NPORT-P false 0000787441 XXXXXXXX S000006900 C000018707 C000018708 C000153007 C000221696 C000060796 C000185564 C000166836 C000018709 C000018706 MAINSTAY FUNDS 811-04550 0000787441 549300PAI7XEJSNBJ671 51 Madison Avenue New York 10010 212-576-7000 MainStay Income Builder Fund S000006900 KRQ4HNYE4YC2FPWTOC56 2021-10-31 2021-10-31 N 1703272185.53 37857539.84 1665414645.69 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2069971.58000000 0.00000000 0.00000000 3280290.07000000 EUR USD UST BX Commercial Mortgage Trust N/A 05609VAJ4 2310000.00000000 PA USD 2288228.25000000 0.137396909287 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 1.19025000 N N N N N N FHLMC STACR Trust 549300L8K4CLYS7FCQ06 35563TAV3 1340000.00000000 PA USD 1395040.90000000 0.083765379607 Long ABS-MBS CORP US Y 2 2030-12-25 Floating 3.78924840 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABG6 1455000.00000000 PA USD 1528403.85000000 0.091773172161 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0GW3 1843006.15000000 PA USD 1908147.20000000 0.114574902108 Long ABS-MBS CORP US N 2 2028-04-25 Floating 4.78924920 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 860000.00000000 PA USD 1029402.80000000 0.061810600901 Long DBT CORP US N 2 2050-02-01 Fixed 6.50000160 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CS9 845000.00000000 PA USD 1062001.49000000 0.063767992718 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDD0 11630000.00000000 PA USD 11602287.92000000 0.696660615422 Long DBT UST US N 2 2023-10-31 Fixed 0.37500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 39434.97000000 0.002367876978 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 44545105.50000000 USD 5081523000.00000000 JPY 2022-02-01 39434.97000000 N N N VEON Holdings BV 5493000XDKGUH5NQGE22 92718WAG4 2430000.00000000 PA USD 2578910.40000000 0.154850949982 Long DBT CORP NL Y 2 2024-06-16 Fixed 4.95000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RHJ4 795000.00000000 PA USD 902638.42000000 0.054199020186 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Orange SA 969500MCOONR8990S771 N/A 401504.00000000 NS 4379147.92000000 0.262946403848 Long EC CORP FR N 1 N N N Eaton Corp. plc 549300VDIGTMXUNT7H71 N/A 52976.00000000 NS USD 8728325.76000000 0.524093251046 Long EC CORP IE N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38382XY82 6942451.86000000 PA USD 968098.53000000 0.058129579471 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 1085000.00000000 PA USD 1162524.11000000 0.069803884156 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Cablevision Lightpath LLC 5493002ZVBLRLGES1R71 12687GAA7 2035000.00000000 PA USD 1981479.50000000 0.118978147882 Long DBT CORP US Y 2 2027-09-15 Fixed 3.87500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 100000.00000000 PA USD 110420.34000000 0.006630201090 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N AerCap Ireland Capital DAC N/A 00772BAP6 964000.00000000 PA USD 989066.46000000 0.059388601064 Long DBT CORP IE N 2 2022-07-01 Fixed 4.62500000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBC9 1820000.00000000 PA USD 1890489.38000000 0.113514636423 Long DBT CORP US N 2 2024-11-18 Fixed 2.62500000 N N N N N N Taiwan Semiconductor Manufacturing Co. Ltd. 549300KB6NK5SBD14S87 874039100 77887.00000000 NS USD 8855751.90000000 0.531744567211 Long EC CORP TW N 1 N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 71376LAE0 785000.00000000 PA USD 785000.00000000 0.047135408712 Long DBT CORP US Y 2 2029-08-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHWC9 4219793.50000000 PA USD 579802.16000000 0.034814282527 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAY4 2376000.00000000 PA USD 2405700.00000000 0.144450513043 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBT1 2105000.00000000 PA USD 2046650.75000000 0.122891362538 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N Waste Connections, Inc. 549300HDLRTPBQU69P29 94106BAC5 1100000.00000000 PA USD 1079792.11000000 0.064836232393 Long DBT CORP CA N 2 2032-01-15 Fixed 2.20000000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAB1 1935000.00000000 PA USD 1919698.47000000 0.115268499347 Long DBT CORP US Y 2 2024-09-16 Fixed 1.12500000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAA7 2030000.00000000 PA USD 2054433.12000000 0.123358655774 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N BX Trust N/A 05606FAJ2 570000.00000000 PA USD 605954.35000000 0.036384593564 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.85600000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAM2 4502000.00000000 PA USD 4344880.20000000 0.260888794946 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GFH7 2615000.00000000 PA USD 2829191.83000000 0.169879125136 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Home Partners of America Trust N/A 43732VAT3 720000.00000000 PA USD 720052.56000000 0.043235632751 Long ABS-O CORP US Y 2 2026-12-17 Fixed 1.90100000 N N N N N N Muenchener Rueckversicherungs-Gesellschaft AG 529900MUF4C20K50JS49 N/A 25011.00000000 NS 7407437.84000000 0.444780395030 Long EC CORP DE N 1 N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GG2 1320000.00000000 PA USD 1467510.61000000 0.088116831072 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 2310000.00000000 PA USD 2695656.49000000 0.161860981406 Long DBT CORP US Y 2 2025-05-01 Fixed 7.00000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 796050888 706.00000000 NS USD 1054058.00000000 0.063291025014 Long EC CORP KR Y 1 N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 1740000.00000000 PA USD 1874448.39000000 0.112551453468 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N Telenor ASA 549300IM1QSBY4SLPM26 N/A 220882.00000000 NS 3486619.72000000 0.209354452899 Long EC CORP NO N 1 N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAB9 3090000.00000000 PA USD 3433334.01000000 0.206154906760 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N FREMF Mortgage Trust N/A 30308RAQ9 700000.00000000 PA USD 765968.49000000 0.045992659664 Long ABS-MBS USGSE US Y 2 2051-11-25 Variable 4.29315120 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DF4 1990000.00000000 PA USD 2090838.10000000 0.125544596681 Long DBT CORP US N 2 2025-01-13 Fixed 2.75000000 N N N N N N CF Hippolyta LLC N/A 12530MAE5 1157105.82000000 PA USD 1145617.61000000 0.068788731560 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.53000000 N N N N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 79466LAE4 1300000.00000000 PA USD 1348997.12000000 0.081000675927 Long DBT CORP US N 2 2023-04-11 Fixed 3.25000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAQ7 2265000.00000000 PA USD 2324542.57000000 0.139577406504 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8QM2 637166.08000000 PA USD 637527.72000000 0.038280419933 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Arbor Multifamily Mortgage Securities Trust N/A 03882KAU6 2200000.00000000 PA USD 2260409.58000000 0.135726534280 Long ABS-MBS CORP US Y 2 2054-10-15 Fixed 2.74790000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AB7 1535000.00000000 PA USD 1528141.62000000 0.091757426533 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480100 26620.00000000 NS USD 9922871.20000000 0.595819859377 Long EC CORP US N 1 N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BX6 1635000.00000000 PA USD 2078374.41000000 0.124796213085 Long DBT CORP US N 2 2047-06-06 Fixed 4.66900000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCY5 1665000.00000000 PA USD 1749716.52000000 0.105061915032 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N FHLMC STACR REMIC Trust N/A 35566CAH8 2975000.00000000 PA USD 2997291.08000000 0.179972662529 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 2.04867000 N N N N N N Taco Bell Funding LLC N/A 87342RAJ3 2105000.00000000 PA USD 2112039.12000000 0.126817614187 Long ABS-O CORP US Y 2 2051-08-25 Fixed 2.54200000 N N N N N N Carrington Mortgage Loan Trust N/A 14454EAC5 2669800.31000000 PA USD 2645022.43000000 0.158820653874 Long ABS-O CORP US N 2 2037-06-25 Floating 0.27924840 N N N N N N BX Trust N/A 05609BAV1 1910000.00000000 PA USD 1905760.76000000 0.114431608064 Long ABS-MBS CORP US Y 2 2036-02-15 Floating 0.89100000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 3000000.00000000 PA USD 3084917.73000000 0.185234214072 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300000 N N N N N N Ford Credit Auto Owner Trust N/A 34532JAA2 1105000.00000000 PA USD 1091377.89000000 0.065531901789 Long ABS-O CORP US Y 2 2033-04-15 Fixed 1.06000000 N N N N N N N/A N/A N/A 467.00000000 NC USD -615005.72000000 -0.03692808404 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Notes 2021-12-31 56857250.00000000 USD -615005.72000000 N N N Huntsman International LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 1862000.00000000 PA USD 2091738.40000000 0.125598655290 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDL7 2015000.00000000 PA USD 1991624.93000000 0.119587331308 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AF8 1715000.00000000 PA USD 1830728.20000000 0.109926269997 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCA5 2780000.00000000 PA USD 3194019.92000000 0.191785266706 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAP5 1860000.00000000 PA USD 1666076.40000000 0.100039735108 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACE3 1180000.00000000 PA USD 1221182.00000000 0.073326003416 Long DBT CORP US Y 2 2031-04-15 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QD3 6581000.00000000 PA USD 9124710.76000000 0.547894230641 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N Regents of the University of California Medical Center N/A 913366KB5 2700000.00000000 PA USD 2805219.00000000 0.168439674003 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N Cummins, Inc. ZUNI8PYC725B6H8JU438 231021106 33621.00000000 NS USD 8063660.64000000 0.484183363036 Long EC CORP US N 1 N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140100 191390.00000000 NS USD 9378110.00000000 0.563109615030 Long EC CORP US N 1 N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200101 87646.00000000 NS USD 10964514.60000000 0.658365448411 Long EC CORP US N 1 N N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247X101 11723.00000000 NS USD 11060181.58000000 0.664109782427 Long EC CORP US N 1 N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BL0 770000.00000000 PA USD 974560.48000000 0.058517587948 Long DBT CORP US N 2 2030-04-01 Fixed 5.95000000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AJ0 1735000.00000000 PA USD 1791613.19000000 0.107577605050 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N FHLMC STACR Trust N/A 