BS6 500000.00000000 PA USD 490657.15000000 0.050827408743 Long DBT CORP CH Y 2 2032-08-10 Variable 4.58800000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADE2 575000.00000000 PA USD 578482.83000000 0.059925312922 Long DBT CORP US N 2 2029-01-15 Fixed 4.85000000 N N N N N N QNB Finance Ltd. 549300MY0DXTHQEX5O57 N/A 200000.00000000 PA USD 198580.12000000 0.020571009568 Long DBT CORP KY Y 2 2029-04-27 Floating 4.69329120 N N N N N N Republic of South Africa 378900AAFB4F17004C49 836205BF0 400000.00000000 PA USD 430272.00000000 0.044572082185 Long DBT NUSS ZA Y 2 2036-11-19 Fixed 7.10000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMK8 500000.00000000 PA USD 499677.90000000 0.051761872548 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 12666986.03000000 1.312179138723 Long DBT USGA US N 2 2028-11-16 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NG7B0 645395.90000000 PA USD 639681.37000000 0.066264898939 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBS4 144000.00000000 PA USD 143985.12000000 0.014915487417 Long DBT CORP US N 2 2030-06-05 Variable 5.04000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TH1 2570500.00000000 PA USD 2123824.73000000 0.220008019146 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 505512.50000000 0.052366281552 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 9786.33000000 0.001013770603 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 52695124.92000000 5.458713183128 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 81491.34000000 0.008441726870 Long DBT CORP US Y 2 2027-04-04 Fixed 5.33800000 N N N N N N FHLMC STACR REMIC Trust 5299009HC4IGFM6RXF30 35564UAQ0 185163.45000000 PA USD 185442.29000000 0.019210055477 Long ABS-MBS CORP US Y 2 2045-09-25 Floating 4.57776000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117F7G8 100000.00000000 PA 71275.16000000 0.007383427899 Long DBT CORP CA N 2 2027-06-01 Fixed 4.21000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AQ2 179000.00000000 PA USD 143236.70000000 0.014837958232 Long DBT NUSS CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138AB6M6 10783.74180000 PA USD 10657.90000000 0.001104056956 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 427991.43000000 PA USD 352013.19000000 0.036465214643 Long ABS-MBS CORP US N 2 2046-07-25 Floating 4.14281880 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 463600.00000000 PA USD 311753.57000000 0.032294701360 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBX2 21000.00000000 PA USD 23927.48000000 0.002478659092 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N Cross N/A 22759CAA8 113949.78000000 PA USD 113488.85000000 0.011756364228 Long ABS-MBS CORP US Y 2 2071-05-25 Variable 5.26799880 N N N N N N OBX Trust N/A 67124HAC6 116186.07000000 PA USD 115569.90000000 0.011971941193 Long ABS-MBS CORP US Y 2 2066-04-25 Variable 5.22000000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056BB2 29000.00000000 PA USD 28607.35000000 0.002963449063 Long DBT CORP US N 2 2031-03-12 Fixed 4.65000000 N N N N N N FHLMC 5299002OYNAPMJKK2A73 35564NDZ3 64467.77000000 PA USD 64487.56000000 0.006680297170 Long ABS-MBS CORP US Y 2 2044-08-25 Floating 4.82775840 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABZ9 800000.00000000 PA USD 795216.24000000 0.082376830481 Long DBT CORP US Y 2 2026-09-17 Fixed 1.65000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754UAA7 131458.98000000 PA USD 131803.35000000 0.013653572039 Long ABS-MBS CORP US Y 2 2046-04-25 Floating 4.72776120 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397E66 299000.00000000 PA USD 301415.77000000 0.031223803716 Long DBT CORP US N 2 2034-03-08 Fixed 6.12500000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448DC2 277000.00000000 PA USD 275215.32000000 0.028509686574 Long DBT CORP US N 2 2035-09-15 Fixed 5.15000000 N N N N N N/A N/A N/A 1.00000000 NC N/A 13534.98000000 0.001402095049 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 622871.00000000 AUD 444779.72000000 USD 2026-07-02 13534.98000000 N N N EURO N/A N/A 68153.13000000 OU Currencies 77871.77000000 0.008066773883 Long STIV XX N 1 N N N British Pound N/A N/A 20507.05000000 OU Currencies 27201.58000000 0.002817824676 Long STIV GB N 1 N N N United States of America 254900HROIFWPRGM1V77 91282CNW7 360000.00000000 PA USD 352621.51000000 0.036528230803 Long DBT UST US N 2 2032-08-31 Fixed 3.87500000 N N N N N N N/A N/A N/A 