NPORT-P false 0000787441 XXXXXXXX S000006894 C000018688 C000018686 C000138226 C000185554 C000018687 C000060790 C000018685 C000166834 MAINSTAY FUNDS 811-04550 0000787441 549300PAI7XEJSNBJ671 51 Madison Avenue New York 10010 212-576-7000 MainStay MacKay Strategic Bond Fund S000006894 UCPN6MSNKJS3O5E29B57 2022-10-31 2022-04-30 N 712321145.25 18396276.62 693924868.63 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1482842.89000000 0.00000000 0.00000000 429.20000000 USD UST FHLMC STACR Trust 549300L8K4CLYS7FCQ06 35563TAV3 2850000.00000000 PA USD 2788730.70000000 0.401877901494 Long ABS-MBS CORP US Y 2 2030-12-25 Floating 4.36785840 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 1800000.00000000 PA USD 1586088.00000000 0.228567683866 Long DBT CORP US N 2 2050-02-01 Fixed 5.74999920 N N N N N N Toll Brothers Finance Corp. N/A 88947EAT7 303000.00000000 PA USD 288960.36000000 0.041641447520 Long DBT CORP US N 2 2028-02-15 Fixed 4.35000000 N N N N N N FHLMC STACR REMIC Trust 5493007ZK0X40BI7UF30 35565KBD9 1835000.00000000 PA USD 1750782.68000000 0.252301475151 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 3.16785960 N N N N N N VEON Holdings BV 5493000XDKGUH5NQGE22 92718WAG4 1681000.00000000 PA USD 1126270.00000000 0.162304314330 Long DBT CORP NL Y 2 2024-06-16 Fixed 4.95000000 N N N N N N Flagship Credit Auto Trust N/A 33843FAJ7 1815000.00000000 PA USD 1733532.82000000 0.249815635433 Long ABS-O CORP US Y 2 2027-06-15 Fixed 3.52000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAS5 1500000.00000000 PA USD 1504134.35000000 0.216757522031 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDA9 0.01000000 PA USD 0.01000000 0.000000001441 Long ABS-MBS CORP US N 2 2029-01-25 Floating 4.91785920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XY82 5093801.73000000 PA USD 858257.71000000 0.123681647509 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKM0 1700000.00000000 PA USD 1663064.88000000 0.239660654226 Long DBT CORP US N 2 2026-04-02 Variable 3.38400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FPFR1 2333629.72000000 PA USD 347089.85000000 0.050018361596 Long ABS-MBS USGSE US N 2 2049-10-25 Floating 5.38214040 N N N N N N FHLMC STACR Trust N/A 35564KCN7 1075000.00000000 PA USD 956783.11000000 0.137879928109 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 3.28870080 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 35564KDX4 1365000.00000000 PA USD 1288578.15000000 0.185694187980 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 3.68870040 N N N N N N New Residential Mortgage Loan Trust N/A 64830WCK5 2078979.11500000 PA USD 1475823.82000000 0.212677753272 Long ABS-MBS CORP US Y 2 2058-12-25 Variable 4.70505240 N N N N N N BX Commercial Mortgage Trust N/A 05609KAA7 1160837.35000000 PA USD 1131071.39000000 0.162996232176 Long ABS-MBS CORP US Y 2 2038-10-15 Floating 1.24250040 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAY4 2339000.00000000 PA USD 2233745.00000000 0.321900122186 Long DBT CORP US Y 2 2028-10-01 Fixed 5.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBT1 1330000.00000000 PA USD 993846.48000000 0.143221049558 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N Holly Energy Partners LP N/A 435765AJ1 755000.00000000 PA USD 770100.00000000 0.110977432113 Long DBT CORP US Y 2 2027-04-15 Fixed 6.37500000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAA7 1540000.00000000 PA USD 1352283.07000000 0.194874565119 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N BX Trust N/A 05606FAJ2 1145000.00000000 PA USD 1045258.13000000 0.150629870358 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.85600000 N N N N N N BX Trust N/A 05608VAG1 2695000.00000000 PA USD 2611554.98000000 0.376345494744 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 1.75413960 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAM2 817000.00000000 PA USD 684580.64000000 0.098653423583 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 2125000.00000000 PA USD 1926750.36000000 0.277659793891 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAC3 870000.00000000 PA USD 818054.82000000 0.117888096677 Long ABS-O CORP US Y 2 2025-12-26 Fixed 2.05000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAB9 1985000.00000000 PA USD 1995156.39000000 0.287517637743 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N FHLMC STACR REMIC Trust 549300TCRXCIFPAC3B85 35565JBD2 1815000.00000000 PA USD 1728461.16000000 0.249084769567 Long ABS-MBS CORP US Y 2 2050-01-25 Floating 3.01785840 N N N N N N NMI Holdings, Inc. 529900KNNGFXJX1C3Z08 629209AA5 685000.00000000 PA USD 714112.50000000 0.102909195545 Long DBT CORP US Y 2 2025-06-01 Fixed 7.37500000 N N N N N N Venture Global Calcasieu Pass LLC 549300GKHS6RS20NLH85 92328MAC7 2580000.00000000 PA USD 2244729.00000000 0.323483002480 Long DBT CORP US Y 2 2033-11-01 Fixed 3.87500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDV5 1090000.00000000 PA USD 1039603.65000000 0.149815015572 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 88339WAA4 1425000.00000000 PA USD 1092371.57000000 0.157419285484 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N Match Group Holdings II LLC 5493003RFFE030RC9167 57665RAL0 122000.00000000 PA USD 109037.50000000 0.015713156413 Long DBT CORP US Y 2 2030-08-01 Fixed 4.12500000 N N N N N N SBA Senior Finance II LLC 549300PVT2ADFWMYEW87 78404XAH8 3419447.95000000 PA USD 3359607.61000000 0.484145728432 Long LON CORP US N 2 2025-04-11 Variable 2.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XLT9 1856661.00000000 PA USD 1896951.66000000 0.273365568198 Long ABS-MBS CORP US N 2 2029-11-25 Floating 3.51785880 N N N N N N BX Trust N/A 05606FAL7 1020000.00000000 PA USD 911183.44000000 0.131308659077 Long ABS-MBS CORP US Y 2 2041-12-09 Variable 4.07545560 N N N N N N Citigroup Commercial Mortgage Trust N/A 17323CAJ6 840000.00000000 PA USD 822941.95000000 0.118592370327 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.57100000 N N N N N N FREMF Mortgage Trust N/A 30297HAJ0 1385000.00000000 PA USD 1346083.30000000 0.193981129781 Long ABS-MBS USGSE US Y 2 2051-09-25 Variable 4.31359560 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LQD6 1582151.12000000 PA USD 187907.03000000 0.027078872439 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82653DAA7 0.00390000 PA USD 0.00000000 0.000000 Long ABS-O CORP US Y 2 2035-06-20 Fixed 3.50000000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AB7 1215000.00000000 PA USD 1099489.22000000 0.158444994509 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N FHLMC STACR REMIC Trust N/A 35566CAH8 3395000.00000000 PA USD 3372273.19000000 0.485970937553 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 2.28870000 N N N N N N Taco Bell Funding LLC N/A 87342RAJ3 1162087.50000000 PA USD 975772.34000000 0.140616424646 Long ABS-O CORP US Y 2 2051-08-25 Fixed 2.54200000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AJ9 1855000.00000000 PA USD 1317050.00000000 0.189797204213 Long DBT NUSS MX Y 2 2051-02-09 Fixed 4.67700000 N N N N N N BX Commercial Mortgage Trust N/A 12433XAG4 1000000.00000000 PA USD 863173.90000000 0.124390108932 Long ABS-MBS CORP US Y 2 2044-03-11 Variable 3.66704280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYQ58 1417133.84000000 PA USD 216153.44000000 0.031149401004 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N N N N N N Carrington Mortgage Loan Trust N/A 14454EAC5 1505082.32000000 PA USD 1473691.57000000 0.212370479373 Long ABS-O CORP US N 2 2037-06-25 Floating 0.85785840 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDL7 1525000.00000000 PA USD 1255340.50000000 0.180904382700 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 1930000.00000000 PA USD 1861871.00000000 0.268310170764 Long DBT CORP US N 2 2030-01-15 Fixed 4.87500000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAP5 1480000.00000000 PA USD 1016760.00000000 0.146523066972 Long DBT NUSS MX N 2 2071-04-19 Fixed 3.75000000 N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACE3 885000.00000000 PA USD 784402.05000000 0.113038469358 Long DBT CORP US