35564KJA8 3405000.00000000 PA USD 3443303.87000000 0.206753548067 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 3.09867120 N N N N N N J.P. Morgan Mortgage Trust N/A 46653PAF4 1803589.68000000 PA USD 1833038.69000000 0.110065003615 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.49999840 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546104 48452.00000000 NS USD 3623240.56000000 0.217557865806 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -22314.70000000 -0.00133988854 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 23293000.00000000 AUD 17499844.56000000 USD 2021-11-01 -22314.70000000 N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AC4 1085000.00000000 PA USD 1057875.00000000 0.063520217186 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DP2 2930000.00000000 PA USD 2809237.56000000 0.168680968866 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936U109 56635.00000000 NS USD 4367124.85000000 0.262224477327 Long EC CORP US N 1 N N N Danone SA 969500KMUQ2B6CBAF162 N/A 52222.00000000 NS 3401772.41000000 0.204259787122 Long EC CORP FR N 1 N N N Sanofi 549300E9PC51EN656011 N/A 70910.00000000 NS 7084836.50000000 0.425409763168 Long EC CORP FR N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYB4 1005000.00000000 PA USD 1009131.85000000 0.060593429546 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826525AA5 820167.14000000 PA USD 815540.09000000 0.048969191673 Long ABS-O CORP US Y 2 2037-07-20 Fixed 1.33000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NB3 2005000.00000000 PA USD 2012017.50000000 0.120811805348 Long DBT CORP US N 2 2026-11-15 Variable 4.15000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWJ9 800000.00000000 PA USD 810491.77000000 0.048666064760 Long DBT CORP US N 2 2023-06-05 Variable 2.90800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TWY6 2166084.31000000 PA USD 2040841.32000000 0.122542534694 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 1.00000000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CU3 1000000.00000000 PA USD 995634.60000000 0.059782985731 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 113527.00000000 NS USD 17006344.60000000 1.021147775060 Long EC CORP US N 1 N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAK1 1550000.00000000 PA USD 1514656.05000000 0.090947684044 Long DBT CORP US Y 2 2039-12-31 Fixed 2.74200000 N N N N N N British American Tobacco plc 213800FKA5MF17RJKT63 N/A 195704.00000000 NS 6820309.01000000 0.409526181822 Long EC CORP GB N 1 N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WBR0 3347000.00000000 PA USD 3410400.05000000 0.204777834686 Long DBT CORP US Y 2 2022-10-17 Fixed 2.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHV4 1425000.00000000 PA USD 1510953.98000000 0.090725392856 Long DBT CORP US N 2 2030-07-23 Variable 3.19400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TNQ3 1837260.48000000 PA USD 1810646.11000000 0.108720438761 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 1.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8MZ7 1121738.21000000 PA USD 1167155.39000000 0.070081969857 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N CSAIL Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 2050254.00000000 PA USD 2199645.76000000 0.132077964229 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LBF2 2888000.00000000 PA USD 3261779.60000000 0.195853903917 Long DBT CORP US N 2 2031-03-01 Fixed 4.25000000 N N N N N N WELLS FARGO GOVT FD LEX 549300GFSYYLVYEWA041 949921126 9687306.20000000 NS USD 9687306.20000000 0.581675333831 Long STIV RF US N 1 N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 2687000.00000000 PA USD 2748442.74000000 0.165030537416 Long DBT CORP US N 2 2025-02-01 Variable 4.60000000 N N N N N N NextEra Energy, Inc. N/A 65339F101 83542.00000000 NS USD 7128638.86000000 0.428039880545 Long EC CORP US N 1 N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AB4 1990000.00000000 PA USD 1960150.00000000 0.117697415780 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36207KUR9 5.76000000 PA USD 6.44000000 0.000000386690 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Cintas Corp. No. 2 549300QVUQTTKMTE0G41 17252MAN0 2740000.00000000 PA USD 3019957.91000000 0.181333694753 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N N/A N/A N/A 278.00000000 NC USD 2456401.01000000 0.147494860595 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-mini Index US78378X1072 2021-12-17 63898300.00000000 USD 2456401.01000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 2370000.00000000 PA USD 2642708.27000000 0.158681699890 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAQ3 510000.00000000 PA USD 511973.70000000 0.030741515413 Long DBT CORP US Y 2 2033-08-15 Fixed 3.25000000 N N N N N N Banco BTG Pactual SA ZXLTQRYIK6IJH3R0IK66 05971AAE1 850000.00000000 PA USD 863812.50000000 0.051867713679 Long DBT CORP BR Y 2 2025-01-10 Fixed 4.50000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AW5 3405000.00000000 PA USD 3402297.55000000 0.204291319210 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382M2V0 5172060.89000000 PA USD 583369.68000000 0.035028494646 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2.00000000 N N N N N N JBS USA Food Co. 549300O7SUM086E3RD66 46650CAA7 585000.00000000 PA USD 608400.00000000 0.036531442879 Long DBT CORP US Y 2 2026-01-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XBRF9 967594.31000000 PA USD 1015118.52000000 0.060952899785 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Seasoned Loans Structured Transaction N/A 35564CBB2 739817.74000000 PA USD 772360.03000000 0.046376440365 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 3.50000000 N N N N N N Transcontinental Gas Pipe Line Co. LLC N/A 893574AM5 2340000.00000000 PA USD 2857169.84000000 0.171559067730 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912AG3 280000.00000000 PA USD 275800.00000000 0.016560440411 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 1710000.00000000 PA USD 1661425.19000000 0.099760452707 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N NYU Langone Hospitals N/A 62954RAA4 1490000.00000000 PA USD 1582133.14000000 0.094999353109 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 94990DAA4 2750000.00000000 PA USD 3012373.38000000 0.180878280841 Long ABS-MBS CORP US Y 2 2036-06-15 Variable 3.74870160 N N N N N N N/A N/A N/A 421.00000000 NC USD 3661373.85000000 0.219847583271 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long E-mini Financial Select Sector IXM Index 2021-12-17 52114537.50000000 USD 3661373.85000000 N N N Delta Air Lines, Inc. N/A 830867AB3 755000.00000000 PA USD 838375.44000000 0.050340342699 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Crown Castle Towers LLC N/A 22822RBH2 2680000.00000000 PA USD 2972745.24000000 0.178498804948 Long ABS-O CORP US Y 2 2028-07-15 Fixed 4.24100000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AS9 1520000.00000000 PA USD 1561800.00000000 0.093778447550 Long DBT CORP US N 2 2027-03-15 Fixed 4.00000000 N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 34515.00000000 NS USD 5621803.20000000 0.337561772652 Long EC CORP US N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XBE3 890000.00000000 PA USD 895286.34000000 0.053757563758 Long DBT CORP US N 2 2022-01-15 Fixed 3.50000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 95173.00000000 NS USD 8379982.65000000 0.503176951859 Long EC CORP US N 1 N N N Protective Life Corp. 549300ZWIT8J8Y2EXL07 743674AY9 1640000.00000000 PA USD 2603564.47000000 0.156331306244 Long DBT CORP US N 2 2039-10-15 Fixed 8.45000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBF2 1645000.00000000 PA USD 1628295.67000000 0.097771187146 Long DBT CORP US N 2 2025-07-15 Fixed 1.25000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206R102 145586.00000000 NS USD 3677502.36000000 0.220816021374 Long EC CORP US N 1 N N N FREMF Mortgage Trust N/A 30312DAJ0 780000.00000000 PA USD 826261.57000000 0.049612964083 Long ABS-MBS USGSE US Y 2 2052-10-25 Variable 3.73668480 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBR6 1800000.00000000 PA USD 1810949.27000000 0.108738642036 Long DBT CORP US N 2 2028-06-01 Variable 2.18200000 N N N N N N MVW LLC N/A 55400DAA9 0.03000000 PA USD 0.03000000 0.000000001801 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.22000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081103 102334.00000000 NS USD 4476089.16000000 0.268767250941 Long EC CORP US N 1 N N N Sky Ltd. 2138003TS48MQKF4BZ29 111013AL2 950000.00000000 PA USD 1023527.35000000 0.061457808879 Long DBT CORP GB Y 2 2024-09-16 Fixed 3.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 389364.93000000 0.023379458743 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 41207000.00000000 EUR 48024656.94000000 USD 2021-11-01 389364.93000000 N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAL4 1050000.00000000 PA USD 1434692.54000000 0.086146266559 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDT5 1914000.00000000 PA USD 1845494.94000000 0.110812940475 Long DBT CORP US Y 2 2056-11-01 Fixed 2.93700000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 05523RAE7 1285000.00000000 PA USD 1275297.80000000 0.076575392398 Long DBT CORP GB Y 2 2050-09-15 Fixed 3.