17.00000000 NC 37251.96000000 0.003858948345 N/A DIR GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long United Kingdom of Great Britain and Northern Ireland Long Gilt 2026-09-28 1516570.00000000 GBP 37251.96000000 N N N GNMA 549300M8ZYFG0OCMTT87 21H042679 1002723.00000000 PA USD 964259.15000000 0.099888066344 Long ABS-MBS USGA US N 2 2056-07-15 Fixed 4.50000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 74727PAY7 800000.00000000 PA USD 765436.00000000 0.079291881182 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 301939.89000000 0.031278097557 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N N/A N/A N/A 22.00000000 NC 9540.76000000 0.000988331889 N/A DIR DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long French Republic Euro-OAT 2026-09-08 2639560.00000000 EUR 9540.76000000 N N N Tricolor Auto Securitization Trust N/A 89616PAA1 20863.32000000 PA USD 19476.26000000 0.002017555084 Long ABS-O CORP US Y 2 2027-12-15 Fixed 6.36000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABC4 359000.00000000 PA USD 358562.38000000 0.037143648366 Long DBT CORP DK Y 2 2028-04-01 Variable 4.29800000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AV1 56000.00000000 PA USD 60256.00000000 0.006241947847 Long DBT NUSS CO N 2 2036-01-19 Fixed 8.37500000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GV0 237000.00000000 PA USD 232375.47000000 0.024071886032 Long DBT CORP US N 2 2035-09-15 Fixed 4.90000000 N N N N N N N/A N/A N/A 50.00000000 NC 52081.50000000 0.005395147484 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long Australia Australia 10 Year Bond 2026-09-15 5490875.00000000 AUD 52081.50000000 N N N Sumisho Air Lease Corp. 5493004NW4M4P8TMMK63 873923AE6 200000.00000000 PA USD 197822.82000000 0.020492560499 Long DBT CORP US Y 2 2031-03-24 Fixed 4.85000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DQ5 100000.00000000 PA USD 104081.91000000 0.010781894816 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 26247663.00000000 2.719007958742 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 505029.20000000 0.052316216274 Long DBT CORP PT Y 2 2019-01-21 Fixed 4.00000000 Y N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B93R3 264352.65000000 PA USD 225257.83000000 0.023334566301 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N8YA0 51292.01000000 PA USD 49598.00000000 0.005137880531 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A9YS1 55911.72000000 PA USD 55714.48000000 0.005771489619 Long ABS-MBS USGSE US N 2 2042-11-25 Floating 4.12224120 N N N N N N Imperial Brands Finance plc 2138008L3B3MCG1DFS50 45262BAB9 400000.00000000 PA USD 399744.44000000 0.041409717650 Long DBT CORP GB Y 2 2026-07-26 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPJ4 15435000.00000000 PA USD 14957479.69000000 1.549452472010 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 2669100.00000000 PA USD 2519129.94000000 0.260957874838 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 151080.30000000 0.015650480505 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N GSR Mortgage Loan Trust N/A 36297TAB8 55695.19000000 PA USD 32112.88000000 0.003326588591 Long ABS-MBS CORP US N 2 2036-04-25 Variable 4.04219160 N N N N N N Citadel Finance LLC 549300BQL283NCR7P163 17287HAF7 400000.00000000 PA USD 390421.44000000 0.040443943623 Long DBT CORP US Y 2 2031-02-14 Fixed 5.15000000 N N N N N N FHLMC 529900ZVQVVVNGMGDO97 35564UBR7 168879.98000000 PA USD 168951.89000000 0.017501807058 Long ABS-MBS CORP US Y 2 2045-10-25 Floating 4.72776120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31335A6X1 109906.53000000 PA USD 106153.96000000 0.010996539466 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 409218.75000000 0.042391165953 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382YN82 284317.16000000 PA USD 287751.85000000 0.029808351710 Long ABS-MBS USGA US N 2 2073-01-20 Floating 4.50871920 N N N N N N CIM Trust N/A 12570HAA5 269439.06000000 PA USD 268578.82000000 0.027822208366 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 327172.08000000 PA USD 327675.21000000 0.033944031659 Long ABS-MBS CORP US Y 2 2064-07-25 Variable 5.99000040 N N N N N N GCI Funding I LLC N/A 36166VAE5 93173.42000000 PA USD 84949.58000000 0.008799967605 Long ABS-O CORP BM Y 2 2046-06-18 Fixed 2.38000000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 15135BAT8 400000.00000000 PA USD 389500.00000000 0.040348491213 