Y 2 2031-04-15 Fixed 3.50000000 N N N N N N Regents of the University of California Medical Center N/A 913366KB5 2760000.00000000 PA USD 2179413.58000000 0.314070539697 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N Navient Private Education Refi Loan Trust N/A 63941UAB9 1145000.00000000 PA USD 1061623.39000000 0.152988232298 Long ABS-O CORP US Y 2 2069-09-16 Fixed 2.50000000 N N N N N N Industrias Penoles SAB de CV 549300WA2HB7776CB324 456472AD1 2627000.00000000 PA USD 2213247.50000000 0.318946272147 Long DBT CORP MX Y 2 2050-08-06 Fixed 4.75000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAN5 2125000.00000000 PA USD 2044070.44000000 0.294566534852 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 2.55413880 N N N N N N Hertz Corp. (The) 549300PD0C69OJ0NLB27 428040DB2 1010000.00000000 PA USD 883750.00000000 0.127355285845 Long DBT CORP US Y 2 2029-12-01 Fixed 5.00000000 N N N N N N BXHPP Trust N/A 05609JAL6 1090000.00000000 PA USD 1040961.88000000 0.150010747136 Long ABS-MBS CORP US Y 2 2036-08-15 Floating 1.65399840 N N N N N N FHLMC STACR Trust N/A 35564KJA8 2610000.00000000 PA USD 2466243.03000000 0.355404906422 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 3.33870120 N N N N N N Sprint Corp. 549300ZTTY7CXOLJ6539 85207UAF2 3620000.00000000 PA USD 3801000.00000000 0.547753823480 Long DBT CORP US N 2 2023-09-15 Fixed 7.87500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NB3 1590000.00000000 PA USD 1406514.00000000 0.202689666213 Long DBT CORP US N 2 2026-11-15 Variable 4.15000000 N N N N N N FirstKey Homes Trust N/A 33767WAE3 2650000.00000000 PA USD 2327948.68000000 0.335475609138 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.88800000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CU3 955000.00000000 PA USD 702637.09000000 0.101255499228 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 46284VAF8 2641000.00000000 PA USD 2419274.85000000 0.348636424397 Long DBT CORP US Y 2 2029-09-15 Fixed 4.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAG6 1327000.00000000 PA USD 1226546.10000000 0.176754884490 Long DBT CORP US N 2 2025-02-01 Variable 4.60000000 N N N N N N Starwood Property Trust, Inc. BUGSFQZERKRBFWIG5267 85571BAU9 3172000.00000000 PA USD 2894450.00000000 0.417112879340 Long DBT CORP US Y 2 2026-07-15 Fixed 3.62500000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BN8 3537000.00000000 PA USD 2979922.50000000 0.429430134977 Long DBT CORP US N 2 2066-05-17 Floating 2.82620880 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263DAD9 1535000.00000000 PA USD 1433576.56000000 0.206589592736 Long ABS-O CORP US Y 2 2027-10-15 Fixed 2.48000000 N N N N N N Howmet Aerospace, Inc. 549300HO5WFZUT5N2T22 443201AB4 1500000.00000000 PA USD 1308975.00000000 0.188633533567 Long DBT CORP US N 2 2029-01-15 Fixed 3.00000000 N N N N N N Match Group Holdings II LLC 5493003RFFE030RC9167 57667JAA0 2520000.00000000 PA USD 2096388.00000000 0.302105904366 Long DBT CORP US Y 2 2031-10-01 Fixed 3.62500000 N N N N N MSCI, Inc. 549300HTIN2PD78UB763 55354GAQ3 2710000.00000000 PA USD 2289950.00000000 0.329999702204 Long DBT CORP US Y 2 2033-08-15 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FRSM4 1360256.89000000 PA USD 222506.88000000 0.032064981391 Long ABS-MBS USGSE US N 2 2049-11-25 Floating 5.38214040 N N N N N N FREMF Mortgage Trust N/A 35709CAU7 950000.00000000 PA USD 928049.78000000 0.133739230564 Long ABS-MBS USGSE US Y 2 2051-01-25 Variable 4.47089400 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AD0 2650000.00000000 PA USD 2219974.83000000 0.319915733007 Long DBT CORP GB N 2 2031-06-28 Variable 4.60000000 N N N N N N AMSR Trust N/A 66981FAA8 1720000.00000000 PA USD 1579752.58000000 0.227654700301 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.35500000 N N N N N N Alternative Loan Trust N/A 12667GYX5 2043798.02000000 PA USD 1914377.78000000 0.275876808361 Long ABS-MBS CORP US N 2 2035-08-25 Floating 1.22785920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XNX8 828646.34000000 PA USD 834868.81000000 0.120311124120 Long ABS-MBS CORP US N 2 2030-01-25 Floating 2.86786080 N N N N N N Stericycle, Inc. B8PTJH2P0AXSWSMP2136 858912AG3 215000.00000000 PA USD 189597.75000000 0.027322518412 Long DBT CORP US Y 2 2029-01-15 Fixed 3.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 1300000.00000000 PA USD 1040074.71000000 0.149882899002 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N NYU Langone Hospitals N/A 62954RAA4 1635000.00000000 PA USD 1267949.38000000 0.182721420908 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 2430000.00000000 PA USD 2325988.22000000 0.335193091521 Long ABS-MBS CORP US Y 2 2036-06-15 Variable 3.87365760 N N N N N N Delta Air Lines, Inc. N/A 830867AB3 1680000.00000000 PA USD 1660406.48000000 0.239277557998 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 3825000.00000000 PA USD 3809520.61000000 0.548981710011 Long ABS-O CORP US Y 2 2028-07-15 Fixed 4.24100000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AS9 595000.00000000 PA USD 551411.79000000 0.079462750929 Long DBT CORP US N 2 2027-03-15 Fixed 4.00000000 N N N N N Protective Life Corp. 549300ZWIT8J8Y2EXL07 743674AY9 2476000.00000000 PA USD 3231257.35000000 0.465649452278 Long DBT CORP US N 2 2039-10-15 Fixed 8.45000000 N N N N N N CF Hippolyta LLC N/A 12530MAD7 1794981.82000000 PA USD 1614045.14000000 0.232596526362 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.60000000 N N N N N N MVW LLC N/A 55400DAA9 0.03990000 PA USD 0.04000000 0.000000005764 Long ABS-O CORP US Y 2 2038-10-20 Fixed 2.22000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 2505000.00000000 PA USD 2275479.38000000 0.327914372703 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAE0 2027025.00000000 PA USD 2035599.32000000 0.293345780216 Long ABS-O CORP US Y 2 2045-10-25 Fixed 4.47400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q5E85 1344101.26000000 PA USD 172335.58000000 0.024834904726 Long ABS-MBS USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NTU1 2694939.17000000 PA USD 354861.51000000 0.051138318576 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248BC1 1520000.00000000 PA USD 1317454.86000000 0.189855547705 Long DBT CORP US Y 2 2030-10-15 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDY4 5050000.00000000 PA USD 4611281.25000000 0.664521687932 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N American Airlines Pass-Through Trust N/A 02379DAA8 871267.62000000 PA USD 788440.56000000 0.113620450230 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N NewRez Warehouse Securitization Trust N/A 65246PAB7 3085000.00000000 PA USD 3028829.55000000 0.436478023331 Long ABS-MBS CORP US Y 2 2055-05-25 Floating 1.56786120 N N N N N N Office Properties Income Trust N/A 67623CAD1 1520000.00000000 PA USD 1361094.61000000 0.196144376939 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382JXZ4 2379376.25000000 PA USD 2009404.18000000 0.289570855698 Long ABS-MBS USGA US N 2 2050-09-20 Fixed 1.00000000 N N N N N N American Airlines Pass-Through Trust N/A 02376YAA5 969616.05000000 PA USD 948280.13000000 0.136654582198 Long ABS-O CORP US N 2 2024-01-15 Fixed 5.25000000 N N N N N N CVS Pass-Through Trust N/A 126650AQ3 27977.67000000 PA USD 28897.61000000 0.004164371577 Long ABS-O CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAZ1 1490000.00000000 PA USD 1238428.40000000 0.178467216839 Long DBT CORP AU Y 2 2033-01-14 Variable 2.87100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FBP7 12969496.20000000 PA USD 151571.91000000 0.021842697509 Long ABS-MBS USGA US N 2 2051-12-20 Floating 1.40963040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383AE83 2881409.74000000 PA USD 415897.21000000 0.059934040239 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XEC4 2407338.05000000 PA USD 2515986.75000000 0.362573365466 Long ABS-MBS CORP US N 2 2029-05-25 Floating 5.01786000 N N N N N N Time Warner Entertainment Co. LP N/A 88731EAF7 1087000.00000000 PA USD 1135655.48000000 0.163656835392 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N US Foods, Inc. 