NPORT-P false 0000826644 XXXXXXXX S000064702 C000209592 C000209589 C000209593 C000209591 C000209594 C000209590 AIM Investment Funds (Invesco Investment Funds) 811-05426 0000826644 Y5W0BJB7U2X9V6NIC803 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Core Bond Fund S000064702 549300XXP1PITXZJK016 2025-10-31 2025-04-30 N 3978758147.70 974974006.16 3003784141.54 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 894442350.64000000 0.00000000 0.00000000 18838846.81000000 USD N Bloomberg Barclays US Aggregate Bond Index 100% BB-US Agg American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AY7 341000.00000000 PA USD 348066.38000000 0.011587596298 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N Apollo Global Management, Inc. 254900LMFT1CY9IYB476 03769MAA4 451000.00000000 PA USD 488247.99000000 0.016254429978 Long DBT CORP US N 2 2033-11-15 Fixed 6.37500000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAN5 55000.00000000 PA USD 56218.68000000 0.001871595206 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CM8 355000.00000000 PA USD 330012.30000000 0.010986551777 Long DBT CORP US N 2 2054-02-09 Fixed 5.00000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAM6 4279000.00000000 PA USD 4234735.24000000 0.140980011893 Long DBT CORP US N 2 2035-03-15 Fixed 5.65000000 N N N N N N New Residential Mortgage Loan Trust 213800HBIGZVLLQA9I67 647910AC2 1638919.18000000 PA USD 1643416.05000000 0.054711522951 Long ABS-MBS CORP US N 2 2064-11-25 Variable 5.46600000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAQ3 1570000.00000000 PA USD 1438932.05000000 0.047903976524 Long DBT CORP US N 2 2054-09-15 Fixed 5.35000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CE7 100000.00000000 PA USD 90871.21000000 0.003025224374 Long DBT CORP US N 2 2064-02-15 Fixed 5.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395NJD0 8107.69000000 PA USD 659.45000000 0.000021953974 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 2.11183000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598S8 1108000.00000000 PA USD 1148263.94000000 0.038227245564 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788KAA4 250000.00000000 PA USD 220263.42000000 0.007332864467 Long DBT CORP US N 2 2030-03-11 Fixed 2.25000000 N N N N N N Ares Strategic Income Fund 549300IANZJVZPTICV54 04020EAE7 2800000.00000000 PA USD 2795743.78000000 0.093074057530 Long DBT CORP US N 2 2028-03-15 Fixed 5.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 307000.00000000 PA USD 312626.10000000 0.010407741877 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N OBX Trust N/A 67117YAA2 3971226.65000000 PA USD 3970708.40000000 0.132190204518 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.10000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BJ98 869.31000000 PA USD 93.55000000 0.000003114404 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 3.63183000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2N4 3575000.00000000 PA USD 3558764.28000000 0.118476032641 Long DBT CORP US N 2 2027-09-23 Fixed 4.40000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F022451 300000.00000000 PA USD 278839.75000000 0.009282949002 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 2.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CC5 1454000.00000000 PA USD 1431995.67000000 0.047673055137 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BJ6 2520000.00000000 PA USD 2416383.52000000 0.080444646024 Long DBT CORP CH N 2 N/A Variable 7.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 52000.00000000 PA USD 52438.56000000 0.001745749945 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XAF0 1990895.79000000 PA USD 1765693.02000000 0.058782287168 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TDCL8 15861.69000000 PA USD 16067.77000000 0.000534917598 Long ABS-APCP USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404121AK1 611000.00000000 PA USD 606562.21000000 0.020193268937 Long DBT CORP US N 2 2034-09-15 Fixed 5.45000000 N N N N N N Carlyle Global Market Strategies CLO Ltd. 5493007AYUHLOG0AMH17 14312JBG6 1941396.13000000 PA USD 1939914.84000000 0.064582365063 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 5.36947000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAH5 162000.00000000 PA USD 167134.07000000 0.005564117197 Long DBT CORP US N 2 2030-03-22 Fixed 5.00000000 N N N N N N Jabil Inc. 5493000CGCQY2OQU7669 466313AH6 300000.00000000 PA USD 294519.07000000 0.009804934579 Long DBT CORP US N 2 2028-01-12 Fixed 3.95000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119DC0 912000.00000000 PA USD 894598.43000000 0.029782380751 Long DBT CORP US N 2 2055-03-01 Fixed 6.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HBX2 7240.47000000 PA USD 7493.91000000 0.000249482307 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AD5 1213000.00000000 PA USD 1255490.31000000 0.041796955135 Long DBT CORP US N 2 2035-01-25 Fixed 6.25000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DU0 2433000.00000000 PA USD 2386677.63000000 0.079455697131 Long DBT CORP US N 2 2035-04-30 Fixed 4.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3U5 3631000.00000000 PA USD 3656466.89000000 0.121728683477 Long DBT CORP US N 2 2029-04-23 Floating 5.74980100 N N N N N N New Residential Mortgage Loan Trust N/A 64831MAA0 2027282.44000000 PA USD 1908056.74000000 0.063521766215 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAM9 882000.00000000 PA USD 857530.97000000 0.028548355327 Long DBT CORP GB N 2 2054-03-26 Fixed 5.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F050452 100000.00000000 PA USD 100548.21000000 0.003347384674 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491AF0 1995476.54000000 PA USD 1779738.59000000 0.059249883018 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHT1 1500000.00000000 PA USD 1481396.49000000 0.049317674646 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 94717.48000000 PA USD 90523.28000000 0.003013641318 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 2140107.50000000 PA USD 1868010.81000000 0.062188583532 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAR8 838000.00000000 PA USD 840507.36000000 0.027981616534 Long DBT CORP US N 2 2029-01-11 Fixed 4.85000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 144000.00000000 PA USD 141613.57000000 0.004714505547 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HBA2 1200000.00000000 PA USD 1218810.97000000 0.040575850745 Long DBT CORP ES N 2 2028-03-14 Variable 5.55200000 N N N N N N Caterpillar Inc. WRJR7GS4GTRECRRTVX92 149123CG4 500000.00000000 PA USD 470263.44000000 0.015655700204 Long DBT CORP US N 2 2029-09-19 Fixed 2.60000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DC5 916000.00000000 PA USD 933131.00000000 0.031065181651 Long DBT CORP JP N 2 2034-04-19 Variable 5.40600000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEZ2 180000.00000000 PA USD 175255.85000000 0.005834502139 Long DBT CORP US N 2 2033-01-28 Fixed 4.55000000 N N N N N N Cedar Funding XI Clo Ltd. 2549004YLPCISGLL7978 15033LAW2 4191986.26000000 PA USD 4183442.99000000 0.139272424144 Long ABS-CBDO CORP KY N 2 2032-05-29 Floating 5.37324000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136B1BQ6 29221.01000000 PA USD 231.93000000 0.000007721260 Long ABS-APCP USGSE US N 2 2044-12-25 Fixed 4.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDD8 400000.00000000 PA USD 409672.13000000 0.013638534285 Long DBT CORP JP N 2 2030-05-26 Variable 5.37600000 N N N N N N Enterprise Fleet Financing LLC N/A 29375RAB2 1606533.34000000 PA USD 1614794.46000000 0.053758671858 Long ABS-O CORP US N 2 2026-12-20 Fixed 5.74000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 279000.00000000 PA USD 286386.57000000 0.009534192755 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAK7 53000.00000000 PA USD 53422.60000000 0.001778509955 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650BJ8 110000.00000000 PA USD 113961.38000000 0.003793927080 Long DBT CORP US N 2 2027-06-01 Fixed 6.25000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 424289.54000000 PA USD 61297.51000000 0.002040676264 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AR2 1274000.00000000 PA USD 1277771.93000000 0.042538740128 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N WFRBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAG9 339868.84000000 PA USD 331075.58000000 0.011021949793 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBW6 153000.00000000 PA USD 154724.26000000 0.005150977990 Long DBT CORP US N 2 2035-03-14 Variable 5.18800000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAT0 377000.00000000 PA USD 377173.20000000 0.012556601347 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AX2 61000.00000000 PA USD 65713.21000000 0.002187680835 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EF2 1151000.00000000 PA USD 1170977.60000000 0.038983413748 Long DBT CORP GB N 2 2028-05-17 Variable 5.59700000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCJ8 1379000.00000000 PA USD 1367001.78000000 0.045509321428 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N AS Mileage Plan IP Ltd. N/A 00218QAA8 967000.00000000 PA USD 938509.64000000 0.031244243786 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECU3 283000.00000000 PA USD 295922.34000000 0.009851651319 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Qdoba Funding LLC N/A 746954AA4 5742607.50000000 PA USD 6037852.18000000 0.201008191517 Long ABS-O CORP US N 2 2053-09-14 Fixed 8.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B26D7 288296.78000000 PA USD 6804.41000000 0.000226527928 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAF9 3791000.00000000 PA USD 3847120.75000000 0.128075806007 Long DBT CORP US N 2 2036-01-18 Variable 5.58700000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31394YF74 4669.52000000 PA USD 63.98000000 0.000002129979 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 3.19081000 N N N N N N BlackRock Funding, Inc. 529900VBK42Y5HHRMD23 09290DAJ0 578000.00000000 PA USD 579448.62000000 0.019290621186 Long DBT CORP US N 2 2035-01-08 Fixed 4.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKL2 220000.00000000 PA USD 196242.96000000 0.006533191159 Long DBT CORP US N 2 2037-03-08 Variable 3.84600000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 135000.00000000 PA USD 134601.65000000 0.004481069333 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BK8 305000.00000000 PA USD 315967.63000000 0.010518985889 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EH4 307000.00000000 PA USD 307068.61000000 0.010222725586 Long DBT CORP US N 2 2027-08-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEW2 2443000.00000000 PA USD 2486600.98000000 0.082782279379 Long DBT CORP US N 2 2036-01-24 Variable 5.50200000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 83192PAC2 1142000.00000000 PA USD 1156053.24000000 0.038486561800 Long DBT CORP GB N 2 2027-03-20 Fixed 5.15000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDB3 560000.00000000 PA USD 567104.63000000 0.018879673214 Long DBT CORP US N 2 2054-06-15 Variable 6.75000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAW1 2264000.00000000 PA USD 2253673.74000000 0.075027819370 Long DBT CORP KY N 2 2028-01-15 Fixed 4.95000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BM6 110000.00000000 PA USD 108820.43000000 0.003622777965 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DM8 1704000.00000000 PA USD 1712046.20000000 0.056996312628 Long DBT CORP US N 2 2027-11-01 Fixed 4.37500000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAD5 288000.00000000 PA USD 297327.44000000 0.009898428981 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAV3 70000.00000000 PA USD 67309.80000000 0.002240833456 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N United Utilities PLC 213800KYT12UFB2VE455 91311QAC9 110000.00000000 PA USD 117799.56000000 0.003921705237 Long DBT CORP GB N 2 2028-08-15 Fixed 6.87500000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CD6 743000.00000000 PA USD 753801.04000000 0.025095046930 Long DBT CORP US N 2 2034-05-22 Fixed 5.15000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 83741.11000000 PA USD 11683.78000000 0.000388968695 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBV0 1711000.00000000 PA USD 1652532.89000000 0.055015034773 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BE1 182000.00000000 PA USD 183234.06000000 0.006100107443 Long DBT CORP US N 2 2026-07-15 Fixed 5.05000000 N N N N N N Ovintiv Inc. 2549003MEX7YMKLGI239 69047QAD4 500000.00000000 PA USD 487189.15000000 0.016219179776 Long DBT CORP US N 2 2053-07-15 Fixed 7.10000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CE4 1142000.00000000 PA USD 1089638.18000000 0.036275515438 Long DBT CORP US N 2 2054-05-22 Fixed 5.50000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CX8 220000.00000000 PA USD 222654.36000000 0.007412462064 Long DBT CORP US N 2 2033-08-10 Fixed 5.08600000 N N N N N N N/A N/A N/A 2330.00000000 NC USD 2822627.73000000 0.093969060258 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-06-18 258647059.77000000 USD 2822627.73000000 N N N Idaho Power Co. TN0LL73P2C8X3W6KM391 45138LBK8 334000.00000000 PA USD 337122.82000000 0.011223270518 Long DBT CORP US N 2 2034-08-15 Fixed 5.20000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDU0 912000.00000000 PA USD 919996.13000000 0.030627904225 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393VKX8 76315.82000000 PA USD 75024.11000000 0.002497653175 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFM2 400000.00000000 PA USD 402867.64000000 0.013412003693 Long DBT CORP US N 2 2039-02-07 Variable 5.94200000 N N N N N N Banc of America Funding Trust N/A 05951FBD5 148777.40000000 PA USD 127370.85000000 0.004240346309 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HB20 10749.23000000 PA USD 11158.29000000 0.000371474429 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558CA9 121000.00000000 PA USD 118051.87000000 0.003930104975 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PAD5 100000.00000000 PA USD 123896.36000000 0.004124675880 Long DBT CORP NL N 2 2032-06-01 Fixed 9.25000000 N N N N N N Duke Energy Indiana, LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 117000.00000000 PA USD 109330.38000000 0.003639754884 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAS6 560000.00000000 PA USD 546746.12000000 0.018201911130 Long DBT CORP US N 2 2034-01-11 Fixed 5.00000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXP9 969000.00000000 PA USD 982540.71000000 0.032710097120 Long DBT CORP US N 2 2034-04-11 Fixed 5.10000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBV8 183000.00000000 PA USD 187177.35000000 0.006231384852 Long DBT CORP US N 2 2030-03-14 Variable 4.97500000 N N N N N N FirstEnergy Transmission, LLC 549300AINIIPOLYX2R63 33767BAH2 782000.00000000 PA USD 771348.24000000 0.025679216736 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Blue Owl Credit Income Corp. 5493003I42XBWPE05N35 69120VAM3 200000.00000000 PA USD 192746.38000000 0.006416785325 Long DBT CORP US N 2 2026-09-23 Fixed 3.12500000 N N N N N N J. M. Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AX6 180000.00000000 PA USD 192113.34000000 0.006395710575 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFY6 1658000.00000000 PA USD 1680902.40000000 0.055959493785 Long DBT CORP US N 2 2029-04-12 Variable 4.99400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 1833666.76000000 PA USD 237720.41000000 0.007914031062 Long ABS-APCP USGA US N 2 2047-10-16 Floating 1.76459000 N N N N N N Hertz Vehicle Financing III L.P. N/A 42806MAF6 705000.00000000 PA USD 671367.69000000 0.022350730224 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.12000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CA6 100000.00000000 PA USD 92253.92000000 0.003071256643 Long DBT CORP US N 2 2032-08-05 Fixed 4.15000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEE7 300000.00000000 PA USD 296318.60000000 0.009864843345 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAW0 457000.00000000 PA USD 446002.60000000 0.014848024324 Long DBT CORP US N 2 2034-09-01 Fixed 5.12500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280ED7 200000.00000000 PA USD 205058.79000000 0.006826681956 Long DBT CORP GB N 2 2030-03-04 Variable 5.54600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H040657 350000.00000000 PA USD 325835.12000000 0.010847487856 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 4.00000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GD4 143000.00000000 PA USD 127555.36000000 0.004246488894 Long DBT CORP US N 2 2063-01-20 Fixed 5.15000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DM6 78000.00000000 PA USD 78174.98000000 0.002602549860 Long DBT CORP US N 2 2025-10-06 Fixed 5.15000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LJ8 2702000.00000000 PA USD 2706567.68000000 0.090105265640 Long DBT CORP US N 2 2035-02-10 Fixed 5.20000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AA1 1195000.00000000 PA USD 1201231.60000000 0.039990609957 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Holcim Finance US LLC 529900FB2F1WKLFNGY62 43475RAC0 1356000.00000000 PA USD 1370559.26000000 0.045627754706 Long DBT CORP US N 2 2030-04-07 Fixed 4.95000000 N N N N N N HPEFS Equipment Trust N/A 44328UAB2 364373.63000000 PA USD 365043.42000000 0.012152784714 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.04000000 N N N N N N FREMF Mortgage Trust N/A 302949AQ5 1040000.00000000 PA USD 1027247.31000000 0.034198439754 Long ABS-MBS CORP US N 2 2050-01-25 Variable 4.01004300 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EJ4 1204000.00000000 PA USD 1176868.82000000 0.039179540357 Long DBT CORP GB N 2 N/A Variable 6.95000000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBD5 150000.00000000 PA USD 135212.50000000 0.004501405348 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CY3 1021000.00000000 PA USD 1032927.98000000 0.034387556872 Long DBT CORP US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMCT7 26371354.11000000 PA USD 840877.00000000 0.027993922345 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 1.08073000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FE8 290000.00000000 PA USD 253019.29000000 0.008423351282 Long DBT CORP US N 2 2053-04-15 Fixed 4.50000000 N N N N N N OBX 2021-NQM4 Trust N/A 67115DAA0 3124246.23000000 PA USD 2638169.13000000 0.087828186237 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AC7 1161000.00000000 PA USD 1207060.34000000 0.040184656523 Long DBT CORP US N 2 2032-01-25 Fixed 6.15000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PET9 3049000.00000000 PA USD 3047512.67000000 0.101455781321 Long DBT CORP US N 2 2029-01-24 Floating 5.18024500 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFP2 614000.00000000 PA USD 628642.37000000 0.020928347057 Long DBT CORP US N 2 2031-02-07 Fixed 5.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMB2 1928000.00000000 PA USD 1887787.14000000 0.062846964064 Long DBT CORP US N 2 2035-08-15 Variable 5.42500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFD9 440000.00000000 PA USD 407783.55000000 0.013575660925 Long DBT CORP US N 2 2064-04-15 Fixed 5.50000000 N N N N N N COLT Mortgage Loan Trust N/A 12598RAA1 1014586.74000000 PA USD 907824.11000000 0.030222681365 Long ABS-MBS CORP US N 2 2066-11-26 Variable 1.72600000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F032641 59938641.00000000 PA USD 54106910.32000000 1.801291563256 Long ABS-MBS CORP US N 2 2055-04-01 Fixed 3.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 272000.00000000 PA USD 277905.93000000 0.009251860882 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Verus Securitization Trust N/A 92538WAA5 2098037.12000000 PA USD 1950149.42000000 0.064923087948 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.72400000 N N N N N N N/A N/A N/A -2472.00000000 NC USD -4948473.21000000 -0.16474130552 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-06-18 278674901.79000000 USD -4948473.21000000 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359UT21 29077.13000000 PA USD 29514.75000000 0.000982585585 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAF9 106000.00000000 PA USD 109151.72000000 0.003633807053 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N Holcim Finance US LLC 529900FB2F1WKLFNGY62 43475RAD8 4115000.00000000 PA USD 4115254.35000000 0.137002332926 Long DBT CORP US N 2 2035-04-07 Fixed 5.40000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCW2 2173000.00000000 PA USD 2193902.50000000 0.073037954680 Long DBT CORP US N 2 2029-11-01 Fixed 4.65000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CR8 100000.00000000 PA USD 96723.10000000 0.003220041635 Long DBT CORP US N 2 2026-05-01 Fixed 0.87500000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780AU1 2058000.00000000 PA USD 1972201.55000000 0.065657232912 Long DBT CORP US N 2 2034-10-15 Fixed 4.70000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCH2 165000.00000000 PA USD 165159.30000000 0.005498374457 Long DBT CORP US N 2 2034-01-15 Fixed 5.12500000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CR7 208000.00000000 PA USD 214176.49000000 0.007130222409 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBK1 110000.00000000 PA USD 111224.47000000 0.003702811678 Long DBT CORP US N 2 2027-05-31 Variable 6.12400000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EE5 8585000.00000000 PA USD 8630427.70000000 0.287318505369 Long DBT CORP US N 2 2029-04-25 Floating 5.64091200 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AJ2 1116000.00000000 PA USD 1144130.07000000 0.038089623491 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBZ9 949000.00000000 PA USD 963804.69000000 0.032086349903 Long DBT CORP US N 2 2032-07-22 Variable 5.06000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 361000.00000000 PA USD 361115.57000000 0.012022021323 Long DBT CORP US N 2 2034-04-21 Variable 5.25000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDG2 593000.00000000 PA USD 602549.88000000 0.020059693094 Long DBT CORP US N 2 2028-02-04 Fixed 4.85000000 N N N N N N TierPoint Issuer LLC N/A 88651CAE0 6566000.00000000 PA USD 6614495.16000000 0.220205409187 Long ABS-O CORP US N 2 2055-04-26 Fixed 6.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFZ3 4888000.00000000 PA USD 4977868.81000000 0.165719924449 Long DBT CORP US N 2 2031-04-17 Variable 5.19200000 N N N N N N A.P. Moller - Maersk A/S 549300D2K6PKKKXVNN73 00203QAF4 191000.00000000 PA USD 195382.58000000 0.006504547956 Long DBT CORP DK N 2 2033-09-14 Fixed 5.87500000 N N N N N N Ferguson Enterprises Inc. 2138003JYQMRP3SLX189 31488VAA5 1022000.00000000 PA USD 989605.44000000 0.032945291451 Long DBT CORP US N 2 2034-10-03 Fixed 5.00000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAD6 3210376.13000000 PA USD 2621715.14000000 0.087280410857 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HBV8 100000.00000000 PA USD 95504.29000000 0.003179465817 Long DBT CORP US N 2 2034-11-22 Fixed 6.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EN5 2514000.00000000 PA USD 2552796.80000000 0.084986026948 Long DBT CORP GB N 2 2030-11-19 Variable 5.28600000 N N N N N N DLLST 2024-1 LLC N/A 23346HAC1 3230000.00000000 PA USD 3246432.95000000 0.108078104052 Long ABS-O CORP US N 2 2027-08-20 Fixed 5.05000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896BU3 110000.00000000 PA USD 103221.41000000 0.003436379085 Long DBT CORP US N 2 2050-06-01 Variable 4.75000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJPC1 10983.06000000 PA USD 427.71000000 0.000014239039 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 3.19081000 N N N N N N Madison Park Funding XXXIII Ltd. N/A 55819JAN3 3713642.56000000 PA USD 3715755.62000000 0.123702484762 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.54610000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CL0 569000.00000000 PA USD 564523.67000000 0.018793749597 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 930396.94000000 PA USD 65061.17000000 0.002165973549 Long ABS-APCP USGA US N 2 2041-04-16 Floating 2.21459000 N N N N N N MHPA Commercial Mortgage Trust N/A 55293BAB1 1945000.00000000 PA USD 1937158.15000000 0.064490591158 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.13648000 N N N N N N BX Trust N/A 12433EAA9 3670000.00000000 PA USD 3654416.45000000 0.121660421581 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.32186000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 120000.00000000 PA USD 122580.61000000 0.004080872799 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BD0 836000.00000000 PA USD 765516.33000000 0.025485064636 Long DBT CORP US N 2 2054-05-15 Fixed 5.62500000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAM1 553000.00000000 PA USD 555703.02000000 0.018500098336 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAQ9 1748000.00000000 PA USD 1757628.93000000 0.058513822804 Long DBT CORP GB N 2 2027-03-12 Fixed 4.37500000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 109408.28000000 PA USD 2959.35000000 0.000098520727 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.14993000 N N N N N N Blackrock, Inc. 529900VBK42Y5HHRMD23 09247XAT8 264000.00000000 PA USD 264200.97000000 0.008795604396 Long DBT CORP US N 2 2033-05-25 Fixed 4.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DCQ0 84037.24000000 PA USD 87774.56000000 0.002922132745 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CF7 1125000.00000000 PA USD 1134248.24000000 0.037760644125 Long DBT CORP US N 2 2027-03-22 Fixed 5.30000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PE5 4516000.00000000 PA USD 4648458.80000000 0.154753423713 Long DBT CORP US N 2 N/A Variable 7.62500000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AZ8 1685000.00000000 PA USD 1699338.09000000 0.056573242614 Long DBT CORP US N 2 2032-03-01 Fixed 5.