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 1585000.00000000 PA USD 1599881.93000000 0.096065081097 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Mello Mortgage Capital Acceptance N/A 585494AA5 2327210.19000000 PA USD 2340465.98000000 0.140533529356 Long ABS-MBS CORP US Y 2 2051-06-25 Variable 2.49999840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NTU1 6312929.83000000 PA USD 730537.92000000 0.043865227310 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N BXHPP Trust N/A 05609JAJ1 2080000.00000000 PA USD 2077500.46000000 0.124743736665 Long ABS-MBS CORP US Y 2 2036-08-15 Floating 0.99000000 N N N N N N Industria de Diseno Textil SA 549300TTCXZOGZM2EY83 N/A 102859.00000000 NS 3714592.33000000 0.223043092578 Long EC CORP ES N 1 N N US Airways Pass-Through Trust N/A 90345WAA2 1118181.02000000 PA USD 1169673.59000000 0.070233175445 Long ABS-O CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Deutsche Post AG 8ER8GIG7CSMVD8VUFE78 N/A 135769.00000000 NS 8399908.55000000 0.504373404649 Long EC CORP DE N 1 N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 1900000.00000000 PA USD 1968648.01000000 0.118207679696 Long DBT CORP US N 2 2029-09-17 Variable 2.63600000 N N N N N N Terna - Rete Elettrica Nazionale 8156009E94ED54DE7C31 N/A 471354.00000000 NS 3510150.62000000 0.210767368299 Long EC CORP IT N 1 N N N CVS Pass-Through Trust N/A 126650AQ3 98388.98000000 PA USD 107005.26000000 0.006425142247 Long ABS-O CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2H5 1795000.00000000 PA USD 1853748.52000000 0.111308527566 Long DBT CORP US N 2 2025-10-30 Variable 2.40600000 N N N N N N Precision Castparts Corp. 0XOOAY5P5J7Q734SEC89 740189AM7 4040000.00000000 PA USD 4325502.60000000 0.259725264887 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAZ1 1925000.00000000 PA USD 1913687.12000000 0.114907547195 Long DBT CORP AU Y 2 2033-01-14 Variable 2.87100000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LAW9 4070000.00000000 PA USD 4074597.68000000 0.244659652210 Long DBT CORP US Y 2 2021-11-21 Fixed 2.37500000 N N N N N N Time Warner Entertainment Co. LP N/A 88731EAF7 800000.00000000 PA USD 882438.89000000 0.052986137253 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N American Airlines Pass-Through Trust N/A 023764AA1 1243460.00000000 PA USD 1219990.44000000 0.073254456069 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.65000000 N N N N N N BX Commercial Mortgage Trust N/A 05608EAA2 1622236.00000000 PA USD 1712826.36000000 0.102846841441 Long ABS-MBS CORP US Y 2 2044-03-09 Variable 3.54387600 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAE3 3480000.00000000 PA USD 3575574.65000000 0.214695761157 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N Benchmark Mortgage Trust N/A 08162WAZ9 2175000.00000000 PA USD 2182858.71000000 0.131069984021 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 1.69100000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1215853.73000000 -0.07300606687 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48851145.74000000 USD 41207000.00000000 EUR 2021-11-01 -1215853.73000000 N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 37816.00000000 NS USD 8072581.52000000 0.484719018227 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CS2 1050000.00000000 PA USD 1065750.00000000 0.063993072401 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Office Properties Income Trust N/A 67623CAE9 1335000.00000000 PA USD 1301612.90000000 0.078155485384 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 054561AM7 2305000.00000000 PA USD 2951136.40000000 0.177201299846 Long DBT CORP US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAM3 1515000.00000000 PA USD 1498197.36000000 0.089959420248 Long DBT CORP KY Y 2 2026-02-21 Fixed 2.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFHM8 2208045.12000000 PA USD 2352799.48000000 0.141274095678 Long ABS-MBS CORP US N 2 2050-07-25 Fixed 3.50000000 N N N N N N US Airways Pass-Through Trust N/A 90345KAA8 483192.55000000 PA USD 497917.46000000 0.029897506983 Long ABS-O CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SZ2 6265000.00000000 PA USD 6354080.47000000 0.381531439419 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967AM3 1715000.00000000 PA USD 2021100.13000000 0.121357172835 Long DBT CORP US N 2 2025-06-01 Fixed 6.87500000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 2350000.00000000 PA USD 2334137.50000000 0.140153535099 Long DBT CORP CH Y 2 2031-02-10 Variable 4.37500000 N N N N N N BX Commercial Mortgage Trust N/A 05605NAA5 2295000.00000000 PA USD 2388414.07000000 0.143412577533 Long ABS-MBS CORP US Y 2 2044-03-09 Variable 3.54237480 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 1980000.00000000 PA USD 2138479.81000000 0.128405248238 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826525AC1 0.03000000 PA USD 0.03000000 0.000000001801 Long ABS-O CORP US Y 2 2037-07-20 Fixed 3.51000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 55195.00000000 NS 3105409.79000000 0.186464662000 Long EC CORP DE N 1 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FFBH9 2050000.00000000 PA USD 2062311.89000000 0.123831737359 Long ABS-MBS USGSE US N 2 2038-08-25 Fixed 1.50000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 24695.00000000 NS USD 9180119.30000000 0.551221242334 Long EC CORP US N 1 N N N UAL Pass-Through Trust N/A 909287AA2 834823.46000000 PA USD 853606.99000000 0.051254922743 Long ABS-O CORP US N 2 2022-07-02 Fixed 6.63600000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QH4 4235000.00000000 PA USD 5902531.25000000 0.354418118351 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 267041.00000000 NS 7766876.80000000 0.466362945714 Long EC CORP FR N 1 N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 05604XAP1 3100242.98000000 PA USD 3014986.30000000 0.181035173901 Long LON CORP US N 2 2024-04-03 Variable 3.33700000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CV0 2100000.00000000 PA USD 2302650.00000000 0.138262864804 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 1180000.00000000 PA USD 1277097.76000000 0.076683471188 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382ND95 7452962.36000000 PA USD 1021031.99000000 0.061307974722 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHF4 2015000.00000000 PA USD 2090701.94000000 0.125536420939 Long ABS-O CORP US N 2 2026-09-15 Fixed 2.44000000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 1310000.00000000 PA USD 1392399.00000000 0.083606746440 Long DBT CORP KY N 2 2025-08-08 Fixed 5.12500000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AH4 740000.00000000 PA USD 794575.00000000 0.047710340608 Long DBT CORP US Y 2 2028-05-01 Fixed 5.75000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02156LAF8 2100000.00000000 PA USD 2045253.00000000 0.122807434490 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378UKQ9 4150546.56000000 PA USD 4337699.69000000 0.260457640457 Long ABS-MBS USGA US N 2 2041-08-16 Fixed 3.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -424493.85000000 -0.02548877849 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42733217.12000000 USD 30915000.00000000 GBP 2022-02-01 -424493.85000000 N N N FHLMC STACR Trust 549300L8K4CLYS7FCQ06 35563TAB7 2985000.00000000 PA USD 3014319.86000000 0.180995157440 Long ABS-MBS CORP US Y 2 2030-12-25 Floating 2.23925040 N N N N N N Victoria's Secret & Co. 5493006T3O70U3UWVF17 926400AA0 1830000.00000000 PA USD 1838052.00000000 0.110366028349 Long DBT CORP US Y 2 2029-07-15 Fixed 4.62500000 N N N N N N Great-West Lifeco, Inc. 549300X81X4VZEESFU46 39138C106 123296.00000000 NS 3627349.19000000 0.217804568933 Long EC CORP CA N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X7MM8 0.01000000 PA USD 0.01000000 0.000000000600 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 28791.00000000 NS USD 6075764.73000000 0.364819941131 Long EC CORP US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38382LX22 7133681.44000000 PA USD 995981.77000000 0.059803831590 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAW1 1765000.00000000 PA USD 1809125.00000000 0.108629103549 Long DBT CORP BM Y 2 2026-06-15 Variable 5.25000000 N N N N N N Expedia Group, Inc. N/A 30212PAP0 440000.00000000 PA USD 474927.16000000 0.028517051968 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077M108 191417.00000000 NS USD 13381962.47000000 0.803521363561 Long EC CORP CA N 1 N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 1705000.00000000 PA USD 1696897.84000000 0.101890411759 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAE5 3091101.28000000 PA USD 3065460.59000000 0.184065908026 Long LON CORP US N 2 2025-05-09 Variable 3.33700000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAB1 2135000.00000000 PA USD 2180390.10000000 0.130921756070 Long DBT CORP NL Y 2 2028-01-10 Fixed 4.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCS6 2715000.00000000 PA USD 2731712.29000000 0.164025955762 Long DBT CORP US N 2 2022-03-15 Fixed 3.45000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QFU3 1270000.00000000 PA USD 1293550.75000000 0.077671392727 Long ABS-O CORP US N 2 2024-09-15 Fixed 2.48000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBA5 2200000.00000000 PA USD 2523951.85000000 0.151550957987 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N JPMorgan Chase Bank NA N/A 46591HAN0 487603.38000000 PA USD 488497.99000000 0.029331913902 Long ABS-O CORP US Y 2 2028-01-25 Fixed 0.99100000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209S103 134295.00000000 NS USD 5923752.45000000 0.355692347568 Long EC CORP US N 1 N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBD0 2275000.00000000 PA USD 2331933.58000000 0.140021200488 Long DBT CORP US N 2 2023-05-15 Fixed 2.40000000 N N N N N N Samsung Electronics Co. Ltd. 9884007ER46L6N7EI764 796050888 4846.00000000 NS USD 7235078.00000000 0.434431030057 Long EC CORP KR N 1 N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 345370CW8 2200000.00000000 PA USD 2645500.00000000 0.158849329615 Long DBT CORP US N 2 2025-04-22 Fixed 9.00000000 N N N N N N Energy Transfer Operating LP MTLVN9N7JE8MIBIJ1H73 29278NAF0 980000.00000000 PA USD 1119167.38000000 0.067200524679 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 976657AH9 1095000.00000000 PA USD 1023825.00000000 0.061475681305 Long DBT CORP US N 2 2067-05-15 Floating 2.23724880 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AG0 2265000.00000000 PA USD 2416349.38000000 0.145089956201 Long DBT CORP US Y 2 2027-08-01 Fixed 3.61600000 N N N N N N Mileage Plus Holdings LLC N/A 599191AA1 1860000.00000000 PA USD 2024349.60000000 0.121552287608 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 2640000.00000000 PA USD 2821500.00000000 0.169417268384 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 85172FAP4 540000.00000000 PA USD 574425.00000000 0.034491410381 Long DBT CORP US N 2 2024-03-15 Fixed 6.12500000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAE8 1970000.00000000 PA USD 1994115.32000000 0.119736867041 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N Ford Credit Auto Owner Trust N/A 34531NAA4 1005000.00000000 PA USD 1030495.44000000 0.061876208586 Long ABS-O CORP US Y 2 2031-08-15 Fixed 2.04000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAK7 1210000.00000000 PA USD 1194346.17000000 0.071714643142 Long DBT CORP US Y 2 2026-01-30 Fixed 1.95000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 2755000.00000000 PA USD 2651687.50000000 0.159220858713 Long DBT NUSS MX Y 2 2033-07-26 Fixed 3.