5493000JOOFAOUY1JZ87 90290MAE1 1710000.00000000 PA USD 1530450.00000000 0.220549812982 Long DBT CORP US Y 2 2030-06-01 Fixed 4.62500000 N N N N N N BX Commercial Mortgage Trust N/A 05608EAA2 925000.00000000 PA USD 845948.21000000 0.121907752300 Long ABS-MBS CORP US Y 2 2044-03-09 Variable 3.66200280 N N N N N N Flagship Credit Auto Trust N/A 33845AAD9 1900000.00000000 PA USD 1766418.79000000 0.254554760875 Long ABS-O CORP US Y 2 2027-12-15 Fixed 2.26000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H67L3 2039622.13000000 PA USD 243507.83000000 0.035091382512 Long ABS-MBS USGSE US N 2 2048-12-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3AM4 3140443.09000000 PA USD 463899.97000000 0.066851613333 Long ABS-MBS USGSE US N 2 2050-07-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XBY0 3558442.23000000 PA USD 522026.68000000 0.075228126789 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382L2B6 3339795.05000000 PA USD 351172.77000000 0.050606742296 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N Kronos Acquisition Holdings, Inc. N/A 50106GAE2 2770000.00000000 PA USD 2451450.00000000 0.353273115119 Long DBT CORP US Y 2 2026-12-31 Fixed 5.00000000 N N N N N N US Airways Pass-Through Trust N/A 90345KAA8 2970948.53990000 PA USD 2980509.65000000 0.429514747883 Long ABS-O CORP US N 2 2023-04-22 Fixed 6.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 2555000.00000000 PA USD 2132658.50000000 0.307332767048 Long DBT CORP CH Y 2 2031-02-10 Variable 4.37500000 N N N N N N Bayview Commercial Asset Trust N/A 07324SCB6 801559.92000000 PA USD 750587.20000000 0.108165485044 Long ABS-MBS CORP US Y 2 2035-11-25 Floating 1.14786000 N N N N N N DROP Mortgage Trust N/A 26210YAA4 1430000.00000000 PA USD 1407327.06000000 0.202806834517 Long ABS-MBS CORP US Y 2 2026-04-15 Floating 1.69999920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F7EA9 6602676.98000000 PA USD 743233.64000000 0.107105779544 Long ABS-MBS USGSE US N 2 2050-12-25 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWV72 1466250.91000000 PA USD 238898.90000000 0.034427199658 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05605NAA5 1705000.00000000 PA USD 1510319.52000000 0.217648853395 Long ABS-MBS CORP US Y 2 2044-03-09 Variable 3.66045480 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKHZ8 3836930.92000000 PA USD 577570.53000000 0.083232429922 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.00000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AL5 1413749.99990000 PA USD 1396704.42000000 0.201276029025 Long ABS-O CORP US Y 2 2049-05-20 Fixed 4.35200000 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 826525AC1 0.00990000 PA USD 0.01000000 0.000000001441 Long ABS-O CORP US Y 2 2037-07-20 Fixed 3.51000000 N N N N N N Darden Restaurants, Inc. CY1NFSCCB5GUXC7WZC70 237194AL9 3512000.00000000 PA USD 3455692.42000000 0.497992300927 Long DBT CORP US N 2 2027-05-01 Fixed 3.85000000 N N N N N Navient Private Education Refi Loan Trust N/A 63935BAB9 500000.00000000 PA USD 464872.55000000 0.066991769716 Long ABS-O CORP US Y 2 2069-01-15 Fixed 2.78000000 N N N N N N Drive Auto Receivables Trust N/A 262108AF0 2215000.00000000 PA USD 2098106.48000000 0.302353550773 Long ABS-O CORP US N 2 2029-01-16 Fixed 1.45000000 N N N N N N Galton Funding Mortgage Trust N/A 36418GBA1 615227.98000000 PA USD 610379.68000000 0.087960485002 Long ABS-MBS CORP US Y 2 2058-10-25 Variable 4.50000000 N N N N N N Mauser Packaging Solutions Holding Co. 549300DNGHXL0OMHW304 05604XAP1 4535946.38000000 PA USD 4443812.24000000 0.640388093998 Long LON CORP US N 2 2024-04-03 Variable 3.70514000 N N N N N N FREMF Mortgage Trust N/A 302968AE2 1750000.00000000 PA USD 1619202.90000000 0.233339799911 Long ABS-MBS USGSE US Y 2 2032-11-25 Variable 4.16030400 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAP6 1915000.00000000 PA USD 1752225.00000000 0.252509324742 Long DBT CORP NL N 2 2027-05-09 Fixed 4.75000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBQ9 3430000.00000000 PA USD 2841074.32000000 0.409421026459 Long DBT CORP IT Y 2 2032-06-01 Variable 4.19800000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KQY8 3710295.00000000 PA USD 3379426.10000000 0.487001727819 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 3.68870040 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263LAG4 2455000.00000000 PA USD 2242392.09000000 0.323146235474 Long ABS-O CORP US Y 2 2027-07-15 Fixed 1.48000000 N N N N N N Altice France SA 5493001ZMCICV4N02J21 02156LAF8 2405000.00000000 PA USD 2035976.80000000 0.293400178036 Long DBT CORP FR Y 2 2029-07-15 Fixed 5.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 1000000.00000000 PA USD 858593.75000000 0.123730073501 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N FHLMC STACR Trust 549300L8K4CLYS7FCQ06 35563TAB7 2855143.72000000 PA USD 2876533.60000000 0.414530985995 Long ABS-MBS CORP US Y 2 2030-12-25 Floating 2.81786040 N N N N N N Victoria's Secret & Co. 5493006T3O70U3UWVF17 926400AA0 2775000.00000000 PA USD 2276499.00000000 0.328061307918 Long DBT CORP US Y 2 2029-07-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLFH8 8675000.00000000 PA USD 317384.42000000 0.045737576839 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 2.26130040 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61756YAE3 635000.00000000 PA USD 589368.27000000 0.084932576514 Long ABS-O CORP US N 2 2037-07-25 Floating 2.66785920 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAW1 2030000.00000000 PA USD 1806986.41000000 0.260400872153 Long DBT CORP BM Y 2 2026-06-15 Variable 5.25000000 N N N N N N Alliant Holdings Intermediate LLC 5493006Q26653NF8SI73 01881UAE5 3586835.40000000 PA USD 3550518.69000000 0.511657507967 Long LON CORP US N 2 2025-05-09 Variable 4.01371000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530TAG6 1520000.00000000 PA USD 1422190.43000000 0.204948762364 Long ABS-O CORP US Y 2 2028-02-14 Fixed 1.82000000 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAB1 1250000.00000000 PA USD 1177262.50000000 0.169652732337 Long DBT CORP NL Y 2 2028-01-10 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H2T79 4236166.53000000 PA USD 587326.70000000 0.084638370312 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 2.50000000 N N N N N N FirstKey Homes Trust N/A 33767MAA3 3653261.57000000 PA USD 3368162.50000000 0.485378554979 Long ABS-O CORP US Y 2 2037-08-17 Fixed 1.33900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGQC9 394190.28000000 PA USD 356864.48000000 0.051426962216 Long ABS-MBS CORP US N 2 2043-10-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382KWV1 3751439.80000000 PA USD 402217.00000000 0.057962615000 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H4EG1 1319251.54000000 PA USD 174023.92000000 0.025078207723 Long ABS-MBS USGSE US N 2 2051-07-25 Fixed 3.00000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 976657AH9 5495000.00000000 PA USD 4702126.45000000 0.677613191653 Long DBT CORP US N 2 2067-05-15 Floating 2.61893160 N N N N N N Mileage Plus Holdings LLC N/A 599191AA1 1520000.00000000 PA USD 1550369.45000000 0.223420361495 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 1740000.00000000 PA USD 1713900.00000000 0.246986392544 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N Commercial Mortgage Trust 549300C72XVZH4MIKU63 12625UAE3 1020000.00000000 PA USD 989607.77000000 0.142610218301 Long ABS-MBS CORP US Y 2 2045-07-10 Variable 4.43616840 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAE8 1500000.00000000 PA USD 1118154.17000000 0.161134759762 Long DBT CORP US N 2 2051-09-30 Fixed 3.15000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05530SAN6 1095000.00000000 PA USD 1057842.93000000 0.152443438450 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 4.63600080 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 2385000.00000000 PA USD 1914711.82000000 0.275924946137 Long DBT NUSS MX Y 2 2033-07-26 Fixed 3.87500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397ZU0 1115000.00000000 PA USD 1115345.65000000 0.160730030068 