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADD4 16000.00000000 PA USD 15999.38000000 0.000532640803 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CT5 988000.00000000 PA USD 1003903.72000000 0.033421300356 Long DBT CORP GB N 2 2027-07-06 Variable 6.18700000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CLZ2 1500000.00000000 PA USD 1518955.08000000 0.050568050446 Long DBT UST US N 2 2031-11-30 Fixed 4.12500000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F6W3 217804.28000000 PA USD 194958.96000000 0.006490445079 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.71543800 N N N N N N Freddie Mac 5493000IS30HKV5IAS29 35564KH36 381957.33000000 PA USD 384654.87000000 0.012805676169 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 6.50369000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAP9 2587000.00000000 PA USD 2596468.63000000 0.086439920701 Long DBT CORP US N 2 2030-06-15 Fixed 5.15000000 N N N N N N Synchrony Card Funding, LLC N/A 87166PAN1 2805000.00000000 PA USD 2853897.32000000 0.095010066819 Long ABS-O CORP US N 2 2030-07-15 Fixed 4.93000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392GNQ4 159839.63000000 PA USD 16270.00000000 0.000541650106 Long ABS-APCP USGSE US N 2 2033-01-25 Floating 3.73183000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BP8 65000.00000000 PA USD 67103.56000000 0.002233967450 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CLR0 1500000.00000000 PA USD 1526806.64000000 0.050829439402 Long DBT UST US N 2 2029-10-31 Fixed 4.12500000 N N N N N N Cadence Design Systems, Inc. GCT7RXJOGLXPV0NXZY22 127387AP3 546000.00000000 PA USD 535203.76000000 0.017817650496 Long DBT CORP US N 2 2034-09-10 Fixed 4.70000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DV0 1921000.00000000 PA USD 1883602.24000000 0.062707643134 Long DBT CORP US N 2 2034-09-15 Fixed 5.00000000 N N N N N N Goldman Sachs Private Credit Corp. N/A 38152BAC5 719000.00000000 PA USD 719554.87000000 0.023954946031 Long DBT CORP US N 2 2030-05-06 Fixed 6.25000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912828V98 15000000.00000000 PA USD 14640820.35000000 0.487412532329 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Tricon American Homes Trust N/A 89613JAA8 3680092.65000000 PA USD 3431132.54000000 0.114227000953 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N Freddie Mac 5493000IRILHAKSCHN59 35564KP37 753922.33000000 PA USD 766756.50000000 0.025526351557 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 6.45269000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 110000.00000000 PA USD 106414.92000000 0.003542695313 Long DBT CORP US N 2 2033-07-22 Variable 4.96700000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 126407AA3 418239.50000000 PA USD 382380.82000000 0.012729969997 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N Keybank N.A. HUX2X73FUCYHUVH1BK78 49327M2K9 689000.00000000 PA USD 687877.04000000 0.022900348613 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797NN3 249000.00000000 PA USD 248183.74000000 0.008262369341 Long DBT UST US N 2 2025-05-29 None 0.00000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F4D7 235057.20000000 PA USD 215486.34000000 0.007173829071 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.92268000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAA0 75000.00000000 PA USD 75996.97000000 0.002530040988 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAV4 400000.00000000 PA USD 314236.51000000 0.010461354584 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CMM0 36842500.00000000 PA USD 38226971.89000000 1.272627129271 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NCG8 100000.00000000 PA USD 100716.75000000 0.003352995596 Long DBT CORP CA N 2 2055-03-15 Variable 7.37500000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBH8 531000.00000000 PA USD 497225.36000000 0.016553298658 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N Banc of America Funding Trust N/A 059522AW2 45717.75000000 PA USD 39103.84000000 0.001301819243 Long ABS-MBS CORP US N 2 2036-05-20 Variable 4.37947300 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACY1 200000.00000000 PA USD 201636.52000000 0.006712750001 Long DBT CORP US N 2 2029-03-19 Fixed 5.35000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 972.89000000 PA USD 949.23000000 0.000031601138 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PER9 150000.00000000 PA USD 153762.42000000 0.005118957047 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BP3 466000.00000000 PA USD 470061.68000000 0.015648983344 Long DBT CORP US N 2 2034-03-21 Fixed 5.40000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BB5 462000.00000000 PA USD 470422.05000000 0.015660980544 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N Smurfit Kappa Treasury Unlimited Co. 635400B3DOXSWFOWJT40 83272GAA9 1116000.00000000 PA USD 1132033.80000000 0.037686922450 Long DBT CORP IE N 2 2030-01-15 Fixed 5.20000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EH9 4507000.00000000 PA USD 4570316.18000000 0.152151951160 Long DBT CORP US N 2 2055-03-10 Variable 7.00000000 N N N N N N United Airlines Pass-Through Trust N/A 90932JAA0 3912.08000000 PA USD 3474.76000000 0.000115679417 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392GB8 131000.00000000 PA USD 139378.33000000 0.004640091412 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 56000.00000000 PA USD 46413.16000000 0.001545156303 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392GEE1 81278.58000000 PA USD 7616.01000000 0.000253547180 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 2.53183000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EVF4 80862.27000000 PA USD 1476.90000000 0.000049167980 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 1.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 94872.89000000 PA USD 13609.07000000 0.000453064180 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395U5F4 321567.85000000 PA USD 26818.24000000 0.000892815153 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 2.26081000 N N N N N N Apollo Global Management, Inc. 254900LMFT1CY9IYB476 03769M205 215375.00000000 NS USD 5718206.25000000 0.190366750091 Long EP CORP US N 1 N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBP0 97000.00000000 PA USD 95642.18000000 0.003184056360 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 110000.00000000 PA USD 113812.04000000 0.003788955352 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AK9 1150000.00000000 PA USD 1195143.58000000 0.039787931611 Long DBT CORP US N 2 2039-01-25 Fixed 6.30000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECF0 200000.00000000 PA USD 202111.43000000 0.006728560391 Long DBT CORP GB N 2 2027-05-09 Variable 5.82900000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YAR0 400000.00000000 PA USD 396621.72000000 0.013204068645 Long DBT CORP JP N 2 2028-03-05 Fixed 4.01800000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CU8 1069000.00000000 PA USD 987548.76000000 0.032876821817 Long DBT CORP US N 2 2064-03-01 Fixed 5.35000000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RBB8 372000.00000000 PA USD 372656.45000000 0.012406232686 Long DBT CORP US N 2 2034-01-15 Fixed 5.25000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAU9 1801000.00000000 PA USD 1766983.56000000 0.058825250974 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896BY5 993000.00000000 PA USD 970598.91000000 0.032312538593 Long DBT CORP US N 2 2055-06-01 Variable 6.50000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAR1 886000.00000000 PA USD 904070.65000000 0.030097723651 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EB0 155000.00000000 PA USD 163069.04000000 0.005428786900 Long DBT CORP US N 2 2053-11-15 Fixed 6.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACG0 418000.00000000 PA USD 422486.81000000 0.014065152157 Long DBT CORP US N 2 2026-06-26 Fixed 5.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFT7 1477000.00000000 PA USD 1470859.24000000 0.048966875470 Long DBT CORP US N 2 2035-07-19 Variable 5.32000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADU6 2015000.00000000 PA USD 1987910.78000000 0.066180214234 Long DBT CORP US N 2 2055-11-15 Fixed 5.87500000 N N N N N N Engie LAXUQCHT4FH58LRZDY46 29286DAC9 890000.00000000 PA USD 866151.33000000 0.028835338665 Long DBT CORP FR N 2 2054-04-10 Fixed 5.87500000 N N N N N N Ford Credit Auto Owner Trust N/A 34535EAD4 9250000.00000000 PA USD 9364929.40000000 0.311771051404 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.09000000 N N N N N N Verus Securitization Trust N/A 92538UAA9 2430441.10000000 PA USD 2323912.92000000 0.077366175813 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N United Airlines 2024-1 Class AA Pass Through Trust K1OQBWM7XEOO08LDNP29 90932WAA1 1020045.12000000 PA USD 1017803.26000000 0.033884034672 Long DBT CORP US N 2 2037-02-15 Fixed 5.45000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC28 4388000.00000000 PA USD 4338699.68000000 0.144441127443 Long DBT CORP US N 2 N/A Variable 6.85000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 3498086.80000000 PA USD 3487987.82000000 0.116119789427 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.81648000 N N N N N N Empower CLO 2024-1 Ltd. N/A 29244RAA3 3895000.00000000 PA USD 3898754.78000000 0.129794772070 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.88177000 N N N N N N Hyundai Capital Services, Inc. 549300MALMDAGL2ZJJ27 44920UAX6 2323000.00000000 PA USD 2360449.01000000 0.078582511218 Long DBT CORP KR N 2 2028-01-22 Fixed 5.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMM8 5261000.00000000 PA USD 5334580.19000000 0.177595324385 Long DBT CORP US N 2 2036-01-24 Variable 5.51100000 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 404013061.37000000 NS USD 404013061.37000000 13.45013630582 Long STIV RF US N 1 N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCM5 6056000.00000000 PA USD 6044444.12000000 0.201227646035 Long DBT CORP US N 2 2032-03-15 Fixed 5.80000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392GC6 898000.00000000 PA USD 901911.15000000 0.030025831001 Long DBT CORP US N 2 2035-04-02 Fixed 5.10000000 N N N N N N Rollins, Inc. 549300F2A0BXT4SGWD84 775711AA2 1155000.00000000 PA USD 1152959.30000000 0.038383560391 Long DBT CORP US N 2 2035-02-24 Fixed 5.25000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAH7 2846835.81000000 PA USD 2534268.90000000 0.084369208324 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296XJA4 18000.51000000 PA USD 18573.63000000 0.000618341036 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N nVent Finance S.a.r.l. 549300KO1OQ4MVFB6X02 67078AAF0 156000.00000000 PA USD 154605.40000000 0.005147020981 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CL5 825000.00000000 PA USD 837795.09000000 0.027891321430 Long DBT CORP US N 2 2027-03-18 Fixed 4.99300000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 313921N61 28053.90000000 PA USD 2407.49000000 0.000080148568 Long ABS-APCP USGSE US N 2 2031-11-18 Floating 3.38512000 N N N N N N BX Commercial Mortgage Trust N/A 05614JAA3 3530000.00000000 PA USD 3516556.70000000 0.117070885732 Long ABS-MBS CORP US N 2 2046-11-13 Variable 5.59077800 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393Y5U5 120682.08000000 PA USD 14045.52000000 0.000467594185 Long ABS-APCP USGSE US N 2 2033-10-25 Floating 3.08183000 N N N N N N BX Commercial Mortgage Trust N/A 05614JAC9 2495000.00000000 PA USD 2488171.43000000 0.082834561764 Long ABS-MBS CORP US N 2 2046-11-13 Variable 5.99487300 N N N N N N Freddie Mac 5493000IS4M3TZMRB410 35564KUW7 1435030.33000000 PA USD 1452682.35000000 0.048361742440 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.35369000 N N N N N N Rio Tinto Alcan Inc. 2138007ZSQ7B17SKOX77 013716AU9 400000.00000000 PA USD 429831.96000000 0.014309682045 Long DBT CORP CA N 2 2033-12-15 Fixed 6.12500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CMY4 170183200.00000000 PA USD 170688431.38000000 5.682446651858 Long DBT UST US N 2 2027-04-30 Fixed 3.75000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EL5 481000.00000000 PA USD 449379.43000000 0.014960443521 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17332CAS5 4811416.12000000 PA USD 4843027.12000000 0.161230863863 Long ABS-MBS CORP US N 2 2054-07-25 Variable 6.00000000 N N N N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573AW6 519000.00000000 PA USD 542288.78000000 0.018053520307 Long DBT CORP US N 2 2028-10-15 Fixed 5.87500000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2V0 1800000.00000000 PA USD 1812227.15000000 0.060331470725 Long DBT CORP US N 2 2026-07-28 Floating 5.43180100 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JF57 3862.75000000 PA USD 417.69000000 0.000013905459 Long ABS-APCP USGSE US N 2 2029-11-25 Fixed 7.50000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAU9 263000.00000000 PA USD 263717.91000000 0.008779522681 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Global Atlantic (Fin) Co. 98450051B2E65CAA7E94 37959GAF4 1226000.00000000 PA USD 1203442.49000000 0.040064213448 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AQ8 158000.00000000 PA USD 160144.67000000 0.005331430703 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N Subway Funding LLC N/A 864300AA6 4286460.00000000 PA USD 4344411.22000000 0.144631272264 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.02800000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDR7 2263000.00000000 PA USD 2292998.44000000 0.076336991340 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAD9 827000.00000000 PA USD 816761.12000000 0.027191072377 Long DBT CORP US N 2 2031-10-01 Fixed 5.09700000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CZ3 763000.00000000 PA USD 689947.11000000 0.022969264017 Long DBT CORP US N 2 2055-03-15 Fixed 5.12500000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BU5 299000.00000000 PA USD 307900.17000000 0.010250409333 Long DBT CORP US N 2 2033-09-15 Fixed 5.40000000 N N N N N N Western Midstream Operating, L.P. L6D8A6MLSY454J2JXJ60 958667AG2 822000.00000000 PA USD 781599.90000000 0.026020508237 Long DBT CORP US N 2 2034-11-15 Fixed 5.45000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EH8 1120000.00000000 PA USD 1113522.82000000 0.037070667116 Long DBT CORP GB N 2 N/A Variable 6.87500000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BR9 715000.00000000 PA USD 642206.37000000 0.021379910797 Long DBT CORP US N 2 2054-10-13 Fixed 5.25000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375RAD8 1133000.00000000 PA USD 1171151.96000000 0.038989218426 Long ABS-O CORP US N 2 2030-12-20 Fixed 5.69000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 57448.93000000 PA USD 6664.29000000 0.000221863146 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810UJ5 35208500.00000000 PA USD 35458810.61000000 1.180471330134 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N Neuberger Berman Loan Advisers CLO 40 Ltd. 549300Y2YE54ON4DJE28 64134JAA1 3184204.92000000 PA USD 3186895.57000000 0.106096024875 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 5.58215000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339DF94 63409.08000000 PA USD 5946.33000000 0.000197961295 Long ABS-APCP USGSE US N 2 2032-01-15 Floating 3.29081000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGF0 400000.00000000 PA USD 395598.58000000 0.013170006943 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F052649 -1200000.00000000 PA USD -1197922.49000000 -0.03988044525 Short ABS-MBS CORP US N 2 2055-04-01 Fixed 5.50000000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U8G8 3656000.00000000 PA USD 3660964.04000000 0.121878399628 Long DBT CORP US N 2 2027-10-15 Variable 4.44700000 N N N N N N BANK5 2024-5YR10 N/A 06604AAM6 1705000.00000000 PA USD 1727956.46000000 0.057525986508 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 5.63700000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GK4 114000.00000000 PA USD 113257.80000000 0.003770503959 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 1198000.00000000 PA USD 1297424.42000000 0.043192997860 Long DBT CORP CH N 2 N/A Variable 9.25000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F052656 116241884.00000000 PA USD 116009106.14000000 3.862098628715 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDC6 2635000.00000000 PA USD 2573223.82000000 0.085666069822 Long DBT CORP US N 2 2065-08-03 Fixed 6.12500000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAK7 432000.00000000 PA USD 422151.11000000 0.014053976254 Long DBT CORP US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Agl Clo 17 Ltd. 254900ISUA07JPVCOS18 00120DAJ5 6576000.00000000 PA USD 6510305.76000000 0.216736804418 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 5.21947000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EF1 216000.00000000 PA USD 221367.43000000 0.007369618440 Long DBT CORP US N 2 2029-02-22 Fixed 4.90000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CU1 150000.00000000 PA USD 159417.35000000 0.005307217246 Long DBT CORP DE N 2 2029-11-20 Variable 6.81900000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F7G6 19573.82000000 PA USD 1908.48000000 0.000063535857 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 3.63512000 N N N N N N Verus Securitization Trust N/A 92537QAD3 556531.97000000 PA USD 493322.96000000 0.016423382531 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.81500000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CK6 1252000.00000000 PA USD 1253836.62000000 0.041741901578 Long DBT CORP US N 2 2026-08-14 Fixed 4.90000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBN0 372000.00000000 PA USD 377639.61000000 0.012572128761 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 200000.00000000 PA USD 147246.43000000 0.004902031006 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394AHA7 6111.42000000 PA USD 348.86000000 0.000011614016 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 2.63183000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392HRF2 23035.44000000 PA USD 2996.28000000 0.000099750177 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 3.78183000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RBC6 484000.00000000 PA USD 477909.99000000 0.015910264102 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Entergy Louisiana, LLC 0V5453U14HDZO63CGH17 29364WBP2 675000.00000000 PA USD 677329.22000000 0.022549197548 Long DBT CORP US N 2 2034-09-15 Fixed 5.15000000 N N N N N N Verus Securitization Trust 213800HQOHEFNJCQYJ07 924925AA8 2663954.62000000 PA USD 2651455.88000000 0.088270519952 Long ABS-MBS CORP US N 2 2069-09-25 Variable 5.09500000 N N N N N N Simon Property Group, L.P. MR92GTD0MJTTTTQDVG45 828807DY0 3228000.00000000 PA USD 3088167.08000000 0.102809221118 Long DBT CORP US N 2 2034-09-26 Fixed 4.75000000 N N N N N N Chase Home Lending Mortgage Trust N/A 16160QAK0 807753.21000000 PA USD 808397.15000000 0.026912624606 Long ABS-MBS CORP US N 2 2055-09-25 Variable 5.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 1018735.16000000 PA USD 960567.73000000 0.031978587166 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560BB0 706000.00000000 PA USD 630527.22000000 0.020991096240 Long DBT CORP US N 2 2054-12-15 Fixed 5.00000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FP3 5231000.00000000 PA USD 5300785.78000000 0.176470263182 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N COLT Mortgage Loan Trust 213800PIMH7Q7M27DB82 12659YAA2 2916403.08000000 PA USD 2817313.33000000 0.093792136759 Long ABS-MBS CORP US N 2 2067-02-25 Variable 3.90100000 N N N N N N Goldentree Loan Management US CLO 1 Ltd. 549300BE2068MP2P8N06 38136FBU6 2434000.00000000 PA USD 2418991.96000000 0.080531484488 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.23947000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160DJ0 895000.00000000 PA USD 920249.20000000 0.030636329264 Long DBT CORP US N 2 2030-03-01 Fixed 4.70000000 N N N N N N Nippon Life Insurance Co. 549300Y0HHMFW3EVWY08 654579AN1 1301000.00000000 PA USD 1297096.70000000 0.043182087622 Long DBT CORP JP N 2 2054-04-16 Variable 5.95000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3V1 3298000.00000000 PA USD 3331963.83000000 0.110925541683 Long DBT CORP US N 2 2026-05-08 Fixed 5.62000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 152330.17000000 PA USD 20369.28000000 0.000678120631 Long ABS-APCP USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAU8 1251000.00000000 PA USD 1257247.31000000 0.041855448020 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N State Street Bank and Trust Co. 571474TGEMMWANRLN572 857449AD4 1543000.00000000 PA USD 1541722.75000000 0.051326016696 Long DBT CORP US N 2 2026-11-25 Floating 4.82514000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AD2 153000.00000000 PA USD 160900.19000000 0.005356582977 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAG1 366000.00000000 PA USD 376410.94000000 0.012531224690 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359KQT7 202.65000000 PA USD 202.11000000 0.000006728512 Long ABS-APCP USGSE US N 2 2026-07-25 Fixed 7.00000000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 28504DAG8 3666000.00000000 PA USD 3629793.81000000 0.120840700894 Long DBT CORP FR N 2 2055-01-13 Fixed 6.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128AAJ2 8415000.00000000 PA USD 8429757.81000000 0.280637935776 Long DBT CORP US N 2 N/A Variable 6.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDR7 175000.00000000 PA USD 177327.67000000 0.005903475803 Long DBT CORP US N 2 2032-11-15 Fixed 5.37500000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAH6 185000.00000000 PA USD 177172.96000000 0.005898325300 Long DBT CORP US N 2 2043-05-15 Fixed 5.37700000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCG4 212000.00000000 PA USD 216028.77000000 0.007191887293 Long DBT CORP US N 2 2028-06-15 Fixed 4.87500000 N N N N N N Connecticut Light and Power Co. (The) 549300O45IUXEDS1VZ32 207597EP6 80000.00000000 PA USD 74709.60000000 0.002487182716 Long DBT CORP US N 2 2053-01-15 Fixed 5.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396AKM5 60197.35000000 PA USD 59584.85000000 0.001983659517 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 4.85919000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDU7 269000.00000000 PA USD 275725.61000000 0.009179275107 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 457000.00000000 PA USD 457273.24000000 0.015223239036 Long DBT CORP US N 2 2034-04-04 Fixed 5.63400000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12665WAC4 2957790.45000000 PA USD 2945863.46000000 0.098071742881 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.54700000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DP7 639000.00000000 PA USD 658440.88000000 0.021920379393 Long DBT CORP US N 2 2027-05-01 Fixed 6.25900000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BU8 102000.00000000 PA USD 104124.93000000 0.003466458476 Long DBT CORP US N 2 2033-07-15 Fixed 5.10000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272CA4 3138000.00000000 PA USD 3131726.67000000 0.104259378251 Long DBT CORP US N 2 2035-04-01 Fixed 5.67300000 N N N N N N FirstEnergy Transmission, LLC 549300AINIIPOLYX2R63 33767BAG4 1141000.00000000 PA USD 1130374.97000000 0.037631697776 Long DBT CORP US N 2 2030-01-15 Fixed 4.55000000 N N N N N N Citibank N.A. E57ODZWZ7FF32TWEFA76 17325FBJ6 1450000.00000000 PA USD 1461609.73000000 0.048658946885 Long DBT CORP US N 2 2026-08-06 Fixed 4.92900000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CN6 469000.00000000 PA USD 431272.82000000 0.014357650206 Long DBT CORP US N 2 2064-02-09 Fixed 5.10000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CS4 90000.00000000 PA USD 90584.24000000 0.003015670758 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAU6 1687000.00000000 PA USD 1680457.14000000 0.055944670482 Long DBT CORP US N 2 2034-12-30 Fixed 5.70000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BJ1 123000.00000000 PA USD 126851.81000000 0.004223066772 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N American National Global Funding 63540033TQXTOXKK1L93 02771D2A1 1110000.00000000 PA USD 1135653.98000000 0.037807443094 Long DBT CORP US N 2 2030-01-28 Fixed 5.55000000 N N N N N N Neuberger Berman Loan Advisers CLO 49 Ltd. 549300IN02DS1MN5HW62 64135JAL6 5387000.00000000 PA USD 5376059.00000000 0.178976209563 Long ABS-CBDO CORP JE N 2 2035-07-25 Floating 5.43177000 N N N N N N Mitsubishi Corp. KVIPTY4PULAPGC1VVD26 606769AJ6 1419000.00000000 PA USD 1452475.88000000 0.048354868777 Long DBT CORP JP N 2 2029-07-02 Fixed 5.00000000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBH6 200000.00000000 PA USD 209845.43000000 0.006986035617 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WED9 178000.00000000 PA USD 179705.55000000 0.005982638616 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAN6 532000.00000000 PA USD 557300.53000000 0.018553281585 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AR4 1194000.00000000 PA USD 1229490.46000000 0.040931385281 Long DBT CORP CA N 2 2084-05-02 Variable 7.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEB3 89000.00000000 PA USD 92580.60000000 0.003082132258 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XBT7 120000.00000000 PA USD 118034.50000000 0.003929526704 Long DBT CORP US N 2 2033-01-15 Fixed 4.62500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TKE22 11812.31000000 PA USD 12038.53000000 0.000400778798 Long ABS-APCP USGSE US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H050656 900000.00000000 PA USD 883044.62000000 0.029397738931 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PB5 1470000.00000000 PA USD 1514048.55000000 0.050404705486 Long DBT CORP US N 2 2053-09-15 Variable 7.12500000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3Q2 1143000.00000000 PA USD 1170140.65000000 0.038955550560 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 108000.00000000 PA USD 108475.75000000 0.003611303105 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAP6 950000.00000000 PA USD 969235.32000000 0.032267142854 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448GB8 1629000.00000000 PA USD 1658789.73000000 0.055223333363 Long DBT CORP US N 2 2030-02-07 Fixed 4.60000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CU0 225000.00000000 PA USD 228267.78000000 0.007599340340 Long DBT CORP US N 2 2064-03-15 Fixed 5.95000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394F4M4 143405.70000000 PA USD 13625.33000000 0.000453605497 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 1.63183000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2D4 330000.00000000 PA USD 326834.68000000 0.010880764548 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Subway Funding LLC N/A 864300AJ7 4059600.00000000 PA USD 4035824.55000000 0.134358008426 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.56600000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WFL0 110000.00000000 PA USD 111745.89000000 0.003720170449 Long DBT CORP US N 2 2031-07-10 Fixed 5.05000000 N N N N N N Eni S.p.A. BUCRF72VH5RBN7X3VL35 26874RAN8 1203000.00000000 PA USD 1193167.29000000 0.039722138268 Long DBT CORP IT N 2 2034-05-15 Fixed 5.50000000 N N N N N N Bank of New Zealand N7LGVZM7X4UQ66T7LT74 064064AB4 1568000.00000000 PA USD 1591872.66000000 0.052995574415 Long DBT CORP NZ N 2 2035-01-28 Variable 5.69800000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAE3 141000.00000000 PA USD 141290.26000000 0.004703742124 Long DBT CORP US N 2 2034-03-01 Fixed 5.50000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WFD8 110000.00000000 PA USD 111169.00000000 0.003700965008 Long DBT CORP US N 2 2027-03-12 Fixed 4.90000000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAZ3 1922000.00000000 PA USD 1926065.20000000 0.064121291985 Long DBT CORP US N 2 2028-05-15 Fixed 4.35000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GML0 1064000.00000000 PA USD 1084162.23000000 0.036093213723 Long DBT CORP US N 2 2031-01-24 Variable 5.16200000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BN2 346000.00000000 PA USD 344899.67000000 0.011482172278 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Cross 2024-H8 Mortgage Trust N/A 22757GAC7 3128321.91000000 PA USD 3138659.76000000 0.104490190110 Long ABS-MBS CORP US N 2 2069-12-25 Variable 5.54900000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBQ1 1295000.00000000 PA USD 1332079.61000000 0.044346715583 Long DBT CORP JP N 2 2029-03-07 Fixed 5.20000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 434000.00000000 PA USD 437490.11000000 0.014564632123 Long DBT CORP US N 2 2035-01-23 Variable 5.49900000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LG4 4797000.00000000 PA USD 4858155.23000000 0.161734498921 Long DBT CORP US N 2 2030-02-10 Fixed 4.80000000 N N N N N N SG Residential Mortgage Trust N/A 78433QAA3 3723908.68000000 PA USD 3438829.69000000 0.114483249393 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.16600000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31398LPG7 176288.68000000 PA USD 15984.13000000 0.000532133110 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 1.79081000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEN8 101000.00000000 PA USD 101246.91000000 0.003370645333 Long DBT CORP US N 2 2025-10-15 Fixed 5.15000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC93 5971000.00000000 PA USD 6082627.90000000 0.202498835248 Long DBT CORP US N 2 2031-04-23 Variable 5.21800000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272CB2 1217000.00000000 PA USD 1180541.30000000 0.039301802139 Long DBT CORP US N 2 2055-04-01 Fixed 6.14100000 N N N N N N Citadel L.P. 549300IPM6EKPVUPFL67 17288XAC8 707000.00000000 PA USD 727838.43000000 0.024230716845 Long DBT CORP US N 2 2032-01-23 Fixed 6.37500000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAE8 4081110.78000000 PA USD 3332790.15000000 0.110953050983 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAV8 2239000.00000000 PA USD 2211500.62000000 0.073623819681 Long DBT CORP GB N 2 2055-03-14 Fixed 5.75000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46658GAB8 1223177.07000000 PA USD 1216449.60000000 