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XFY6 5799526.98000000 PA USD 794262.62000000 0.047691583717 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 2565000.00000000 PA USD 2702408.20000000 0.162266388553 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CY4 1110000.00000000 PA USD 1358087.92000000 0.081546533982 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 855000.00000000 PA USD 852923.77000000 0.051213898725 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N Coca-Cola Europacific Partners plc 549300LTH67W4GWMRF57 N/A 149273.00000000 NS USD 7859223.45000000 0.471907910161 Long EC CORP GB N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZU0 820000.00000000 PA USD 832464.00000000 0.049985389653 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N Snam SpA 8156002278562044AF79 N/A 669240.00000000 NS 3788522.13000000 0.227482215303 Long EC CORP IT N 1 N N N Chase Funding Trust N/A 161551FS0 23774.89000000 PA USD 24099.26000000 0.001447042636 Long ABS-O CORP US N 2 2032-04-25 Variable 6.33300120 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAD6 1413000.00000000 PA USD 1640024.55000000 0.098475448996 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N Health Care Service Corp. A Mutual Legal Reserve Co. 549300TMJ1FKCKECR148 42218SAF5 1185000.00000000 PA USD 1178648.40000000 0.070772068868 Long DBT CORP US Y 2 2030-06-01 Fixed 2.20000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GN7 870000.00000000 PA USD 939858.61000000 0.056433910463 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 1255000.00000000 PA USD 1250038.08000000 0.075058669817 Long DBT CORP FR Y 2 2027-10-19 Variable 2.04500000 N N N N N N Orkla ASA 549300PZS8G8RG6RVZ52 N/A 564458.00000000 NS 5489632.84000000 0.329625589291 Long EC CORP NO N 1 N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 349384.00000000 NS USD 7924029.12000000 0.475799173527 Long US N 1 N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080106 128718.00000000 NS USD 6307182.00000000 0.378715415786 Long US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYK4 510000.00000000 PA USD 508815.39000000 0.030551874352 Long DBT CORP US N 2 2042-07-21 Variable 2.90800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J0RZ2 4543263.75000000 PA USD 4283714.50000000 0.257216093967 Long ABS-MBS USGSE US N 2 2047-10-15 None 0.00000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AU3 1305000.00000000 PA USD 1624944.70000000 0.097569977795 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 92976GAG6 140000.00000000 PA USD 189572.22000000 0.011382884165 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N/A 58109.00000000 NS USD 5393677.38000000 0.323863933462 Long EC CORP NL N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 4435000.00000000 PA USD 4573036.54000000 0.274588466712 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N Watsco, Inc. 549300F1Y3LN5BX5WN75 942622200 14466.00000000 NS USD 4189064.28000000 0.251532811413 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3137FPLK9 0.00100000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2049-10-25 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DZ5 1780000.00000000 PA USD 1661238.40000000 0.099749236882 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDG3 4630000.00000000 PA USD 4614807.81000000 0.277096627073 Long DBT UST US N 2 2026-10-31 Fixed 1.12500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAB4 935000.00000000 PA USD 957767.25000000 0.057509236662 Long DBT CORP FR Y 2 2026-05-26 Variable 4.75000000 N N N N N N Performance Food Group, Inc. 549300OMUOGBYK0FFO76 69346VAA7 2681000.00000000 PA USD 2794942.50000000 0.167822620464 Long DBT CORP US Y 2 2027-10-15 Fixed 5.50000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CE8 2295000.00000000 PA USD 2094187.50000000 0.125745711761 Long DBT NUSS BR N 2 2031-09-12 Fixed 3.75000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 413875AW5 2215000.00000000 PA USD 2527143.58000000 0.151742605755 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397WF6 655000.00000000 PA USD 669940.55000000 0.040226651767 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N Linde plc 8945002PAZHZLBGKGF02 N/A 22804.00000000 NS USD 7279036.80000000 0.437070540891 Long EC CORP IE N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXR0 1370000.00000000 PA USD 1312603.12000000 0.078815394316 Long DBT CORP US N 2 2032-01-27 Variable 1.99200000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353108 205716.00000000 NS USD 12832564.08000000 0.770532678646 Long EC CORP GB N 1 N N N N/A N/A N/A 1.00000000 NC N/A -92906.42000000 -0.00557857589 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 5081523000.00000000 JPY 44491634.05000000 USD 2021-11-01 -92906.42000000 N N N Sirius XM Radio, Inc. WP5O65E6BMU84LNO4227 82967NBG2 2200000.00000000 PA USD 2190188.00000000 0.131510072021 Long DBT CORP US Y 2 2030-07-01 Fixed 4.12500000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAL2 2420000.00000000 PA USD 2504724.73000000 0.150396463516 Long DBT CORP US Y 2 2024-10-30 Fixed 2.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1816256.87000000 -0.10905733744 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 46400797.34000000 USD 5081523000.00000000 JPY 2021-11-01 -1816256.87000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505FQ2 2739000.00000000 PA USD 2773237.50000000 0.166519341425 Long DBT CORP US N 2 2025-01-28 Variable 4.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1930000.00000000 PA USD 1965052.14000000 0.117991765299 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 2855000.00000000 PA USD 3215428.56000000 0.193070750777 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135F101 30392.00000000 NS USD 16158514.64000000 0.970239734700 Long EC CORP US N 1 N N N American Airlines Pass-Through Trust N/A 02377UAB0 1796122.64000000 PA USD 1831309.94000000 0.109961200637 Long ABS-O CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AR0 1290000.00000000 PA USD 1394323.22000000 0.083722286435 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941HAA0 475840.89000000 PA USD 479489.88000000 0.028791020977 Long ABS-O CORP US Y 2 2069-05-15 Fixed 1.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4GL6 1971967.60000000 PA USD 2123331.10000000 0.127495642331 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.50000000 N N N N N N Lazard Ltd. 254900RIBCDJSUFG1A11 N/A 150188.00000000 NS USD 7357710.12000000 0.441794488780 Long EC CORP BM N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXD1 2245000.00000000 PA USD 2294322.34000000 0.137762829571 Long DBT CORP US N 2 2026-05-15 Floating 1.29475080 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756BZ2 3783000.00000000 PA USD 3881244.51000000 0.233049740498 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N BAE Systems plc 8SVCSVKSGDWMW2QHOH83 N/A 762114.00000000 NS 5755224.97000000 0.345573097059 Long EC CORP GB N 1 N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 3205000.00000000 PA USD 3127921.67000000 0.187816390236 Long DBT CORP US Y 2 2026-09-16 Fixed 1.85000000 N N N N N N Medtronic plc 549300GX3ZBSQWUXY261 N/A 115762.00000000 NS USD 13875233.32000000 0.833139864351 Long EC CORP IE N 1 N N N Progress Residential Trust N/A 74333DAC8 2500000.00000000 PA USD 2473763.00000000 0.148537363136 Long ABS-O CORP US Y 2 2038-04-19 Fixed 1.79600000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAE1 2995000.00000000 PA USD 2822787.50000000 0.169494576459 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAJ0 1810000.00000000 PA USD 1814525.00000000 0.108953347125 Long DBT CORP US N 2 2026-05-15 Variable 4.00000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBH2 810000.00000000 PA USD 863540.81000000 0.051851400024 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 63858SAA7 485000.00000000 PA USD 585639.90000000 0.035164810248 Long DBT CORP US N 2 2024-11-15 Fixed 8.57000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2V2 2405000.00000000 PA USD 2434163.15000000 0.146159585920 Long DBT CORP US Y 2 2028-03-24 Fixed 2.50000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BX7 1225000.00000000 PA USD 1203562.50000000 0.072268038660 Long DBT CORP GB Y 2 2031-01-14 Variable 4.75000000 N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAR1 1025000.00000000 PA USD 1108973.11000000 0.066588408650 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 2985000.00000000 PA USD 3395214.28000000 0.203866003507 Long DBT CORP US N 2 2028-07-15 Fixed 4.45000000 N N N N N N Sodexo, Inc. 549300WSZGQGJQXRFU84 833794AB6 2370000.00000000 PA USD 2420957.84000000 0.145366671673 Long DBT CORP US Y 2 2031-04-16 Fixed 2.71800000 N N N N N N First Horizon Corp. TF3RXI1ZB1TQ30H9JV10 320517AD7 2100000.00000000 PA USD 2267977.32000000 0.136180940036 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61690QAD1 1162420.29000000 PA USD 1227095.50000000 0.073681080154 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45100000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172109 88967.00000000 NS USD 8410940.18000000 0.505035800049 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GFD1 829000.00000000 PA USD 1180069.60000000 0.070857404974 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Capital One Multi-Asset Execution Trust R42WS16M9R97TJJKGU15 14041NFV8 1330000.00000000 PA USD 1377304.64000000 0.082700403984 Long ABS-O CORP US N 2 2028-08-15 Fixed 2.06000000 N N N N N N BCE, Inc. 5493001I9203PRB5KR45 05534B760 78043.00000000 NS 4017549.72000000 0.241234201368 Long EC CORP CA N 1 N N N GNMA 549300M8ZYFG0OCMTT87 36209FLA5 9.16000000 PA USD 10.24000000 0.000000614861 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N American Airlines, Inc. N/A 00253XAA9 1400000.00000000 PA USD 1468600.00000000 0.088182243611 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 525000.00000000 PA USD 558087.50000000 0.033510423451 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWM2 880000.00000000 PA USD 893959.55000000 0.053677896511 Long DBT CORP US N 2 2023-07-24 Variable 2.90500000 N N N N N N GlaxoSmithKline plc 5493000HZTVUYLO1D793 N/A 193928.00000000 NS 4003826.88000000 0.240410211977 Long EC CORP GB N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M4DF2 2650000.00000000 PA USD 2651504.09000000 0.159209845840 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Dell International LLC N/A 24703TAJ5 2300000.00000000 PA USD 3484544.60000000 0.209229852098 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N Mello Warehouse Securitization Trust N/A 58552NAA7 1035000.00000000 PA USD 1031150.32000000 0.061915530926 Long ABS-MBS CORP US Y 2 2055-04-25 Floating 0.83925000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VEU4 1970000.00000000 PA USD 2207753.98000000 0.132564823163 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KMY58 700000.00000000 PA USD 719433.16000000 0.043198440812 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N CF Hippolyta LLC N/A 12530MAB1 1187158.04000000 PA USD 1179444.96000000 0.070819898399 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.99000000 N N N N N N Equity One Mortgage Pass-Through Trust N/A 294751CQ3 47728.07000000 PA USD 48130.62000000 0.002890008210 Long ABS-O CORP US N 2 2033-12-25 Variable 5.49500040 N N N N N N Cemex SAB de CV 549300RIG2CXWN6IV731 