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 20754KAF8 1450000.00000000 PA USD 1350396.89000000 0.194602751831 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 3.58869960 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GAN5 1365000.00000000 PA USD 1341836.63000000 0.193369151425 Long ABS-MBS CORP US Y 2 2046-04-10 Variable 3.87510120 N N N N N N Connecticut Avenue Securities Trust N/A 20753VBE7 1270000.00000000 PA USD 1257412.90000000 0.181203031746 Long ABS-MBS CORP US Y 2 2040-02-25 Floating 4.31786160 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAD6 1118000.00000000 PA USD 861705.71000000 0.124178531272 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAK8 990000.00000000 PA USD 885495.71000000 0.127606856308 Long DBT CORP FR Y 2 2027-10-19 Variable 2.04500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDM8 780000.00000000 PA USD 712374.00000000 0.102658664100 Long DBT CORP US N 2 2027-01-15 Variable 4.35000000 N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132J0RZ2 3046870.38000000 PA USD 2596053.64000000 0.374111630431 Long ABS-MBS USGSE US N 2 2047-10-15 None 0.00000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAF3 3360000.00000000 PA USD 3147699.74000000 0.453608147264 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 3.38870160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3WL2 1164871.09000000 PA USD 135067.62000000 0.019464300258 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DZ5 1365000.00000000 PA USD 1042682.55000000 0.150258709139 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N CF Hippolyta LLC N/A 12530MAG0 4070212.60000000 PA USD 3736843.87000000 0.538508423451 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.98000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAB4 2130000.00000000 PA USD 1888531.74000000 0.272152191883 Long DBT CORP FR Y 2 2026-05-26 Variable 4.75000000 N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYU2 2150000.00000000 PA USD 1928165.17000000 0.277863679076 Long DBT CORP US N 2 2026-11-10 Variable 4.12500000 N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756CE8 1770000.00000000 PA USD 1527510.00000000 0.220126135991 Long DBT NUSS BR N 2 2031-09-12 Fixed 3.75000000 N N N N N BXSC Commercial Mortgage Trust N/A 05610BAL0 1150000.00000000 PA USD 1139860.22000000 0.164262771306 Long ABS-MBS CORP US Y 2 2035-03-15 Floating 3.69699840 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397WF6 860000.00000000 PA USD 862721.90000000 0.124324972198 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAU4 495000.00000000 PA USD 449280.10000000 0.064744775740 Long DBT CORP US N 2 2029-11-01 Fixed 3.80000000 N N N N N N BX Trust N/A 05606FAG8 205000.00000000 PA USD 190330.84000000 0.027428162414 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.60500000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAL9 1240000.00000000 PA USD 1009209.09000000 0.145434921793 Long DBT CORP US N 2 2039-12-31 Fixed 2.74200000 N N N N N N N/A N/A N/A -626.00000000 NC USD 2749649.64000000 0.396246015138 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 5 Year Notes 2022-06-30 -70532593.75000000 USD 2749649.64000000 N N N CNX Midstream Partners LP N/A 12654AAA9 2570000.00000000 PA USD 2364400.03000000 0.340728533719 Long DBT CORP US Y 2 2030-04-15 Fixed 4.75000000 N N N N N N Realogy Group LLC N/A 75606DAQ4 1060000.00000000 PA USD 858801.40000000 0.123759997490 Long DBT CORP US Y 2 2030-04-15 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XDS0 1940397.42000000 PA USD 2028895.84000000 0.292379756328 Long ABS-MBS CORP US N 2 2029-04-25 Floating 4.91785920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGV82 1313582.65000000 PA USD 1146672.53000000 0.165244478449 Long ABS-MBS CORP US N 2 2039-12-25 None 0.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505FQ2 2021000.00000000 PA USD 1827085.05000000 0.263297243346 Long DBT CORP US N 2 2025-01-28 Variable 4.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1485000.00000000 PA USD 1241915.92000000 0.178969795743 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZS6 950000.00000000 PA USD 967700.17000000 0.139453161825 Long DBT CORP US N 2 2028-03-15 Floating 2.10712680 N N N N N N American Airlines Pass-Through Trust N/A 02377UAB0 1280852.37000000 PA USD 1272301.66000000 0.183348618491 Long ABS-O CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N Federative Republic of Brazil 254900ZFY40OYEADAP90 105756BZ2 1254000.00000000 PA USD 1221032.34000000 0.175960308557 Long DBT NUSS BR N 2 2028-01-13 Fixed 4.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAU4 4743175.85000000 PA USD 562206.74000000 0.081018387640 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 3610000.00000000 PA USD 3129064.86000000 0.450922715333 Long DBT CORP US Y 2 2026-09-16 Fixed 1.85000000 N N N N N N Progress Residential Trust N/A 74333DAC8 2000000.00000000 PA USD 1814802.40000000 0.261527217432 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 2146000.00000000 PA USD 1840237.92000000 0.265192674767 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAJ0 1385000.00000000 PA USD 1204534.51000000 0.173582842243 Long DBT CORP US N 2 2026-05-15 Variable 4.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 63858SAA7 1645000.00000000 PA USD 1822260.87000000 0.262602041284 Long DBT CORP US N 2 2024-11-15 Fixed 8.57000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2V2 1900000.00000000 PA USD 1684143.96000000 0.242698314491 Long DBT CORP US Y 2 2028-03-24 Fixed 2.50000000 N N N N N N Popular, Inc. 5493008CARDZMVQ3LO89 733174AK2 1582000.00000000 PA USD 1619920.54000000 0.233443217447 Long DBT CORP PR N 2 2023-09-14 Fixed 6.12500000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAL9 2165000.00000000 PA USD 2096466.71000000 0.302117247093 Long ABS-MBS CORP US Y 2 2036-09-15 Floating 2.20413960 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BX7 2770000.00000000 PA USD 2375275.00000000 0.342295701938 Long DBT CORP GB Y 2 2031-01-14 Variable 4.75000000 N N N N N American Airlines, Inc. N/A 00253XAA9 1100000.00000000 PA USD 1090375.00000000 0.157131564134 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N Dell International LLC N/A 24703TAJ5 564000.00000000 PA USD 689964.66000000 0.099429302967 Long DBT CORP US N 2 2036-07-15 Fixed 8.10000000 N N N N N N FirstKey Homes Trust N/A 33767WAC7 2345000.00000000 PA USD 2113282.81000000 0.304540578603 Long ABS-O CORP US Y 2 2038-08-17 Fixed 1.78800000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VEU4 1495000.00000000 PA USD 1462589.92000000 0.210770644794 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N CF Hippolyta LLC N/A 12530MAB1 1181231.62000000 PA USD 1055856.17000000 0.152157130797 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.99000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBL4 2040000.00000000 PA USD 1731535.39000000 0.249527790150 Long DBT CORP US Y 2 2034-04-15 Fixed 3.46900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F6TN7 3490956.71000000 PA USD 715970.44000000 0.103176939228 Long ABS-MBS USGSE US N 2 2050-11-25 Fixed 3.50000000 N N N N N N American Airlines Pass-Through Trust N/A 02376WAA9 941093.68000000 PA USD 846549.06000000 0.121994339483 Long ABS-O CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N GSAA Home Equity Trust N/A 38144RAC1 53527.35000000 PA USD 53932.56000000 0.007772103643 Long ABS-O CORP US N 2 2037-08-25 Floating 1.56786120 N N N N N N BX Trust N/A 05606FAN3 3995000.00000000 PA USD 3412106.73000000 0.491711262162 Long ABS-MBS CORP US Y 2 2041-12-09 Variable 4.07545560 N N N N N N MainStay U.S. Government Liquidity Fund 549300Y3ZLEL13IJCK58 56064L488 59647272.53000000 NS USD 59647272.53000000 8.595638407910 Long STIV RF US N 1 N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528PAK2 1600000.00000000 PA USD 1617205.92000000 0.233052019477 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.06000000 N N N N N N Hilton Grand Vacations Trust N/A 43284HAA7 0.02000000 PA USD 0.02000000 0.000000002882 Long ABS-O CORP US Y 2 2033-07-25 Fixed 2.34000000 N N N N N N FHLMC STACR