0.040497237573 Long ABS-MBS CORP US N 2 2055-01-25 Variable 5.50000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAW8 2593000.00000000 PA USD 2612268.22000000 0.086965910228 Long DBT CORP US N 2 2026-09-25 Floating 5.67543900 N N N N N N Golub Capital Private Credit Fund 254900B5KBW6OY1F9951 38179RAA3 200000.00000000 PA USD 196907.11000000 0.006555301603 Long DBT CORP US N 2 2029-09-12 Fixed 5.80000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 260574.28000000 PA USD 252453.30000000 0.008404508716 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.15613000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74464AAA9 3503000.00000000 PA USD 3484061.66000000 0.115989082298 Long DBT CORP US N 2 2027-04-16 Floating 5.07711700 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS31 78000.00000000 PA USD 79353.99000000 0.002641800684 Long DBT CORP US N 2 2028-01-10 Fixed 4.60000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EP38 13561.60000000 PA USD 416.59000000 0.000013868839 Long ABS-APCP USGSE US N 2 2027-04-25 Floating 3.68183000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 123000.00000000 PA USD 115715.14000000 0.003852312101 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N Angel Oak Mortgage Trust 254900QAUT3NUZVCSB04 03464UAA4 1276756.56000000 PA USD 1288594.65000000 0.042899042983 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.50000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CG6 428000.00000000 PA USD 448095.85000000 0.014917711422 Long DBT CORP US N 2 2034-11-21 Variable 6.12300000 N N N N N N Ziply Fiber Issuer LLC N/A 98979QAA1 3920000.00000000 PA USD 4020804.37000000 0.133857966502 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.64000000 N N N N N N Engie LAXUQCHT4FH58LRZDY46 29286DAB1 900000.00000000 PA USD 911718.23000000 0.030352321839 Long DBT CORP FR N 2 2034-04-10 Fixed 5.62500000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CW1 3605000.00000000 PA USD 3649079.81000000 0.121482757683 Long DBT CORP US N 2 2030-02-28 Fixed 4.72900000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 4159000.00000000 PA USD 4177084.04000000 0.139060726176 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 00131LAR6 3641000.00000000 PA USD 3563161.03000000 0.118622406341 Long DBT CORP HK N 2 2035-03-30 Fixed 4.95000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AP5 884000.00000000 PA USD 885963.84000000 0.029494923678 Long DBT CORP US N 2 2026-01-16 Fixed 5.15000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKY4 318000.00000000 PA USD 343930.77000000 0.011449916298 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAS5 2300000.00000000 PA USD 2335773.12000000 0.077761017767 Long DBT CORP GB N 2 2030-03-14 Fixed 4.87500000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 054989AC2 115000.00000000 PA USD 123431.02000000 0.004109184088 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 10613000.00000000 PA USD 9548571.29000000 0.317884736055 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 5635437.50000000 PA USD 5179359.29000000 0.172427812583 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637AU4 59000.00000000 PA USD 58808.86000000 0.001957825770 Long DBT CORP US N 2 2033-04-15 Fixed 4.75000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DF8 1218000.00000000 PA USD 1228713.66000000 0.040905524568 Long DBT CORP JP N 2 2035-04-17 Variable 5.42600000 N N N N N N Verus Securitization Trust N/A 92539NAA4 1017777.31000000 PA USD 1022233.95000000 0.034031538280 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15200000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109CQ5 327000.00000000 PA USD 307805.47000000 0.010247256643 Long DBT CORP US N 2 2054-09-01 Fixed 5.37500000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAX5 1825000.00000000 PA USD 1796493.54000000 0.059807677760 Long DBT CORP US N 2 2034-08-01 Fixed 5.12500000 N N N N N N Obx 2024-Nqm18 Trust 254900NK9PNLY9I00149 673913AA7 2184305.22000000 PA USD 2188529.88000000 0.072859092959 Long ABS-MBS CORP US N 2 2064-10-25 Variable 5.40800000 N N N N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 443201AC2 290000.00000000 PA USD 291593.55000000 0.009707540098 Long DBT CORP US N 2 2031-10-15 Fixed 4.85000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AY1 148000.00000000 PA USD 149850.38000000 0.004988719992 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F864 198205.00000000 NS USD 5290091.45000000 0.176114234603 Long EP CORP US N 1 N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AX3 117000.00000000 PA USD 120383.63000000 0.004007732391 Long DBT CORP US N 2 2034-01-15 Fixed 5.35000000 N N N N N N Verus Securitization Trust N/A 924923AA3 1349981.06000000 PA USD 1352218.52000000 0.045017166889 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAE2 1295000.00000000 PA USD 1253016.44000000 0.041714596687 Long DBT CORP US N 2 2034-10-01 Fixed 5.58400000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CD9 827000.00000000 PA USD 820655.45000000 0.027320719843 Long DBT CORP US N 2 2034-08-15 Fixed 4.80000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CBC7 130000.00000000 PA USD 136946.77000000 0.004559141521 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N BX Trust N/A 12433EAJ0 1215000.00000000 PA USD 1208062.11000000 0.040218006789 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.92186000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAF3 1610000.00000000 PA USD 1463139.54000000 0.048709876311 Long DBT CORP US N 2 2054-10-01 Fixed 5.69500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEV0 47000.00000000 PA USD 45491.63000000 0.001514477334 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DY1 455000.00000000 PA USD 484510.00000000 0.016129987281 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HM8 110000.00000000 PA USD 93774.72000000 0.003121886113 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AJ5 1055000.00000000 PA USD 1025801.25000000 0.034150298478 Long DBT CORP US N 2 2034-10-15 Fixed 4.90000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AR3 375000.00000000 PA USD 371457.24000000 0.012366309378 Long DBT CORP US N 2 2033-06-30 Fixed 5.30000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3W1 5936000.00000000 PA USD 6029441.37000000 0.200728184379 Long DBT CORP US N 2 2031-04-23 Variable 5.15000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKZ3 7500000.00000000 PA USD 7622460.90000000 0.253761939634 Long DBT UST US N 2 2027-07-15 Fixed 4.37500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZX5 139000.00000000 PA USD 139699.64000000 0.004650788252 Long DBT CORP CA N 2 2033-02-01 Fixed 5.00000000 N N N N N N MAG Mutual Holding Co. N/A 55261HAC4 9203000.00000000 PA USD 8301106.00000000 0.276354944591 Long DBT CORP US N 3 2041-04-30 Fixed 4.75000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LF6 3186000.00000000 PA USD 3223942.07000000 0.107329352512 Long DBT CORP US N 2 2028-02-10 Fixed 4.65000000 N N N N N N CD Mortgage Trust N/A 125039AG2 8782866.81000000 PA USD 141866.13000000 0.004722913608 Long ABS-MBS CORP US N 2 2050-11-13 Variable 1.03269300 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AG2 710000.00000000 PA USD 686834.60000000 0.022865644388 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EGP9 45786.15000000 PA USD 4610.42000000 0.000153487061 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 3.53183000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F040651 61557842.00000000 PA USD 57376730.57000000 1.910148261871 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 4.00000000 N N N N N N Brookfield Finance Inc. 549300XH8D8K6OYWGD17 11271LAL6 374000.00000000 PA USD 364867.79000000 0.012146937756 Long DBT CORP CA N 2 2054-03-04 Fixed 5.96800000 N N N N N N Engie LAXUQCHT4FH58LRZDY46 29286DAA3 1187000.00000000 PA USD 1215454.94000000 0.040464124009 Long DBT CORP FR N 2 2029-04-10 Fixed 5.25000000 N N N N N N Hexcel Corp. S6Q7LW43WUBUHXY2QP69 428291AP3 297000.00000000 PA USD 294821.23000000 0.009814993891 Long DBT CORP US N 2 2035-02-26 Fixed 5.87500000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAN9 871000.00000000 PA USD 865017.74000000 0.028797599935 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663AA0 119000.00000000 PA USD 122835.88000000 0.004089371080 Long DBT CORP US N 2 2028-09-15 Fixed 5.60000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEQ1 148000.00000000 PA USD 153686.76000000 0.005116438224 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DH0 220000.00000000 PA USD 216603.39000000 0.007211017163 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DH4 2634000.00000000 PA USD 2685797.72000000 0.089413805834 Long DBT CORP JP N 2 2036-01-16 Variable 5.57400000 N N N N N N Clover CLO 2021-3 LLC N/A 18915FAA0 5674000.00000000 PA USD 5630406.66000000 0.187443784063 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 5.35177000 N N N N N N Polaris Inc. 549300QJSN8UVWN1EI78 731068AA0 223000.00000000 PA USD 230289.78000000 0.007666655430 Long DBT CORP US N 2 2029-03-15 Fixed 6.95000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FN8 2854000.00000000 PA USD 2888760.04000000 0.096170693494 Long DBT CORP US N 2 2030-04-28 Fixed 4.35000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ARKB1 730171.66000000 PA USD 14932.23000000 0.000497113950 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 487000.00000000 PA USD 493807.04000000 0.016439498203 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N OBX 2024-NQM14 Trust 254900C7ZCEHM7Y5MX79 67119XAC8 3412238.04000000 PA USD 3392065.23000000 0.112926397842 Long ABS-MBS CORP US N 2 2064-09-25 Variable 4.94400000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 1031000.00000000 PA USD 1059769.91000000 0.035281160698 Long DBT CORP GB N 2 2027-10-18 Variable 6.55700000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020653 2400000.00000000 PA USD 1904227.20000000 0.063394275695 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397L5D7 67569.13000000 PA USD 2580.73000000 0.000085915960 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 1.58183000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CY6 200000.00000000 PA USD 193189.58000000 0.006431540047 Long DBT CORP US N 2 2053-06-01 Fixed 5.75000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 447000.00000000 PA USD 451928.18000000 0.015045294824 Long DBT CORP US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 83192PAD0 882000.00000000 PA USD 880785.70000000 0.029322536457 Long DBT CORP GB N 2 2034-03-20 Fixed 5.40000000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CG5 1305000.00000000 PA USD 1310778.51000000 0.043637573415 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032654 300000.00000000 PA USD 272567.87000000 0.009074149711 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 3.50000000 N N N N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084AR3 426000.00000000 PA USD 429876.57000000 0.014311167172 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CX6 985000.00000000 PA USD 1058231.67000000 0.035229950626 Long DBT CORP GB N 2 2030-02-08 Variable 7.01800000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAG5 2489000.00000000 PA USD 2444895.09000000 0.081393834403 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N MHPA Commercial Mortgage Trust N/A 55293BAD7 1460000.00000000 PA USD 1451525.43000000 0.048323227023 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.33648000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAM5 566000.00000000 PA USD 581416.41000000 0.019356131552 Long DBT CORP US N 2 2031-02-26 Fixed 4.90000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BL2 269000.00000000 PA USD 270624.25000000 0.009009443996 Long DBT CORP US N 2 2026-03-20 Fixed 5.30000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573TAA2 2687377.12000000 PA USD 2386376.37000000 0.079445667782 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.44700000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CF0 189000.00000000 PA USD 136076.94000000 0.004530183714 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXQT5 387154.06000000 PA USD 79236.34000000 0.002637883957 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAW6 1097000.00000000 PA USD 1084654.32000000 0.036109596059 Long DBT CORP GB N 2 2065-03-14 Fixed 5.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMN6 1947000.00000000 PA USD 1932236.44000000 0.064326740835 Long DBT CORP US N 2 2029-01-24 Floating 5.21024500 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CT4 110000.00000000 PA USD 112156.80000000 0.003733850194 Long DBT CORP US N 2 2031-04-01 Fixed 5.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMR4 12972570.37000000 PA USD 13034968.95000000 0.433951586924 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Blue Owl Technology Finance Corp. 254900G5EZJSOD3UKL16 691205AG3 300000.00000000 PA USD 282592.48000000 0.009407882413 Long DBT CORP US N 2 2027-01-15 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392JY29 8407.97000000 PA USD 8350.12000000 0.000277986686 Long ABS-APCP USGSE US N 2 2033-03-25 Floating 4.86817000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AQ3 788000.00000000 PA USD 797099.15000000 0.026536499043 Long DBT CORP US N 2 2028-01-19 Fixed 5.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 88000.00000000 PA USD 93877.57000000 0.003125310128 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBS3 65000.00000000 PA USD 67598.51000000 0.002250444999 Long DBT CORP CA N 2 2084-01-15 Variable 8.25000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DF3 1380000.00000000 PA USD 1394970.10000000 0.046440424287 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBX4 1601000.00000000 PA USD 1620523.46000000 0.053949397947 Long DBT CORP US N 2 2028-07-21 Variable 4.89000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BU3 300000.00000000 PA USD 251051.66000000 0.008357846242 Long DBT CORP US N 2 2031-08-12 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042653 40037000.00000000 PA USD 38332257.37000000 1.276132224013 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 4.50000000 N N N N N N Omnicom Group Inc. HKUPACFHSSASQK8HLS17 681919BB1 100000.00000000 PA USD 89741.85000000 0.002987626466 Long DBT CORP US N 2 2030-04-30 Fixed 2.45000000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XBF4 778000.00000000 PA USD 772704.40000000 0.025724365120 Long DBT CORP US N 2 2035-03-01 Fixed 5.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392JDW6 207289.68000000 PA USD 22271.87000000 0.000741460402 Long ABS-APCP USGSE US N 2 2033-03-25 Fixed 7.00000000 N N N N N N Visio Trust N/A 92837MAA5 400511.39000000 PA USD 383369.06000000 0.012762869831 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.31200000 N N N N N N AGL CLO 29 Ltd. 254900MM5EQZ35CZG002 00119BAA1 9655000.00000000 PA USD 9655086.90000000 0.321430783473 Long ABS-CBDO CORP JE N 2 2037-04-21 Floating 5.83947000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBM2 387000.00000000 PA USD 395810.45000000 0.013177060379 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N Progress Residential Trust N/A 74332YAA7 3091078.73000000 PA USD 3092266.32000000 0.102945690312 Long ABS-MBS CORP US N 2 2039-06-17 Fixed 4.45100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GVK6 209323.06000000 PA USD 214800.20000000 0.007150986551 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BL6 1191000.00000000 PA USD 1216516.00000000 0.040499448118 Long DBT CORP NL N 2 2030-03-19 Variable 5.33500000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338LAH6 2759000.00000000 PA USD 2833273.91000000 0.094323485859 Long DBT CORP US N 2 2030-07-30 Fixed 5.35000000 N N N N N N Phillips Edison Grocery Center Operating Partnership I, L.P. 549300WUPIVS6ZE0ZI51 71845JAC2 1005000.00000000 PA USD 955914.62000000 0.031823678898 Long DBT CORP US N 2 2035-01-15 Fixed 4.95000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RAX2 220000.00000000 PA USD 217476.88000000 0.007240096816 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAQ0 1871000.00000000 PA USD 1877193.80000000 0.062494297577 Long DBT CORP US N 2 2027-01-11 Fixed 4.80000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAP1 4106000.00000000 PA USD 4114253.76000000 0.136969021944 Long DBT CORP US N 2 2035-04-15 Fixed 5.20000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAN7 1500000.00000000 PA USD 1466735.10000000 0.048829577322 Long DBT CORP US N 2 2034-08-19 Fixed 5.00000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8T2 601000.00000000 PA USD 609507.36000000 0.020291316928 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N BMO 2024-5C5 Mortgage Trust N/A 05593RAF9 1400000.00000000 PA USD 1467890.76000000 0.048868050793 Long ABS-MBS CORP US N 2 2057-02-15 Variable 6.36380000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BH5 97000.00000000 PA USD 98220.71000000 0.003269899079 Long DBT CORP US N 2 2026-11-01 Fixed 5.55000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CQ9 220000.00000000 PA USD 221133.05000000 0.007361815615 Long DBT CORP US N 2 2029-08-14 Fixed 4.20000000 N N N N N N BlackRock Funding, Inc. 529900VBK42Y5HHRMD23 09290DAA9 110000.00000000 PA USD 112444.42000000 0.003743425449 Long DBT CORP US N 2 2029-03-14 Fixed 4.70000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAH6 3981000.00000000 PA USD 3992785.83000000 0.132925191753 Long DBT CORP US N 2 N/A Variable 6.62500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8V7 898000.00000000 PA USD 864812.91000000 0.028790780870 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N GXO Logistics, Inc. 5493007CNWMXN78JRN66 36262GAG6 858000.00000000 PA USD 858114.71000000 0.028567788814 Long DBT CORP US N 2 2034-05-06 Fixed 6.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EC97 21687.36000000 PA USD 21504.39000000 0.000715909965 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 4.71817000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644ABH4 5243769.79000000 PA USD 119.56000000 0.000003980312 Long ABS-MBS CORP US N 2 2048-02-15 Variable 0.98788000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBN4 149000.00000000 PA USD 135927.64000000 0.004525213317 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HNJ5 110000.00000000 PA USD 110426.74000000 0.003676254177 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922FEB0 138891.44000000 PA USD 132217.90000000 0.004401711100 Long ABS-MBS CORP US N 2 2033-10-25 Variable 6.50698900 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBX8 1094000.00000000 PA USD 1115739.22000000 0.037144454042 Long DBT CORP US N 2 2029-07-12 Fixed 5.05000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AE1 200000.00000000 PA USD 244863.91000000 0.008151847751 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Symphony CLO XXI Ltd. 5493005CJY0RF4FJJP54 87166RGE1 6577991.03000000 PA USD 6559217.44000000 0.218365139801 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.15610000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C5V9 132917.45000000 PA USD 136839.88000000 0.004555583009 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAM3 2544881.37000000 PA USD 2458766.15000000 0.081855620581 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.87000000 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AT3 5512000.00000000 PA USD 5318472.19000000 0.177059067475 Long DBT CORP AU N 2 2035-09-30 Variable 5.20400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339WBV7 92688.06000000 PA USD 97035.19000000 0.003230431529 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DVZ2 27988.04000000 PA USD 3322.56000000 0.000110612475 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 3.53183000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAP0 36000.00000000 PA USD 36269.01000000 0.001207443953 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772DA4 2541000.00000000 PA USD 2521433.41000000 0.083941897659 Long DBT CORP US N 2 2055-05-15 Fixed 5.65000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 136000.00000000 PA USD 137329.61000000 0.004571886777 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BL1 960000.00000000 PA USD 964188.64000000 0.032099132113 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADM6 2024000.00000000 PA USD 2043443.09000000 0.068028959263 Long DBT CORP US N 2 2030-01-08 Fixed 5.30000000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XBG2 1842000.00000000 PA USD 1873601.67000000 0.062374710755 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMK8 766000.00000000 PA USD 771151.74000000 0.025672674988 Long DBT CORP US N 2 2029-08-09 Fixed 4.55000000 N N N N N N Benefit Street Partners CLO XXV Ltd. N/A 08186YAL8 5519000.00000000 PA USD 5476547.85000000 0.182321618063 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.25610000 N N N N N N Ares Management Corp. 529900JUV61FH7B8VW38 03990BAB7 400000.00000000 PA USD 366631.60000000 0.012205657354 Long DBT CORP US N 2 2054-10-11 Fixed 5.60000000 N N N N N N New Jersey (State of) Transportation Trust Fund Authority 549300YUVD5TEXR6L889 64613CEY0 3580000.00000000 PA USD 3581059.68000000 0.119218276389 Long DBT MUN US N 2 2025-06-15 Fixed 5.09300000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 830000.00000000 PA USD 840444.35000000 0.027979518846 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N Phillips Edison Grocery Center Operating Partnership I, L.P. 549300WUPIVS6ZE0ZI51 71845JAB4 354000.00000000 PA USD 358362.32000000 0.011930361940 Long DBT CORP US N 2 2034-07-15 Fixed 5.75000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137FGV77 24824.91000000 PA USD 47.14000000 0.000001569353 Long ABS-APCP USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 300000.00000000 PA USD 294630.99000000 0.009808660546 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Northern Natural Gas Co. 5493007M02M6CT9EXE41 665501AN2 200000.00000000 PA USD 189208.40000000 0.006299001229 Long DBT CORP US N 2 2054-02-01 Fixed 5.62500000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBP2 274000.00000000 PA USD 276974.19000000 0.009220842009 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448DN5 220000.00000000 PA USD 215401.38000000 0.007171000639 Long DBT CORP US N 2 2026-10-06 Fixed 2.37500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DD9 79000.00000000 PA USD 75601.47000000 0.002516874263 Long DBT CORP US N 2 2027-11-01 Variable 1.70700000 N N N N N N J.P. Morgan Mortgage Trust N/A 46654VAA1 3654127.97000000 PA USD 3148811.77000000 0.104828164129 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.51950000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CM2 1125000.00000000 PA USD 1116756.75000000 0.037178328980 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853BF6 3346000.00000000 PA USD 3347796.53000000 0.111452633486 Long DBT CORP US N 2 2035-01-13 Fixed 5.62500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAX2 65000.00000000 PA USD 57825.24000000 0.001925079741 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413BA3 604000.00000000 PA USD 615920.04000000 0.020504803640 Long DBT CORP US N 2 2030-01-15 Fixed 5.35300000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136APZR6 2583279.27000000 PA USD 272039.72000000 0.009056566889 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDX3 3452000.00000000 PA USD 3340720.64000000 0.111217067624 Long DBT CORP GB N 2 N/A Variable 6.12500000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667BK6 758000.00000000 PA USD 767063.14000000 0.025536560014 Long DBT CORP US N 2 2028-02-10 Fixed 4.70000000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 750236AY7 640000.00000000 PA USD 661108.76000000 0.022009196694 Long DBT CORP US N 2 2029-05-15 Fixed 6.20000000 N N N N N N Weir Group Inc. 549300KDR56WHY9I3D10 94877DAA2 1978000.00000000 PA USD 1987947.56000000 0.066181438689 Long DBT CORP GB N 2 2030-05-06 Fixed 5.35000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DX5 53000.00000000 PA USD 53792.46000000 0.001790823090 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N CSMC Mortgage-Backed Trust N/A 22942JAD5 565334.39000000 PA USD 267472.42000000 0.008904515351 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N CarMax Auto Owner Trust N/A 14318UAE1 7031000.00000000 PA USD 7155819.94000000 0.238226836643 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.70000000 N N N N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573AX4 299000.00000000 PA USD 314488.97000000 0.010469759316 Long DBT CORP US N 2 2033-10-15 Fixed 6.12500000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216DT4 1390000.00000000 PA USD 1349594.42000000 0.044929807083 Long DBT CORP US N 2 2064-05-13 Fixed 5.40000000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579YAV3 500000.00000000 PA USD 485599.87000000 0.016166270514 Long DBT CORP US N 2 2026-09-19 Fixed 2.25000000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAN1 495000.00000000 PA USD 502489.46000000 0.016728547602 Long DBT CORP US N 2 2027-02-25 Fixed 5.45000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AT1 220000.00000000 PA USD 216699.19000000 0.007214206473 Long DBT CORP US N 2 2028-08-03 Fixed 3.65000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBW4 100000.00000000 PA USD 97602.84000000 0.003249329359 Long DBT CORP US N 2 2032-03-16 Fixed 4.74200000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAQ7 2382000.00000000 PA USD 2370426.20000000 0.078914665245 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 1241000.00000000 PA USD 1303340.18000000 0.043389941440 Long DBT CORP GB N 2 2044-03-09 Variable 6.33200000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAX6 595000.00000000 PA USD 607303.30000000 0.020217940816 Long DBT CORP US N 2 2029-01-12 Fixed 5.