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 1850537.06000000 0.191698018756 Long ABS-MBS USGA US N 2 2056-07-15 Fixed 5.00000000 N N N N N N FHLB 2549001DPIFGXC1TOL40 3130AXU63 500000.00000000 PA USD 501221.60000000 0.051921785169 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 193625.00000000 0.020057706318 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N HEICO Corp. 529900O1DTDLCJ7L0I14 422806AA7 300000.00000000 PA USD 302983.08000000 0.031386162108 Long DBT CORP US N 2 2028-08-01 Fixed 5.25000000 N N N N N N Venture 32 CLO Ltd. 549300UP09C89Q3HWD39 92325QAA5 70908.11000000 PA USD 70949.66000000 0.007349709199 Long ABS-CBDO CORP KY Y 2 2031-07-18 Floating 5.03683920 N N N N N N N/A N/A N/A 1.00000000 NC N/A 506.33000000 0.000052450966 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 2232000.00000000 MXN 127316.07000000 USD 2026-09-17 506.33000000 N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LBF6 500000.00000000 PA USD 500039.15000000 0.051799294608 Long DBT CORP US N 2 2029-12-15 Fixed 4.62500000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TBC5 158000.00000000 PA USD 157113.11000000 0.016275422178 Long DBT CORP US Y 2 2029-10-30 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ES43 382940.53000000 PA USD 379549.86000000 0.039317751453 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 N/A 200000.00000000 PA 228805.65000000 0.023702086671 Long DBT NUSS BR N 2 2030-04-23 Fixed 4.00000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBP4 800000.00000000 PA USD 752362.72000000 0.077937613856 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 291719.16000000 PA 387067.36000000 0.040096492872 Long ABS-MBS CORP GB Y 2 2053-07-20 Floating 4.68130020 N N N N N N Cheniere Energy Partners LP 5493005UEC8AZ34LDV29 16411QAN1 400000.00000000 PA USD 366667.40000000 0.037983251263 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 409055.32000000 0.042374236161 Long DBT CORP US Y 2 2028-09-19 Fixed 5.90000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 63.31000000 0.000006558313 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 1406979.44000000 MXN 80000.00000000 USD 2026-09-17 63.31000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LFM4 3671.75720000 PA USD 3645.58000000 0.000377647375 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 300582.39000000 0.031137473483 Long DBT CORP US Y 2 2026-09-25 Fixed 5.50000000 N N N N N N BHMS Commercial Mortgage Trust N/A 088928AA4 151000.00000000 PA USD 151235.58000000 0.015666566035 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.47539120 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAV4 20000.00000000 PA USD 19877.01000000 0.002059068968 Long DBT CORP US N 2 2030-04-10 Variable 4.55500000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385BD2 400000.00000000 PA USD 403908.64000000 0.041841089119 Long DBT CORP CA N 2 2029-12-15 Fixed 5.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46660GAA6 226067.51000000 PA USD 224436.75000000 0.023249510231 Long ABS-O CORP US Y 2 2056-04-25 Variable 5.05500120 N N N N N N GSR Mortgage Loan Trust N/A 362341RX9 20560.69000000 PA USD 19726.54000000 0.002043481709 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.83706080 N N N N N N N/A N/A N/A 1.00000000 NC N/A -5040.56000000 -0.00052215402 N/A DFE N/A N 2 Bank of America B4TYDEB6GKMZO031MB27 299576.63000000 USD 456219258.00000000 KRW 2026-07-15 -5040.56000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137GBBQ7 300000.00000000 PA USD 300237.00000000 0.031101694368 Long ABS-MBS USGSE US N 2 2056-07-25 Floating 4.65000120 N N N N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946KAN1 200000.00000000 PA USD 227279.40000000 0.023543981704 Long DBT CORP ES N 2 2034-11-15 Variable 7.88300000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1341.69000000 -0.00013898630 N/A DFE N/A N 2 Goldman Sachs Bank KD3XUN7C6T14HNAYLU02 74393.00000000 USD 382923.09000000 BRL 2026-09-02 -1341.69000000 N N N United States of America 254900HROIFWPRGM1V77 91282CLF6 3990900.00000000 PA USD 3860573.17000000 0.399918620356 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SW9 2100000.00000000 PA USD 1462046.88000000 0.151454135279 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WJGA0 125990.69000000 PA USD 121012.34000000 0.012535726154 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N 2026-07-30 EQ Advisors Trust James Kelly James Kelly Treasurer