Trust N/A 35564KBS7 840000.00000000 PA USD 824279.40000000 0.118785107331 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 2.53869840 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBT1 2535000.00000000 PA USD 2113556.25000000 0.304579983445 Long DBT CORP GB N 2 2028-03-15 Variable 4.37500000 N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 2830000.00000000 PA USD 2541534.25000000 0.366254959995 Long DBT CORP US N 2 2027-10-21 Variable 1.94800000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05530SAQ9 1250000.00000000 PA USD 1207860.25000000 0.174062107384 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 5.46561000 N N N N N N Delta Air Lines, Inc. N/A 830867AA5 845000.00000000 PA USD 839281.32000000 0.120947001316 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N Textron Financial Corp. 4E8B2CNXPE5P5AY03O18 883199AR2 2905000.00000000 PA USD 2429190.05000000 0.350065282253 Long DBT CORP US Y 2 2042-02-15 Floating 2.24142840 N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDE3 708000.00000000 PA USD 571990.10000000 0.082428246321 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N Expedia Group, Inc. N/A 30212PAR6 3920000.00000000 PA USD 3496766.34000000 0.503911373994 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 520000.00000000 PA USD 455784.59000000 0.065682123613 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAW0 3033020.27000000 PA USD 437940.83000000 0.063110698261 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.50000000 N N N N N N Willis North America, Inc. 5493004KVU1HWZCP0C66 970648AK7 425000.00000000 PA USD 353307.88000000 0.050914428344 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 380000.00000000 PA USD 364221.16000000 0.052487117332 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N BX Trust N/A 05609BCD9 1725000.00000000 PA USD 1682415.27000000 0.242449196743 Long ABS-MBS CORP US Y 2 2036-02-15 Floating 1.35500040 N N N N N N New Residential Mortgage Loan Trust N/A 64830MFJ7 2320938.62000000 PA USD 1647760.35000000 0.237455151773 Long ABS-MBS CORP US Y 2 2059-08-25 Variable 4.40313120 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAM4 2540000.00000000 PA USD 2146300.00000000 0.309298613874 Long DBT NUSS CL Y 2 2031-09-16 Fixed 3.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LQC8 3164302.24000000 PA USD 2525889.71000000 0.364000459442 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 1.00000000 N N N N N N Bayview Commercial Asset Trust N/A 07325BAB4 10065.64000000 PA USD 9582.97000000 0.001380980914 Long ABS-MBS CORP US Y 2 2036-12-25 Floating 1.01286000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAH2 3450000.00000000 PA USD 3054134.93000000 0.440124726475 Long ABS-O CORP US Y 2 2027-12-27 Fixed 4.34000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3142FR2X8 3261192.41000000 PA USD 539032.16000000 0.077678749439 Long ABS-MBS USGSE US N 2 2050-01-25 Fixed 3.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CK3 460000.00000000 PA USD 383762.10000000 0.055303119595 Long DBT CORP DE N 2 2032-05-28 Variable 3.03500000 N N N N N N Change Healthcare Holdings, Inc. 549300GHXFJ3EKF50583 15911AAC7 3563367.89000000 PA USD 3554459.47000000 0.512225405182 Long LON CORP US N 2 2024-03-01 Variable 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B4XC7 2285733.76000000 PA USD 300877.99000000 0.043358871197 Long ABS-MBS USGSE US N 2 2049-06-25 Floating 5.38214040 N N N N N N Vale Overseas Ltd. 254900BA3U6G5DNV5V04 91911TAP8 1980000.00000000 PA USD 2081970.00000000 0.300028157819 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 2050000.00000000 PA USD 1811367.19000000 0.261032176808 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Morgan Stanley ABS Capital I, Inc. Trust N/A 61753VAB8 74900.00000000 PA USD 28929.34000000 0.004168944118 Long ABS-O CORP US N 2 2037-02-25 Floating 0.77785920 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 500000.00000000 PA USD 478805.00000000 0.068999544712 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N CF Hippolyta LLC N/A 12530MAC9 460251.75000000 PA USD 428537.04000000 0.061755538585 Long ABS-O CORP US Y 2 2060-07-15 Fixed 2.28000000 N N N N N N N/A N/A N/A 74.00000000 NC USD -798538.42000000 -0.11507563082 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Long Bonds 2022-06-21 10410875.00000000 USD -798538.42000000 N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 3137G0UD9 3394948.75000000 PA USD 3415973.67000000 0.492268518455 Long ABS-MBS CORP US N 2 2030-09-25 Floating 2.96786160 N N N N N N Connecticut Avenue Securities Trust N/A 20754WAB1 1248664.00000000 PA USD 1247384.87000000 0.179757914205 Long ABS-MBS CORP US Y 2 2040-01-25 Floating 2.66785920 N N N N N N DISH DBS Corp. N/A 25470XBF1 2200000.00000000 PA USD 1967856.00000000 0.283583438057 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N Clark Equipment Co. 549300X1FKNY520VPF71 181396AE2 1225000.00000000 PA USD 1240508.50000000 0.178766975515 Long DBT CORP US Y 2 2025-06-01 Fixed 5.87500000 N N N N N N GS Mortgage Securities Corp. Trust N/A 36256QAA5 3610000.00000000 PA USD 3602708.16000000 0.519178418711 Long ABS-MBS CORP US Y 2 2038-06-15 Floating 1.75399920 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 4835000.00000000 PA USD 3493771.00000000 0.503479722076 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N CCO Holdings LLC N/A 1248EPCB7 420000.00000000 PA USD 397950.00000000 0.057347706933 Long DBT CORP US Y 2 2029-06-01 Fixed 5.37500000 N N N N N N N/A N/A N/A 41000000.00000000 PA USD -185182.70000000 -0.02668627518 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2023-03-29 0.00000000 USD 0.00000000 USD 41000000.00000000 USD -185182.70000000 N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 52729KAP1 2698622.71000000 PA USD 2604845.57000000 0.375378616296 Long LON CORP US N 2 2027-03-01 Variable 2.51371000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AB6 2935000.00000000 PA USD 2578456.20000000 0.371575701716 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Turning Point Brands, Inc. 549300IYG00QF0VVP302 90041L105 6802.00000000 NS USD 213514.78000000 0.030769149464 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBG5 620000.00000000 PA USD 474882.16000000 0.068434232792 Long DBT CORP US Y 2 2051-02-15 Fixed 3.75000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JJ7 1855000.00000000 PA USD 1293160.94000000 0.186354603856 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 1365000.00000000 PA USD 1369924.28000000 0.197416801433 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N BX Trust N/A 05608VAJ5 1815000.00000000 PA USD 1753040.07000000 0.252626782703 Long ABS-MBS CORP US Y 2 2034-01-15 Floating 2.05413840 N N N N N N FREMF Mortgage Trust N/A 30296QAQ5 2135000.00000000 PA USD 2007044.11000000 0.289230751156 Long ABS-MBS USGSE US Y 2 2033-04-25 Variable 4.30721280 N N N N N N Mello Warehouse Securitization Trust N/A 58550LAB1 1060000.00000000 PA USD 1051462.76000000 0.151524006060 Long ABS-MBS CORP US Y 2 2055-02-25 Floating 1.56786120 N N N N N N Gazprom PJSC Via Gaz Capital SA 213800568PRHV2JR9650 368266AH5 2520000.00000000 PA USD 655200.00000000 0.094419443605 Long DBT CORP LU Y 2 2037-08-16 Fixed 7.28800000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 2946863.46000000 PA USD 2893663.73000000 0.416999571684 Long ABS-MBS CORP US Y 2 2038-07-15 Floating 2.80500120 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AA9 1260000.00000000 PA USD 1130546.59000000 0.162920604392 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N Impac Secured Assets Trust N/A 45257EAE4 20132.53000000 PA USD 19980.07000000 0.002879284329 Long ABS-MBS CORP US N 2 2036-12-25 Floating 1.06786080 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 36186CBY8 1210000.00000000 PA USD 1439433.61000000 0.207433639443 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N FREMF Mortgage Trust N/A 302971AT3 1505000.00000000 PA USD 1472664.17000000 0.212222422999 Long ABS-MBS USGSE US Y 2 2052-02-25 Variable 4.52771280 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 