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC85 2912000.00000000 PA USD 2923196.12000000 0.097317116751 Long DBT CORP US N 2 2028-04-23 Floating 5.66980100 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BD9 322000.00000000 PA USD 332515.58000000 0.011069889323 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 13465441.32000000 PA USD 247681.98000000 0.008245665078 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.28252400 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413BB1 1302000.00000000 PA USD 1327669.01000000 0.044199880798 Long DBT CORP US N 2 2035-01-15 Fixed 5.74900000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAA1 184000.00000000 PA USD 194159.56000000 0.006463831981 Long DBT CORP US N 2 N/A Variable 7.62500000 N N N N N N CIFC Funding Ltd. 54930076OPDXR0U68E20 17180TBL5 2591802.93000000 PA USD 2586624.51000000 0.086112196753 Long ABS-CBDO CORP KY N 2 2031-10-21 Floating 5.26947000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DT3 2074000.00000000 PA USD 2062179.90000000 0.068652732780 Long DBT CORP US N 2 2030-04-30 Fixed 4.37500000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140CC2 110000.00000000 PA USD 86306.98000000 0.002873275040 Long DBT CORP US N 2 2062-08-05 Fixed 5.05000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395LMA6 142527.96000000 PA USD 9110.63000000 0.000303305083 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 2.24081000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMD8 200000.00000000 PA USD 196238.11000000 0.006533029696 Long DBT CORP US N 2 2035-10-25 Variable 5.51800000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HLD9 1221000.00000000 PA USD 1225138.96000000 0.040786518014 Long DBT CORP US N 2 2029-12-01 Fixed 4.90000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFZ2 2351000.00000000 PA USD 2368574.83000000 0.078853030657 Long DBT CORP US N 2 2030-05-15 Fixed 4.60000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEU6 953000.00000000 PA USD 966677.54000000 0.032181990930 Long DBT CORP US N 2 2029-01-24 Variable 4.91500000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VBA8 150000.00000000 PA USD 151333.60000000 0.005038098374 Long DBT CORP US N 2 2028-01-11 Fixed 5.00000000 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 87165VAX7 2400669.51000000 PA USD 2399822.07000000 0.079893293156 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 5.45610000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 23293930.54000000 PA USD 473567.94000000 0.015765711438 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.12376300 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KQ9 110000.00000000 PA USD 111833.30000000 0.003723080445 Long DBT CORP US N 2 2029-05-15 Fixed 5.55000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573EAA9 2865630.51000000 PA USD 2853844.46000000 0.095008307039 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.00000000 N N N N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636QAG9 440000.00000000 PA USD 433557.17000000 0.014433699279 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAH0 1069000.00000000 PA USD 1061989.82000000 0.035355064477 Long DBT CORP US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACD7 212000.00000000 PA USD 215641.57000000 0.007178996886 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N GXO Logistics, Inc. 5493007CNWMXN78JRN66 36262GAF8 942000.00000000 PA USD 958626.96000000 0.031913976332 Long DBT CORP US N 2 2029-05-06 Fixed 6.25000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32051GYL3 336426.07000000 PA USD 136232.51000000 0.004535362848 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.09109000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDY2 100000.00000000 PA USD 101506.41000000 0.003379284436 Long DBT CORP US N 2 2028-03-15 Fixed 4.65000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGY4 5238000.00000000 PA USD 5360678.15000000 0.178464160452 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CQ1 747000.00000000 PA USD 727655.98000000 0.024224642840 Long DBT CORP US N 2 2055-03-15 Fixed 6.00000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AG8 499000.00000000 PA USD 509385.41000000 0.016958123020 Long DBT CORP US N 2 2033-01-25 Fixed 5.90000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEY8 3317000.00000000 PA USD 3377923.57000000 0.112455603027 Long DBT CORP US N 2 2031-04-22 Variable 5.10300000 N N N N N N Keybank N.A. HUX2X73FUCYHUVH1BK78 49327M3E2 629000.00000000 PA USD 627818.10000000 0.020900906004 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N 3M Co. LUZQVYP4VS22CLWDAR65 88579YBR1 300000.00000000 PA USD 298304.18000000 0.009930945964 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044DX6 2194000.00000000 PA USD 2039627.24000000 0.067901924502 Long DBT CORP US N 2 2064-09-15 Fixed 5.65000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CK3 300000.00000000 PA USD 263518.64000000 0.008772888715 Long DBT CORP GB N 2 2031-08-18 Variable 2.35700000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BL8 2664000.00000000 PA USD 2755731.11000000 0.091741982118 Long DBT CORP US N 2 2035-01-16 Fixed 5.45000000 N N N N N N AS Mileage Plan IP Ltd. N/A 00218QAB6 949000.00000000 PA USD 909730.36000000 0.030286142982 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AZ8 181000.00000000 PA USD 192632.78000000 0.006413003429 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N ICON Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAC8 1153000.00000000 PA USD 1152115.31000000 0.038355462833 Long DBT CORP IE N 2 2034-05-08 Fixed 6.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-3 N/A 61776QAA4 3534596.93000000 PA USD 3551191.86000000 0.118223936630 Long ABS-MBS CORP US N 2 2054-07-25 Variable 6.00000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BV3 228000.00000000 PA USD 226410.05000000 0.007537494018 Long DBT CORP US N 2 2053-09-15 Fixed 5.70000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMU83 32594483.31000000 PA USD 238327.60000000 0.007934245231 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 1.09775400 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807CJ9 61000.00000000 PA USD 53913.27000000 0.001794845017 Long DBT CORP US N 2 2053-03-15 Fixed 4.95000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRVR2 14901519.28000000 PA USD 15022499.50000000 0.500119142792 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084AS1 531000.00000000 PA USD 527817.56000000 0.017571753998 Long DBT CORP US N 2 2034-03-21 Fixed 5.80000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AAQJ7 669045.86000000 PA USD 80012.33000000 0.002663717705 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 1.68183000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAW4 51000.00000000 PA USD 50198.61000000 0.001671179007 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392FMV6 49439.06000000 PA USD 5783.07000000 0.000192526151 Long ABS-APCP USGSE US N 2 2032-11-25 Floating 3.53183000 N N N N N N Holcim Finance US LLC 529900FB2F1WKLFNGY62 43475RAB2 2806000.00000000 PA USD 2827673.77000000 0.094137049693 Long DBT CORP US N 2 2028-04-07 Fixed 4.70000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCC7 350000.00000000 PA USD 354879.53000000 0.011814415193 Long DBT CORP US N 2 2029-01-05 Fixed 4.85000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 10422666.99000000 PA USD 195557.37000000 0.006510366949 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.99107000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CY5 103000.00000000 PA USD 93262.31000000 0.003104827298 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBL4 346000.00000000 PA USD 324923.82000000 0.010817149458 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCK5 1577000.00000000 PA USD 1458864.63000000 0.048567558827 Long DBT CORP US N 2 2054-03-15 Fixed 5.25000000 N N N N N N Eastern Energy Gas Holdings, LLC 549300BFOD6TDMVV4O24 27636AAA0 933000.00000000 PA USD 879242.97000000 0.029271176907 Long DBT CORP US N 2 2054-10-15 Fixed 5.65000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDC7 43000.00000000 PA USD 42033.73000000 0.001399359208 Long DBT CORP US N 2 2033-04-26 Variable 4.58600000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2Q1 1864000.00000000 PA USD 1888242.53000000 0.062862124607 Long DBT CORP US N 2 2029-01-10 Fixed 4.71000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395WJY4 322453.20000000 PA USD 32573.03000000 0.001084399825 Long ABS-APCP USGSE US N 2 2035-07-15 Floating 2.19081000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202KTG0 32.36000000 PA USD 32.30000000 0.000001075310 Long ABS-MBS USGA US N 2 2025-07-20 Floating 4.62500000 N N N N N N BX Trust N/A 12433KAA5 3865000.00000000 PA USD 3833244.77000000 0.127613856035 Long ABS-MBS CORP US N 2 2042-03-15 Floating 5.76506000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJGF4 39330.82000000 PA USD 2312.59000000 0.000076989220 Long ABS-APCP USGSE US N 2 2029-02-15 Floating 3.19081000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297BTP7 9369.69000000 PA USD 9794.62000000 0.000326076027 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Oklahoma Gas and Electric Co. 549300VJ8YXGPO8EV472 678858BY6 1935000.00000000 PA USD 1864140.67000000 0.062059741384 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA95 899000.00000000 PA USD 927276.56000000 0.030870279497 Long DBT CORP US N 2 2035-04-25 Variable 5.85100000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 186000.00000000 PA USD 176373.93000000 0.005871724521 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F032658 64438641.00000000 PA USD 58163738.24000000 1.936348802020 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 3.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DR8 440000.00000000 PA USD 370596.20000000 0.012337644202 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F032641 -62188641.00000000 PA USD -56137996.55000000 -1.86890914608 Short ABS-MBS CORP US N 2 2055-04-01 Fixed 3.50000000 N N N N N N Bank N/A 065405AJ1 22247932.07000000 PA USD 611477.74000000 0.020356913519 Long ABS-MBS CORP KY N 2 2052-02-15 Variable 1.09125500 N N N N N N Tricon Residential 2025-SFR1 Trust N/A 895974AA1 4010000.00000000 PA USD 4004455.37000000 0.133313686380 Long ABS-MBS CORP US N 2 2042-03-17 Floating 5.42186000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8U9 2106000.00000000 PA USD 2098417.14000000 0.069859119068 Long DBT CORP US N 2 2034-08-15 Fixed 4.75000000 N N N N N N Holcim Finance US LLC 529900FB2F1WKLFNGY62 43475RAA4 1981000.00000000 PA USD 1988455.87000000 0.066198361010 Long DBT CORP US N 2 2027-04-07 Fixed 4.60000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAP9 553000.00000000 PA USD 523495.50000000 0.017427866828 Long DBT CORP US N 2 2054-09-15 Fixed 5.55000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 4952710.00000000 PA USD 5034107.79000000 0.167592195470 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N Public Service Co. of New Hampshire 549300SHPFALUPKK2351 744538AF6 154000.00000000 PA USD 157930.74000000 0.005257726006 Long DBT CORP US N 2 2033-10-01 Fixed 5.35000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 211000.00000000 PA USD 217650.67000000 0.007245882518 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Alibaba Group Holding Ltd. 5493001NTNQJDH60PM02 01609WAU6 400000.00000000 PA USD 345687.82000000 0.011508410848 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Golub Capital Partners CLO 53B Ltd. 254900DPK2EA9C8DGV68 38177YAL6 9311000.00000000 PA USD 9229528.75000000 0.307263382290 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.29082000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175CP7 464000.00000000 PA USD 480532.45000000 0.015997569311 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCV5 2622000.00000000 PA USD 2329058.70000000 0.077537485726 Long DBT CORP US N 2 2064-09-27 Fixed 5.50000000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAR2 612000.00000000 PA USD 619110.99000000 0.020611034642 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 489000.00000000 PA USD 500933.56000000 0.016676749606 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAK5 1224000.00000000 PA USD 1169076.55000000 0.038920125245 Long DBT CORP FI N 2 N/A Variable 6.30000000 N N N N N N Chubb INA Holdings LLC CZCBJZWDMLTHWJDXU843 00440EAV9 400000.00000000 PA USD 396076.76000000 0.013185926196 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CNA5 5598600.00000000 PA USD 5623531.24000000 0.187214892116 Long DBT UST US N 2 2032-04-30 Fixed 4.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816ED7 2784000.00000000 PA USD 2810273.53000000 0.093557772382 Long DBT CORP US N 2 2029-04-25 Variable 4.73100000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCH1 130000.00000000 PA USD 130916.36000000 0.004358381089 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N Jabil Inc. 5493000CGCQY2OQU7669 466313AK9 100000.00000000 PA USD 89501.35000000 0.002979619898 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CV8 1343000.00000000 PA USD 1348342.16000000 0.044888117669 Long DBT CORP US N 2 2035-05-01 Fixed 5.10000000 N N N N N N Horizon Mutual Holdings, Inc. 254900R6BWV4LUXBN549 43990FAA6 13628000.00000000 PA USD 13348227.65000000 0.444380388903 Long DBT CORP US N 2 2034-11-15 Fixed 6.20000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CS0 4012000.00000000 PA USD 3941841.75000000 0.131229195050 Long DBT CORP US N 2 N/A Variable 6.45000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 6036000.00000000 PA USD 5841580.44000000 0.194474042232 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Symphony CLO XX Ltd. N/A 87166VAW8 4470491.36000000 PA USD 4466020.87000000 0.148679820505 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 5.36054000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8R6 221000.00000000 PA USD 221228.51000000 0.007364993607 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DC0 382000.00000000 PA USD 393873.82000000 0.013112587371 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TDPP5 75002.50000000 PA USD 76039.15000000 0.002531445217 Long ABS-APCP USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 88629.58000000 PA USD 87604.19000000 0.002916460899 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JT5 440000.00000000 PA USD 392750.55000000 0.013075192207 Long DBT CORP US N 2 2031-06-01 Fixed 3.25000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAHB9 20945.29000000 PA USD 2766.87000000 0.000092112810 Long ABS-APCP USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAY0 129000.00000000 PA USD 116382.51000000 0.003874529743 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N Regatta XIII Funding Ltd. 2549001ZYXDVCT6R4I31 75888FAL9 2821169.19000000 PA USD 2820320.02000000 0.093892233499 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.35610000 N N N N N N Adventist Health System 5493008YM33UCY5QPW83 007944AK7 450000.00000000 PA USD 448674.70000000 0.014936982115 Long DBT CORP US N 2 2034-12-01 Fixed 5.75700000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L5Q5 1178000.00000000 PA USD 1160596.35000000 0.038637808021 Long DBT CORP CA N 2 2084-11-26 Variable 7.30000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DT4 220000.00000000 PA USD 222764.94000000 0.007416143421 Long DBT CORP US N 2 2030-02-21 Fixed 5.12500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEW8 96000.00000000 PA USD 84942.22000000 0.002827840350 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAT1 400000.00000000 PA USD 416452.54000000 0.013864263221 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JZ5 200000.00000000 PA USD 197823.58000000 0.006585812118 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 7275.11000000 PA USD 887.57000000 0.000029548394 Long ABS-APCP USGSE US N 2 2033-02-25 Variable 6.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZM9 440000.00000000 PA USD 388175.76000000 0.012922891316 Long DBT CORP US N 2 2033-02-24 Variable 3.10200000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAB1 135000.00000000 PA USD 133842.93000000 0.004455810527 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EK1 3985000.00000000 PA USD 3968804.72000000 0.132126828459 Long DBT CORP GB N 2 2028-11-19 Floating 5.40242800 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BY4 49000.00000000 PA USD 49913.55000000 0.001661688977 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 51000.00000000 PA USD 51553.51000000 0.001716285444 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB25 217903.85000000 PA USD 33519.09000000 0.001115895431 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 221000.00000000 PA USD 218309.85000000 0.007267827504 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404121AL9 440000.00000000 PA USD 416680.71000000 0.013871859306 Long DBT CORP US N 2 2054-09-15 Fixed 5.95000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAR0 373000.00000000 PA USD 388522.61000000 0.012934438418 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903BC3 2210000.00000000 PA USD 2065283.98000000 0.068756071764 Long DBT CORP US N 2 2034-10-15 Fixed 5.05000000 N N N N N N Hershey Co. (The) 21X2CX66SU2BR6QTAD08 427866BH0 440000.00000000 PA USD 444700.49000000 0.014804675337 Long DBT CORP US N 2 2028-05-04 Fixed 4.25000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 162465.32000000 PA USD 3571.81000000 0.000118910342 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAQ8 400000.00000000 PA USD 396831.83000000 0.013211063488 Long DBT CORP ES N 2 2028-03-24 Variable 4.17500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394B6Z2 170984.31000000 PA USD 14969.21000000 0.000498345063 Long ABS-APCP USGSE US N 2 2035-02-25 Floating 2.23183000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZV5 175000.00000000 PA USD 178675.55000000 0.005948348535 Long DBT CORP CA N 2 2029-02-01 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 1978174.23000000 PA USD 279858.05000000 0.009316849574 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAW8 1546000.00000000 PA USD 1371252.61000000 0.045650837256 Long DBT CORP US N 2 2054-09-18 Fixed 4.70000000 N N N N N N Affiliated Managers Group, Inc. 2JE75BUE3T1BLCYYGK54 008252AR9 2779000.00000000 PA USD 2708593.90000000 0.090172721219 Long DBT CORP US N 2 2034-08-20 Fixed 5.50000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAN7 2124000.00000000 PA USD 2100183.99000000 0.069917939873 Long DBT CORP US N 2 2065-05-15 Fixed 5.30000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBJ3 697000.00000000 PA USD 704845.25000000 0.023465243066 Long DBT CORP IE N 2 2029-01-19 Fixed 5.10000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359XLQ0 151133.09000000 PA USD 154263.36000000 0.005135634011 Long ABS-APCP USGSE US N 2 2029-12-25 Fixed 7.50000000 N N N N N N BX Trust N/A 12433EAG6 2265000.00000000 PA USD 2253036.04000000 0.075006589482 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.62186000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400JD6 110000.00000000 PA USD 99305.20000000 0.003306003205 Long DBT CORP US N 2 2054-04-15 Fixed 5.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HV85 410.62000000 PA USD 426.07000000 0.000014184441 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Subway Funding LLC N/A 864300AG3 3960100.00000000 PA USD 3934802.49000000 0.130994848650 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.24600000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AY1 1680000.00000000 PA USD 1701127.36000000 0.056632809810 Long DBT CORP US N 2 2030-03-01 Fixed 4.80000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M6FN3 369093.42000000 PA USD 389562.57000000 0.012969060080 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 7.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172AM1 100000.00000000 PA USD 85723.32000000 0.002853844216 Long DBT CORP US N 2 2041-11-15 Fixed 4.37500000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAB9 919000.00000000 PA USD 932345.98000000 0.031039047283 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N High Street Funding Trust III N/A 42981FAA9 1554000.00000000 PA USD 1511975.13000000 0.050335678555 Long DBT CORP US N 2 2055-02-15 Fixed 5.80700000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBR1 3662000.00000000 PA USD 3729421.23000000 0.124157431235 Long DBT CORP US N 2 2031-03-15 Fixed 5.12500000 N N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 232382.38000000 PA USD 197677.93000000 0.006580963234 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N Angel Oak Mortgage Trust N/A 034936AA2 1535000.00000000 PA USD 1535959.38000000 0.051134146384 Long ABS-MBS CORP US N 2 2055-02-25 Floating 6.15269000 N N N N N N Cousins Properties L.P. 254900ZQIHJ5FQH4C329 222793AA9 994000.00000000 PA USD 995177.39000000 0.033130789134 Long DBT CORP US N 2 2034-10-01 Fixed 5.87500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDG1 1295000.00000000 PA USD 1318085.86000000 0.043880844890 Long DBT CORP JP N 2 2035-07-10 Variable 5.59400000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAM8 230000.00000000 PA USD 232978.77000000 0.007756175511 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CG6 1849000.00000000 PA USD 1873580.74000000 0.062374013967 Long DBT CORP US N 2 2032-11-01 Fixed 5.65000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKS9 11000000.00000000 PA USD 11114726.59000000 0.370024145087 Long DBT UST US N 2 2026-05-31 Fixed 4.87500000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BG2 508000.00000000 PA USD 521446.89000000 0.017359665855 Long DBT CORP US N 2 2028-08-21 Fixed 5.37500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395XLV5 23105.29000000 PA USD 26094.24000000 0.000868712223 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 8.39962700 N N N N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636QAX2 230000.00000000 PA USD 232491.70000000 0.007739960298 Long DBT CORP US N 2 2033-03-09 Fixed 4.85000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BM8 514000.00000000 PA USD 519387.22000000 0.017291096680 Long DBT CORP US N 2 2027-07-01 Fixed 4.95000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3S0 3413000.00000000 PA USD 3397220.30000000 0.113098017031 Long DBT CORP US N 2 2028-01-24 Floating 5.16024500 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TDE69 448.86000000 PA USD 453.28000000 0.000015090298 Long ABS-APCP USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Trans-Allegheny Interstate Line Co. N/A 893045AF1 1557000.00000000 PA USD 1584315.93000000 0.052744000745 Long DBT CORP US N 2 2031-01-15 Fixed 5.00000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BU5 1482000.00000000 PA USD 1422996.24000000 0.047373452050 Long DBT CORP CA N 2 2055-03-15 Fixed 6.10000000 N N N N N N Becton, Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887CQ0 67000.00000000 PA USD 67486.17000000 0.002246705050 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AG1 588000.00000000 PA USD 585678.68000000 0.019498028233 Long DBT CORP US N 2 2029-10-15 Fixed 4.50000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CT3 217000.00000000 PA USD 225874.09000000 0.007519651191 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N Subway Funding LLC N/A 864300AL2 4283475.00000000 PA USD 4265973.58000000 0.142019978100 Long ABS-O CORP US N 2 2054-07-30 Fixed 5.91400000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAL1 920000.00000000 PA USD 931719.30000000 0.031018184266 Long DBT CORP US N 2 2028-08-03 Fixed 5.10000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359XCD9 38033.74000000 PA USD 38732.01000000 0.001289440524 Long ABS-APCP USGSE US N 2 2029-11-25 Fixed 6.50000000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAS6 533000.00000000 PA USD 528772.93000000 0.017603559546 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 913903BB5 1349000.00000000 PA USD 1314989.04000000 0.043777747602 Long DBT CORP US N 2 2029-10-15 Fixed 4.62500000 N N N N N N Progress Residential Trust N/A 74333WAA0 2077589.77000000 PA USD 1931592.55000000 0.064305304874 Long ABS-MBS CORP US N 2 2040-12-17 Fixed 2.39300000 N N N N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 670837AD5 800000.00000000 PA USD 825503.00000000 0.027482101279 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EP0 4516000.00000000 PA USD 4510932.14000000 0.150174976877 Long DBT CORP GB N 2 2030-11-19 Floating 5.65242800 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AXEJ8 282292.88000000 PA USD 6259.53000000 0.000208388143 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 31497.50000000 PA USD 31214.60000000 0.001039175870 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587EA1 1033000.00000000 PA USD 1001711.72000000 0.033348325738 Long DBT CORP US N 2 2035-03-15 Fixed 4.85000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJK8 6000000.00000000 PA USD 6081445.32000000 0.202459465575 Long DBT UST US N 2 2026-11-15 Fixed 4.62500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 81754.28000000 PA USD 10777.20000000 0.000358787432 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YGA7 4184000.00000000 PA USD 4273773.41000000 0.142279644895 Long DBT CORP US N 2 2036-04-17 Variable 5.66400000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D59 1136000.00000000 PA USD 1159501.62000000 0.038601362992 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEJ1 1601000.00000000 PA USD 1624717.18000000 0.054089012506 Long DBT CORP US N 2 2030-07-22 Variable 4.99500000 N N N N N N Smurfit Kappa Treasury Unlimited Co. 635400B3DOXSWFOWJT40 83272GAC5 1056000.00000000 PA USD 1057302.05000000 0.035199002331 Long DBT CORP IE N 2 2034-04-03 Fixed 5.43800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 56000.00000000 PA USD 56897.55000000 0.001894195698 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599CB8 3705000.00000000 PA USD 3768694.92000000 0.125464905013 Long DBT CORP US N 2 2030-02-01 Fixed 5.25000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAG2 292000.00000000 PA USD 296780.33000000 0.009880214956 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N Delaware Life Global Funding N/A 246114AA0 9383000.00000000 PA USD 9144482.45000000 0.304432076977 Long DBT CORP US N 2 2026-06-29 Fixed 2.66200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 299000.00000000 PA USD 305082.37000000 0.010156600994 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N Banc of America Mortgage Trust N/A 05952HAZ2 176700.67000000 PA USD 149200.57000000 0.004967086946 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 781000.00000000 PA USD 808983.96000000 0.026932160297 Long DBT CORP JP N 2 2029-07-06 Variable 5.77800000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAD4 2121000.00000000 PA USD 2008061.71000000 0.066851065701 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAH6 300000.00000000 PA USD 189343.25000000 0.006303490566 Long DBT CORP US N 2 2051-12-22 Fixed 3.85000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BS1 838000.00000000 PA USD 824524.57000000 0.027449528033 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BJ2 440000.00000000 PA USD 427369.21000000 0.014227693797 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 20753YCH3 1112137.93000000 PA USD 1120792.36000000 0.037312679846 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.35369000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598V1 1256000.00000000 PA USD 1288289.25000000 0.042888875807 Long DBT CORP CA N 2 2084-01-27 Variable 8.00000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BS6 469000.00000000 PA USD 478332.73000000 0.015924337684 Long DBT CORP US N 2 2029-04-04 Fixed 5.37100000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BY3 3620000.00000000 PA USD 3657361.19000000 0.121758455923 Long DBT CORP US N 2 2028-04-01 Fixed 4.90700000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FANS5 23776.99000000 PA USD 2580.41000000 0.000085905307 Long ABS-APCP USGSE US N 2 2032-07-25 Fixed 6.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAR4 7800000.00000000 PA USD 7898106.06000000 0.262938536453 Long DBT CORP US N 2 2031-12-01 Fixed 5.20500000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 2665.60000000 PA USD 158.95000000 0.000005291658 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TCV70 266.00000000 PA USD 270.79000000 0.000009014962 Long ABS-APCP USGSE US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GZ4 955000.00000000 PA USD 962590.16000000 0.032045916571 Long DBT CORP US N 2 2065-03-15 Fixed 5.80000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBQ7 2528000.00000000 PA USD 2461243.63000000 0.081938099211 Long DBT CORP IE N 2 2056-01-31 Variable 6.50000000 N N N N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 67021CAM9 400000.00000000 PA USD 392607.70000000 0.013070436539 Long DBT CORP US N 2 2027-05-15 Fixed 3.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QWP9 40027.71000000 PA USD 38267.31000000 0.001273970039 Long ABS-APCP USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395U5B3 177075.88000000 PA USD 10843.03000000 0.000360979001 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 2.26081000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHX7 117042.21000000 PA USD 16539.06000000 0.000550607474 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBB0 110000.00000000 PA USD 107989.98000000 0.003595131171 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A4A6 4916000.00000000 PA USD 4937105.57000000 0.164362861555 Long DBT CORP US N 2 2026-08-27 Fixed 4.86000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDB8 1596000.00000000 PA USD 1553899.88000000 0.051731409674 Long DBT CORP US N 2 2055-08-03 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 290000.00000000 PA USD 295436.76000000 0.009835485709 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N Bain Capital Credit CLO Ltd. 254900DHB4WS9ZL4ED63 05684LAN5 3604000.00000000 PA USD 3577078.12000000 0.119085724920 Long ABS-CBDO CORP KY N 2 2034-04-18 Floating 5.20947000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BE7 977000.00000000 PA USD 988445.06000000 0.032906660845 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EZT7 100000.00000000 PA USD 96524.21000000 0.003213420320 Long DBT CORP CA N 2 2026-07-14 Fixed 1.15000000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAU2 1422000.00000000 PA USD 1394045.09000000 0.046409629464 Long DBT CORP US N 2 2031-09-18 Fixed 4.00000000 N N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AH8 82000.00000000 PA USD 83914.92000000 0.002793640156 Long DBT CORP US N 2 2028-03-23 Fixed 5.