N/A 4255000.00000000 PA 5015089.71000000 0.301131596445 Long DBT CORP MX Y 2 2026-03-19 Fixed 3.12500000 N N N N N N OBX Trust N/A 67113XAA8 867916.26000000 PA USD 874922.95000000 0.052534841834 Long ABS-MBS CORP US Y 2 2051-05-25 Variable 2.49999840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QF70 1806108.51000000 PA USD 1790236.25000000 0.107494926541 Long ABS-MBS USGA US N 2 2051-05-20 Fixed 1.00000000 N N N N N N Hanesbrands, Inc. GX5LWVWZLL5S4W1L2F20 410345102 246524.00000000 NS USD 4200768.96000000 0.252235620172 Long EC CORP US N 1 N N N BX Trust N/A 05606FAA1 1255000.00000000 PA USD 1327800.79000000 0.079727940032 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.20200000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAJ3 1435000.00000000 PA USD 1530827.23000000 0.091918684272 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DD4 1655000.00000000 PA USD 1691611.98000000 0.101573021732 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBV4 1595000.00000000 PA USD 1700751.53000000 0.102121806986 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBY1 900000.00000000 PA USD 913519.42000000 0.054852370991 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N MainStay U.S. Government Liquidity Fund 549300Y3ZLEL13IJCK58 56064L488 87327729.71000000 NS USD 87327729.71000000 5.243602843051 Long STIV RF US N 1 N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528PAK2 1480000.00000000 PA USD 1665447.85000000 0.100001993756 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.06000000 N N N N N N MMAF Equipment Finance LLC N/A 60700KAD4 3750000.00000000 PA USD 3692327.63000000 0.221706206292 Long ABS-O CORP US Y 2 2027-11-15 Fixed 0.66000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 1195000.00000000 PA USD 1197421.32000000 0.071899290852 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446HD4 490000.00000000 PA USD 706537.18000000 0.042424100318 Long DBT CORP US N 2 2032-04-01 Fixed 7.25000000 N N N N N N Peachtree Corners Funding Trust N/A 70466WAA7 940000.00000000 PA USD 1008521.12000000 0.060556758198 Long DBT CORP US Y 2 2025-02-15 Fixed 3.97600000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 1435000.00000000 PA USD 1436391.86000000 0.086248302410 Long DBT CORP US N 2 2027-10-21 Variable 1.94800000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AZ8 985000.00000000 PA USD 1017215.02000000 0.061078784351 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N N/A N/A N/A 408.00000000 NC USD -138373.21000000 -0.00830863415 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bonds 2021-12-21 80133750.00000000 USD -138373.21000000 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HJJS1 2493582.00000000 PA USD 2673835.11000000 0.160550714317 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XGP3 1080451.26000000 PA USD 1118339.66000000 0.067150824144 Long ABS-MBS CORP US N 2 2029-09-25 Floating 3.73925160 N N N N N N Delta Air Lines, Inc. N/A 830867AA5 1080000.00000000 PA USD 1152431.30000000 0.069197860303 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 210487.00000000 NS USD 11780957.39000000 0.707388842801 Long EC CORP US N 1 N N N Textron Financial Corp. 4E8B2CNXPE5P5AY03O18 883199AR2 3540000.00000000 PA USD 3115200.00000000 0.187052516204 Long DBT CORP US Y 2 2042-02-15 Floating 1.85974920 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDE3 810000.00000000 PA USD 787100.23000000 0.047261517246 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158AJ8 1555000.00000000 PA USD 1881482.82000000 0.112973836567 Long DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N Expedia Group, Inc. N/A 30212PAR6 3165000.00000000 PA USD 3253939.85000000 0.195383165292 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 405000.00000000 PA USD 463571.01000000 0.027835170730 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AK7 440000.00000000 PA USD 488418.45000000 0.029327137915 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N Assicurazioni Generali SpA 549300X5UKJVE386ZB61 N/A 242950.00000000 NS 5294026.27000000 0.317880371936 Long EC CORP IT N 1 N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBU3 2830000.00000000 PA USD 3317283.30000000 0.199186629503 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 30747.00000000 NS USD 4968715.20000000 0.298347034046 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64830MFJ7 3033596.06000000 PA USD 2271474.82000000 0.136390947796 Long ABS-MBS CORP US Y 2 2059-08-25 Variable 4.44561840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLX82 1034886.27000000 PA USD 1086808.38000000 0.065257525074 Long ABS-MBS USGSE US N 2 2048-11-15 Fixed 3.50000000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAM4 2340000.00000000 PA USD 2220075.00000000 0.133304640123 Long DBT NUSS CL Y 2 2031-09-16 Fixed 3.45000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 62983.00000000 NS USD 10700181.87000000 0.642493561449 Long EC CORP US N 1 N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780087102 104006.00000000 NS 10825834.62000000 0.650038394223 Long EC CORP CA N 1 N N N Bayview Commercial Asset Trust N/A 07325BAB4 53410.87000000 PA USD 51940.69000000 0.003118784269 Long ABS-MBS CORP US Y 2 2036-12-25 Floating 0.43425000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 1000000.00000000 PA USD 1182478.11000000 0.071002024214 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473P105 153490.00000000 NS USD 3786598.30000000 0.227366698725 Long EC CORP US N 1 N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WCG3 1105000.00000000 PA USD 1165581.23000000 0.069987449252 Long DBT CORP US Y 2 2025-01-11 Fixed 2.95000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CC1 2365000.00000000 PA USD 2586619.77000000 0.155313859926 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Unilever plc 549300MKFYEKVRWML317 N/A 94393.00000000 NS 5053581.85000000 0.303442861096 Long EC CORP GB N 1 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CK3 600000.00000000 PA USD 606351.89000000 0.036408463896 Long DBT CORP DE N 2 2032-05-28 Variable 3.03500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X7EV7 218158.33000000 PA USD 224840.34000000 0.013500562192 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAP8 2585000.00000000 PA USD 2997979.60000000 0.180014004786 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654105 89871.00000000 NS USD 15591719.79000000 0.936206477488 Long EC CORP US N 1 N N N N/A N/A N/A 295.00000000 NC USD 1071077.15000000 0.064312941691 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Russell 2000 E-mini Index US1248351090 2021-12-17 33855675.00000000 USD 1071077.15000000 N N N National Grid plc 8R95QZMKZLJX5Q2XR704 N/A 298953.00000000 NS 3827021.93000000 0.229793939899 Long EC CORP GB N 1 N N N Roche Holding AG 549300U41AUUVOAAOB37 N/A 10130.00000000 NS 3917132.48000000 0.235204637483 Long EC CORP CH N 1 N N N AerCap Ireland Capital DAC N/A 00774MAD7 1275000.00000000 PA USD 1311880.78000000 0.078772021333 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Allianz SE 529900K9B0N5BT694847 N/A 30567.00000000 NS 7107726.17000000 0.426784175844 Long EC CORP DE N 1 N N N United States of America 254900HROIFWPRGM1V77 912828Z37 3150000.00000000 PA USD 3708155.36000000 0.222656584028 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N American Airlines Pass-Through Trust N/A 023765AA8 535160.00000000 PA USD 544179.00000000 0.032675286086 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGMS7 5687749.01000000 PA USD 895315.97000000 0.053759342894 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 3.00000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AM2 881000.00000000 PA USD 927384.29000000 0.055684888589 Long DBT CORP US N 2 2023-05-15 Fixed 4.75000000 N N N N N N salesforce.com, Inc. RCGZFPDMRW58VJ54VR07 79466LAF1 1915000.00000000 PA USD 2141026.19000000 0.128558145897 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N Chevron Corp. N/A 166764100 61919.00000000 NS USD 7089106.31000000 0.425666144365 Long EC CORP US N 1 N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 52729KAP1 2142031.78000000 PA USD 2113247.16000000 0.126890151078 Long LON CORP US N 2 2027-03-01 Variable 1.83700000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBE3 850000.00000000 PA USD 895618.34000000 0.053777498733 Long DBT CORP US Y 2 2023-06-15 Fixed 4.25000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AZ1 1180000.00000000 PA USD 1279789.95000000 0.076845124024 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RLF3 6540690.09000000 PA USD 892322.15000000 0.053579578653 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AB6 885000.00000000 PA USD 865087.50000000 0.051944271190 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X9YF6 1087954.98000000 PA USD 1122349.73000000 0.067391609225 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612E106 32799.00000000 NS USD 8515276.38000000 0.511300678304 Long EC CORP US N 1 N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABH4 1585000.00000000 PA USD 1751191.34000000 0.105150470757 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABC5 1260000.00000000 PA USD 1449669.21000000 0.087045542306 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 1633000.00000000 PA USD 1805539.95000000 0.108413838840 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N Gazprom PJSC Via Gaz Capital SA 213800568PRHV2JR9650 368266AH5 2065000.00000000 PA USD 2783776.94000000 0.167152183223 Long DBT CORP LU Y 2 2037-08-16 Fixed 7.28800000 N N N N N N N/A N/A N/A -232.00000000 NC USD 169848.36000000 0.010198562888 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Notes 2021-12-21 -30323125.00000000 USD 169848.36000000 N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 71512.00000000 NS USD 6057781.52000000 0.363740137369 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 1920000.00000000 PA USD 2051762.15000000 0.123198277096 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAM4 2060000.00000000 PA USD 2183751.68000000 0.131123602500 Long DBT CORP US N 2 2024-12-15 Fixed 3.45000000 N N N N N N Flagstar Mortgage Trust N/A 33852EAB5 1847690.21000000 PA USD 1862606.61000000 0.111840412525 Long ABS-MBS CORP US Y 2 2051-04-25 Variable 2.49999840 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AA9 1585000.00000000 PA USD 1559090.01000000 0.093615725911 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 36186CBY8 3260000.00000000 PA USD 4667745.13000000 0.280275254098 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36261HAJ9 1369267.37000000 PA USD 1395047.94000000 0.083765802324 Long ABS-MBS CORP US Y 2 2051-10-25 Variable 2.49999840 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 1115000.00000000 PA USD 1151063.65000000 0.069115739613 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F7BU8 5010844.47000000 PA USD 898562.67000000 0.053954291342 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 3.00000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085770AA3 200000.00000000 PA USD 209500.00000000 0.012579449841 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N MSC Industrial Direct Co., Inc. 0XVKH0LN6YGOWO2EGO17 553530106 90477.00000000 NS USD 7606401.39000000 0.456727182607 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAH4 2720000.00000000 PA USD 2789177.35000000 0.167476451418 Long DBT CORP KY Y 2 2025-02-15 Fixed 2.87500000 N N N N N N Navient Private Education Refi Loan Trust N/A 63942EAB4 2765000.00000000 PA USD 2701088.96000000 0.162187174646 Long ABS-O CORP US Y 2 2069-12-16 Fixed 2.03000000 N N N N N N N/A N/A N/A 465.00000000 NC -909224.48000000 -0.05459448086 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long Yen Denominated Nikkei 225 Index JP9010C00002 2021-12-09 6740175000.00000000 JPY -909224.48000000 N N N TruGreen LP 549300QNRP2MNHR3QM19 89787RAH5 1334912.50000000 PA USD 1334912.50000000 0.080154963417 Long LON CORP US N 2 2027-11-02 Variable 4.75000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAH8 1465000.00000000 PA USD 1467190.70000000 0.088097622042 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FLXB5 1279346.73000000 PA USD 1331878.63000000 0.079972794369 Long ABS-MBS USGSE US N 2 2048-11-15 Fixed 3.50000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BJ5 1130000.00000000 PA USD 1178770.43000000 0.070779396173 Long DBT CORP US N 2 2050-02-15 Fixed 3.30000000 N N N N N N Sprint Spectrum Co. LLC N/A 85208NAD2 3648750.00000000 PA USD 3849431.25000000 0.231139509908 Long DBT CORP US Y 2 2025-03-20 Fixed 4.73800000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 1460000.00000000 PA USD 1600572.63000000 0.096106554253 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Dell International LLC N/A 24703TAE6 1749000.00000000 PA USD 1992908.81000000 0.119664422019 Long DBT CORP US N 2 2026-10-01 Fixed 4.90000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46592NAF3 1567979.87000000 PA USD 1593581.85000000 0.095686792122 Long ABS-MBS CORP US Y 2 2051-11-25 Variable 2.49999840 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46188BAA0 1600000.00000000 PA USD 1518229.66000000 0.091162261838 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N Tokio Marine Holdings, Inc. 5299009QN2NZ191KLS29 N/A 96900.00000000 NS 5099418.29000000 0.306195115024 Long EC CORP JP N 1 N N N BASF SE 529900PM64WH8AF1E917 N/A 81771.00000000 NS 5887158.75000000 0.353495074949 Long EC CORP DE N 1 N N N T. Rowe Price Group, Inc. 549300SIV6FPS9Y7IH33 74144T108 22915.00000000 NS USD 4969805.20000000 0.298412483213 Long EC CORP US N 1 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608102 45203.00000000 NS USD 3810160.87000000 0.228781515754 Long EC CORP US N 1 N N N Toyota Motor Corp. 5493006W3QUS5LMH6R84 N/A 291000.00000000 NS 5122978.72000000 0.307609803556 Long EC CORP JP N 1 N N N Hudson Yards Mortgage Trust N/A 44421GAA1 1615000.00000000 PA USD 1735610.62000000 0.104214924763 Long ABS-MBS CORP US Y 2 2039-07-10 Fixed 3.22800000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 123594.00000000 NS USD 6966993.78000000 0.418333884479 Long EC CORP US N 1 N N N Citigroup Commercial Mortgage Trust N/A 17324TAE9 560000.00000000 PA USD 603418.76000000 0.036232343792 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.61600000 N N N N N N Expedia Group, Inc. N/A 30212PAM7 60000.00000000 PA USD 67388.44000000 0.004046346066 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 1779501.00000000 PA USD 1990850.55000000 0.119540833578 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 -504950.57000000 -0.03031981082 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 48140242.58000000 USD 41207000.00000000 EUR 2022-02-01 -504950.57000000 N N N One Bryant Park Trust N/A 68236JAA9 4140000.00000000 PA USD 4244626.91000000 0.254869075457 Long ABS-MBS CORP US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N NXP BV N/A 62954HAD0 1255000.00000000 PA USD 1348733.47000000 0.080984845034 Long DBT CORP US Y 2 2030-05-01 Fixed 3.40000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200AM3 2050000.00000000 PA USD 2503606.70000000 0.150329331285 Long DBT CORP US N 2 2025-10-30 Fixed 7.00000000 N N N N N N Nestle Holdings, Inc. 549300EAEU8YV8MQXP30 641062AS3 3750000.00000000 PA USD 3613673.18000000 0.216983391454 Long DBT CORP US Y 2 2027-09-15 Fixed 1.00000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AQ3 3075000.00000000 PA USD 3610344.37000000 0.216783512703 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XAW6 3800000.00000000 PA USD 3831973.69000000 0.230091268857 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040Q104 51760.00000000 NS USD 4161504.00000000 0.249877951462 Long EC CORP US N 1 N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B77 940000.00000000 PA USD 938909.60000000 0.056376927057 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Dell International LLC N/A 24703TAG1 810000.00000000 PA USD 974308.50000000 0.058502457782 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 526057CR3 1345000.00000000 PA USD 1499459.80000000 0.090035223593 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N N CF Hippolyta LLC N/A 12530MAA3 1076359.85000000 PA USD 1076330.47000000 0.064628377850 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 N/A 199800.00000000 NS 5614910.29000000 0.337147887136 Long EC CORP JP N 1 N N N Expedia Group, Inc. N/A 30212PAS4 207000.00000000 PA USD 236413.68000000 0.014195484626 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N Orbia Advance Corp. SAB de CV 549300MVHZ20SBIOEQ79 59284BAF5 1800000.00000000 PA USD 1944018.00000000 0.116728768119 Long DBT CORP MX Y 2 2027-10-04 Fixed 4.00000000 N N N N N N Dow, Inc. 5493003S21INSLK2IP73 260557103 99950.00000000 NS USD 5594201.50000000 0.335904425632 Long EC CORP US N 1 N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 29058.00000000 NS USD 4155003.42000000 0.249487623442 Long EC CORP US N 1 N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QBS4 2235000.00000000 PA USD 2400529.08000000 0.144140024600 Long DBT CORP US N 2 2027-05-15 Fixed 3.00000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494AX1 2255000.00000000 PA USD 2417926.14000000 0.145184632923 Long DBT CORP US N 2 2024-08-15 Fixed 3.95000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832Q109 124002.00000000 NS USD 7870406.94000000 0.472579424011 Long EC CORP US N 1 N N N Restaurant Brands International, Inc. 5299009RXTX9DN9AKJ98 76131D103 212380.00000000 NS USD 12029203.20000000 0.722294788936 Long EC CORP CA N 1 N N N TruGreen LP 549300QNRP2MNHR3QM19 89787RAK8 580000.00000000 PA USD 585800.00000000 0.035174423469 Long LON CORP US N 2 2028-11-02 Variable 9.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EU4 2085000.00000000 PA USD 2409217.50000000 0.144661721706 Long DBT CORP US N 2 2026-03-10 Variable 6.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WV20 4226331.95000000 PA USD 584032.16000000 0.035068273328 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDB4 3760000.00000000 PA USD 3745606.27000000 0.224905327912 Long DBT UST US N 2 2024-10-15 Fixed 0.62500000 N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBJ3 435000.00000000 PA USD 475701.92000000 0.028563572515 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967HS3 1200000.00000000 PA USD 1585954.82000000 0.095228826292 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAV2 670000.00000000 PA USD 777608.90000000 0.046691609324 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156R108 181323.00000000 NS USD 11387084.40000000 0.683738697114 Long EC CORP US N 1 N N N Wells Fargo Commercial Mortgage Trust 54930012YCNUERXJ1I74 94990EAA2 3220000.00000000 PA USD 3568290.33000000 0.214258373386 Long ABS-MBS CORP US Y 2 2036-08-17 Variable 4.05830160 N N N N N N N/A N/A N/A 814.00000000 NC USD -679454.52000000 -0.04079791911 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Notes 2021-12-31 178469500.00000000 USD -679454.52000000 N N N Realogy Group LLC N/A 75606DAL5 1305000.00000000 PA USD 1352306.25000000 0.081199372990 Long DBT CORP US Y 2 2029-01-15 Fixed 5.75000000 N N N N N N Siemens AG W38RGI023J3WT1HWRP32 N/A 35595.00000000 NS 5772216.19000000 0.346593336676 Long EC CORP DE N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 118003.00000000 NS USD 6252978.97000000 0.375460789070 Long EC CORP US N 1 N N N Quad/Graphics, Inc. W2D68G5NJH4X0NW8PT65 747301109 10.00000000 NS USD 39.40000000 0.000002365777 Long EC CORP US N 1 N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAF4 1595000.00000000 PA USD 1555125.00000000 0.093377646463 Long DBT CORP US Y 2 2026-05-01 Fixed 7.62500000 N N N N N N J.P. Morgan Mortgage Trust N/A 46592NAC0 830138.83000000 PA USD 837089.58000000 0.050263133098 Long ABS-MBS CORP US Y 2 2051-11-25 Variable 2.49999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XEP5 2822863.77000000 PA USD 2913061.32000000 0.174915077607 Long ABS-MBS CORP US N 2 2029-07-25 Floating 3.63925080 N N N N N N N/A N/A N/A 109.00000000 NC USD -204359.71000000 -0.01227080057 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Long Bonds 2021-12-21 17531968.75000000 USD -204359.71000000 N N N QVC, Inc. 549300WBLU5NKPX5X472 747262AZ6 2655000.00000000 PA USD 2714737.50000000 0.163006702686 Long DBT CORP US N 2 2028-09-01 Fixed 4.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 1600000.00000000 PA USD 1606657.01000000 0.096471891499 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 1650000.00000000 PA USD 1733539.50000000 0.104090564141 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162100 21809.00000000 NS USD 4513808.73000000 0.271032126544 Long EC CORP US N 1 N N N Santander Revolving Auto Loan Trust N/A 80286JAA3 720000.00000000 PA USD 749138.98000000 0.044982129942 Long ABS-O CORP US Y 2 2032-01-26 Fixed 2.51000000 N N N N N N Connecticut Light and Power Co. (The) 549300O45IUXEDS1VZ32 207597EL5 1145000.00000000 PA USD 1400984.64000000 0.084122272109 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N GLP Capital LP N/A 361841AN9 1280000.00000000 PA USD 1348633.60000000 0.080978848330 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 500000.00000000 PA USD 547652.92000000 0.032883877983 Long DBT CORP US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 62072.00000000 NS USD 20584316.64000000 1.235987487756 Long EC CORP US N 1 N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506AP6 2300000.00000000 PA USD 2269653.04000000 0.136281558822 Long DBT CORP US Y 2 2027-10-15 Fixed 1.83200000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AX6 2805000.00000000 PA USD 2787380.22000000 0.167368542555 Long DBT CORP US Y 2 2025-09-01 Fixed 1.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FU5A8 2150000.00000000 PA USD 2170989.81000000 0.130357314655 Long ABS-MBS USGSE US N 2 2047-09-25 Fixed 2.00000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAW0 1435000.00000000 PA USD 1574543.75000000 0.094543647377 Long DBT CORP US N 2 2029-04-01 Fixed 4.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGQ7 55000.00000000 PA USD 70726.57000000 0.004246784437 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBE6 1230000.00000000 PA USD 1598843.77000000 0.096002744670 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109200 71874.00000000 NS 3342814.67000000 0.200719663337 Long EC CORP CA N 1 N N N N/A N/A N/A 1.00000000 NC N/A -632520.88000000 -0.03797978369 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 42941244.15000000 USD 30915000.00000000 GBP 2021-11-01 -632520.88000000 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 1794000.00000000 PA USD 1840963.94000000 0.110540876097 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034W106 81799.00000000 NS USD 5214686.25000000 0.313116391974 Long EC CORP US N 1 N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCJE9 1748778.41000000 PA USD 1802721.89000000 0.108244628127 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830DCF8 938576.85000000 PA USD 748737.11000000 0.044957999615 Long ABS-MBS CORP US Y 2 2057-12-25 Variable 4.94591040 N N N N N N Kimberly-Clark Corp. MP3J6QPYPGN75NVW2S34 494368103 31620.00000000 NS USD 4094473.80000000 0.245853115955 Long EC CORP US N 1 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AY9 1625000.00000000 PA USD 1779286.81000000 0.106837466249 Long DBT CORP US N 2 2028-04-15 Fixed 4.00000000 N N N N N N TFDXX LEX BLACKROCK FED FUND 549300T8K043VZEOVK74 09248U700 208932.50000000 NS USD 208932.50000000 0.012545374243 Long STIV RF US N 1 N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBJ9 760000.00000000 PA USD 753919.81000000 0.045269195389 Long DBT CORP US Y 2 2041-02-15 Fixed 3.50000000 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAH6 864000.00000000 PA USD 1129705.92000000 0.067833312438 Long DBT CORP KY N 2 2036-11-21 Fixed 6.87500000 N N N N N N Progress Residential N/A 74333EAB8 1780000.00000000 PA USD 1761227.76000000 0.105753108666 Long ABS-O CORP US Y 2 2038-05-17 Fixed 1.80800000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61766LBS7 560000.00000000 PA USD 599987.70000000 0.036026325429 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.54400000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 153211.00000000 NS USD 14862999.11000000 0.892450366547 Long EC CORP US N 1 N N N Republic of Chile 549300FLZTJM5YJF8D34 168863DT2 2580000.00000000 PA USD 2490499.80000000 0.149542326077 Long DBT NUSS CL N 2 2033-07-27 Fixed 2.55000000 N N N N N N Drive Auto Receivables Trust N/A 262104AF9 1200000.00000000 PA USD 1186569.48000000 0.071247690962 Long ABS-O CORP US N 2 2029-03-15 Fixed 1.39000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140KRL72 191988.56000000 PA USD 197357.70000000 0.011850364142 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Arbor Multifamily Mortgage Securities Trust N/A 03881VAN9 1770000.00000000 PA USD 1814760.29000000 0.108967475138 Long ABS-MBS CORP US Y 2 2054-06-15 Variable 2.70039960 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 1050000.00000000 PA USD 1061817.75000000 0.063756960030 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N MASTR Asset-Backed Securities Trust N/A 576449AA0 513010.45000000 PA USD 220341.78000000 0.013230445677 Long ABS-O CORP US N 2 2036-11-25 Floating 0.18924840 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565ASK0 2090000.00000000 PA USD 2100450.00000000 0.126121744241 Long DBT CORP FR Y 2 2031-02-25 Variable 4.62500000 N N N N N TotalEnergies SE 529900S21EQ1BO4ESM68 N/A 202938.00000000 NS 10174442.75000000 0.610925499924 Long EC CORP FR N 1 N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 2795000.00000000 PA USD 2969687.50000000 0.178315202624 Long DBT CORP FR Y 2 2030-11-18 Variable 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PMU3 6783760.35000000 PA USD 891182.60000000 0.053511154252 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36262CAB6 4894796.30000000 PA USD 4932843.55000000 0.296193116997 Long ABS-MBS CORP US Y 2 2052-01-25 Variable 2.49999840 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAX2 1850000.00000000 PA USD 1891055.81000000 0.113548647773 Long DBT CORP US N 2 2023-01-15 Fixed 2.75000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VEP5 2705000.00000000 PA USD 2764856.24000000 0.166016087774 Long DBT CORP US N 2 2025-05-15 Floating 1.22474880 N N N N N N Nestle SA KY37LUS27QQX7BB93L28 N/A 38754.00000000 NS 5113868.81000000 0.307062798038 Long EC CORP CH N 1 N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 418056107 83864.00000000 NS USD 8030816.64000000 0.482211241553 Long EC CORP US N 1 N N N Fortis, Inc. 549300MQYQ9Y065XPR71 349553107 83196.00000000 NS 3703351.36000000 0.222368127335 Long EC CORP CA N 1 N N N N/A N/A N/A 620.00000000 NC USD 1461247.00000000 0.087740731942 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long E-mini Industrial Select Sector IXI Index 2021-12-17 65100000.00000000 USD 1461247.00000000 N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BP5 3705000.00000000 PA USD 3882459.05000000 0.233122667682 Long DBT CORP GB N 2 2028-05-22 Variable 3.07300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2K9 3630000.00000000 PA USD 3774996.32000000 0.226670056599 Long DBT CORP FR Y 2 2031-01-13 Variable 3.05200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JNRL6 462994.17000000 PA USD 499736.50000000 0.030006731434 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 73160.00000000 NS USD 6500997.60000000 0.390353094157 Long EC CORP US N 1 N N N Wachovia Corp. N/A 929903AM4 315000.00000000 PA USD 406286.44000000 0.024395512616 Long DBT CORP US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYA6 1255000.00000000 PA USD 1235697.60000000 0.074197594166 Long DBT CORP US N 2 2027-03-09 Variable 1.43100000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 1260000.00000000 PA USD 1259559.00000000 0.075630354474 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X8AZ0 383006.51000000 PA USD 385001.36000000 0.023117447717 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DD3 1930000.00000000 PA USD 1889740.12000000 0.113469647026 Long DBT CORP US N 2 2031-12-15 Fixed 2.20000000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 1990000.00000000 PA USD 2008045.12000000 0.120573283368 Long ABS-O CORP US Y 2 2035-03-15 Fixed 2.90000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287Y109 103356.00000000 NS USD 11851832.52000000 0.711644547540 Long EC CORP US N 1 N N N Omnicom Group, Inc. HKUPACFHSSASQK8HLS17 681919106 53525.00000000 NS USD 3643982.00000000 0.218803287783 Long EC CORP US N 1 N N N GM Financial Revolving Receivables Trust N/A 36263HAA6 2320000.00000000 PA USD 2291475.37000000 0.137591882954 Long ABS-O CORP US Y 2 2034-06-12 Fixed 1.17000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 2255000.00000000 PA USD 2264563.46000000 0.135975954448 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.79100000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAF9 2990000.00000000 PA USD 3050445.09000000 0.183164300728 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N FirstKey Homes Trust N/A 33767WAA1 2774165.44000000 PA USD 2731107.06000000 0.163989614662 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.53800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHUP2 6429580.25000000 PA USD 796644.92000000 0.047834629175 Long ABS-MBS USGSE US N 2 2047-05-25 Fixed 2.50000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939U106 40943.00000000 NS USD 3687326.58000000 0.221405917712 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 13579.83000000 0.000815402340 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17508579.43000000 USD 23293000.00000000 AUD 2022-02-01 13579.83000000 N N N Manhattan West Mortgage Trust N/A 563136AA8 2910000.00000000 PA USD 2945953.92000000 0.176890117282 Long ABS-MBS CORP US Y 2 2039-09-10 Fixed 2.13000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REY0 2185000.00000000 PA USD 2185997.26000000 0.131258438591 Long DBT CORP US N 2 2021-12-09 Fixed 2.55000000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941TAA4 1004063.09000000 PA USD 1011056.39000000 0.060708988756 Long ABS-O CORP US Y 2 2069-05-15 Fixed 1.69000000 N N N N N N Thor Industries, Inc. 254900XZO1228PDSG060 885160AA9 915000.00000000 PA USD 906124.50000000 0.054408342231 Long DBT CORP US Y 2 2029-10-15 Fixed 4.00000000 N N N N N N Voya Financial, Inc. 549300T065Z4KJ686G75 929089AB6 690000.00000000 PA USD 748779.51000000 0.044960545527 Long DBT CORP US N 2 2026-06-15 Fixed 3.65000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAJ0 1690000.00000000 PA USD 1764714.90000000 0.105962494359 Long DBT CORP US Y 2 2030-07-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZZ6 5570000.00000000 PA USD 6612510.76000000 0.397048913741 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9BV8 2208966.02000000 PA USD 2368519.41000000 0.142218000551 Long ABS-MBS USGSE US N 2 2060-03-25 Fixed 3.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AR4 2450000.00000000 PA USD 2455062.07000000 0.147414463800 Long DBT CORP US N 2 2022-01-15 Fixed 2.30000000 N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DY89 808706.04000000 PA USD 834357.39000000 0.050099078458 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 2.50000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 1350000.00000000 PA USD 1350112.05000000 0.081067622017 Long ABS-O CORP US Y 2 2026-12-17 Fixed 2.30200000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZX4 1935000.00000000 PA USD 2029234.50000000 0.121845601949 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N N/A N/A N/A 1112.00000000 NC 743508.14000000 0.044644025553 N/A DE DE N 1 Eurex Clearing 529900LN3S50JPU47S06 Long Euro STOXX 50 Index EU0009658145 2021-12-17 47115440.00000000 EUR 743508.14000000 N N N CommScope, Inc. 549300Z6K4JXMFE8QY54 203372AV9 1755000.00000000 PA USD 1730868.75000000 0.103930198673 Long DBT CORP US Y 2 2028-07-01 Fixed 7.12500000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441C204 36798.00000000 NS USD 3753763.98000000 0.225395158479 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A 429069.27000000 0.025763510073 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 30915000.00000000 GBP 42737792.54000000 USD 2021-11-01 429069.27000000 N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0HW2 1168815.50000000 PA USD 1224417.34000000 0.073520269751 Long ABS-MBS CORP US N 2 2028-07-25 Floating 5.63924880 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AJ2 935000.00000000 PA USD 986463.59000000 0.059232311457 Long DBT CORP US Y 2 2028-05-01 Fixed 4.00000000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 N/A 576909.00000000 NS 10722527.59000000 0.643835312590 Long EC CORP DE N 1 N N N Progress Residential Trust N/A 74333DAA2 885000.00000000 PA USD 877565.38000000 0.052693506825 Long ABS-O CORP US Y 2 2038-04-19 Fixed 1.54600000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAE9 1915000.00000000 PA USD 1902508.84000000 0.114236346181 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.68000000 N N N N N N Puget Energy, Inc. SYBSJ96YIDMIUY7WDR33 745310AF9 815000.00000000 PA USD 833840.27000000 0.050068027932 Long DBT CORP US N 2 2022-07-15 Fixed 5.62500000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 N/A 58361.00000000 NS 4821347.79000000 0.289498342198 Long EC CORP CH N 1 N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XAN4 1185000.00000000 PA USD 1276897.86000000 0.076671468171 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N PennyMac Financial Services, Inc. 549300W1D516HBDEU871 70932MAB3 1275000.00000000 PA USD 1201687.50000000 0.072155454085 Long DBT CORP US Y 2 2029-02-15 Fixed 4.25000000 N N N N N N TELUS Corp. L2TEUTQ8OSHMJWVLCE40 87971M103 238014.00000000 NS 5459936.54000000 0.327842471791 Long EC CORP CA N 1 N N N Morgan Stanley Capital I Trust N/A 61691ABL6 1830000.00000000 PA USD 1972080.83000000 0.118413803739 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.80900000 N N N N N N N/A N/A N/A 172.00000000 NC 403378.10000000 0.024220881030 N/A DE GB N 1 ICE Clear Europe 5R6J7JCQRIPQR1EEP713 Long FTSE 100 Index GB0001383545 2021-12-17 12425280.00000000 GBP 403378.10000000 N N N Progress Residential N/A 74333VAA2 927818.23000000 PA USD 921173.38000000 0.055311953835 Long ABS-O CORP US Y 2 2026-05-17 Fixed 1.63700000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CX1 545000.00000000 PA USD 547725.00000000 0.032888206034 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 580135101 21256.00000000 NS USD 5219410.80000000 0.313400078083 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967BL4 770000.00000000 PA USD 1027720.19000000 0.061709568404 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 362229.45000000 0.021750105953 N/A DFE N/A N 2 JP Morgan Chase Bank 7H6GLXDRUGQFU57RNE97 17159929.81000000 USD 23293000.00000000 AUD 2021-11-01 362229.45000000 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFE9 2875000.00000000 PA USD 2983180.44000000 0.179125387645 Long DBT CORP US N 2 2023-04-01 Fixed 3.35000000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 2430000.00000000 PA USD 2822793.78000000 0.169494953542 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Progress Residential N/A 74331FAA9 1565000.00000000 PA USD 1524274.63000000 0.091525232706 Long ABS-O CORP US Y 2 2038-04-17 Fixed 1.05200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFML5 1777516.74000000 PA USD 1801979.10000000 0.108200027222 Long ABS-MBS USGSE US N 2 2043-07-25 Fixed 3.00000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAB5 1235000.00000000 PA USD 1232187.91000000 0.073986854456 Long ABS-O CORP US Y 2 2025-12-26 Fixed 1.56000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133A7QG7 1285447.01000000 PA USD 1358173.67000000 0.081551682850 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Expedia Group, Inc. N/A 30212PBJ3 1135000.00000000 PA USD 1193824.94000000 0.071683345831 Long DBT CORP US N 2 2023-12-15 Fixed 3.60000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 2335000.00000000 PA USD 2314568.75000000 0.138978527418 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746U109 66982.00000000 NS USD 5085943.26000000 0.305386005410 Long EC CORP US N 1 N N N Leggett & Platt, Inc. DKOVQUCDW4ZLYCUD4T55 524660107 104982.00000000 NS USD 4918406.70000000 0.295326254799 Long EC CORP US N 1 N N N Extended Stay America Trust N/A 30227FAG5 2303018.74000000 PA USD 2305182.20000000 0.138414911023 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 1.79100000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967GK1 105000.00000000 PA USD 107772.16000000 0.006471190840 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4GU6 1129357.53000000 PA USD 1185453.62000000 0.071180689029 Long ABS-MBS USGSE US N 2 2049-03-25 Fixed 3.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254CC2 735000.00000000 PA USD 719927.06000000 0.043228097090 Long DBT CORP GB Y 2 2032-06-29 Variable 2.67800000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKJ0 2184000.00000000 PA USD 2218679.95000000 0.133220874197 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AJ7 1491000.00000000 PA USD 1541215.60000000 0.092542455056 Long DBT CORP US N 2 2022-11-21 Fixed 3.85000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364G103 42086.00000000 NS USD 4335699.72000000 0.260337552045 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REH3 2700000.00000000 PA USD 2668812.57000000 0.160249135367 Long ABS-O CORP US Y 2 2027-08-20 Fixed 1.38000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TA6 935000.00000000 PA USD 900083.59000000 0.054045615146 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N Macy's Retail Holdings LLC N/A 55617LAP7 1500000.00000000 PA USD 1598528.10000000 0.095983790231 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BP7 2545000.00000000 PA USD 2653137.08000000 0.159307898898 Long DBT CORP US Y 2 2027-03-01 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CCS8 2785000.00000000 PA USD 2706236.72000000 0.162496272445 Long DBT UST US N 2 2031-08-15 Fixed 1.25000000 N N N N N N Banco BTG Pactual SA ZXLTQRYIK6IJH3R0IK66 05971AAG6 2630000.00000000 PA USD 2524826.30000000 0.151603464430 Long DBT CORP BR Y 2 2026-01-11 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140FXGT3 1935043.64000000 PA USD 2084604.69000000 0.125170310912 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027X100 15802.00000000 NS USD 4455689.94000000 0.267542377601 Long EC CORP US N 1 N N N British American Tobacco plc 213800FKA5MF17RJKT63 110448107 63382.00000000 NS USD 2213299.44000000 0.132897800900 Long EC CORP GB N 1 N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAL0 1199000.00000000 PA USD 1474249.56000000 0.088521472043 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17324DAU8 1950000.00000000 PA USD 2105312.82000000 0.126413732787 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.71700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TM43 4492580.55000000 PA USD 714590.76000000 0.042907678388 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 025286AD7 1535000.00000000 PA USD 1521479.72000000 0.091357412037 Long ABS-O CORP US Y 2 2027-11-15 Fixed 1.34000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 16193.00000000 NS USD 5381257.76000000 0.323118196055 Long EC CORP US N 1 N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAZ1 2825000.00000000 PA USD 2860145.88000000 0.171737764370 Long DBT NUSS CL Y 2 2029-09-30 Fixed 3.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 575000.00000000 PA USD 602371.96000000 0.036169488575 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N BXHPP Trust N/A 05609JAA0 695000.00000000 PA USD 694163.08000000 0.041681096164 Long ABS-MBS CORP US Y 2 2036-08-15 Floating 0.74000160 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879Q109 18476.00000000 NS USD 6368861.96000000 0.382418995562 Long EC CORP US N 1 N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDU5 1135000.00000000 PA USD 1168364.69000000 0.070154582405 Long ABS-O CORP US Y 2 2026-08-20 Fixed 2.33000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 850000.00000000 PA USD 914812.50000000 0.054930014117 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 46806.00000000 NS USD 8775188.88000000 0.526907152084 Long EC CORP US N 1 N N N Evergy, Inc. 549300PGTHDQY6PSUI61 391164AF7 1130000.00000000 PA USD 1149456.95000000 0.069019265140 Long SN CORP US N 2 2022-06-15 Variable 5.29200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X53Y7 1310530.42000000 PA USD 1378224.89000000 0.082755660493 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N BX Trust N/A 05608RAL9 3500000.00000000 PA USD 3484641.65000000 0.209235679475 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 2.32449840 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284V101 134202.00000000 NS USD 6124979.28000000 0.367775034034 Long EC CORP US N 1 N N N JPMorgan Mortgage Acquisition Trust N/A 46630KAA4 344103.07000000 PA USD 234520.49000000 0.014081807831 Long ABS-O CORP US N 2 2047-03-25 Floating 0.18924840 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285W6 4035000.00000000 PA USD 5074641.72000000 0.304707403236 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBJ7 1310000.00000000 PA USD 1149878.70000000 0.069044589164 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FM6K3 570474.90000000 PA USD 585976.81000000 0.035185040044 Long ABS-MBS USGSE US N 2 2048-09-15 Fixed 3.50000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 845000.00000000 PA USD 858540.20000000 0.051551137863 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.02000000 N N N N N N N/A N/A N/A -423.00000000 NC USD 1050906.34000000 0.063101783253 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short United States of America U.S. Treasury 10 Year Ultra Bonds 2021-12-21 -61348218.75000000 USD 1050906.34000000 N N N NewRez Warehouse Securitization Trust N/A 65246PAA9 1565000.00000000 PA USD 1563390.40000000 0.093873943287 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 0.83925000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 1690000.00000000 PA USD 1671110.60000000 0.100342014183 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGK4 770000.00000000 PA USD 807730.21000000 0.048500246595 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AG2 1415000.00000000 PA USD 1446791.84000000 0.086872770318 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHR3 1700000.00000000 PA USD 1791965.05000000 0.107598732522 Long DBT CORP US N 2 2025-03-15 Variable 3.45800000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAF6 540000.00000000 PA USD 537857.71000000 0.032295723554 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.12000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KJVV1 2871432.00000000 PA USD 2873061.77000000 0.172513300362 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N 2021-11-30 MAINSTAY FUNDS Jack Benintende Jack Benintende Treasurer