835000.00000000 PA USD 733950.11000000 0.105767950275 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05530QAP5 1050000.00000000 PA USD 1010943.38000000 0.145684846544 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N N/A N/A N/A 40000000.00000000 PA USD -226592.17000000 -0.03265370362 N/A DIR US N 2 CME Group Inc. LCZ7XYGSLJUHFXXNXD88 Y 2023-03-16 0.00000000 USD 0.00000000 USD 40000000.00000000 USD -226592.17000000 N N N FREMF Mortgage Trust N/A 30300HAJ5 1275000.00000000 PA USD 1229483.39000000 0.177178170949 Long ABS-MBS USGSE US Y 2 2050-02-25 Variable 4.00766760 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085770AA3 135000.00000000 PA USD 134169.75000000 0.019334910170 Long DBT CORP US Y 2 2026-07-15 Fixed 4.87500000 N N N N N N Navient Private Education Refi Loan Trust N/A 63942EAB4 2450000.00000000 PA USD 2076275.78000000 0.299207576188 Long ABS-O CORP US Y 2 2069-12-16 Fixed 2.03000000 N N N N N N Texas Capital Bancshares, Inc. 549300466Q2SXRX0YM48 88224QAA5 1770000.00000000 PA USD 1695881.80000000 0.244389829024 Long DBT CORP US N 2 2031-05-06 Variable 4.00000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBF6 3820000.00000000 PA USD 3924305.41000000 0.565523097298 Long DBT CORP US N 2 2025-11-20 Fixed 5.75000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AJ5 2146000.00000000 PA USD 2220424.44000000 0.319980525324 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N FHLMC STACR Trust 549300KB1O80CETXGJ21 35564TBD1 1780000.00000000 PA USD 1766198.41000000 0.254523002394 Long ABS-MBS CORP US Y 2 2049-07-25 Floating 3.91785840 N N N N N N TruGreen LP 549300QNRP2MNHR3QM19 89787RAH5 1031937.50000000 PA USD 1026455.85000000 0.147920314777 Long LON CORP US N 2 2027-11-02 Variable 4.76371000 N N N N N N COMM Mortgage Trust N/A 12624QAT0 1815000.00000000 PA USD 1805303.73000000 0.260158384806 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 3.25100000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AG6 935000.00000000 PA USD 953989.85000000 0.137477397500 Long DBT CORP US Y 2 2025-05-01 Fixed 5.37500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 1630000.00000000 PA USD 1320835.86000000 0.190342776244 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Hudson Yards Mortgage Trust N/A 44421GAA1 1280000.00000000 PA USD 1206376.06000000 0.173848223998 Long ABS-MBS CORP US Y 2 2039-07-10 Fixed 3.22800000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 1291433.52000000 PA USD 1318282.94000000 0.189974880508 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N One Bryant Park Trust N/A 68236JAA9 3300000.00000000 PA USD 2953233.03000000 0.425583973641 Long ABS-MBS CORP US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N Banc of America Alternative Loan Trust N/A 05948KV55 24072.39380000 PA USD 22497.14000000 0.003242013799 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6.00000000 N N N N N N NXP BV N/A 62954HAD0 1135000.00000000 PA USD 1034070.67000000 0.149017669887 Long DBT CORP US Y 2 2030-05-01 Fixed 3.40000000 N N N N N N Golden State Tobacco Securitization Corp. N/A 38122NB68 725000.00000000 PA USD 583484.21000000 0.084084637455 Long DBT MUN US N 2 2042-06-01 Fixed 3.29300000 N N N N N N N/A N/A N/A -113.00000000 NC USD 1115329.48000000 0.160727699844 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Bonds 2022-06-21 -14577000.00000000 USD 1115329.48000000 N N N CF Hippolyta LLC N/A 12530MAA3 1040168.91000000 PA USD 964835.30000000 0.139040311655 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 2035000.00000000 PA USD 2473738.49000000 0.356485060822 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N American Credit Acceptance Receivables Trust N/A 025291AD7 1000000.00000000 PA USD 950609.60000000 0.136990277042 Long ABS-O CORP US Y 2 2027-07-13 Fixed 1.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGQE5 369512.34000000 PA USD 320798.79000000 0.046229614256 Long ABS-MBS CORP US N 2 2040-05-25 None 0.00000000 N N N N N N Flagship Credit Auto Trust N/A 33845WAJ8 815000.00000000 PA USD 805159.85000000 0.116029830663 Long ABS-O CORP US Y 2 2026-12-15 Fixed 4.52000000 N N N N N N Orbia Advance Corp. SAB de CV 549300MVHZ20SBIOEQ79 59284BAF5 2600000.00000000 PA USD 2477488.00000000 0.357025394534 Long DBT CORP MX Y 2 2027-10-04 Fixed 4.00000000 N N N N N N GreenPoint Mortgage Funding Trust N/A 39539MAA7 402311.02000000 PA USD 393304.72000000 0.056678285759 Long ABS-MBS CORP US N 2 2037-06-25 Floating 1.10786040 N N N N N N CSMC Trust N/A 12655QAA3 1925000.00000000 PA USD 1735439.67000000 0.250090427430 Long ABS-MBS CORP US Y 2 2035-02-15 Fixed 3.04030000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 2060000.00000000 PA USD 1923998.39000000 0.277263213494 Long ABS-O CORP US Y 2 2028-03-13 Fixed 2.46000000 N N N N N N GLS Auto Receivables Trust N/A 36261XAG0 915000.00000000 PA USD 844033.52000000 0.121631830498 Long ABS-O CORP US Y 2 2027-04-15 Fixed 1.42000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BCBZ2 1569522.89000000 PA USD 241338.47000000 0.034778760772 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 3.00000000 N N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 825252885 8269672.50000000 NS USD 8269672.50000000 1.191724475349 Long STIV RF US N 1 N N TruGreen LP 549300QNRP2MNHR3QM19 89787RAK8 450000.00000000 PA USD 451125.00000000 0.065010640257 Long LON CORP US N 2 2028-11-02 Variable 9.26371000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505EU4 3570000.00000000 PA USD 3650325.00000000 0.526040377715 Long DBT CORP US N 2 2026-03-10 Variable 6.30000000 N N N N N BX Trust N/A 05609BBF5 1270000.00000000 PA USD 1224830.04000000 0.176507586825 Long ABS-MBS CORP US Y 2 2036-02-15 Floating 2.15499960 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AT4 2690000.00000000 PA USD 2434782.30000000 0.350871169209 Long DBT CORP US N 2 2026-12-15 Variable 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 54930012YCNUERXJ1I74 94990EAA2 4410000.00000000 PA USD 4351986.45000000 0.627155279589 Long ABS-MBS CORP US Y 2 2036-08-17 Variable 4.19357880 N N N N N N STACR Trust 549300D2VO9JVX6KU482 3137G0VA4 1785000.00000000 PA USD 1780542.68000000 0.256590123872 Long ABS-MBS CORP US Y 2 2043-04-25 Floating 4.41785880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 30711XWX8 3578699.45000000 PA USD 3618933.34000000 0.521516594029 Long ABS-MBS CORP US N 2 2030-05-25 Floating 3.16785960 N N N N N N Quad/Graphics, Inc. W2D68G5NJH4X0NW8PT65 747301109 14.00000000 NS USD 94.92000000 0.000013678714 Long EC CORP US N 1 N N N Freedom Mortgage Corp. 549300LYRWPSYPK6S325 35640YAF4 1955000.00000000 PA USD 1779050.00000000 0.256375017011 Long DBT CORP US Y 2 2026-05-01 Fixed 7.62500000 N N N N N N JPMorgan Chase Commercial Mortgage Securities Trust N/A 46649XAG2 2060000.00000000 PA USD 2048896.81000000 0.295262052510 Long ABS-MBS CORP US Y 2 2031-07-05 Fixed 4.37920000 N N N N N N QVC, Inc. 549300WBLU5NKPX5X472 747262AZ6 2815000.00000000 PA USD 2391933.65000000 0.344696343672 Long DBT CORP US N 2 2028-09-01 Fixed 4.37500000 N N N N N N Allied Universal Holdco LLC N/A 019576AA5 2130000.00000000 PA USD 2058517.20000000 0.296648425940 Long DBT CORP US Y 2 2026-07-15 Fixed 6.62500000 N N N N N N STACR Trust 549300BL200YC56BUV20 35563WAH7 1556587.01000000 PA USD 1565678.26000000 0.225626480729 Long ABS-MBS CORP US Y 2 2048-09-25 Floating 2.76786000 N N N N N N GLP Capital LP N/A 361841AN9 1535000.00000000 PA USD 1510370.51000000 0.217656201453 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AP0 2205000.00000000 PA USD 1899056.25000000 0.273668856075 Long DBT CORP FR Y 2 2029-03-23 Variable 4.75000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EX7 1337000.00000000 PA USD 1107933.94000000 0.159661944698 Long DBT CORP AU N 2 2036-11-18 Variable 3.02000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBE6 1695000.00000000 PA USD 1713814.50000000 0.246974071326 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830DCF8 841329.80000000 PA USD 616513.94000000 0.088844479837 Long ABS-MBS CORP US Y 2 2057-12-25 Variable 4.92932160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FKL6 12886538.38000000 PA USD 131041.92000000 0.018884165408 Long ABS-MBS USGA US N 2 2051-12-20 Floating 1.40963040 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AP8 4253000.00000000 PA USD 4223723.79000000 0.608671627281 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903AY9 605000.00000000 PA USD 586819.93000000 0.084565340792 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 1500000.00000000 NS USD 1500000.00000000 0.216161729865 Long STIV RF US N 1 N N United Airlines Pass-Through Trust N/A 90932QAB2 2471909.58000000 PA USD 2481662.25000000 0.357626936601 Long ABS-O CORP US N 2 2022-09-03 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGW24 613734.75000000 PA USD 531434.58000000 0.076583878748 Long ABS-MBS CORP US N 2 2043-11-25 None 0.00000000 N N N N N N Progress Residential N/A 74333EAB8 1340000.00000000 PA USD 1203882.26000000 0.173488847917 Long ABS-O CORP US Y 2 2038-05-17 Fixed 1.80800000 N N N N N N Southwestern Energy Co. N/A 84546SAU7 1321687.50000000 PA USD 1318383.28000000 0.189989340287 Long LON CORP US N 2 2027-06-22 Variable 3.30112000 N N N N N N Republic of Chile 549300FLZTJM5YJF8D34 168863DT2 1915000.00000000 PA USD 1596267.40000000 0.230034615008 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 1000000.00000000 PA USD 941721.80000000 0.135709475560 Long ABS-O CORP US N 2 2029-03-15 Fixed 1.39000000 N N N N N N Sequoia Mortgage Trust N/A 81747WEJ2 1398700.29000000 PA USD 1291157.58000000 0.186065904014 Long ABS-MBS CORP US Y 2 2048-09-25 Variable 4.25615760 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 810000.00000000 PA USD 692362.48000000 0.099774847580 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 69873.71000000 PA USD 27776.78000000 0.004002851209 Long ABS-O CORP US N 2 2036-11-25 Floating 0.76785840 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565ASK0 1610000.00000000 PA USD 1356344.50000000 0.195459848942 Long DBT CORP FR Y 2 2031-02-25 Variable 4.62500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 2015000.00000000 PA USD 1769170.00000000 0.254951231751 Long DBT CORP FR Y 2 2030-11-18 Variable 5.37500000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967HQ7 3260000.00000000 PA USD 3223325.00000000 0.464506338613 Long DBT CORP US N 2 2024-05-15 Variable 6.30000000 N N N N N N N/A N/A N/A 104.00000000 NC USD -238381.95000000 -0.03435270312 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 2 Year Notes 2022-06-30 21924500.00000000 USD -238381.95000000 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BD6 1095000.00000000 PA USD 971812.50000000 0.140045780736 Long DBT CORP US N 2 2026-10-06 Variable 4.00000000 N N N N N N Potomac Electric Power Co. 549300BXF2DWUNN57U06 737679DE7 1305000.00000000 PA USD 1238629.17000000 0.178496149366 Long DBT CORP US N 2 2043-03-15 Fixed 4.15000000 N N N N N N 1011778 BC ULC 549300RHSHNRWI5LLA86 C6901LAH0 1374883.70000000 PA USD 1346812.70000000 0.194086242024 Long LON CORP CA N 2 2026-11-19 Variable 2.51371000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BP5 2145000.00000000 PA USD 1987772.87000000 0.286453614773 Long DBT CORP GB N 2 2028-05-22 Variable 3.07300000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2K9 1650000.00000000 PA USD 1451863.56000000 0.209224892439 Long DBT CORP FR Y 2 2031-01-13 Variable 3.05200000 N N N N N N Dana, Inc. KVWHW7YLZPFJM8QYNJ51 235825AJ5 2845000.00000000 PA USD 2347125.00000000 0.338239066807 Long DBT CORP US N 2 2032-02-15 Fixed 4.50000000 N N N N N N N/A N/A N/A -39.00000000 NC USD 954850.34000000 0.137601400838 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury Ultra Bonds 2022-06-21 -6257062.50000000 USD 954850.34000000 N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 2860000.00000000 PA USD 2424096.62000000 0.349331279160 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N Plains All American Pipeline LP N/A 72650RBN1 1040000.00000000 PA USD 962635.48000000 0.138723300391 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAG4 3285000.00000000 PA USD 2976774.03000000 0.428976415829 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.52000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YES0 660000.00000000 PA USD 660122.47000000 0.095128810025 Long DBT CORP US N 2 2037-04-20 Variable 5.29700000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AS0 1775550.00000000 PA USD 1531152.64000000 0.220651068900 Long ABS-O CORP US Y 2 2051-11-20 Fixed 2.79100000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAF9 3275000.00000000 PA USD 3112839.95000000 0.448584578925 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RG8 3295000.00000000 PA USD 3224981.25000000 0.464745017189 Long DBT CORP US N 2 2024-06-15 Variable 5.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 560000.00000000 PA USD 542927.20000000 0.078240055162 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CFZ8 3201930.28000000 PA USD 490164.29000000 0.070636507229 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 3.00000000 N N N N N N Manhattan West Mortgage Trust N/A 563136AA8 1260000.00000000 PA USD 1139794.87000000 0.164253353860 Long ABS-MBS CORP US Y 2 2039-09-10 Fixed 2.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFPZ0 1950487.67000000 PA USD 311569.14000000 0.044899549516 Long ABS-MBS USGSE US N 2 2050-02-25 Fixed 3.00000000 N N N N N N Fertitta Entertainment LLC N/A 31556PAB3 3000000.00000000 PA USD 2983635.00000000 0.429965135258 Long LON CORP US N 2 2029-01-27 Variable 4.62574600 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 2090000.00000000 PA USD 1985729.90000000 0.286159206820 Long DBT CORP US N 2 2026-11-15 Variable 6.50000000 N N N N N N Thor Industries, Inc. 254900XZO1228PDSG060 885160AA9 1230000.00000000 PA USD 1039485.30000000 0.149797960412 Long DBT CORP US Y 2 2029-10-15 Fixed 4.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKA9 1485000.00000000 PA USD 1203507.51000000 0.173434843512 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828ZZ6 3030000.00000000 PA USD 3411419.25000000 0.491612190918 Long DBT UST US N 2 2030-07-15 Fixed 0.12500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529WAC1 2725000.00000000 PA USD 2733920.83000000 0.393979370619 Long ABS-O CORP US Y 2 2026-04-13 Fixed 3.88000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H36E7 2790559.11000000 PA USD 400183.48000000 0.057669568867 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B9BV8 1930647.43990000 PA USD 1910035.27000000 0.275251018712 Long ABS-MBS USGSE US N 2 2060-03-25 Fixed 3.50000000 N N N N N N Home Partners of America Trust N/A 43732VAA4 1745253.74000000 PA USD 1592640.55000000 0.229511957561 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 2280000.00000000 PA USD 2230210.50000000 0.321390773096 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N Hess Midstream Operations LP N/A 428102AC1 367000.00000000 PA USD 367000.00000000 0.052887569907 Long DBT CORP US Y 2 2026-02-15 Fixed 5.62500000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00912XBA1 4000000.00000000 PA USD 3865673.48000000 0.557073777688 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCV6 2500000.00000000 PA USD 2414136.28000000 0.347895916277 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AL7 2060000.00000000 PA USD 1967801.20000000 0.283575540949 Long DBT CORP US Y 2 2029-11-01 Fixed 4.25000000 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ACB5 2250000.00000000 PA USD 2236119.98000000 0.322242375376 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 4.86785880 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAQ8 2400000.00000000 PA USD 2328337.32000000 0.335531615201 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N WFRBS Commercial Mortgage Trust 5493000F7E2NMQ4HIO61 92939FAW9 1805000.00000000 PA USD 1785825.85000000 0.257351469983 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.89100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BDJ33 2744430.37000000 PA USD 375365.07000000 0.054093041908 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CX1 400000.00000000 PA USD 339740.00000000 0.048959190736 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N N/A N/A N/A -473.00000000 NC USD 3339502.95000000 0.481248489709 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Notes 2022-06-21 -56360906.25000000 USD 3339502.95000000 N N N WFRBS Commercial Mortgage Trust N/A 92936TAC6 1540000.00000000 PA USD 1537177.95000000 0.221519363189 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.08999960 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CDW8 7000000.00000000 PA USD 6484296.84000000 0.934437881265 Long DBT UST US N 2 2029-01-31 Fixed 1.75000000 N N N N N N FirstKey Homes Trust N/A 33767TAC4 1355000.00000000 PA USD 1193580.75000000 0.172004319769 Long ABS-O CORP US Y 2 2038-09-17 Fixed 1.60700000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 2300000.00000000 PA USD 2265129.38000000 0.326422856767 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N DT Midstream, Inc. N/A 23345MAC1 1290000.00000000 PA USD 1224055.20000000 0.176395926322 Long DBT CORP US Y 2 2032-04-15 Fixed 4.