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQTR7 2976775.06000000 PA USD 3041918.36000000 0.101269539243 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N ICON Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAA2 1130000.00000000 PA USD 1152892.32000000 0.038381330537 Long DBT CORP IE N 2 2027-05-08 Fixed 5.80900000 N N N N N N Benchmark Mortgage Trust N/A 08162PAY7 22368506.17000000 PA USD 261852.44000000 0.008717418684 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.66767300 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AW5 4632000.00000000 PA USD 4662052.05000000 0.155205961224 Long DBT CORP US N 2 2027-03-01 Fixed 4.45000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GT4 700000.00000000 PA USD 464920.69000000 0.015477832896 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CY6 916000.00000000 PA USD 925505.83000000 0.030811329522 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375RAC0 970000.00000000 PA USD 989458.78000000 0.032940408943 Long ABS-O CORP US N 2 2028-04-20 Fixed 5.61000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36263KAF8 2608460.44000000 PA USD 2321739.25000000 0.077293811425 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N American Airlines Pass-Through Trust N/A 02376LAA3 382850.00000000 PA USD 359146.95000000 0.011956483324 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA87 770000.00000000 PA USD 798342.63000000 0.026577896159 Long DBT CORP US N 2 2030-04-25 Variable 5.72700000 N N N N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 703481AB7 100000.00000000 PA USD 95701.35000000 0.003186026208 Long DBT CORP US N 2 2028-02-01 Fixed 3.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMP1 1727000.00000000 PA USD 1708409.05000000 0.056875227030 Long DBT CORP US N 2 2031-01-24 Floating 5.39024500 N N N N N N Uniform Mortgage-Backed Securities N/A 01F050650 99753270.00000000 PA USD 97663498.85000000 3.251348773681 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 5.00000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89116CKP1 1202000.00000000 PA USD 1197080.94000000 0.039852428922 Long DBT CORP CA N 2 2084-07-31 Variable 7.25000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS23 153000.00000000 PA USD 153382.32000000 0.005106303008 Long DBT CORP US N 2 2025-10-03 Fixed 4.95000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BC8 3045000.00000000 PA USD 3003664.46000000 0.099996015641 Long DBT CORP US N 2 2055-05-01 Fixed 5.70000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAC8 3209629.72000000 PA USD 2732335.96000000 0.090963126218 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.00000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBS9 2785000.00000000 PA USD 2712861.29000000 0.090314788352 Long DBT CORP US N 2 2055-03-15 Fixed 5.87500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393AHH3 114972.91000000 PA USD 11952.46000000 0.000397913413 Long ABS-APCP USGSE US N 2 2033-04-25 Fixed 7.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA38 6872000.00000000 PA USD 7132668.70000000 0.237456100834 Long DBT CORP US N 2 N/A Variable 7.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CW8 983000.00000000 PA USD 1016427.74000000 0.033838241767 Long DBT CORP GB N 2 2028-02-08 Variable 6.75000000 N N N N N N Northern States Power Co. 3S1GHB0TEH85KX44SB51 665772CZ0 3185000.00000000 PA USD 3197196.61000000 0.106438960302 Long DBT CORP US N 2 2035-05-15 Fixed 5.05000000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VBB5 1539000.00000000 PA USD 1536542.12000000 0.051153546579 Long DBT CORP US N 2 2035-05-15 Fixed 5.15000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAH0 473000.00000000 PA USD 448847.26000000 0.014942726868 Long DBT CORP US N 2 2053-08-01 Fixed 5.35000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DWM0 25698.38000000 PA USD 2894.94000000 0.000096376432 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 3.53183000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CZ3 110000.00000000 PA USD 109826.68000000 0.003656277376 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N Angel Oak Mortgage Trust N/A 03464BAA6 3675251.03000000 PA USD 3400837.31000000 0.113218432142 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88100000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PC9 4401000.00000000 PA USD 4466750.94000000 0.148704125513 Long DBT CORP US N 2 N/A Variable 7.37500000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607PNF7 2792000.00000000 PA USD 2699051.25000000 0.089855033611 Long DBT CORP CA N 2 2085-01-28 Variable 6.95000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDS5 1336000.00000000 PA USD 1362912.36000000 0.045373179155 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 857524AH5 5370000.00000000 PA USD 5434529.52000000 0.180922771541 Long DBT NUSS PL N 2 2035-02-12 Fixed 5.37500000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AE3 885000.00000000 PA USD 929396.59000000 0.030940858137 Long DBT CORP US N 2 2038-01-25 Fixed 6.40000000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAA0 899000.00000000 PA USD 903822.38000000 0.030089458410 Long DBT CORP US N 2 2027-09-01 Fixed 4.91100000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAU0 2097000.00000000 PA USD 2106037.32000000 0.070112805073 Long DBT CORP GB N 2 2035-03-14 Fixed 5.25000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753XAA2 2206283.74000000 PA USD 2226238.91000000 0.074114477109 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.45369000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BBD1 725000.00000000 PA USD 731021.11000000 0.024336672528 Long DBT CORP US N 2 2028-03-21 Fixed 4.75000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 1005000.00000000 PA USD 860922.83000000 0.028661274893 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 139795.32000000 PA USD 20564.31000000 0.000684613441 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1 N/A 617932AA6 3742943.09000000 PA USD 3769176.63000000 0.125480941785 Long ABS-MBS CORP US N 2 2069-11-25 Variable 5.73800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062651 150000.00000000 PA USD 153380.29000000 0.005106235427 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB33 142862.77000000 PA USD 17424.93000000 0.000580099274 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DJ0 1802000.00000000 PA USD 1822835.21000000 0.060684627260 Long DBT CORP JP N 2 2031-04-24 Floating 5.85778600 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G2Z0 460977.94000000 PA USD 434555.74000000 0.014466943013 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.56000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CU3 300000.00000000 PA USD 271815.79000000 0.009049111959 Long DBT CORP US N 2 2030-03-12 Fixed 1.85000000 N N N N N N Reinsurance Group of America, Inc. LORM1GNEU1DKEW527V90 759351AS8 100000.00000000 PA USD 101418.93000000 0.003376372110 Long DBT CORP US N 2 2034-09-15 Fixed 5.75000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VBB5 987000.00000000 PA USD 903159.41000000 0.030067387250 Long DBT CORP US N 2 2054-09-01 Fixed 6.05000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525CF6 4075000.00000000 PA USD 4120203.89000000 0.137167109747 Long DBT CORP AU N 2 2036-01-14 Variable 5.90200000 N N N N N N Cousins Properties L.P. 254900ZQIHJ5FQH4C329 222793AB7 820000.00000000 PA USD 813344.23000000 0.027077319530 Long DBT CORP US N 2 2032-02-15 Fixed 5.37500000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECV1 173000.00000000 PA USD 184943.91000000 0.006157030641 Long DBT CORP US N 2 2031-03-15 Fixed 6.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DT3 1431000.00000000 PA USD 1446311.18000000 0.048149637652 Long DBT CORP US N 2 2027-04-23 Variable 5.64500000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 5010801.07000000 PA USD 5003154.09000000 0.166561705310 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.34800000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CQ7 818000.00000000 PA USD 835792.52000000 0.027824653191 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DZ9 1373000.00000000 PA USD 1394892.73000000 0.046437848536 Long DBT CORP GB N 2 2027-08-14 Variable 5.88700000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05571ABA2 1935000.00000000 PA USD 2005348.01000000 0.066760722991 Long DBT CORP FR N 2 2036-01-14 Variable 6.29300000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 280398.82000000 PA USD 261578.59000000 0.008708301851 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.64613000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AD7 457000.00000000 PA USD 503765.58000000 0.016771031347 Long DBT CORP US N 2 2033-11-01 Fixed 6.87500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ASXP6 712054.94000000 PA USD 95586.97000000 0.003182218345 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EF2 6159000.00000000 PA USD 6260814.55000000 0.208430907648 Long DBT CORP US N 2 2031-04-25 Variable 5.01600000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BD6 2063000.00000000 PA USD 2035020.05000000 0.067748544972 Long DBT CORP US N 2 2065-05-01 Fixed 5.80000000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039482AB0 110000.00000000 PA USD 104367.16000000 0.003474522638 Long DBT CORP US N 2 2030-03-27 Fixed 3.25000000 N N N N N N BBVA Bancomer S.A. 549300WIWQK5Q9MCUN92 07336UAB9 458000.00000000 PA USD 467100.92000000 0.015550415675 Long DBT CORP MX N 2 2039-01-08 Variable 8.12500000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BW3 190000.00000000 PA USD 197701.66000000 0.006581753238 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DQ9 3193000.00000000 PA USD 3148231.62000000 0.104808850158 Long DBT CORP US N 2 2034-11-01 Fixed 4.90000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEZ0 505000.00000000 PA USD 496043.93000000 0.016513967270 Long DBT CORP US N 2 2034-01-10 Fixed 4.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFS9 955000.00000000 PA USD 967074.93000000 0.032195220576 Long DBT CORP US N 2 2030-07-19 Variable 5.04200000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VAL4 400000.00000000 PA USD 341145.10000000 0.011357177610 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 38848.93000000 PA USD 31036.97000000 0.001033262329 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N American Airlines Pass-Through Trust IWUQB36BXD6OWD6X4T14 02379KAA2 96985.50000000 PA USD 84188.31000000 0.002802741676 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 313921SS8 2.92000000 PA USD 2.92000000 0.000000097210 Long ABS-APCP USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAS8 589000.00000000 PA USD 600861.76000000 0.020003493316 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Apidos CLO XII 549300M5NMLBQJXUO195 03764DAM3 3496871.10000000 PA USD 3495052.73000000 0.116354989749 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.33610000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAK8 178000.00000000 PA USD 180249.47000000 0.006000746442 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Flagstar Mortgage Trust N/A 33852HAD4 1009709.57000000 PA USD 905377.90000000 0.030141243755 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBS6 812000.00000000 PA USD 813728.92000000 0.027090126375 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAK9 771000.00000000 PA USD 781734.31000000 0.026024982927 Long DBT CORP US N 2 2027-02-26 Fixed 4.80000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CR5 1014000.00000000 PA USD 1034612.85000000 0.034443648453 Long DBT CORP US N 2 2031-09-01 Fixed 4.95000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BP83 13700.69000000 PA USD 1250.03000000 0.000041615174 Long ABS-APCP USGSE US N 2 2031-07-25 Floating 3.28183000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBY6 949000.00000000 PA USD 967695.66000000 0.032215885509 Long DBT CORP US N 2 2031-11-15 Fixed 5.15000000 N N N N N N J.P. Morgan Mortgage Trust N/A 465970AA9 4527747.78000000 PA USD 4564032.70000000 0.151942765689 Long ABS-MBS CORP US N 2 2064-07-25 Variable 5.99000000 N N N N N N Comerica Inc. I9Q57JVPWHHZ3ZGBW498 200340AW7 175000.00000000 PA USD 177222.73000000 0.005899982210 Long DBT CORP US N 2 2030-01-30 Variable 5.98200000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 493000.00000000 PA USD 511787.40000000 0.017038088487 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BC1 483000.00000000 PA USD 495634.19000000 0.016500326476 Long DBT CORP AU N 2 2028-09-08 Fixed 5.10000000 N N N N N N Healthpeak OP, LLC PZ9HF5U52KPF0MH0QN75 42250GAA1 1058000.00000000 PA USD 1052836.55000000 0.035050339850 Long DBT CORP US N 2 2035-02-15 Fixed 5.37500000 N N N N N N Invitation Homes 2024-SFR1 Trust N/A 46188DAA6 1876785.07000000 PA USD 1818554.43000000 0.060542114356 Long ABS-MBS CORP US N 2 2041-09-17 Fixed 4.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DE5 291000.00000000 PA USD 277889.98000000 0.009251329886 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 210158.50000000 PA USD 5356.35000000 0.000178320070 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 1468000.00000000 PA USD 1273020.24000000 0.042380550000 Long DBT CORP GB N 2 2032-06-29 Variable 2.67800000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05684UAA3 2354000.00000000 PA USD 2346926.23000000 0.078132319747 Long ABS-CBDO CORP KY N 2 2035-04-18 Floating 5.58947000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAY8 389000.00000000 PA USD 395877.40000000 0.013179289234 Long DBT CORP US N 2 2029-02-15 Fixed 5.00000000 N N N N N N Keurig Dr Pepper Inc. DYTQ8KRTKO7Y2BVU5K74 49271VBA7 4104000.00000000 PA USD 4105376.07000000 0.136673471746 Long DBT CORP US N 2 2030-05-15 Fixed 4.60000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374MAC2 2160000.00000000 PA USD 2176481.45000000 0.072457984576 Long ABS-O CORP US N 2 2028-11-20 Fixed 4.56000000 N N N N N N Rentokil Terminix Funding, LLC 984500D5BAA7560EKJ44 760130AA2 5794000.00000000 PA USD 5785520.13000000 0.192607719376 Long DBT CORP US N 2 2030-04-28 Fixed 5.00000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCF9 110000.00000000 PA USD 105268.58000000 0.003504532118 Long DBT CORP US N 2 2032-06-01 Fixed 4.15000000 N N N N N N Bell Canada 5493000G3EFX9S7TDE29 0778FPAQ2 1413000.00000000 PA USD 1405710.62000000 0.046797990593 Long DBT CORP CA N 2 2055-09-15 Variable 7.00000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAH5 799000.00000000 PA USD 809268.85000000 0.026941644667 Long DBT CORP US N 2 2027-11-15 Fixed 5.87500000 N N N N N N Subway Funding LLC N/A 864300AE8 3905375.00000000 PA USD 3967461.48000000 0.132082110200 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.50500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 151236.87000000 PA USD 22197.93000000 0.000738998841 Long ABS-APCP USGSE US N 2 2033-06-25 Fixed 6.00000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CB9 116000.00000000 PA USD 113435.08000000 0.003776405848 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05609QAA4 1903202.62000000 PA USD 1896916.53000000 0.063150893693 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.28648000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BZ5 163000.00000000 PA USD 166483.55000000 0.005542460514 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N Entergy Texas, Inc. LWXX58X12AJXISQ28573 29365TAQ7 1657000.00000000 PA USD 1659846.73000000 0.055258522310 Long DBT CORP US N 2 2035-04-15 Fixed 5.25000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAV8 334000.00000000 PA USD 338238.25000000 0.011260404678 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022655 70645000.00000000 PA USD 60219265.30000000 2.004780052841 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 2.50000000 N N N N N N Goldentree Loan Management US Clo 8 Ltd. 549300LOEERRNVSKVY31 38136NAY2 3323000.00000000 PA USD 3306823.64000000 0.110088591063 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.41947000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDX4 658000.00000000 PA USD 633025.62000000 0.021074271324 Long DBT CORP US N 2 2064-03-15 Fixed 5.50000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111GF4 217000.00000000 PA USD 224912.47000000 0.007487637573 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Signal Peak CLO 1 Ltd. N/A 82666TAL3 7532000.00000000 PA USD 7486830.60000000 0.249246625164 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.35979000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEB3 440000.00000000 PA USD 405976.05000000 0.013515486828 Long DBT CORP US N 2 2029-01-12 Fixed 2.25000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 456856.52000000 PA USD 441312.16000000 0.014691873290 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CMW8 7111200.00000000 PA USD 7144255.99000000 0.237841857249 Long DBT UST US N 2 2028-04-15 Fixed 3.75000000 N N N N N N RALI Trust N/A 75116CBD7 210283.97000000 PA USD 171859.83000000 0.005721444081 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75000000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAR7 393000.00000000 PA USD 396446.31000000 0.013198229011 Long DBT CORP GB N 2 2028-03-14 Fixed 4.50000000 N N N N N N Fortitude Group Holdings, LLC 2549006R9ZUL08JFIH12 34966XAA6 1127000.00000000 PA USD 1144124.73000000 0.038089445715 Long DBT CORP US N 2 2030-04-01 Fixed 6.25000000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAC6 1498000.00000000 PA USD 1486409.91000000 0.049484578117 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189YAF3 440000.00000000 PA USD 381709.60000000 0.012707624183 Long DBT CORP US N 2 2030-10-01 Fixed 1.75000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBC4 1527000.00000000 PA USD 1546846.82000000 0.051496603854 Long DBT CORP US N 2 2035-06-01 Fixed 5.85000000 N N N N N N General Dynamics Corp. 9C1X8XOOTYY2FNYTVH06 369550BR8 1982000.00000000 PA USD 1989371.22000000 0.066228834239 Long DBT CORP US N 2 2035-08-15 Fixed 4.95000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DU0 1289000.00000000 PA USD 1333496.40000000 0.044393882421 Long DBT CORP US N 2 2030-04-25 Variable 5.53200000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CX5 220000.00000000 PA USD 215325.53000000 0.007168475491 Long DBT CORP US N 2 2033-05-26 Variable 4.98900000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FW8 1906000.00000000 PA USD 1890263.72000000 0.062929412731 Long DBT CORP AU N 2 2035-11-20 Variable 5.61800000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081AW2 500000.00000000 PA USD 433225.40000000 0.014422654211 Long DBT CORP US N 2 2041-11-01 Fixed 5.45000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 43000.00000000 PA USD 45103.49000000 0.001501555633 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RT48 1895000.00000000 PA USD 1877414.61000000 0.062501648638 Long DBT CORP US N 2 2029-09-26 Fixed 4.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F062648 -650000.00000000 PA USD -669374.62000000 -0.02228437825 Short ABS-MBS CORP US N 2 2055-04-01 Fixed 6.50000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCQ9 1633000.00000000 PA USD 1624916.58000000 0.054095650800 Long DBT CORP US N 2 2055-03-15 Variable 6.35000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560BA2 131000.00000000 PA USD 139392.54000000 0.004640564482 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402DPF1 161269.80000000 PA USD 166132.62000000 0.005530777584 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CP2 200000.00000000 PA USD 178628.83000000 0.005946793164 Long DBT CORP US N 2 2030-05-01 Fixed 2.10000000 N N N N N N SG Residential Mortgage Trust N/A 78433QAB1 1571019.15000000 PA USD 1429196.65000000 0.047579872009 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.57500000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAS2 1594000.00000000 PA USD 1580033.79000000 0.052601442565 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DCP5 11489.01000000 PA USD 913.92000000 0.000030425621 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 2.53183000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BU7 84000.00000000 PA USD 84923.95000000 0.002827232117 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U4T4 1090000.00000000 PA USD 1094117.71000000 0.036424644995 Long DBT CORP US N 2 2026-04-21 Fixed 4.75400000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AK8 273000.00000000 PA USD 287276.19000000 0.009563809397 Long DBT CORP CA N 2 2028-12-04 Fixed 6.31900000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 24009.51000000 PA USD 22140.55000000 0.000737088584 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.50423400 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECY9 1273000.00000000 PA USD 1290476.93000000 0.042961706607 Long DBT CORP GB N 2 2031-02-25 Variable 5.36700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392ERP7 31282.75000000 PA USD 31617.96000000 0.001052604265 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 5.46817000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBZ7 142000.00000000 PA USD 148499.61000000 0.004943751048 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAJ4 117000.00000000 PA USD 119960.50000000 0.003993645826 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Dell International LLC / EMC Corp. 254900ZARLSVK41DKO78 24703TAP1 7216000.00000000 PA USD 7088408.20000000 0.235982609468 Long DBT CORP US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAW7 1499000.00000000 PA USD 1536179.34000000 0.051141469147 Long DBT CORP US N 2 2032-02-15 Fixed 5.30000000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAJ6 70000.00000000 PA USD 72246.96000000 0.002405198129 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DC9 339000.00000000 PA USD 348355.31000000 0.011597215165 Long DBT CORP US N 2 2031-02-15 Fixed 5.30000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AS5 147000.00000000 PA USD 148967.45000000 0.004959326069 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFV1 442000.00000000 PA USD 446418.51000000 0.014861870526 Long DBT CORP US N 2 2033-08-14 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060655 500000.00000000 PA USD 505839.85000000 0.016840086576 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 6.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 3595000.00000000 PA USD 3558981.70000000 0.118483270844 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.38634000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXN5 219617.11000000 PA USD 27794.63000000 0.000925320485 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAF4 50000.00000000 PA USD 51634.04000000 0.001718966395 Long DBT CORP US N 2 2029-01-15 Fixed 5.12500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KK2 110000.00000000 PA USD 111386.98000000 0.003708221854 Long DBT CORP US N 2 2053-04-01 Fixed 6.70000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674ZW3 951000.00000000 PA USD 988792.12000000 0.032918214938 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 263000.00000000 PA USD 274727.06000000 0.009146032040 Long DBT CORP US N 2 2028-09-19 Fixed 5.90000000 N N N N N N Chase Home Lending Mortgage Trust N/A 16158RAR7 54515.95000000 PA USD 52033.98000000 0.001732280934 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LBA3 190000.00000000 PA USD 184529.08000000 0.006143220394 Long DBT CORP US N 2 2054-08-15 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225CC87 83.47000000 PA USD 83.24000000 0.000002771171 Long ABS-MBS USGA US N 2 2027-07-20 Floating 4.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQKL9 6221618.98000000 PA USD 6264748.49000000 0.208561873783 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 35735.50000000 PA USD 4137.44000000 0.000137740922 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EA4 80000.00000000 PA USD 74445.41000000 0.002478387476 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05571ABB0 1507000.00000000 PA USD 1533796.71000000 0.051062148201 Long DBT CORP FR N 2 2046-01-14 Variable 6.91500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACW3 147000.00000000 PA USD 140473.39000000 0.004676547427 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Kimco Realty OP, LLC 549300EA7I6T15IBYS12 49447BAB9 1043000.00000000 PA USD 1000921.15000000 0.033322006603 Long DBT CORP US N 2 2035-03-01 Fixed 4.85000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KC0 220000.00000000 PA USD 205472.59000000 0.006840457913 Long DBT CORP US N 2 2032-03-01 Fixed 4.40000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BS7 1140000.00000000 PA USD 1103637.65000000 0.036741576557 Long DBT CORP US N 2 2054-10-01 Variable 6.87500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDK3 3395000.00000000 PA USD 3319444.95000000 0.110508771389 Long DBT CORP JP N 2 N/A Variable 6.60000000 N N N N N N Paychex, Inc. 529900K900DW6SUBM174 704326AA5 2241000.00000000 PA USD 2275303.23000000 0.075747894082 Long DBT CORP US N 2 2030-04-15 Fixed 5.10000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAT7 100000.00000000 PA USD 106392.42000000 0.003541946258 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F060659 30177180.00000000 PA USD 30616783.96000000 1.019273773257 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.00000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAQ6 575000.00000000 PA USD 579562.63000000 0.019294416732 Long DBT CORP US N 2 2054-12-01 Variable 7.12500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395MTC3 99078.83000000 PA USD 6266.06000000 0.000208605535 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 2.29081000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 81000.00000000 PA USD 61098.04000000 0.002034035640 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BR0 200000.00000000 PA USD 190985.29000000 0.006358156278 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDW6 577000.00000000 PA USD 553420.22000000 0.018424100864 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N Apidos CLO XXV 254900C9NN5XS59HZV73 03762YBD8 6073000.00000000 PA USD 6030470.78000000 0.200762454818 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.40947000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BD6 1904000.00000000 PA USD 1902452.05000000 0.063335178573 Long DBT CORP US N 2 N/A Variable 5.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCR5 220000.00000000 PA USD 191926.36000000 0.006389485760 Long DBT CORP US N 2 2032-11-08 Variable 2.54500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392B3D6 50814.66000000 PA USD 5035.82000000 0.000167649197 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 2.78183000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 139000.00000000 PA USD 141915.09000000 0.004724543552 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120BAA5 362000.00000000 PA USD 366572.48000000 0.012203689170 Long DBT CORP US N 2 2035-02-15 Fixed 5.75000000 N N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548DA7 2245000.00000000 PA USD 2279558.21000000 0.075889548069 Long DBT CORP US N 2 2035-04-15 Fixed 5.25000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBQ6 2529000.00000000 PA USD 2567050.90000000 0.085460565041 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N Goldentree Loan Management US CLO 5 Ltd. 549300O473GD3F35WC55 38138DAY2 1807116.43000000 PA USD 1806064.69000000 0.060126314172 Long ABS-CBDO CORP US N 2 2032-10-20 Floating 5.33947000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AB9 1188000.00000000 PA USD 1234019.84000000 0.041082174412 Long DBT CORP US N 2 2030-01-25 Fixed 5.90000000 N N N N N N Alternative Loan Trust N/A 12667GKG7 446236.52000000 PA USD 336612.49000000 0.011206280948 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667BJ9 1924000.00000000 PA USD 1934668.52000000 0.064407708038 Long DBT CORP US N 2 2027-02-10 Fixed 4.55000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CF8 300000.00000000 PA USD 266596.52000000 0.008875355466 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFH3 310000.00000000 PA USD 328298.88000000 0.010929509729 Long DBT CORP US N 2 2029-11-01 Variable 6.40700000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 195000.00000000 PA USD 179940.75000000 0.005990468739 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N Buckhorn Park CLO Ltd. N/A 118382BA7 2250000.00000000 PA USD 2238786.00000000 0.074532186552 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 5.33947000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DP1 1575000.00000000 PA USD 1581390.39000000 0.052646605597 Long DBT CORP US N 2 2031-11-01 Fixed 4.75000000 N N N N N N Entergy Louisiana, LLC 0V5453U14HDZO63CGH17 29364WBQ0 1203000.00000000 PA USD 1188817.24000000 0.039577319274 Long DBT CORP US N 2 2055-03-15 Fixed 5.80000000 N N N N N N Goodman US Finance Six, LLC N/A 38239EAC6 390000.00000000 PA USD 383676.30000000 0.012773098262 Long DBT CORP US N 2 2034-10-07 Fixed 5.12500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BJ6 949000.00000000 PA USD 972175.79000000 0.032365035042 Long DBT CORP CH N 2 2030-02-08 Variable 5.42800000 N N N N N N Shackleton 2015-VII-R CLO, Ltd. 549300NCJRO2LKFZ8G86 81883AAS8 1656673.78000000 PA USD 1653630.47000000 0.055051574683 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.35610000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBU8 67000.00000000 PA USD 57365.64000000 0.001909779041 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KL0 110000.00000000 PA USD 113738.08000000 0.003786493124 Long DBT CORP US N 2 2029-01-15 Fixed 6.10000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PG0 1111000.00000000 PA USD 1104834.69000000 0.036781427623 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CL2 1129000.00000000 PA USD 1136771.23000000 0.037844637844 Long DBT CORP US N 2 2029-11-15 Fixed 4.80000000 N N N N N N Sumitomo Life Insurance Co. 549300I5OQCDADQSPI57 86564CAE0 1206000.00000000 PA USD 1179683.51000000 0.039273245160 Long DBT CORP JP N 2 N/A Variable 5.87500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AV3 85000.00000000 PA USD 87709.35000000 0.002919961817 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N Pikes Peak CLO 6 635400BKNXKWEO3G2J74 72132YAY1 4390000.00000000 PA USD 4353102.05000000 0.144920601643 Long ABS-CBDO CORP KY N 2 2034-05-18 Floating 5.26298000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHZ2 64970.06000000 PA USD 9183.71000000 0.000305738014 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAL7 423000.00000000 PA USD 432500.54000000 0.014398522650 Long DBT CORP US N 2 2029-02-26 Fixed 4.85000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKQ7 97000.00000000 PA USD 98157.00000000 0.003267778088 Long DBT CORP US N 2 2028-01-12 Fixed 4.62500000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DS1 1478000.00000000 PA USD 1588675.37000000 0.052889132345 Long DBT CORP US N 2 2034-05-01 Fixed 6.52800000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36271WAD7 500000.00000000 PA USD 505742.00000000 0.016836829018 Long ABS-MBS CORP US N 2 2055-09-25 Variable 6.00000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140BY5 100000.00000000 PA USD 98267.05000000 0.003271441800 Long DBT CORP US N 2 2027-08-05 Fixed 3.75000000 N N N N N N Credit Suisse (USA) LLC EXD7DEVFDH4HOFFQ7349 22541LAE3 200000.00000000 PA USD 225477.72000000 0.007506455503 Long DBT CORP US N 2 2032-07-15 Fixed 7.12500000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 17305.42000000 PA USD 760.03000000 0.000025302417 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8W5 2579000.00000000 PA USD 2483807.41000000 0.082689277689 Long DBT CORP US N 2 2064-08-15 Fixed 5.55000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AQ4 700000.00000000 PA USD 691754.49000000 0.023029434120 Long DBT CORP US N 2 2054-06-15 Fixed 5.95000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PA7 53000.00000000 PA USD 55579.64000000 0.001850320708 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8S4 1528000.00000000 PA USD 1542715.74000000 0.051359074664 Long DBT CORP US N 2 2029-08-15 Fixed 4.30000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AP7 3325000.00000000 PA USD 3310996.16000000 0.110227499846 Long DBT CORP CA N 2 2030-03-25 Fixed 5.03700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEC6 211000.00000000 PA USD 212844.79000000 0.007085888331 Long DBT CORP US N 2 2035-01-23 Variable 5.33600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFR1 777000.00000000 PA USD 802563.25000000 0.026718406256 Long DBT CORP US N 2 2035-04-19 Variable 5.83100000 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAQ4 176000.00000000 PA USD 179747.15000000 0.005984023535 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280EC9 1025000.00000000 PA USD 1127127.60000000 0.037523588476 Long DBT CORP GB N 2 2034-11-13 Variable 7.39900000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776696AH9 371000.00000000 PA USD 367414.83000000 0.012231732131 Long DBT CORP US N 2 2032-02-15 Fixed 4.75000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829BU0 1198000.00000000 PA USD 1220629.74000000 0.040636400036 Long DBT CORP US N 2 2030-09-23 Fixed 5.10000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AW9 315000.00000000 PA USD 319306.29000000 0.010630134355 Long DBT CORP US N 2 2029-03-18 Fixed 5.85000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBT2 1545000.00000000 PA USD 1529371.48000000 0.050914826363 Long DBT CORP US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HB38 2337.62000000 PA USD 2410.38000000 0.000080244780 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 74432QCK9 5635000.00000000 PA USD 5653552.73000000 0.188214347756 Long DBT CORP US N 2 2035-03-14 Fixed 5.20000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAW0 288000.00000000 PA USD 262147.79000000 0.008727251281 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AT3 455000.00000000 PA USD 456299.52000000 0.015190822592 Long DBT CORP US N 2 2034-06-15 Fixed 5.50000000 N N N N N N TierPoint Issuer LLC N/A 88651CAG5 5131000.00000000 PA USD 5117330.30000000 0.170362784370 Long ABS-O CORP US N 2 2055-04-26 Fixed 6.40000000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661ES2 312000.00000000 PA USD 296445.96000000 0.009869083330 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAQ8 1331000.00000000 PA USD 1340725.75000000 0.044634557172 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DUN7 77763.15000000 PA USD 92074.40000000 0.003065280181 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 7.81671000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31394KL51 143509.32000000 PA USD 9909.30000000 0.000329893878 Long ABS-APCP USGSE US N 2 2033-10-15 Floating 2.59081000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AT2 266000.00000000 PA USD 268724.17000000 0.008946187786 Long DBT CORP US N 2 2028-04-20 Fixed 4.55000000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AF7 459000.00000000 PA USD 434110.22000000 0.014452111055 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CB7 1779000.00000000 PA USD 1769175.86000000 0.058898235580 Long DBT CORP US N 2 2027-09-24 Fixed 4.25000000 N N N N N N Providence St. Joseph Health Obligated Group N/A 743820AB8 362000.00000000 PA USD 203798.28000000 0.006784717889 Long DBT CORP US N 2 2051-10-01 Fixed 2.70000000 N N N N N N Ingersoll Rand Inc. 5299004C02FMZCUOIR50 45687VAA4 62000.00000000 PA USD 63768.91000000 0.002122952482 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCD8 201000.00000000 PA USD 187815.44000000 0.006252627723 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DJ6 110000.00000000 PA USD 104689.41000000 0.003485250772 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CAE1 5000000.00000000 PA USD 4253320.30000000 0.141598733450 Long DBT UST US N 2 2030-08-15 Fixed 0.62500000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAG3 116000.00000000 PA USD 119744.76000000 0.003986463552 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PBL8 2450000.00000000 PA USD 2413229.08000000 0.080339630488 Long DBT CORP US N 2 2035-02-15 Fixed 5.40000000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAE9 220000.00000000 PA USD 131704.89000000 0.004384632310 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AZ8 345000.00000000 PA USD 322104.64000000 0.010723295177 Long DBT CORP US N 2 2055-02-01 Fixed 5.30000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFY1 400000.00000000 PA USD 398723.29000000 0.013274032727 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 3617967.81000000 PA USD 3203224.96000000 0.106639652154 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGZ1 5268000.00000000 PA USD 5297039.48000000 0.176345543834 Long DBT CORP US N 2 2035-04-02 Fixed 5.25000000 N N N N N N 200 Park Funding Trust N/A 901928AA9 2671000.00000000 PA USD 2610120.11000000 0.086894396767 Long DBT CORP US N 2 2055-02-15 Fixed 5.74000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BR5 298000.00000000 PA USD 307310.10000000 0.010230765112 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBM0 1038000.00000000 PA USD 1074909.60000000 0.035785181269 Long DBT CORP JP N 2 2028-09-14 Fixed 5.55000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYK4 100000.00000000 PA USD 69458.17000000 0.002312355573 Long DBT CORP US N 2 2042-07-21 Variable 2.90800000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLD5 440000.00000000 PA USD 448204.58000000 0.014921331190 Long DBT CORP US N 2 2026-11-20 Fixed 5.40000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 313398CR8 24328.82000000 PA USD 24482.93000000 0.000815069553 Long ABS-APCP USGSE US N 2 2031-07-15 Floating 5.35919000 N N N N N N N/A N/A N/A 2092.00000000 NC USD -172868.27000000 -0.00575501640 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-06-30 435619400.57000000 USD -172868.27000000 N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCE9 270000.00000000 PA USD 265798.05000000 0.008848773329 Long DBT CORP US N 2 2033-06-15 Fixed 4.75000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BH0 314000.00000000 PA USD 320022.14000000 0.010653965961 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAJ6 939000.00000000 PA USD 915425.51000000 0.030475742159 Long DBT CORP US N 2 2035-03-15 Fixed 5.25000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EE4 214000.00000000 PA USD 217538.06000000 0.007242133580 Long DBT CORP US N 2 2027-02-22 Fixed 4.90000000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117F8Z5 1101000.00000000 PA USD 1140729.59000000 0.037976416954 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667AQ4 200000.00000000 PA USD 196965.40000000 0.006557242155 Long DBT CORP US N 2 2028-03-07 Fixed 3.65000000 N N N N N N Rentokil Terminix Funding, LLC 984500D5BAA7560EKJ44 760130AB0 4065000.00000000 PA USD 4080635.21000000 0.135849815356 Long DBT CORP US N 2 2035-04-28 Fixed 5.62500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAC1 779000.00000000 PA USD 574997.35000000 0.019142432442 Long DBT CORP US N 2 2050-05-19 Fixed 4.95000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EN3 12000.00000000 PA USD 11332.28000000 0.000377266789 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AV2 917000.00000000 PA USD 923663.58000000 0.030749998551 Long DBT CORP US N 2 2027-01-15 Fixed 5.00000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCY8 3643000.00000000 PA USD 3668720.42000000 0.122136619914 Long DBT CORP US N 2 2027-03-20 Fixed 4.50000000 N N N N N N Mitsubishi Corp. KVIPTY4PULAPGC1VVD26 606769AK3 1352000.00000000 PA USD 1375387.11000000 0.045788480303 Long DBT CORP JP N 2 2034-07-17 Fixed 5.12500000 N N N N N N Northwest Pipeline LLC 549300FFKMN9OW536A14 66775VAB1 200000.00000000 PA USD 198368.73000000 0.006603960892 Long DBT CORP US N 2 2027-04-01 Fixed 4.00000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAL8 3310000.00000000 PA USD 3343171.23000000 0.111298651050 Long DBT CORP US N 2 2030-03-15 Fixed 5.20000000 N N N N N N OBX Trust N/A 67114VAA1 2604777.95000000 PA USD 2318427.94000000 0.077183573477 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89114TZQ8 200000.00000000 PA USD 172511.93000000 0.005743153364 Long DBT CORP CA N 2 2032-01-12 Fixed 2.45000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECE3 200000.00000000 PA USD 223268.31000000 0.007432901283 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BV6 759000.00000000 PA USD 757649.37000000 0.025223162993 Long DBT CORP US N 2 2029-09-15 Fixed 4.25000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CW0 465000.00000000 PA USD 477694.77000000 0.015903099140 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N CarMax Auto Owner Trust N/A 14318WAD9 5840000.00000000 PA USD 5879893.62000000 0.195749539345 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.92000000 N N N N N N Americold Realty Operating Partnership, L.P. 549300FKD9KVWNHSUU79 03063UAB7 1101000.00000000 PA USD 1102593.19000000 0.036706805084 Long DBT CORP US N 2 2032-05-15 Fixed 5.60000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CH0 110000.00000000 PA USD 107242.37000000 0.003570242232 Long DBT CORP US N 2 2027-03-15 Fixed 3.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 119000.00000000 PA USD 122789.63000000 0.004087831355 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F022659 92095928.00000000 PA USD 76576223.37000000 2.549325109984 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 2.50000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AM7 70000.00000000 PA USD 62781.07000000 0.002090065964 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AG8 211000.00000000 PA USD 202336.34000000 0.006736047947 Long DBT CORP US N 2 2054-04-01 Fixed 6.12500000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92553PAU6 779000.00000000 PA USD 660897.37000000 0.022002159238 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 263000.00000000 PA USD 269801.63000000 0.008982057873 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2R9 1116000.00000000 PA USD 1133360.06000000 0.037731075423 Long DBT CORP US N 2 2027-03-25 Fixed 5.07000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAY6 360000.00000000 PA USD 354498.32000000 0.011801724201 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 76000.00000000 PA USD 78184.89000000 0.002602879778 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Citadel L.P. 549300IPM6EKPVUPFL67 17288XAD6 394000.00000000 PA USD 401189.28000000 0.013356128839 Long DBT CORP US N 2 2030-01-23 Fixed 6.00000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CL6 899000.00000000 PA USD 909492.30000000 0.030278217646 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CN8 605000.00000000 PA USD 574171.58000000 0.019114941452 Long DBT CORP US N 2 2054-11-15 Fixed 5.80000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 3780000.00000000 PA USD 3395993.58000000 0.113057177878 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 182000.00000000 PA USD 184047.34000000 0.006127182624 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AW0 825000.00000000 PA USD 819150.27000000 0.027270610383 Long DBT CORP US N 2 2034-01-18 Fixed 5.37500000 N N N N N N N/A N/A N/A 29.00000000 NC USD 33475.57000000 0.001114446592 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-06-18 3476430.68000000 USD 33475.57000000 N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBT6 75000.00000000 PA USD 60324.25000000 0.002008275134 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BR3 1080000.00000000 PA USD 1081593.71000000 0.036007704250 Long DBT CORP US N 2 2030-03-15 Fixed 4.80000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AQ4 100000.00000000 PA USD 77321.47000000 0.002574135369 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AS0 631000.00000000 PA USD 613585.28000000 0.020427076350 Long DBT CORP US N 2 2054-11-15 Fixed 5.37500000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBP3 1134000.00000000 PA USD 1152854.42000000 0.038380068795 Long DBT CORP JP N 2 2027-03-07 Fixed 5.20000000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667BL4 2534000.00000000 PA USD 2570050.64000000 0.085560430407 Long DBT CORP US N 2 2030-02-10 Fixed 4.85000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFL1 458000.00000000 PA USD 440791.11000000 0.014674526837 Long DBT CORP US N 2 2054-07-15 Fixed 5.62500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392GDW2 42153.58000000 PA USD 3886.93000000 0.000129401109 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 2.53183000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CK0 9000.00000000 PA USD 9035.66000000 0.000300809231 Long DBT CORP US N 2 2033-02-15 Fixed 5.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFT4 3241000.00000000 PA USD 3243569.82000000 0.107982786617 Long DBT CORP US N 2 2027-09-16 Fixed 4.12000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 240578.00000000 PA USD 239178.96000000 0.007962588146 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCV9 11210.00000000 PA USD 1207.38000000 0.000040195298 Long ABS-APCP USGSE US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAF2 200000.00000000 PA USD 195507.37000000 0.006508702382 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3T6 983000.00000000 PA USD 999117.74000000 0.033261968667 Long DBT CORP US N 2 2027-03-25 Fixed 5.51600000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWZ8 370000.00000000 PA USD 376762.75000000 0.012542936917 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCN9 1424000.00000000 PA USD 1408585.48000000 0.046893698535 Long DBT CORP US N 2 2035-01-31 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRX0 110000.00000000 PA USD 108345.80000000 0.003606976896 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRMY7 11902627.14000000 PA USD 11972824.67000000 0.398591380266 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 87449.09000000 PA USD 89110.08000000 0.002966593996 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810SZ2 1000000.00000000 PA USD 583750.00000000 0.019433819891 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACT2 1050000.00000000 PA USD 1057727.39000000 0.035213162469 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359UZG3 20846.59000000 PA USD 21173.61000000 0.000704897855 Long ABS-APCP USGSE US N 2 2028-10-25 Fixed 6.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DB1 410000.00000000 PA USD 418366.85000000 0.013927993167 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BYW0 19080.97000000 PA USD 1856.20000000 0.000061795385 Long ABS-APCP USGSE US N 2 2032-02-25 Floating 3.28183000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TTX30 13409.98000000 PA USD 13976.23000000 0.000465287428 Long ABS-APCP USGSE US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17329VBA6 3219629.75000000 PA USD 2627263.27000000 0.087465115540 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAQ4 583000.00000000 PA USD 602002.95000000 0.020041485061 Long DBT CORP US N 2 N/A Variable 6.87500000 N N N N N N Zaxbys Funding LLC N/A 98920MAC6 2570575.00000000 PA USD 2668816.21000000 0.088848468606 Long ABS-O CORP US N 2 2054-04-30 Fixed 6.59400000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 60120.20000000 PA USD 59379.12000000 0.001976810489 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFU3 653000.00000000 PA USD 664957.93000000 0.022137340723 Long DBT CORP US N 2 2028-08-14 Fixed 4.80000000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CH3 930000.00000000 PA USD 917923.12000000 0.030558890943 Long DBT CORP US N 2 2034-03-22 Fixed 5.60000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AE5 223000.00000000 PA USD 236149.05000000 0.007861718381 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DK7 2737000.00000000 PA USD 2787952.57000000 0.092814677707 Long DBT CORP JP N 2 2031-04-24 Variable 5.15900000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KT7 117000.00000000 PA USD 116777.71000000 0.003887686481 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448GC6 2143000.00000000 PA USD 2165362.81000000 0.072087830149 Long DBT CORP US N 2 2035-02-07 Fixed 5.00000000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAV0 2507000.00000000 PA USD 2397390.63000000 0.079812347260 Long DBT CORP US N 2 2034-09-18 Fixed 4.20000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111GG2 270000.00000000 PA USD 272067.95000000 0.009057506704 Long DBT CORP US N 2 2053-11-15 Fixed 5.90000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBL8 393000.00000000 PA USD 364936.60000000 0.012149228533 Long DBT CORP US N 2 2044-05-17 Fixed 4.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 117000.00000000 PA USD 120134.74000000 0.003999446509 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Symphony CLO XXII Ltd. N/A 87167GCH1 3189000.00000000 PA USD 3185335.84000000 0.106044099372 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 5.44947000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810EW4 3000000.00000000 PA USD 3048048.03000000 0.101473604173 Long DBT UST US N 2 2026-02-15 Fixed 6.00000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CF1 527000.00000000 PA USD 500071.99000000 0.016648066786 Long DBT CORP US N 2 2064-05-22 Fixed 5.60000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DD7 439000.00000000 PA USD 442550.30000000 0.014733092630 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N OCP CLO Ltd. 254900K70GBA8CMARX66 670898AQ8 10099000.00000000 PA USD 10058604.00000000 0.334864408560 Long ABS-CBDO CORP KY N 2 2036-10-17 Floating 5.52979000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAY5 652000.00000000 PA USD 661885.53000000 0.022035056409 Long DBT CORP US N 2 2030-01-30 Fixed 5.15000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RBK9 1911000.00000000 PA USD 1919415.49000000 0.063899914226 Long DBT CORP CA N 2 2035-03-30 Fixed 5.20000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ADL8 4788000.00000000 PA USD 4802323.69000000 0.159875792124 Long DBT CORP US N 2 2028-01-07 Fixed 5.00000000 N N N N N N Molex Electronic Technologies, LLC 549300WTBVUFUPSIWI20 60856BAE4 2509000.00000000 PA USD 2531083.47000000 0.084263161090 Long DBT CORP US N 2 2028-04-30 Fixed 4.75000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 826000.00000000 PA USD 831523.88000000 0.027682544444 Long DBT CORP CH N 2 2027-01-12 Variable 5.71100000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMT6 164000.00000000 PA USD 167528.29000000 0.005577241309 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N Brookfield Finance Inc. 549300XH8D8K6OYWGD17 11271LAM4 110000.00000000 PA USD 111172.78000000 0.003701090849 Long DBT CORP CA N 2 2035-01-15 Fixed 5.67500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEP3 115000.00000000 PA USD 118423.83000000 0.003942488022 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F012452 200000.00000000 PA USD 176583.05000000 0.005878686406 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 1.50000000 N N N N N N Goldman Sachs Private Credit Corp. N/A 38152BAA9 719000.00000000 PA USD 720836.92000000 0.023997627194 Long DBT CORP US N 2 2028-05-06 Fixed 5.87500000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CX9 4166000.00000000 PA USD 4186124.57000000 0.139361697537 Long DBT CORP US N 2 2036-02-28 Variable 5.14600000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DL8 57000.00000000 PA USD 59286.48000000 0.001973726380 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CD3 333000.00000000 PA USD 334639.20000000 0.011140587480 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BTT3 5501.56000000 PA USD 290.05000000 0.000009656153 Long ABS-APCP USGSE US N 2 2032-02-25 Floating 3.63183000 N N N N N N ICON Investments Six DAC 635400FQ1M7J2CHLAS59 45115AAB0 1029000.00000000 PA USD 1054187.09000000 0.035095301137 Long DBT CORP IE N 2 2029-05-08 Fixed 5.84900000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAT0 470000.00000000 PA USD 431061.36000000 0.014350610419 Long DBT CORP US N 2 2054-12-01 Fixed 5.54800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAC7 937000.00000000 PA USD 949563.33000000 0.031612235941 Long DBT CORP US N 2 N/A Variable 6.85000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DP2 199000.00000000 PA USD 203445.77000000 0.006772982358 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 054989AD0 87000.00000000 PA USD 94640.07000000 0.003150694775 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N Anheuser Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBY3 110000.00000000 PA USD 110999.00000000 0.003695305480 Long DBT CORP US N 2 2034-06-15 Fixed 5.00000000 N N N N N N EFMT 2024-INV2 254900QTMZ2ZHRYMFA85 26844LAA6 2873169.09000000 PA USD 2854146.99000000 0.095018378668 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.03500000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BP7 216000.00000000 PA USD 217944.55000000 0.007255666177 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FBB9 110000.00000000 PA USD 107905.93000000 0.003592333034 Long DBT CORP US N 2 2028-09-01 Fixed 3.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5H45 16176.06000000 PA USD 16957.10000000 0.000564524586 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F030652 150470916.00000000 PA USD 130610967.01000000 4.348214147739 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 3.00000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CS3 670000.00000000 PA USD 667671.23000000 0.022227670116 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392FJ81 13260.83000000 PA USD 1527.55000000 0.000050854186 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 3.53183000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 85325C2A9 1364000.00000000 PA USD 1370850.55000000 0.045637452140 Long DBT CORP GB N 2 2030-10-15 Variable 5.00500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DM9 300000.00000000 PA USD 299378.39000000 0.009966707855 Long DBT CORP US N 2 2030-09-06 Variable 4.89500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEB8 226000.00000000 PA USD 229842.28000000 0.007651757555 Long DBT CORP US N 2 2030-01-23 Variable 5.01200000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816EH8 4120000.00000000 PA USD 4230690.85000000 0.140845368729 Long DBT CORP US N 2 2036-04-25 Variable 5.66700000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LQ58 1288000.00000000 PA USD 1314286.79000000 0.043754368758 Long DBT CORP CA N 2 2084-05-26 Variable 7.70000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 956000.00000000 PA USD 958553.39000000 0.031911527088 Long DBT CORP CH N 2 2028-05-12 Variable 4.75100000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JZP1 14902.36000000 PA USD 1050.96000000 0.000034987866 Long ABS-APCP USGSE US N 2 2029-04-25 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPA31 7739882.57000000 PA USD 7276693.09000000 0.242250865811 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KDE7 1145000.00000000 PA USD 1150276.16000000 0.038294235064 Long DBT CORP US N 2 2055-08-15 Variable 6.