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9XG1 5928329.08000000 PA USD 348250.80000000 0.050185663570 Long ABS-MBS USGSE US N 2 2044-01-25 Fixed 1.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABS3 1790000.00000000 PA USD 1547383.40000000 0.222990048339 Long DBT CORP US N 2 2029-02-15 Fixed 2.62500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAW5 1650000.00000000 PA USD 1434083.19000000 0.206662602081 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N FHLMC STACR Trust N/A 35564KKK4 3865000.00000000 PA USD 3494529.31000000 0.503589000477 Long ABS-MBS CORP US Y 2 2041-09-25 Floating 3.63870000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBN9 980000.00000000 PA USD 843593.80000000 0.121568463408 Long DBT CORP US N 2 2028-05-15 Variable 4.70000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36258XAD2 1070000.00000000 PA USD 1061265.70000000 0.152936686372 Long ABS-O CORP US Y 2 2026-11-16 Fixed 3.68000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377REH3 2000000.00000000 PA USD 1798129.20000000 0.259124478929 Long ABS-O CORP US Y 2 2027-08-20 Fixed 1.38000000 N N N N N N FHLMC Structured Agency Credit Risk Debt Notes S6XOOCT0IEG5ABCC6L87 35564KRN1 1690000.00000000 PA USD 1664692.76000000 0.239895244464 Long ABS-MBS CORP US Y 2 2042-02-25 Floating 4.03869960 N N N N N N SMRT N/A 78457JAL6 2650000.00000000 PA USD 2586842.29000000 0.372784202864 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 2.47200120 N N N N N N Banco BTG Pactual SA 2549002JHJ73KGETOK78 05971AAG6 3450000.00000000 PA USD 3143812.50000000 0.453047965582 Long DBT CORP BR Y 2 2026-01-11 Fixed 2.75000000 N N N N N N WaMu Mortgage Pass-Through Trust N/A 93363DAB3 590746.73990000 PA USD 562782.15000000 0.081101308721 Long ABS-MBS CORP US N 2 2046-08-25 Floating 1.72299960 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BM0 2150000.00000000 PA USD 1889423.66000000 0.272280724530 Long DBT CORP US N 2 2052-04-01 Variable 4.12500000 N N N N N N Kraft Heinz Foods Co. 5493003STKEZ2S0RNU91 50077LAL0 583000.00000000 PA USD 579816.44000000 0.083556083116 Long DBT CORP US N 2 2035-07-15 Fixed 5.00000000 N N N N N N BX Trust N/A 12434EAG5 1850000.00000000 PA USD 1796195.71000000 0.258845847900 Long ABS-MBS CORP US Y 2 2036-11-15 Floating 2.30400000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285VAF6 2760000.00000000 PA USD 2557104.95000000 0.368498819627 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAK3 3090000.00000000 PA USD 2620350.90000000 0.377613055599 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N Corp. Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BAZ1 1575000.00000000 PA USD 1412838.00000000 0.203601004066 Long DBT NUSS CL Y 2 2029-09-30 Fixed 3.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526BN8 3390000.00000000 PA USD 3107208.23000000 0.447773004033 Long DBT CORP DE N 2 2032-12-01 Variable 4.87500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 450000.00000000 PA USD 348512.03000000 0.050223308855 Long DBT CORP US N 2 2041-03-25 Fixed 3.65000000 N N N N N N BOCA Commercial Mortgage Trust N/A 05592LAA4 1485000.00000000 PA USD 1481112.82000000 0.213439939531 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 2.26960000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QX62 9930786.07000000 PA USD 318062.22000000 0.045835253120 Long ABS-MBS USGA US N 2 2051-05-20 Floating 2.30963040 N N N N N N Alpek SAB de CV 549300PWKJTP62D4IQ66 020564AE0 825000.00000000 PA USD 699187.50000000 0.100758386333 Long DBT CORP MX Y 2 2031-02-25 Fixed 3.25000000 N N N N N N SLG Office Trust N/A 78449RAJ4 1100000.00000000 PA USD 923749.09000000 0.133119467504 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDU5 1260000.00000000 PA USD 1202321.99000000 0.173264000809 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 2450000.00000000 PA USD 2360758.75000000 0.340203796797 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 725000.00000000 PA USD 687130.43000000 0.099020868261 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N BX Trust N/A 05608RAL9 2700000.00000000 PA USD 2622125.25000000 0.377868753309 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 2.79849960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FNBV1 0.00690000 PA USD 0.01000000 0.000000001441 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 2535000.00000000 PA USD 2421660.15000000 0.348980164780 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Hyatt Hotels Corp. T27JQIMTYSH41TCD5186 448579AN2 3920000.00000000 PA USD 3726659.56000000 0.537040784740 Long DBT CORP US N 2 2024-10-01 Fixed 1.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEN7 5380000.00000000 PA USD 5333765.63000000 0.768637336853 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N BXHPP Trust N/A 05609JAN2 585000.00000000 PA USD 558718.35000000 0.080515683362 Long ABS-MBS CORP US Y 2 2036-08-15 Floating 2.05400160 N N N N N N BX Commercial Mortgage Trust N/A 05609QAJ5 2500000.00000000 PA USD 2423802.25000000 0.349288858141 Long ABS-MBS CORP US Y 2 2038-11-15 Floating 2.75199840 N N N N N N First NLC Trust N/A 32115BAA8 249965.88000000 PA USD 148700.20000000 0.021428861642 Long ABS-O CORP US Y 2 2037-08-25 Floating 0.73785960 N N N N N N JPMorgan Mortgage Acquisition Trust N/A 46630KAA4 88636.62000000 PA USD 58322.12000000 0.008404673565 Long ABS-O CORP US N 2 2047-03-25 Floating 0.76785840 N N N N N N NCR Corp. 549300YKTY8JX1DV2R67 62886EAV0 717000.00000000 PA USD 686527.50000000 0.098933981333 Long DBT CORP US Y 2 2029-09-01 Fixed 6.12500000 N N N N N N Petrobras Global Finance BV 549300FNENFFSMO3GT38 71647NBJ7 810000.00000000 PA USD 664702.20000000 0.095788784931 Long DBT CORP NL N 2 2051-06-10 Fixed 5.50000000 N N N N N N FHLMC STACR REMIC Trust N/A 35564KJP5 2280000.00000000 PA USD 2171253.12000000 0.312894553597 Long ABS-MBS CORP US Y 2 2041-09-25 Floating 2.38870080 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDY7 1775000.00000000 PA USD 1660089.16000000 0.239231829704 Long ABS-O CORP US Y 2 2027-02-20 Fixed 2.02000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AB28 1315000.00000000 PA USD 1189470.10000000 0.171411942959 Long DBT CORP FR Y 2 2027-01-12 Variable 4.62500000 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ABF7 4195000.00000000 PA USD 4179327.06000000 0.602273711309 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 3.06785880 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 1275000.00000000 PA USD 1107137.24000000 0.159547133998 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382HG20 1715426.93000000 PA USD 1430036.67000000 0.206079466905 Long ABS-MBS USGA US N 2 2050-08-20 Fixed 1.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A86 1770000.00000000 PA USD 1640878.50000000 0.236463423373 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N Hess Midstream Operations LP N/A 428102AE7 2630000.00000000 PA USD 2412472.70000000 0.347656181390 Long DBT CORP US Y 2 2030-02-15 Fixed 4.25000000 N N N N N N 2022-05-31 MAINSTAY FUNDS Jack Benintende Jack Benintende Treasurer