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402RHV4 42919.72000000 PA USD 44210.54000000 0.001471828131 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CF8 668000.00000000 PA USD 695802.86000000 0.023164209783 Long DBT CORP US N 2 2029-11-21 Variable 5.68400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397TEH1 766482.58000000 PA USD 75905.61000000 0.002526999492 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 1.61081000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CZ2 200000.00000000 PA USD 201303.71000000 0.006701670310 Long DBT CORP US N 2 2034-05-15 Fixed 5.35000000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 28504DAB9 627000.00000000 PA USD 647171.61000000 0.021545210291 Long DBT CORP FR N 2 2028-05-23 Fixed 5.70000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 7954000.00000000 PA USD 8079817.25000000 0.268987945513 Long DBT CORP US N 2 2036-04-23 Variable 5.60500000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBB3 2372000.00000000 PA USD 2386085.32000000 0.079435978338 Long DBT CORP US N 2 2027-08-20 Fixed 4.65000000 N N N N N N Connecticut Light and Power Co. (The) 549300O45IUXEDS1VZ32 207597ES0 279000.00000000 PA USD 275444.85000000 0.009169928231 Long DBT CORP US N 2 2034-08-15 Fixed 4.95000000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAL3 470000.00000000 PA USD 476105.06000000 0.015850175564 Long DBT CORP US N 2 2029-12-15 Fixed 4.85000000 N N N N N N Sierra Pacific Power Co. QB888G5GSVGE1LD1WV84 826418BQ7 90000.00000000 PA USD 89363.41000000 0.002975027691 Long DBT CORP US N 2 2054-03-15 Fixed 5.90000000 N N N N N N STAR Trust N/A 85573GAA0 1136151.18000000 PA USD 1062918.85000000 0.035385993131 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113AW9 367000.00000000 PA USD 380908.27000000 0.012680946834 Long DBT CORP US N 2 2034-05-15 Fixed 6.15000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283H3D5 17211.17000000 PA USD 17683.29000000 0.000588700424 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.00000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 1197000.00000000 PA USD 1222562.29000000 0.040700737216 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N Citadel Finance LLC 549300BQL283NCR7P163 17287HAD2 2265000.00000000 PA USD 2250248.21000000 0.074913778885 Long DBT CORP US N 2 2030-02-10 Fixed 5.90000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AH6 1291000.00000000 PA USD 1316857.81000000 0.043839961460 Long DBT CORP US N 2 2036-01-25 Fixed 6.10000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CMZ1 65068400.00000000 PA USD 65536079.13000000 2.181783911289 Long DBT UST US N 2 2030-04-30 Fixed 3.87500000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BY9 95000.00000000 PA USD 96118.09000000 0.003199900041 Long DBT CORP US N 2 2027-01-12 Fixed 5.35000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 394135.21000000 PA USD 386732.37000000 0.012874838929 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.41700000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAU7 200000.00000000 PA USD 196451.61000000 0.006540137398 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DA33 101164.05000000 PA USD 103866.71000000 0.003457861986 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 7.50000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBB6 2236000.00000000 PA USD 2258032.60000000 0.075172931662 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 458140AX8 250000.00000000 PA USD 242813.11000000 0.008083573870 Long DBT CORP US N 2 2027-05-11 Fixed 3.15000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCZR0 98646.71000000 PA USD 17325.29000000 0.000576782124 Long ABS-APCP USGSE US N 2 2036-03-25 Fixed 6.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAY9 5579000.00000000 PA USD 5335291.09000000 0.177618991199 Long DBT CORP US N 2 2056-03-04 Variable 5.61200000 N N N N N N Chase Home Lending Mortgage Trust N/A 16160QAD6 4652203.46000000 PA USD 4662153.13000000 0.155209326313 Long ABS-MBS CORP US N 2 2055-09-25 Variable 5.50000000 N N N N N N Zions Bancorp., N.A. 8WH0EE09O9V05QJZ3V89 98971DAC4 300000.00000000 PA USD 296051.38000000 0.009855947233 Long DBT CORP US N 2 2035-11-19 Variable 6.81600000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FLN59 30943828.15000000 PA USD 83198.67000000 0.002769795234 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.77131500 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC36 2149000.00000000 PA USD 2186247.18000000 0.072783098817 Long DBT CORP US N 2 2031-01-28 Variable 5.20700000 N N N N N N Sonic Capital LLC N/A 83546DAQ1 1754783.34000000 PA USD 1481048.90000000 0.049306102909 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AS9 957000.00000000 PA USD 958186.40000000 0.031899309499 Long DBT CORP US N 2 2025-08-08 Fixed 5.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFL4 304000.00000000 PA USD 307194.45000000 0.010226914968 Long DBT CORP US N 2 2035-01-18 Variable 5.46600000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 762161.35000000 PA USD 659324.06000000 0.021949781639 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAJ3 1056000.00000000 PA USD 1076705.69000000 0.035844975513 Long DBT CORP US N 2 2027-05-20 Fixed 5.70000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HBP1 934000.00000000 PA USD 925464.01000000 0.030809937278 Long DBT CORP US N 2 2027-09-26 Fixed 4.95000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCT5 1006000.00000000 PA USD 1019408.13000000 0.033937462945 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21688ABF8 4357000.00000000 PA USD 4367983.43000000 0.145416022729 Long DBT CORP NL N 2 2026-08-28 Fixed 4.33300000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TKCT5 16532.82000000 PA USD 16772.81000000 0.000558389325 Long ABS-APCP USGSE US N 2 2029-04-15 Fixed 6.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 2024000.00000000 PA USD 2040737.08000000 0.067938872563 Long DBT CORP GB N 2 2031-03-03 Variable 5.13000000 N N N N N N Angel Oak Mortgage Trust N/A 03464JAA9 2055100.31000000 PA USD 1751233.38000000 0.058300906372 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.97800000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBH1 200000.00000000 PA USD 205924.13000000 0.006855490284 Long DBT CORP GB N 2 2033-01-24 Fixed 5.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397G72 1908000.00000000 PA USD 1897235.77000000 0.063161521620 Long DBT CORP US N 2 2028-03-20 Fixed 5.91800000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3L5 678000.00000000 PA USD 693286.30000000 0.023080430128 Long DBT CORP US N 2 2028-04-22 Variable 5.70700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EWW6 89330.39000000 PA USD 8018.20000000 0.000266936624 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 2.53183000 N N N N N N Madison Park Funding XLVIII Ltd. N/A 55821UAA2 9765223.10000000 PA USD 9773484.48000000 0.325372397598 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 5.68108000 N N N N N N AMSR Trust N/A 00180UAB1 4415000.00000000 PA USD 4222109.53000000 0.140559685085 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 1.72600000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAH0 1377000.00000000 PA USD 1395508.08000000 0.046458334362 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LCF4 2341000.00000000 PA USD 2250525.76000000 0.074923018897 Long DBT CORP US N 2 2054-10-15 Fixed 5.35000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392RT84 3337.36000000 PA USD 210.73000000 0.000007015484 Long ABS-APCP USGSE US N 2 2029-09-15 Floating 3.64081000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CF9 680000.00000000 PA USD 645542.56000000 0.021490977033 Long DBT CORP US N 2 2054-04-15 Fixed 5.55000000 N N N N N N FirstEnergy Pennsylvania Electric Co. TBL0FUJQXXOVZMZFHZ71 591894CE8 53000.00000000 PA USD 54049.58000000 0.001799382960 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DR3 91000.00000000 PA USD 97175.44000000 0.003235100640 Long DBT CORP US N 2 2031-05-01 Fixed 6.38800000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0BH4 7330944.04000000 PA USD 7497146.58000000 0.249590057964 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DN6 2014000.00000000 PA USD 2032268.73000000 0.067656949841 Long DBT CORP US N 2 2029-11-01 Fixed 4.62500000 N N N N N N Piedmont Operating Partnership, L.P. 549300WKGDPAS39FBD10 720198AG5 1830000.00000000 PA USD 1982924.19000000 0.066014203969 Long DBT CORP US N 2 2028-07-20 Fixed 9.25000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6Q8 114928.43000000 PA USD 15505.47000000 0.000516197878 Long ABS-APCP USGSE US N 2 2034-05-25 Variable 5.50000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAV6 220000.00000000 PA USD 214246.08000000 0.007132539154 Long DBT CORP US N 2 2036-01-16 Variable 5.38500000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GQ4 90000.00000000 PA USD 89637.71000000 0.002984159506 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2Z1 2120000.00000000 PA USD 2156288.76000000 0.071785742862 Long DBT CORP US N 2 2029-01-11 Fixed 4.90000000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690DK64 2410000.00000000 PA USD 2400614.57000000 0.079919676544 Long DBT CORP US N 2 2029-01-12 Floating 5.27622900 N N N N N N Hertz Vehicle Financing III L.P. N/A 42806MAE9 1322000.00000000 PA USD 1264368.60000000 0.042092525308 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690DK72 1609000.00000000 PA USD 1633538.49000000 0.054382685739 Long DBT CORP US N 2 2029-01-12 Variable 5.01600000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CJ7 167000.00000000 PA USD 170849.56000000 0.005687810839 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 248000.00000000 PA USD 266477.74000000 0.008871401120 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N Quest Diagnostics Inc. 8MCWUBXQ0WE04KMXBX50 74834LBD1 201000.00000000 PA USD 218265.03000000 0.007266335386 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129354W6 317725.13000000 PA USD 323993.31000000 0.010786171533 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N TTX Co. 549300I8CNSYS1OGX775 87305QCS8 1395000.00000000 PA USD 1411642.22000000 0.046995461507 Long DBT CORP US N 2 2034-11-15 Fixed 5.05000000 N N N N N N KKR Financial CLO 2013-1, Ltd. 549300ZUUB37M3VWNC17 48249VAW1 321574.43000000 PA USD 321680.23000000 0.010709166000 Long ABS-CBDO CORP KY N 2 2029-04-15 Floating 5.35610000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 407000.00000000 PA USD 413087.58000000 0.013752239193 Long DBT CORP US N 2 2030-02-13 Variable 5.17400000 N N N N N N WF Card Issuance Trust N/A 92970QAA3 7253000.00000000 PA USD 7356919.53000000 0.244921711525 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.94000000 N N N N N N Verus Securitization Trust N/A 92536PAD6 520995.58000000 PA USD 511730.51000000 0.017036194542 Long ABS-MBS CORP US N 2 2060-01-25 Variable 3.64200000 N N N N N N Tucson Electric Power Co. YLF139GXSRKPBBTNZL03 898813AW0 200000.00000000 PA USD 199964.02000000 0.006657070234 Long DBT CORP US N 2 2034-09-15 Fixed 5.20000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109CT9 974000.00000000 PA USD 965703.99000000 0.032149580146 Long DBT CORP US N 2 2035-04-15 Fixed 5.12500000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BC3 67000.00000000 PA USD 67407.11000000 0.002244073036 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 202795JN1 400000.00000000 PA USD 394913.33000000 0.013147194052 Long DBT CORP US N 2 2028-08-15 Fixed 3.70000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AQ2 77000.00000000 PA USD 78252.34000000 0.002605125279 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BC2 196000.00000000 PA USD 188672.00000000 0.006281143754 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857AF2 526000.00000000 PA USD 529551.64000000 0.017629483845 Long DBT CORP CA N 2 2026-06-15 Variable 5.36500000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAA5 144000.00000000 PA USD 146074.25000000 0.004863007563 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBG3 957000.00000000 PA USD 967734.04000000 0.032217163231 Long DBT CORP JP N 2 2026-03-09 Fixed 5.65000000 N N N N N N Oaktree CLO 2021-2 Ltd. N/A 67389BAQ8 3920000.00000000 PA USD 3876519.36000000 0.129054525136 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.22610000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FP3 812000.00000000 PA USD 883965.03000000 0.029428380614 Long DBT CORP AU N 2 2033-11-17 Fixed 6.82000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAL0 82000.00000000 PA USD 82898.01000000 0.002759785859 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Cross 2024-H2 Mortgage Trust N/A 22757BAA2 3223490.33000000 PA USD 3244946.53000000 0.108028619138 Long ABS-MBS CORP US N 2 2069-04-25 Variable 6.09300000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 218671435.42000000 NS USD 218671435.42000000 7.279865167271 Long STIV RF US N 1 N N N N/A N/A N/A 348.00000000 NC USD 409367.62000000 0.013628396739 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-06-30 37590601.30000000 USD 409367.62000000 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810RU4 4000000.00000000 PA USD 2977265.64000000 0.099117163541 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U7W4 1649000.00000000 PA USD 1689071.54000000 0.056231455404 Long DBT CORP US N 2 2026-10-30 Fixed 5.88200000 N N N N N N Africa Finance Corp. 213800LXFHRRXIJRXW97 00832XAA9 5890000.00000000 PA USD 5761598.00000000 0.191811319605 Long DBT CORP NG N 2 N/A Variable 7.50000000 N N N N N N Nippon Life Insurance Co. 549300Y0HHMFW3EVWY08 654579AP6 2336000.00000000 PA USD 2371409.74000000 0.078947408610 Long DBT CORP JP N 2 2055-04-30 Variable 6.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BQ5 281000.00000000 PA USD 277078.74000000 0.009224322619 Long DBT CORP US N 2 2034-05-15 Fixed 5.30000000 N N N N N N J.P. Morgan Mortgage Trust N/A 46630GAR6 122604.10000000 PA USD 123150.63000000 0.004099849529 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.04447000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLE3 110000.00000000 PA USD 115616.18000000 0.003849017590 Long DBT CORP US N 2 2030-11-20 Fixed 5.55000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F060642 -3600000.00000000 PA USD -3650831.82000000 -0.12154108444 Short ABS-MBS CORP US N 2 2055-04-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CY63 616121.03000000 PA USD 635399.52000000 0.021153301637 Long ABS-APCP USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CZ4 1795000.00000000 PA USD 1799201.45000000 0.059897827713 Long DBT CORP US N 2 2028-04-24 Floating 5.33024500 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31402QYV7 45255.79000000 PA USD 46571.15000000 0.001550416002 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAG8 327000.00000000 PA USD 325125.52000000 0.010823864321 Long DBT CORP US N 2 2033-05-15 Fixed 5.03500000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JDA9 3578000.00000000 PA USD 3538972.29000000 0.117817130767 Long DBT CORP US N 2 2055-04-01 Fixed 5.80000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCS1 317000.00000000 PA USD 329608.74000000 0.010973116724 Long DBT CORP US N 2 2033-11-15 Fixed 5.65000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CT3 420000.00000000 PA USD 394420.50000000 0.013130787081 Long DBT CORP US N 2 2064-08-14 Fixed 5.20000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCU1 2079000.00000000 PA USD 2082975.51000000 0.069345046509 Long DBT CORP US N 2 2027-08-27 Fixed 4.40000000 N N N N N N Federal Realty OP L.P. 549300LI6XZ51GOCJ427 313747AY3 500000.00000000 PA USD 486175.08000000 0.016185420026 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160DG6 3454000.00000000 PA USD 3503265.92000000 0.116628417853 Long DBT CORP US N 2 2027-03-01 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KT3 772000.00000000 PA USD 707493.73000000 0.023553414515 Long DBT CORP US N 2 2054-10-01 Fixed 5.90000000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAT3 1502000.00000000 PA USD 1513089.37000000 0.050372773098 Long DBT CORP GB N 2 2032-03-14 Fixed 5.00000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BB0 3250000.00000000 PA USD 3229865.57000000 0.107526553767 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DZ9 2331000.00000000 PA USD 2353666.32000000 0.078356706377 Long DBT CORP US N 2 2036-01-30 Variable 5.44200000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DXZ8 157043.97000000 PA USD 10275.26000000 0.000342077177 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 2.13183000 N N N N N N WEST Trust 2025-ROSE N/A 955909AA4 9000000.00000000 PA USD 9079194.60000000 0.302258556946 Long ABS-MBS CORP US N 2 2030-04-10 Variable 5.45406300 N N N N N N N/A N/A N/A 738.00000000 NC USD 343372.43000000 0.011431328411 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2025-06-18 85725877.57000000 USD 343372.43000000 N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BC9 200000.00000000 PA USD 178991.57000000 0.005958869265 Long DBT CORP US N 2 2030-05-15 Fixed 2.05000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDX1 367000.00000000 PA USD 385842.34000000 0.012845208637 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AW4 200000.00000000 PA USD 199755.67000000 0.006650133983 Long DBT CORP US N 2 2027-05-10 Fixed 4.00000000 N N N N N N Western Midstream Operating, L.P. L6D8A6MLSY454J2JXJ60 958667AE7 139000.00000000 PA USD 140497.67000000 0.004677355741 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CW9 674000.00000000 PA USD 683740.16000000 0.022762626333 Long DBT CORP US N 2 2034-06-01 Fixed 5.65000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HW6 400000.00000000 PA USD 409687.85000000 0.013639057625 Long DBT CORP US N 2 2033-11-15 Fixed 5.20000000 N N N N N N Piedmont Operating Partnership, L.P. 549300WKGDPAS39FBD10 720198AJ9 1285000.00000000 PA USD 1310751.63000000 0.043636678544 Long DBT CORP US N 2 2029-07-15 Fixed 6.87500000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAH7 440000.00000000 PA USD 407467.85000000 0.013565150849 Long DBT CORP US N 2 2028-07-15 Fixed 1.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A1QW8 230002.50000000 PA USD 19473.58000000 0.000648301578 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 2.08183000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397PM49 53927.04000000 PA USD 6015.53000000 0.000200265056 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 2.54081000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5F54 3065.41000000 PA USD 3211.44000000 0.000106913141 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N COLT Mortgage Loan Trust N/A 19688HAA9 2143295.66000000 PA USD 1931223.41000000 0.064293015709 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28400000 N N N N N N Molex Electronic Technologies, LLC 549300WTBVUFUPSIWI20 60856BAF1 2379000.00000000 PA USD 2412107.54000000 0.080302292919 Long DBT CORP US N 2 2032-04-30 Fixed 5.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397T4E9 33906.39000000 PA USD 3120.57000000 0.000103887957 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 1.54081000 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAE5 400000.00000000 PA USD 393814.56000000 0.013110614526 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DJ5 550000.00000000 PA USD 555804.21000000 0.018503467087 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 214000.00000000 PA USD 216325.72000000 0.007201773157 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 88339WAC0 326000.00000000 PA USD 319831.68000000 0.010647625292 Long DBT CORP US N 2 2034-03-15 Fixed 5.15000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 40879.01000000 PA USD 6014.15000000 0.000200219114 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB60 1590000.00000000 PA USD 1586615.57000000 0.052820558843 Long DBT CORP US N 2 2030-10-23 Variable 4.69200000 N N N N N N Carlyle Global Market Strategies CLO Ltd. 549300Q4PPEXLDSOKL32 14311NAU8 3159980.93000000 PA USD 3161737.88000000 0.105258491656 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 5.48947000 N N N N N N Oceanview Mortgage Trust N/A 67647WAE7 2275765.14000000 PA USD 2040735.04000000 0.067938804649 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3R2 1517000.00000000 PA USD 1527569.42000000 0.050854833370 Long DBT CORP US N 2 2028-01-24 Variable 4.90000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KA8 220000.00000000 PA USD 213017.22000000 0.007091628757 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DZ8 232000.00000000 PA USD 247753.55000000 0.008248047739 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DR7 1351000.00000000 PA USD 1349809.49000000 0.044936967052 Long DBT CORP US N 2 2028-04-28 Fixed 4.12500000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EC8 200000.00000000 PA USD 213570.04000000 0.007110032876 Long DBT CORP US N 2 2063-11-15 Fixed 6.40000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBP2 57000.00000000 PA USD 55656.76000000 0.001852888136 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Southwestern Public Service Co. OL6FE7QD5EQ3DOYEO258 845743BX0 200000.00000000 PA USD 200607.10000000 0.006678479229 Long DBT CORP US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EZ2 37000.00000000 PA USD 32221.89000000 0.001072709904 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AF0 208000.00000000 PA USD 209309.78000000 0.006968203111 Long DBT CORP US N 2 2034-04-01 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403DDN6 57714.49000000 PA USD 60281.65000000 0.002006856923 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 7.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DG1 1054000.00000000 PA USD 1071361.80000000 0.035667070252 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599EJ0 340000.00000000 PA USD 335305.42000000 0.011162766836 Long DBT CORP US N 2 2029-08-01 Fixed 5.20000000 N N N N N N IBM International Capital Pte. Ltd. 2549007KTXQQBYZO7485 449276AE4 110000.00000000 PA USD 108178.52000000 0.003601407920 Long DBT CORP SG N 2 2034-02-05 Fixed 4.90000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEF9 64000.00000000 PA USD 64147.10000000 0.002135542934 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB29 1335000.00000000 PA USD 1351274.26000000 0.044985731208 Long DBT CORP US N 2 2030-07-23 Variable 5.04900000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BS2 111000.00000000 PA USD 113962.59000000 0.003793967363 Long DBT CORP US N 2 2028-02-01 Fixed 5.70000000 N N N N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663AB8 190000.00000000 PA USD 194981.03000000 0.006491179818 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAX9 168000.00000000 PA USD 165404.83000000 0.005506548480 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CE0 1731000.00000000 PA USD 1738980.05000000 0.057892976594 Long DBT CORP US N 2 2026-03-20 Fixed 5.40000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAN0 2633000.00000000 PA USD 2602578.00000000 0.086643309817 Long DBT CORP US N 2 2030-01-15 Fixed 4.30000000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAZ1 733000.00000000 PA USD 738542.63000000 0.024587074010 Long DBT CORP NL N 2 2025-10-14 Fixed 7.05000000 N N N N N N OBX Trust N/A 67448DAM2 2305000.00000000 PA USD 2061554.43000000 0.068631910046 Long ABS-MBS CORP US N 2 2062-01-25 Variable 3.38400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A9XT0 303383.05000000 PA USD 6076.06000000 0.000202280181 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEX0 3058000.00000000 PA USD 3128994.65000000 0.104168425644 Long DBT CORP US N 2 2036-04-22 Variable 5.57200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEE2 1021000.00000000 PA USD 1044420.30000000 0.034770151608 Long DBT CORP US N 2 2028-04-22 Variable 5.57100000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89115A3C4 3257000.00000000 PA USD 3289170.53000000 0.109500895371 Long DBT CORP CA N 2 2029-12-17 Fixed 4.78300000 N N N N N N Sonic Capital LLC N/A 83546DAN8 1793350.01000000 PA USD 1634496.68000000 0.054414585169 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.19000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BN8 354000.00000000 PA USD 361774.15000000 0.012043946334 Long DBT CORP US N 2 2029-03-21 Fixed 5.20000000 N N N N N N Omnicom Group Inc. HKUPACFHSSASQK8HLS17 681919BD7 850000.00000000 PA USD 745465.61000000 0.024817549293 Long DBT CORP US N 2 2031-08-01 Fixed 2.60000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 110000.00000000 PA USD 109187.19000000 0.003634987897 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AF2 2270000.00000000 PA USD 2282670.71000000 0.075993167366 Long DBT CORP US N 2 2029-08-15 Fixed 4.95000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBY0 264000.00000000 PA USD 274984.79000000 0.009154612217 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N Rate Mortgage Trust N/A 75408TAA4 3793832.05000000 PA USD 3820507.24000000 0.127189806589 Long ABS-MBS CORP US N 2 2054-12-25 Variable 6.00000000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484AE1 441000.00000000 PA USD 446580.49000000 0.014867263057 Long DBT CORP US N 2 2033-12-07 Fixed 5.30000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DW7 272000.00000000 PA USD 275059.75000000 0.009157107736 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A5AX4 325786.72000000 PA USD 27487.67000000 0.000915101375 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAM9 2005000.00000000 PA USD 1980445.93000000 0.065931699372 Long DBT CORP US N 2 2055-05-15 Fixed 5.25000000 N N N N N N Life Mortgage Trust N/A 53218CAE0 167675.76000000 PA USD 165671.26000000 0.005515418292 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.53648000 N N N N N N Americold Realty Operating Partnership, L.P. 549300FKD9KVWNHSUU79 03063UAA9 1448000.00000000 PA USD 1406687.36000000 0.046830507576 Long DBT CORP US N 2 2034-09-12 Fixed 5.40900000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 2723000.00000000 PA USD 2696086.28000000 0.089756325786 Long DBT CORP US N 2 2030-09-19 Variable 4.54200000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AF0 1146000.00000000 PA USD 1161351.71000000 0.038662954968 Long DBT CORP US N 2 2031-01-25 Fixed 5.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCT0 2249000.00000000 PA USD 2141066.78000000 0.071278982746 Long DBT CORP US N 2 2034-09-27 Fixed 4.70000000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAC8 129000.00000000 PA USD 134808.17000000 0.004487944660 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N Keybank N.A. HUX2X73FUCYHUVH1BK78 49327M3F9 936000.00000000 PA USD 961432.89000000 0.032007389502 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PC3 2629000.00000000 PA USD 2618357.91000000 0.087168644170 Long DBT CORP US N 2 2034-08-15 Fixed 5.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TEB78 25961.00000000 PA USD 26370.38000000 0.000877905294 Long ABS-APCP USGSE US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRP99 13403238.56000000 PA USD 13707663.64000000 0.456346494757 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 313921A65 68007.66000000 PA USD 6186.49000000 0.000205956543 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 3.43183000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QSP54 17233037.40000000 PA USD 17324025.42000000 0.576740025370 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAY6 110000.00000000 PA USD 103469.85000000 0.003444649985 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBS1 506000.00000000 PA USD 512053.42000000 0.017046944649 Long DBT CORP US N 2 2028-02-04 Fixed 4.87500000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12662EAA1 652591.94000000 PA USD 589973.00000000 0.019640991902 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Plains All American Pipeline, L.P. 5521FA2ITF25TVH63740 72650RBQ4 3185000.00000000 PA USD 3188681.32000000 0.106155474885 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119DB2 2255000.00000000 PA USD 2276011.30000000 0.075771466681 Long DBT CORP US N 2 2035-03-01 Fixed 5.75000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 223000.00000000 PA USD 224909.02000000 0.007487522718 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 06405LAG6 3053000.00000000 PA USD 3059983.25000000 0.101870943643 Long DBT CORP US N 2 2027-04-20 Floating 5.08800700 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 4080000.00000000 PA USD 4043769.60000000 0.134622509789 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.13634000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 232000.00000000 PA USD 229196.18000000 0.007630248020 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EN9 880000.00000000 PA USD 858139.22000000 0.028568604785 Long DBT CORP US N 2 2029-07-08 Fixed 3.25000000 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 59523UAX5 200000.00000000 PA USD 195119.08000000 0.006495775688 Long DBT CORP US N 2 2035-03-01 Fixed 4.95000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918AR5 400000.00000000 PA USD 325794.04000000 0.010846120248 Long DBT CORP US N 2 2042-11-15 Fixed 3.50000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BG7 55000.00000000 PA USD 57150.95000000 0.001902631724 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N Pricoa Global Funding I 635400IBXEBMD9ADYA79 74153WCV9 961000.00000000 PA USD 962035.61000000 0.032027454859 Long DBT CORP US N 2 2031-08-27 Fixed 4.65000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680CG6 700000.00000000 PA USD 625105.61000000 0.020810603576 Long DBT CORP US N 2 2064-11-01 Fixed 5.85000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BH2 350000.00000000 PA USD 352379.75000000 0.011731194166 Long DBT CORP US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CA5 174000.00000000 PA USD 171894.80000000 0.005722608280 Long DBT CORP US N 2 2034-02-15 Fixed 4.75000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DQ5 454000.00000000 PA USD 477698.42000000 0.015903220654 Long DBT CORP US N 2 2029-05-01 Fixed 6.29800000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DE1 1241000.00000000 PA USD 1268556.74000000 0.042231954102 Long DBT CORP JP N 2 2030-04-17 Variable 5.25800000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAH4 90000.00000000 PA USD 92531.41000000 0.003080494657 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N WarnerMedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 1352000.00000000 PA USD 924861.64000000 0.030789883574 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 361448BR3 1027000.00000000 PA USD 996255.45000000 0.033166679197 Long DBT CORP US N 2 2054-06-05 Fixed 6.05000000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AK1 1178000.00000000 PA USD 1204384.84000000 0.040095585543 Long DBT CORP US N 2 2028-05-30 Fixed 5.00000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457BV9 200000.00000000 PA USD 195421.64000000 0.006505848316 Long DBT CORP US N 2 2029-03-15 Fixed 3.37500000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCK8 110000.00000000 PA USD 107219.85000000 0.003569492511 Long DBT CORP US N 2 2032-09-15 Fixed 4.55000000 N N N N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356AB2 73000.00000000 PA USD 73351.39000000 0.002441966084 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N Brookfield Asset Management Ltd. 549300CZ84WPNJZKY093 113004AA3 4363000.00000000 PA USD 4435258.52000000 0.147655700643 Long DBT CORP CA N 2 2035-04-24 Fixed 5.79500000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XBB4 358000.00000000 PA USD 317839.07000000 0.010581288635 Long DBT CORP US N 2 2064-04-18 Fixed 5.90000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECX7 141000.00000000 PA USD 151555.63000000 0.005045490050 Long DBT CORP US N 2 2054-03-15 Fixed 6.40000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAR1 400000.00000000 PA USD 391399.66000000 0.013030219268 Long DBT CORP US N 2 2028-01-15 Fixed 3.60000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAR3 104000.00000000 PA USD 96449.96000000 0.003210948438 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAG8 17063850.52000000 PA USD 320291.89000000 0.010662946300 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.00046600 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F6J1 8576.14000000 PA USD 544.83000000 0.000018138120 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 3.63512000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAP6 445000.00000000 PA USD 471143.73000000 0.015685006238 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 252000.00000000 PA USD 266015.71000000 0.008856019522 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25160PAQ0 2937000.00000000 PA USD 2976919.73000000 0.099105647733 Long DBT CORP DE N 2 2029-01-10 Variable 5.37300000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BX1 200000.00000000 PA USD 162664.47000000 0.005415318223 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACB1 173000.00000000 PA USD 174029.01000000 0.005793658991 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL3C1 4317000.00000000 PA USD 4327060.94000000 0.144053658189 Long DBT CORP US N 2 2029-08-28 Fixed 4.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DQF0 75594.56000000 PA USD 6645.97000000 0.000221253248 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 2.23183000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAX7 685000.00000000 PA USD 694884.36000000 0.023133631687 Long DBT CORP US N 2 2027-04-18 Fixed 5.20000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MGA6 1798000.00000000 PA USD 1784661.16000000 0.059413761971 Long DBT CORP US N 2 2035-03-03 Fixed 4.95000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F030454 300000.00000000 PA USD 284870.98000000 0.009483736732 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 3.00000000 N N N N N N Rate Mortgage Trust N/A 75410CAD1 3474377.40000000 PA USD 3511501.12000000 0.116902578698 Long ABS-MBS CORP US N 2 2055-03-25 Variable 6.00000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CG1 127000.00000000 PA USD 115267.81000000 0.003837419886 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477DB6 2715000.00000000 PA USD 2754766.85000000 0.091709880610 Long DBT CORP US N 2 2030-04-24 Fixed 4.83400000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810UE6 151174200.00000000 PA USD 146379143.34000000 4.873157871622 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BT1 494000.00000000 PA USD 508918.68000000 0.016942584953 Long DBT CORP US N 2 2027-10-20 Variable 6.61500000 N N N N N N Verus Securitization Trust N/A 92538BAA1 553028.96000000 PA USD 532772.56000000 0.017736712589 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H030658 900000.00000000 PA USD 796963.23000000 0.026531974084 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 3.00000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAL5 119000.00000000 PA USD 119798.40000000 0.003988249300 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N Norinchukin Bank (The) 5493007VSMFZCPV1NB83 656029AN5 1163000.00000000 PA USD 1173315.55000000 0.039061247237 Long DBT CORP JP N 2 2029-10-16 Fixed 5.09400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEV4 2206000.00000000 PA USD 2253572.39000000 0.075024445293 Long DBT CORP US N 2 2031-01-24 Variable 5.14000000 N N N N N N RUN Trust N/A 74981CAA9 1737915.80000000 PA USD 1693053.94000000 0.056364034838 Long ABS-MBS CORP US N 2 2067-03-25 Fixed 4.00000000 N N N N N N COLT Mortgage Loan Trust N/A 19685EAA9 2100015.54000000 PA USD 1978590.33000000 0.065869923961 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.99400000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAU7 2442000.00000000 PA USD 2331800.21000000 0.077628754268 Long DBT CORP US N 2 2039-09-19 Variable 5.41100000 N N N N N N South Bow USA Infrastructure Holdings LLC 254900Z1WAY7QFQ7O850 83007CAG7 315000.00000000 PA USD 291706.34000000 0.009711295028 Long DBT CORP US N 2 2054-10-01 Fixed 6.17600000 N N N N N N Oglethorpe Power Corp. (An Electric Membership Corp.) 3EERXCUSWMS9GV5D9M98 677050AX4 881000.00000000 PA USD 862230.23000000 0.028704799991 Long DBT CORP US N 2 2055-02-01 Fixed 5.90000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAH4 505000.00000000 PA USD 490091.80000000 0.016315812884 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N Paychex, Inc. 529900K900DW6SUBM174 704326AC1 1310000.00000000 PA USD 1334940.71000000 0.044441965437 Long DBT CORP US N 2 2035-04-15 Fixed 5.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC44 6474000.00000000 PA USD 6540320.30000000 0.217736028683 Long DBT CORP US N 2 2036-01-28 Variable 5.53600000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPX1 294002.81000000 PA USD 267763.15000000 0.008914194142 Long ABS-MBS CORP US N 2 2036-01-25 Variable 4.92598200 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DL5 6609000.00000000 PA USD 6756187.12000000 0.224922524443 Long DBT CORP JP N 2 2036-04-24 Variable 5.61500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 199029.85000000 PA USD 27542.34000000 0.000916921413 Long ABS-APCP USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U8A1 1609000.00000000 PA USD 1622496.42000000 0.054015080430 Long DBT CORP US N 2 2028-01-14 Variable 4.95200000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AYAT0 4963886.68000000 PA USD 519318.85000000 0.017288820551 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 1.43183000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJZY2 3966.75000000 PA USD 103.37000000 0.000003441325 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 3.24081000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CK4 474000.00000000 PA USD 485053.63000000 0.016148085453 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020455 800000.00000000 PA USD 726957.21000000 0.024201379851 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 2.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 21685WCJ4 400000.00000000 PA USD 389649.25000000 0.012971945773 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25000000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FCA7 3538000.00000000 PA USD 3525439.75000000 0.117366614373 Long DBT CORP US N 2 2028-02-15 Fixed 4.15000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEG7 816000.00000000 PA USD 845830.73000000 0.028158838656 Long DBT CORP US N 2 2030-04-22 Variable 5.58100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA79 7551000.00000000 PA USD 7719107.91000000 0.256979448131 Long DBT CORP US N 2 N/A Variable 7.50000000 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 06405LAH4 1556000.00000000 PA USD 1578314.19000000 0.052544194776 Long DBT CORP US N 2 2029-04-20 Variable 4.72900000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CJ5 1270000.00000000 PA USD 1283924.99000000 0.042743583743 Long DBT CORP US N 2 2027-02-09 Fixed 4.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CC1 578000.00000000 PA USD 583436.40000000 0.019423379727 Long DBT CORP US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Ingersoll Rand Inc. 5299004C02FMZCUOIR50 45687VAC0 755000.00000000 PA USD 766339.23000000 0.025512460080 Long DBT CORP US N 2 2027-06-15 Fixed 5.19700000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAF0 790000.00000000 PA USD 782369.75000000 0.026046137576 Long DBT CORP US N 2 2031-12-15 Fixed 4.95000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BV0 102000.00000000 PA USD 104842.19000000 0.003490337023 Long DBT CORP US N 2 2027-11-15 Fixed 5.10000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AE7 110000.00000000 PA USD 107626.23000000 0.003583021446 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEQ5 2703000.00000000 PA USD 2702149.47000000 0.089958177507 Long DBT CORP US N 2 2030-10-22 Variable 4.60300000 N N N N N N Flagstar Mortgage Trust N/A 33851TAF4 4837378.89000000 PA USD 4322043.73000000 0.143886628543 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.70000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 362000.00000000 PA USD 370647.55000000 0.012339353713 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CKG6 40709.71000000 PA USD 2226.74000000 0.000074131159 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 2.28183000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AA8 3800000.00000000 PA USD 3658295.72000000 0.121789567679 Long DBT CORP DE N 2 N/A Variable 3.50000000 N N N N N N Stryker Corp. 5493002F0SC4JTBU5137 863667BE0 1672000.00000000 PA USD 1663262.70000000 0.055372244529 Long DBT CORP US N 2 2029-09-11 Fixed 4.25000000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBA7 152000.00000000 PA USD 152063.75000000 0.005062406046 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust 2024-NQM5 N/A 61777QAA3 4824748.86000000 PA USD 4848224.64000000 0.161403896270 Long ABS-MBS CORP US N 2 2069-10-25 Variable 5.64900000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BT0 178000.00000000 PA USD 182427.44000000 0.006073253982 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BL0 281000.00000000 PA USD 289811.32000000 0.009648207272 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TMBG0 32402.11000000 PA USD 33015.00000000 0.001099113599 Long ABS-APCP USGSE US N 2 2029-10-15 Fixed 6.50000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BF8 213000.00000000 PA USD 212837.71000000 0.007085652629 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N Caterpillar Financial Services Corp. EDBQKYOPJUCJKLOJDE72 14913UAB6 737000.00000000 PA USD 738071.81000000 0.024571399781 Long DBT CORP US N 2 2025-08-11 Fixed 5.15000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 98000.00000000 PA USD 105520.38000000 0.003512914877 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 416000.00000000 PA USD 423599.09000000 0.014102181449 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAJ5 108000.00000000 PA USD 109779.24000000 0.003654698035 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N Angel Oak Mortgage Trust 254900NLG610771ZLP05 034942AA0 4533869.58000000 PA USD 4562311.90000000 0.151885477951 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.98500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 358844.25000000 PA USD 21567.58000000 0.000718013644 Long ABS-APCP USGA US N 2 2037-04-16 Floating 2.11459000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377REZ3 6614000.00000000 PA USD 6527455.81000000 0.217307752568 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.83000000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBK4 1050000.00000000 PA USD 1069317.74000000 0.035599020755 Long DBT CORP JP N 2 2026-09-14 Fixed 5.65000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CW3 498000.00000000 PA USD 467164.72000000 0.015552539662 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 1192000.00000000 PA USD 1335385.68000000 0.044456779085 Long DBT CORP CH N 2 N/A Variable 9.25000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2K4 155000.00000000 PA USD 155708.83000000 0.005183755644 Long DBT CORP US N 2 2027-09-15 Fixed 4.35000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 187000.00000000 PA USD 192435.65000000 0.006406440707 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 88315LAQ1 2862120.00000000 PA USD 2641051.85000000 0.087924155849 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F042657 74662202.00000000 PA USD 71413252.39000000 2.377442886205 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 4.50000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAR1 110000.00000000 PA USD 98667.01000000 0.003284757004 Long DBT CORP US N 2 2031-08-15 Fixed 3.00000000 N N N N N N Alternative Loan Trust N/A 12667GUG6 214796.14000000 PA USD 120444.27000000 0.004009751178 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAN1 1890000.00000000 PA USD 1713462.85000000 0.057043474805 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.34600000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PET5 700000.00000000 PA USD 709131.49000000 0.023607937740 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N N PMT Loan Trust 2025-INV1 N/A 693967AG6 2628442.69000000 PA USD 2666121.42000000 0.088758755435 Long ABS-MBS CORP US N 2 2060-01-25 Variable 6.00000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 008513AE3 480000.00000000 PA USD 484895.83000000 0.016142832079 Long DBT CORP US N 2 2034-06-15 Fixed 5.62500000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434CW0 110000.00000000 PA USD 107304.84000000 0.003572321942 Long DBT CORP US N 2 2027-04-15 Fixed 2.95000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAT9 1265000.00000000 PA USD 1271514.75000000 0.042330430220 Long DBT CORP US N 2 2026-12-30 Fixed 5.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NP41 58879.47000000 PA USD 59378.46000000 0.001976788517 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 5.40817000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB37 1066000.00000000 PA USD 1059807.34000000 0.035282406792 Long DBT CORP US N 2 2035-07-23 Variable 5.33000000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AE0 118000.00000000 PA USD 122306.68000000 0.004071753303 Long DBT CORP US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Komatsu Finance America Inc. 549300SRAAFEEQ8Z4D68 50048WAA6 1038000.00000000 PA USD 1065206.86000000 0.035462164050 Long DBT CORP US N 2 2027-10-06 Fixed 5.49900000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFN7 660000.00000000 PA USD 670067.47000000 0.022307444157 Long DBT CORP US N 2 2029-02-07 Fixed 4.85000000 N N N N N N Blue Owl Credit Income Corp. 5493003I42XBWPE05N35 69120VAP6 100000.00000000 PA USD 103666.23000000 0.003451187739 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAZ5 2091000.00000000 PA USD 2056169.08000000 0.068452624526 Long DBT CORP US N 2 2030-04-01 Fixed 4.35000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KS9 95000.00000000 PA USD 96147.51000000 0.003200879473 Long DBT CORP US N 2 2028-05-16 Fixed 4.65000000 N N N N N N Subway Funding LLC N/A 864300AC2 4250640.00000000 PA USD 4334575.69000000 0.144303834288 Long ABS-O CORP US N 2 2054-07-30 Fixed 6.26800000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BV0 1929000.00000000 PA USD 1761329.95000000 0.058637034720 Long DBT CORP US N 2 2055-04-01 Variable 6.55000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECJ2 400000.00000000 PA USD 409115.46000000 0.013620001994 Long DBT CORP GB N 2 2027-09-13 Variable 6.49600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 406000.00000000 PA USD 422997.28000000 0.014082146388 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 124000.00000000 PA USD 123541.05000000 0.004112847134 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CBA5 1070000.00000000 PA USD 1088972.79000000 0.036253363713 Long DBT CORP US N 2 2029-06-24 Fixed 5.20000000 N N N N N N PNC Bank, N.A. AD6GFRVSDT01YPT1CS68 69353RFX1 4153000.00000000 PA USD 4156067.28000000 0.138361050067 Long DBT CORP US N 2 2027-01-15 Variable 4.77500000 N N N N N N Fort Greene Park CLO LLC N/A 18914KAA0 3920000.00000000 PA USD 3893387.12000000 0.129616075474 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 5.22238000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAB8 971041.89000000 PA USD 990390.39000000 0.032971423488 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 6.65369000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PES1 3491000.00000000 PA USD 3440568.77000000 0.114541145697 Long DBT CORP US N 2 2045-11-29 Variable 5.53400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392MTC6 110566.25000000 PA USD 111759.24000000 0.003720614888 Long ABS-APCP USGSE US N 2 2032-06-15 Floating 5.45919000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBP8 1248000.00000000 PA USD 1273735.78000000 0.042404371285 Long DBT CORP US N 2 2030-03-15 Fixed 4.85000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFP9 880000.00000000 PA USD 888612.88000000 0.029583113770 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BU2 1646000.00000000 PA USD 1560613.59000000 0.051954918078 Long DBT CORP US N 2 2055-04-01 Variable 6.62500000 N N N N N N KKR CLO 15 Ltd. 549300K434Q30JZAS486 48251MBA3 3781270.66000000 PA USD 3778567.05000000 0.125793561452 Long ABS-CBDO CORP KY N 2 2032-01-18 Floating 5.36947000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAS8 99000.00000000 PA USD 97166.80000000 0.003234813003 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAJ0 150000.00000000 PA USD 144500.27000000 0.004810607659 Long DBT CORP US N 2 2054-10-15 Variable 6.62500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BV9 350000.00000000 PA USD 330485.54000000 0.011002306571 Long DBT CORP US N 2 2054-04-04 Fixed 5.89300000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAG4 210000.00000000 PA USD 228542.65000000 0.007608491130 Long DBT CORP US N 2 2054-02-15 Fixed 6.75000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216DS6 929000.00000000 PA USD 898329.21000000 0.029906583418 Long DBT CORP US N 2 2054-05-13 Fixed 5.30000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAT3 312000.00000000 PA USD 310372.49000000 0.010332716179 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N Bell Canada 5493000G3EFX9S7TDE29 0778FPAP4 1194000.00000000 PA USD 1195588.26000000 0.039802735604 Long DBT CORP CA N 2 2055-09-15 Variable 6.87500000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDT3 300000.00000000 PA USD 307099.34000000 0.010223748629 Long DBT CORP US N 2 2031-03-15 Fixed 4.95000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 400000.00000000 PA USD 397106.68000000 0.013220213613 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FBA1 110000.00000000 PA USD 113995.31000000 0.003795056656 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N Bank of New York Mellon (The) HPFHU0OQ28E4N0NFVK49 06405LAF8 2226000.00000000 PA USD 2234567.43000000 0.074391744702 Long DBT CORP US N 2 2027-04-20 Variable 4.58700000 N N N N N N Novartis Capital Corp. 5493002KF87V5RSRQS84 66989HAT5 1814000.00000000 PA USD 1793073.73000000 0.059693827702 Long DBT CORP US N 2 2029-09-18 Fixed 3.80000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392MJE3 118178.33000000 PA USD 122997.22000000 0.004094742305 Long ABS-APCP USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BR2 220000.00000000 PA USD 220762.90000000 0.007349492826 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N Invitation Homes Operating Partnership L.P. 549300147YMUQB3GW319 46188BAG7 1683000.00000000 PA USD 1601029.77000000 0.053300426880 Long DBT CORP US N 2 2035-02-01 Fixed 4.87500000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308KV8 2173000.00000000 PA USD 2039449.07000000 0.067895992984 Long DBT CORP US N 2 2055-03-01 Fixed 6.15000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 134000.00000000 PA USD 137317.81000000 0.004571493939 Long DBT CORP US N 2 2032-01-29 Variable 5.63100000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B93W3 712062.04000000 PA USD 72932.38000000 0.002428016680 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 1.64081000 N N N N N N BlackRock Funding, Inc. 529900VBK42Y5HHRMD23 09290DAK7 100000.00000000 PA USD 96460.04000000 0.003211284015 Long DBT CORP US N 2 2055-01-08 Fixed 5.35000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFU4 2355000.00000000 PA USD 2348292.84000000 0.078177816026 Long DBT CORP US N 2 2030-10-18 Variable 4.65400000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDF3 1200000.00000000 PA USD 1227788.98000000 0.040874740731 Long DBT CORP JP N 2 2030-07-10 Variable 5.38200000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F7F8 98840.53000000 PA USD 9603.11000000 0.000319700402 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 3.53512000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBR9 1223000.00000000 PA USD 1246163.00000000 0.041486436484 Long DBT CORP JP N 2 2034-03-07 Fixed 5.35000000 N N N N N N PRKCM 2023-AFC4 Trust N/A 69380GAA7 4341429.87000000 PA USD 4421546.18000000 0.147199198466 Long ABS-MBS CORP US N 2 2058-11-25 Variable 7.22500000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2L8 855000.00000000 PA USD 876943.63000000 0.029194628797 Long DBT CORP US N 2 2029-01-08 Fixed 5.50000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BZ0 2496000.00000000 PA USD 2528059.95000000 0.084162504057 Long DBT CORP US N 2 2030-04-01 Fixed 5.18600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 70000.00000000 PA USD 70766.49000000 0.002355911299 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAD0 3345053.52000000 PA USD 2850752.29000000 0.094905364555 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 374000.00000000 PA USD 364720.61000000 0.012142037936 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DRP9 57483.80000000 PA USD 4465.86000000 0.000148674464 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 3.48183000 N N N N N N Dai-ichi Life Insurance Co., Ltd. (The) 3538001235ACEIORUV72 23381LAA2 2621000.00000000 PA USD 2606251.11000000 0.086765592572 Long DBT CORP JP N 2 N/A Variable 6.20000000 N N N N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 703481AD3 118000.00000000 PA USD 116191.68000000 0.003868176757 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529043AF8 185000.00000000 PA USD 196755.87000000 0.006550266621 Long DBT CORP US N 2 2028-11-15 Fixed 6.75000000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AH8 1596000.00000000 PA USD 1636150.56000000 0.054469645051 Long DBT CORP US N 2 2027-11-21 Fixed 5.10000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACE5 52000.00000000 PA USD 53353.25000000 0.001776201201 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DD3 4274000.00000000 PA USD 4568551.26000000 0.152093194608 Long DBT CORP JP N 2 N/A Variable 8.20000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGC2 1463000.00000000 PA USD 1488184.37000000 0.049543652269 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 108674.09000000 PA USD 101190.39000000 0.003368763707 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.75613000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052652 32097000.00000000 PA USD 32089852.32000000 1.068314193294 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 5.50000000 N N N N N N Verus Securitization Trust N/A 92538QAA8 3026075.44000000 PA USD 2721481.28000000 0.090601759372 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAJ0 126000.00000000 PA USD 129433.01000000 0.004308998380 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Essex Portfolio, L.P. 5493003GN3O58H286O74 29717PBA4 363000.00000000 PA USD 365195.73000000 0.012157855318 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H020659 1000000.00000000 PA USD 816084.25000000 0.027168538468 Long ABS-MBS USGA US N 2 2055-05-01 Fixed 2.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BGX7 84312.49000000 PA USD 13125.92000000 0.000436979469 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 3.78183000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BZ4 192000.00000000 PA USD 199201.34000000 0.006631679595 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CH4 5133000.00000000 PA USD 5206818.60000000 0.173341969817 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GC51 3893000.00000000 PA USD 3794838.12000000 0.126335247181 Long DBT CORP US N 2 2056-01-28 Variable 5.73400000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AU8 110000.00000000 PA USD 108219.35000000 0.003602767206 Long DBT CORP US N 2 2028-01-15 Fixed 3.65000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BMY9 8576.69000000 PA USD 794.59000000 0.000026452966 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 3.48183000 N N N N N N Navient Refinance Loan Trust 2025-A N/A 63943FAA2 3927000.00000000 PA USD 3965769.70000000 0.132025788576 Long ABS-O CORP US N 2 2055-02-16 Fixed 5.15000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F062655 650000.00000000 PA USD 669451.78000000 0.022286947012 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.50000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAF7 3446000.00000000 PA USD 3469631.77000000 0.115508691920 Long DBT CORP US N 2 2027-03-18 Variable 5.28300000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCU7 2286000.00000000 PA USD 2027855.16000000 0.067510016181 Long DBT CORP US N 2 2054-09-27 Fixed 5.37500000 N N N N N N American National Group Inc. 549300RK5RZQ740FPL83 025676AN7 110000.00000000 PA USD 111873.48000000 0.003724418091 Long DBT CORP US N 2 2029-10-01 Fixed 5.75000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEH0 89000.00000000 PA USD 89103.25000000 0.002966366616 Long DBT CORP US N 2 2030-04-17 Fixed 4.60000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200LK5 5005000.00000000 PA USD 4857418.37000000 0.161709967864 Long DBT CORP US N 2 2055-02-10 Fixed 5.70000000 N N N N N N MFA Trust N/A 552732AA7 2392094.11000000 PA USD 2128479.12000000 0.070859922674 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.90600000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 00131LAS4 2105000.00000000 PA USD 1915314.68000000 0.063763392765 Long DBT CORP HK N 2 2054-09-30 Fixed 5.40000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 169000.00000000 PA USD 144305.80000000 0.004804133492 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832QAE9 540000.00000000 PA USD 537364.37000000 0.017889580098 Long DBT CORP US N 2 N/A Variable 4.95000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BT8 80000.00000000 PA USD 76506.02000000 0.002546987945 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N 2025-05-30 AIM Investment Funds (Invesco Investment Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer