NPORT-P false 0000896435 XXXXXXXX S000027873 C000084643 C000084644 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) 811-07452 0000896435 FC4UULIMJMGKBDUARB13 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco V.I. Equity and Income Fund S000027873 549300OMRSAT1M3Z5487 2025-12-31 2025-12-31 N 1439771992.36 28089513.97 1411682478.39 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 GBP USD N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AY7 37000.00000000 PA USD 38148.15000000 0.002702318020 Long DBT CORP US N 2 2029-01-15 Fixed 5.20000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBE2 1124000.00000000 PA USD 1159742.24000000 0.082153193636 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N GS Finance Corp. 549300FR80KBVO6DRL61 36255HBY3 5859000.00000000 PA USD 9397702.65000000 0.665709378267 Long DBT CORP US N 2 2028-04-11 Fixed 0.50000000 N N N Y N Goldman Sachs Group, Inc. (The) USD XXXX N N N Apollo Global Management, Inc. 254900LMFT1CY9IYB476 03769MAA4 43000.00000000 PA USD 47260.16000000 0.003347789656 Long DBT CORP US N 2 2033-11-15 Fixed 6.37500000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAN5 4000.00000000 PA USD 4104.46000000 0.000290749517 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CM8 53000.00000000 PA USD 49562.49000000 0.003510880864 Long DBT CORP US N 2 2054-02-09 Fixed 5.00000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAW7 2005000.00000000 PA USD 2011586.69000000 0.142495690128 Long DBT CORP US N 2 2030-11-15 Fixed 4.10000000 N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CE7 525000.00000000 PA USD 488317.19000000 0.034591149034 Long DBT CORP US N 2 2064-02-15 Fixed 5.20000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598S8 246000.00000000 PA USD 261432.82000000 0.018519236726 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 28000.00000000 PA USD 28640.33000000 0.002028808208 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAA4 489000.00000000 PA USD 415344.36000000 0.029421939165 Long DBT CORP US N 2 2048-02-22 Variable 4.26000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BJ98 4822.08000000 PA USD 475.00000000 0.000033647793 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 4.11133000 N N N N N N Gulfstream Natural Gas System, L.L.C. N/A 402740AG9 336000.00000000 PA USD 345207.38000000 0.024453613704 Long DBT CORP US N 2 2035-07-23 Fixed 5.60000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 5000.00000000 PA USD 5263.10000000 0.000372824631 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 97228.11000000 PA USD 87571.84000000 0.006203366645 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDK8 773000.00000000 PA USD 746482.53000000 0.052878925780 Long DBT CORP US N 2 2032-09-26 Fixed 4.80000000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAL1 404000.00000000 PA USD 402868.19000000 0.028538158981 Long DBT CORP US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 19000.00000000 PA USD 19155.52000000 0.001356928366 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAH5 11000.00000000 PA USD 11348.29000000 0.000803884030 Long DBT CORP US N 2 2030-03-22 Fixed 5.00000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAP2 523000.00000000 PA USD 523088.47000000 0.037054258164 Long DBT CORP US N 2 2026-01-09 Fixed 4.90000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831MAA0 116365.63000000 PA USD 110796.18000000 0.007848519882 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAM9 298000.00000000 PA USD 300123.27000000 0.021259969900 Long DBT CORP GB N 2 2054-03-26 Fixed 5.50000000 N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491AF0 97825.73000000 PA USD 87932.22000000 0.006228895048 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 G5960L103 145943.00000000 NS USD 14019284.58000000 0.993090499783 Long EC CORP IE N 1 N N N Starwood Mortgage Residential Trust N/A 85573AAA3 4405.85000000 PA USD 4254.88000000 0.000301404888 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 94773.57000000 PA USD 83469.89000000 0.005912794929 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 119000.00000000 PA USD 121391.08000000 0.008599035679 Long DBT CORP US N 2 2029-01-11 Fixed 4.85000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 11000.00000000 PA USD 10589.45000000 0.000750129732 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 15000.00000000 PA USD 15966.24000000 0.001131007874 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HBA2 200000.00000000 PA USD 203453.46000000 0.014412126176 Long DBT CORP ES N 2 2028-03-14 Variable 5.55200000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEZ2 10000.00000000 PA USD 9971.67000000 0.000706367767 Long DBT CORP US N 2 2033-01-28 Fixed 4.55000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 008513AB9 3000.00000000 PA USD 2861.61000000 0.000202709181 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 23000.00000000 PA USD 24517.26000000 0.001736740405 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAK7 169000.00000000 PA USD 175746.47000000 0.012449433402 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 1671.37000000 PA USD 223.65000000 0.000015842797 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N WFRBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAG9 16154.44000000 PA USD 15880.76000000 0.001124952688 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 26000.00000000 PA USD 26877.32000000 0.001903921059 Long DBT CORP US N 2 2035-03-14 Variable 5.18800000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AX2 3000.00000000 PA USD 3276.59000000 0.000232105310 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCJ8 129000.00000000 PA USD 131600.03000000 0.009322211758 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GB8 5000.00000000 PA USD 5051.47000000 0.000357833300 Long DBT CORP US N 2 2033-01-20 Fixed 4.50000000 N N N N N N AS Mileage Plan IP Ltd. N/A 00218QAA8 247000.00000000 PA USD 249138.13000000 0.017648312124 Long DBT CORP KY N 2 2029-10-20 Fixed 5.02100000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECU3 28000.00000000 PA USD 29325.98000000 0.002077377912 Long DBT CORP US N 2 2029-01-15 Fixed 5.75000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B26D7 9747.21000000 PA USD 197.17000000 0.000013967021 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Manufacturers and Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAW0 189000.00000000 PA USD 191567.00000000 0.013570119551 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31394YF74 427.66000000 PA USD 1.96000000 0.000000138841 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 3.55200000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 4000.00000000 PA USD 4048.89000000 0.000286813080 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEY3 207000.00000000 PA USD 207038.26000000 0.014666064300 Long DBT CORP US N 2 2026-01-09 Fixed 4.95000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BK8 23000.00000000 PA USD 24255.57000000 0.001718202950 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 83192PAC2 52000.00000000 PA USD 52620.71000000 0.003727517398 Long DBT CORP GB N 2 2027-03-20 Fixed 5.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -93459.68000000 -0.00662044627 N/A DFE N/A N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 7801955.00000000 EUR 9082349.44000000 USD 2026-01-21 -93459.68000000 N N N Chevron Corp. LJOF0JWZSCIUPEC3LQ45 166764BL3 952000.00000000 PA USD 949328.67000000 0.067248030951 Long DBT CORP US N 2 2026-05-16 Fixed 2.95400000 N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BM6 3000.00000000 PA USD 3070.58000000 0.000217512085 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAJ2 200000.00000000 PA USD 210476.07000000 0.014909590026 Long DBT CORP US N 2 2029-01-21 Fixed 6.25000000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAD5 37000.00000000 PA USD 38161.03000000 0.002703230406 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAV3 3000.00000000 PA USD 3008.06000000 0.000213083327 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEX3 46000.00000000 PA USD 46458.66000000 0.003291013433 Long DBT CORP US N 2 2027-01-16 Fixed 5.00000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4929.80000000 0.000349214506 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 287469.70000000 USD 400986.00000000 CAD 2026-01-21 4929.80000000 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 4852.81000000 PA USD 646.08000000 0.000045766665 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAU5 114000.00000000 PA USD 118013.12000000 0.008359749575 Long DBT CORP KY N 2 2029-03-01 Fixed 5.75000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 200000.00000000 PA USD 207182.92000000 0.014676311647 Long DBT CORP GB N 2 2034-03-26 Fixed 5.30000000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 G96629103 48876.00000000 NS USD 16060653.60000000 1.137695894498 Long EC CORP IE N 1 N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BE1 17000.00000000 PA USD 17099.80000000 0.001211306385 Long DBT CORP US N 2 2026-07-15 Fixed 5.05000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650100 158985.00000000 NS USD 12617049.60000000 0.893759736565 Long EC CORP US N 1 N N N VMware LLC 549300BUDHS3LRWBE814 928563AC9 2000.00000000 PA USD 2002.05000000 0.000141820135 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDU0 123000.00000000 PA USD 126446.65000000 0.008957159413 Long DBT CORP US N 2 2034-03-15 Fixed 5.05000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393VKX8 4567.46000000 PA USD 4510.62000000 0.000319520860 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFM2 105000.00000000 PA USD 110405.68000000 0.007820857855 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 14757.24000000 PA USD 12900.84000000 0.000913862727 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBP9 3000.00000000 PA USD 2925.55000000 0.000207238528 Long DBT CORP US N 2 2082-01-15 Variable 3.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HB20 1318.31000000 PA USD 1369.59000000 0.000097018275 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558CA9 11000.00000000 PA USD 10957.45000000 0.000776197917 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N Duke Energy Indiana, LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 5000.00000000 PA USD 4753.47000000 0.000336723737 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BP2 371000.00000000 PA USD 367413.27000000 0.026026622531 Long DBT CORP US N 2 2031-02-15 Fixed 4.55000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBV8 35000.00000000 PA USD 36038.59000000 0.002552882149 Long DBT CORP US N 2 2030-03-14 Variable 4.97500000 N N N N N N Markel Group Inc. 549300SCNO12JLWIK605 570535AT1 497000.00000000 PA USD 441191.26000000 0.031252867890 Long DBT CORP US N 2 2049-05-20 Fixed 5.00000000 N N N N N N J. M. Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AX6 15000.00000000 PA USD 16266.70000000 0.001152291697 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFY6 590000.00000000 PA USD 601752.48000000 0.042626616764 Long DBT CORP US N 2 2029-04-12 Variable 4.99400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 92272.65000000 PA USD 11178.21000000 0.000791835995 Long ABS-APCP USGA US N 2 2047-10-16 Floating 2.35100000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 268317AK0 846000.00000000 PA USD 755223.96000000 0.053498146471 Long DBT CORP FR N 2 2044-01-22 Fixed 4.87500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXX7 12000.00000000 PA USD 12015.38000000 0.000851138990 Long DBT CORP US N 2 2027-03-09 Floating 4.54774000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAH4 3000.00000000 PA USD 2958.31000000 0.000209559163 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABB6 200000.00000000 PA USD 196647.85000000 0.013930034055 Long DBT CORP DK N 2 2027-09-10 Variable 1.54900000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275R102 123342.00000000 NS USD 9501034.26000000 0.673029126977 Long EC CORP US N 1 N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GD4 7000.00000000 PA USD 6437.34000000 0.000456004809 Long DBT CORP US N 2 2063-01-20 Fixed 5.15000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AA1 272000.00000000 PA USD 279590.39000000 0.019805472851 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TMJ1 2020000.00000000 PA USD 2028734.50000000 0.143710397419 Long DBT CORP US N 2 2026-08-07 Fixed 4.55000000 N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMCT7 1509235.03000000 PA USD 40020.99000000 0.002834985247 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 0.93739600 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FE8 21000.00000000 PA USD 18584.86000000 0.001316504262 Long DBT CORP US N 2 2053-04-15 Fixed 4.50000000 N N N N N N OBX Trust N/A 67115DAA0 149719.35000000 PA USD 129487.64000000 0.009172575418 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N American Airlines 2025-1 Class A Pass Through Trust IWUQB36BXD6OWD6X4T14 02377NAA8 222000.00000000 PA USD 221040.49000000 0.015657946697 Long DBT CORP US N 2 2038-05-11 Fixed 4.90000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDC6 26000.00000000 PA USD 29392.50000000 0.002082090020 Long DBT CORP US N 2 2031-10-30 Variable 7.62400000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFP2 69000.00000000 PA USD 71366.20000000 0.005055400282 Long DBT CORP US N 2 2031-02-07 Fixed 5.00000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDA4 264000.00000000 PA USD 244676.36000000 0.017332251674 Long DBT CORP US N 2 2044-06-15 Fixed 4.85000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 24000.00000000 PA USD 24618.57000000 0.001743916948 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Verus Securitization Trust N/A 92538WAA5 97566.65000000 PA USD 91894.35000000 0.006509562271 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.72400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359UT21 4013.63000000 PA USD 4089.37000000 0.000289680580 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAF9 3000.00000000 PA USD 3065.61000000 0.000217160023 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N American National Group Inc. 549300RK5RZQ740FPL83 025676AM9 857000.00000000 PA USD 863853.33000000 0.061193175039 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCH2 11000.00000000 PA USD 11312.63000000 0.000801357966 Long DBT CORP US N 2 2034-01-15 Fixed 5.12500000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CR7 11000.00000000 PA USD 11408.37000000 0.000808139944 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N Snap Inc. 549300JNC0L6VP8A2Q35 83304AAK2 3966000.00000000 PA USD 3473224.50000000 0.246034398894 Long DBT CORP US N 2 2030-05-01 Fixed 0.50000000 N N N Y N Snap Inc. USD XXXX N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBP1 5000.00000000 PA USD 5020.24000000 0.000355621046 Long DBT CORP US N 2 2034-02-01 Variable 4.70600000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AJ2 918000.00000000 PA USD 965779.05000000 0.068413334073 Long DBT CORP US N 2 2037-01-25 Fixed 6.20000000 N N N N N N Dropbox, Inc. 549300JCDF7UAR6TJR51 26210CAC8 5636000.00000000 PA USD 5596548.00000000 0.396445240744 Long DBT CORP US N 2 2026-03-01 None 0.00000000 N N N Y N Dropbox, Inc. USD XXXX N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BH1 1355000.00000000 PA USD 1354870.19000000 0.095975561837 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2084.22000000 0.000147640849 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 266379.72000000 USD 228268.00000000 EUR 2026-01-21 2084.22000000 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GB78 624000.00000000 PA USD 627561.96000000 0.044454894751 Long DBT CORP US N 2 2035-10-23 Variable 5.01600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 29000.00000000 PA USD 29866.29000000 0.002115652100 Long DBT CORP US N 2 2034-04-21 Variable 5.25000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBR0 990000.00000000 PA USD 986164.02000000 0.069857353554 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N A.P. Moller - Maersk A/S 549300D2K6PKKKXVNN73 00203QAF4 19000.00000000 PA USD 20229.11000000 0.001432978754 Long DBT CORP DK N 2 2033-09-14 Fixed 5.87500000 N N N N N N EOG Resources, Inc. XWTZDRYZPBUHIQBKDB46 26875PAX9 250000.00000000 PA USD 252860.55000000 0.017911998899 Long DBT CORP US N 2 2028-07-15 Fixed 4.40000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAD6 159582.21000000 PA USD 133473.86000000 0.009454949115 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HA2 741000.00000000 PA USD 824809.43000000 0.058427404365 Long DBT CORP US N 2 2043-09-13 Fixed 6.67500000 N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BM4 234000.00000000 PA USD 243480.58000000 0.017247545657 Long DBT CORP NL N 2 2035-03-19 Variable 5.55000000 N N N N N N DLLST LLC N/A 23346HAC1 125677.01000000 PA USD 126248.84000000 0.008943147055 Long ABS-O CORP US N 2 2027-08-20 Fixed 5.05000000 N N N N N N Chevron Corp. LJOF0JWZSCIUPEC3LQ45 166764100 81533.00000000 NS USD 12426444.53000000 0.880257757691 Long EC CORP US N 1 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJPC1 3648.58000000 PA USD 143.77000000 0.000010184301 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 3.55200000 N N N N N N JBT Marel Corp. 5493007CT6ATBZ2L6826 477839AD6 2818000.00000000 PA USD 2925084.00000000 0.207205518576 Long DBT CORP US N 2 2030-09-15 Fixed 0.37500000 N N N Y N JBT Marel Corp. USD XXXX N N N Madison Park Funding XXXIII Ltd. N/A 55819JAN3 245661.61000000 PA USD 245882.95000000 0.017417723444 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 5.19454000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CL0 170000.00000000 PA USD 172411.20000000 0.012213171349 Long DBT CORP US N 2 2034-02-09 Fixed 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 24216.06000000 PA USD 1639.75000000 0.000116155723 Long ABS-APCP USGA US N 2 2041-04-16 Floating 2.80100000 N N N N N N MHPA Commercial Mortgage Trust N/A 55293BAB1 105000.00000000 PA USD 104906.91000000 0.007431338959 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.56500000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466L302 36353.00000000 NS USD 9630273.23000000 0.682184087244 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3H4 69000.00000000 PA USD 76419.57000000 0.005413368173 Long DBT CORP US N 2 2034-10-23 Variable 6.49100000 N N N N N N BX Trust N/A 12433EAA9 185000.00000000 PA USD 184978.34000000 0.013103395617 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.75012000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CXB3 6495.98000000 PA USD 585.92000000 0.000041505084 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 2.06133000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBL3 852000.00000000 PA USD 846326.54000000 0.059951621767 Long DBT CORP US N 2 2026-04-15 Fixed 1.60000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RGQ9 318000.00000000 PA USD 318525.97000000 0.022563570411 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 3000.00000000 PA USD 3066.94000000 0.000217254237 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746101 335817.00000000 NS USD 31298144.40000000 2.217081027717 Long EC CORP US N 1 N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BD0 118000.00000000 PA USD 110843.43000000 0.007851866952 Long DBT CORP US N 2 2054-05-15 Fixed 5.62500000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 3221.08000000 PA USD 63.79000000 0.000004518721 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.14993000 N N N N N N BlackRock, Inc. 529900VBK42Y5HHRMD23 09247XAT8 1362000.00000000 PA USD 1395616.08000000 0.098861897159 Long DBT CORP US N 2 2033-05-25 Fixed 4.75000000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 928668CF7 354000.00000000 PA USD 358477.56000000 0.025393639539 Long DBT CORP US N 2 2027-03-22 Fixed 5.30000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556102 16191.00000000 NS USD 9381874.95000000 0.664588184214 Long EC CORP US N 1 N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADD4 301000.00000000 PA USD 307566.33000000 0.021787217360 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F6W3 18179.42000000 PA USD 16665.24000000 0.001180523258 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.36856700 N N N N N N Freddie Mac 5493000IS30HKV5IAS29 35564KH36 18808.15000000 PA USD 18907.57000000 0.001339364218 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 6.02419000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -428.90000000 -0.00003038218 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 277434.79000000 USD 235531.00000000 EUR 2026-01-21 -428.90000000 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CPJ4 9249900.00000000 PA USD 9117655.29000000 0.645871534822 Long DBT UST US N 2 2035-11-15 Fixed 4.00000000 N N N N N N Laboratory Corp. of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAX0 1145000.00000000 PA USD 1133376.34000000 0.080285500270 Long DBT CORP US N 2 2026-06-01 Fixed 1.55000000 N N N N N N TWDC Enterprises 18 Corp. 7260JQNI6SCF9FIV2392 25468PDK9 367000.00000000 PA USD 366559.62000000 0.025966152134 Long DBT CORP US N 2 2026-02-13 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEA0 59000.00000000 PA USD 59627.38000000 0.004223852099 Long DBT CORP US N 2 2028-01-23 Variable 5.04000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05571AAV7 253000.00000000 PA USD 262000.59000000 0.018559456110 Long DBT CORP FR N 2 2030-01-18 Variable 5.71600000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BP8 3000.00000000 PA USD 3181.91000000 0.000225398419 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AD1 1290000.00000000 PA USD 1290068.36000000 0.091385164847 Long DBT CORP US N 2 2026-03-01 Fixed 4.80000000 N N N N N N Tricon American Homes Trust N/A 89613JAA8 218737.77000000 PA USD 208707.07000000 0.014784278560 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N Freddie Mac 5493000IRILHAKSCHN59 35564KP37 35233.75000000 PA USD 35683.40000000 0.002527721392 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 5.96516000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 4000.00000000 PA USD 4031.20000000 0.000285559965 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 21334.17000000 PA USD 19503.39000000 0.001381570593 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F4D7 19762.99000000 PA USD 18665.72000000 0.001322232179 Long ABS-MBS CORP US N 2 2035-12-25 Variable 4.92268000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAA0 3000.00000000 PA USD 3050.49000000 0.000216088960 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAX3 200000.00000000 PA USD 204204.81000000 0.014465349901 Long DBT CORP ES N 2 2027-11-07 Variable 6.52700000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EL7 3000.00000000 PA USD 3073.09000000 0.000217689887 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBH8 9000.00000000 PA USD 8678.28000000 0.000614747305 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 3541.65000000 PA USD 3095.47000000 0.000219275229 Long ABS-MBS CORP US N 2 2036-05-20 Variable 4.37947300 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACY1 37000.00000000 PA USD 38115.96000000 0.002700037762 Long DBT CORP US N 2 2029-03-19 Fixed 5.35000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 102.42000000 PA USD 102.01000000 0.000007226129 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N Pinnacle Bank DX0JX77PRMOELF7VG772 87164DVJ6 250000.00000000 PA USD 255457.95000000 0.018095992116 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PER9 3000.00000000 PA USD 3126.70000000 0.000221487483 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BP3 72000.00000000 PA USD 73357.12000000 0.005196431996 Long DBT CORP US N 2 2034-03-21 Fixed 5.40000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BB5 40000.00000000 PA USD 41049.43000000 0.002907837323 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392GB8 9000.00000000 PA USD 9675.48000000 0.000685386419 Long DBT CORP US N 2 2033-11-15 Fixed 5.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 4000.00000000 PA USD 3444.47000000 0.000243997503 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 15912.79000000 PA USD 2136.75000000 0.000151361940 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Apollo Global Management, Inc. 254900LMFT1CY9IYB476 03769M205 11550.00000000 NS USD 304227.00000000 0.021550667707 Long EP CORP US N 1 N N N VMware LLC 549300BUDHS3LRWBE814 928563AJ4 995000.00000000 PA USD 980555.49000000 0.069460059539 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBP0 3000.00000000 PA USD 3030.48000000 0.000214671503 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJR2 29000.00000000 PA USD 30637.83000000 0.002170306033 Long DBT CORP US N 2 2035-01-23 Variable 5.67800000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CM6 1463000.00000000 PA USD 1450498.28000000 0.102749612763 Long DBT CORP US N 2 2034-01-15 Fixed 4.50000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 21000.00000000 PA USD 21835.81000000 0.001546793300 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 036752103 22069.00000000 NS USD 7736287.95000000 0.548018982202 Long EC CORP US N 1 N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RBB8 26000.00000000 PA USD 26742.68000000 0.001894383504 Long DBT CORP US N 2 2034-01-15 Fixed 5.25000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAU9 290000.00000000 PA USD 289315.39000000 0.020494367141 Long DBT CORP US N 2 2055-04-01 Fixed 5.85000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAR1 44000.00000000 PA USD 44720.07000000 0.003167856135 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACG0 19000.00000000 PA USD 19141.34000000 0.001355923891 Long DBT CORP US N 2 2026-06-26 Fixed 5.65000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADU6 496000.00000000 PA USD 497603.55000000 0.035248971182 Long DBT CORP US N 2 2055-11-15 Fixed 5.87500000 N N N N N Verus Securitization Trust N/A 92538UAA9 132780.94000000 PA USD 128023.89000000 0.009068887087 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBM5 3000.00000000 PA USD 2238.31000000 0.000158556193 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N Empower CLO Ltd. N/A 29244RAA3 250000.00000000 PA USD 250684.75000000 0.017757870756 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.45798000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BN5 1531000.00000000 PA USD 1547122.87000000 0.109594253217 Long DBT CORP US N 2 2028-06-11 Fixed 4.30000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -219.40000000 -0.00001554173 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 136124.00000000 EUR 159874.81000000 USD 2026-01-21 -219.40000000 N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 35481024.11000000 NS USD 35481024.11000000 2.513385598613 Long STIV RF US N 1 N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAH7 138109.68000000 PA USD 124615.45000000 0.008827441858 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N US Foods Holding Corp. 549300UGOZSO64CFPR97 912008109 205275.00000000 NS USD 15461313.00000000 1.095240129184 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296XJA4 1924.50000000 PA USD 1999.50000000 0.000141639499 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884L109 31792.00000000 NS USD 1704051.20000000 0.120710657395 Long EC CORP US N 1 N N N nVent Finance S.a.r.l. 549300KO1OQ4MVFB6X02 67078AAF0 12000.00000000 PA USD 12519.88000000 0.000886876488 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N Match Group FinanceCo 2, Inc. 549300IPGK4BWL134U96 44932FAA5 1583000.00000000 PA USD 1559334.15000000 0.110459269267 Long DBT CORP US N 2 2026-06-15 Fixed 0.87500000 N N N Y N Match Group, Inc. USD XXXX N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CPS4 28457600.00000000 PA USD 28402574.67000000 2.011966225038 Long DBT UST US N 2 2027-12-31 Fixed 3.37500000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CL5 200000.00000000 PA USD 202741.39000000 0.014361684947 Long DBT CORP US N 2 2027-03-18 Fixed 4.99300000 N N N N N N Essential Properties, L.P. 254900XX9FNFCDE1NX02 29670VAA7 3000.00000000 PA USD 2743.97000000 0.000194375862 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393Y5U5 3591.48000000 PA USD 419.96000000 0.000029748899 Long ABS-APCP USGSE US N 2 2033-10-25 Floating 3.56133000 N N N N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573AW6 44000.00000000 PA USD 45973.59000000 0.003256652306 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 138000.00000000 PA USD 138640.81000000 0.009820962725 Long DBT CORP US N 2 2026-07-28 Floating 4.93747100 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AN3 3000.00000000 PA USD 3180.76000000 0.000225316956 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCA5 300000.00000000 PA USD 268078.77000000 0.018990018938 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBM6 3000.00000000 PA USD 2757.81000000 0.000195356253 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N Marvell Technology, Inc. N/A 573874AF1 1210000.00000000 PA USD 1166174.02000000 0.082608804589 Long DBT CORP US N 2 2028-04-15 Fixed 2.45000000 N N N N N N Cencora, Inc. AI8GXW8LG5WK7E9UD086 03073EAU9 39000.00000000 PA USD 40018.36000000 0.002834798944 Long DBT CORP US N 2 2034-02-15 Fixed 5.12500000 N N N N N N Global Atlantic (Fin) Co. 98450051B2E65CAA7E94 37959GAF4 398000.00000000 PA USD 406953.80000000 0.028827573213 Long DBT CORP US N 2 2054-03-15 Fixed 6.75000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAQ3 3000.00000000 PA USD 3154.47000000 0.000223454639 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N Burlington Northern Santa Fe, LLC N/A 12189LBM2 474000.00000000 PA USD 484347.10000000 0.034309917946 Long DBT CORP US N 2 2056-03-15 Fixed 5.80000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FAF3 230000.00000000 PA USD 218941.28000000 0.015509243994 Long DBT CORP US N 2 2034-11-15 Fixed 4.15000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AQ8 11000.00000000 PA USD 11456.33000000 0.000811537309 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903AL3 307000.00000000 PA USD 269328.73000000 0.019078562929 Long DBT CORP US N 2 2031-08-15 Fixed 1.75000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 2229.35000000 0.000157921489 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 224176.26000000 USD 167966.00000000 GBP 2026-01-21 2229.35000000 N N N Swiss Re Subordinated Finance PLC 636700H29EH5Z8ZU8L04 87088QAA2 200000.00000000 PA USD 208201.31000000 0.014748451807 Long DBT CORP GB N 2 2035-04-05 Variable 5.69800000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDR7 338000.00000000 PA USD 341654.86000000 0.024201962213 Long DBT CORP US N 2 2027-03-15 Fixed 4.80000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05571AAU9 250000.00000000 PA USD 265459.63000000 0.018804485715 Long DBT CORP FR N 2 2035-01-18 Variable 6.50800000 N N N N N N Microchip Technology Inc. 5493007PTFULNYZJ1R12 595017BG8 10998000.00000000 PA USD 10806634.80000000 0.765514551992 Long DBT CORP US N 2 2027-06-01 Fixed 0.75000000 N N N Y N Microchip Technology Inc. USD XXXX N N N GS Finance Corp. 549300FR80KBVO6DRL61 36255HEC8 7584000.00000000 PA USD 8041951.95000000 0.569671443338 Long DBT CORP US N 2 2032-03-03 None 0.00000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BU5 24000.00000000 PA USD 25221.18000000 0.001786604309 Long DBT CORP US N 2 2033-09-15 Fixed 5.40000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 15013.10000000 PA USD 1616.00000000 0.000114473334 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 95551.00000000 NS USD 11498607.34000000 0.814532128578 Long EC CORP US N 1 N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AR0 3000.00000000 PA USD 2978.96000000 0.000211021957 Long DBT CORP US N 2 2053-07-31 Fixed 5.60000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EG8 3000.00000000 PA USD 2980.23000000 0.000211111921 Long DBT CORP US N 2 2027-04-01 Fixed 3.35000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAU0 64000.00000000 PA USD 65611.61000000 0.004647759747 Long DBT CORP CA N 2 2034-02-12 Fixed 5.26700000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GK4 3000.00000000 PA USD 3073.80000000 0.000217740182 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BF4 200000.00000000 PA USD 220039.80000000 0.015587060360 Long DBT CORP CH N 2 N/A Variable 9.25000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAY7 1413000.00000000 PA USD 1264180.03000000 0.089551301326 Long DBT CORP US N 2 2031-07-15 Fixed 2.50000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 86765BAP4 587000.00000000 PA USD 534381.20000000 0.037854206465 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Qnity Electronics, Inc. 254900RSUG4J9TFFZX53 74743L100 51834.00000000 NS USD 4232246.10000000 0.299801560534 Long EC CORP US N 1 N N N Corteva, Inc. 549300WZN9I2QKLS0O94 22052L104 105625.00000000 NS USD 7080043.75000000 0.501532310443 Long EC CORP US N 1 N N N Verus Securitization Trust N/A 92537QAD3 27315.42000000 PA USD 24763.67000000 0.001754195463 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.81500000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912797QN0 35000.00000000 PA USD 34554.65000000 0.002447763610 Long DBT UST US N 2 2026-05-14 None 0.00000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBN0 46000.00000000 PA USD 47864.01000000 0.003390564856 Long DBT CORP US N 2 2034-03-15 Fixed 5.45000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394AHA7 8694.92000000 PA USD 466.57000000 0.000033050633 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 3.11133000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392HRF2 8628.45000000 PA USD 1129.34000000 0.000079999576 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 4.26133000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810UM8 6171300.00000000 PA USD 6069087.84000000 0.429918762392 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CQ5 3000.00000000 PA USD 2664.27000000 0.000188730117 Long DBT CORP US N 2 2031-10-14 Fixed 2.25000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 241434.31000000 PA USD 243907.57000000 0.017277792544 Long DBT CORP US N 2 2028-12-10 Fixed 6.03600000 N N N N N N JPMorgan Chase Bank, N.A. 7H6GLXDRUGQFU57RNE97 48125LRU8 345000.00000000 PA USD 348782.76000000 0.024706884539 Long DBT CORP US N 2 2026-12-08 Fixed 5.11000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 50286.87000000 PA USD 48150.46000000 0.003410856246 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N COLT Mortgage Loan Trust 213800PIMH7Q7M27DB82 12659YAA2 170224.46000000 PA USD 167687.09000000 0.011878527400 Long ABS-MBS CORP US N 2 2067-02-25 Variable 3.90100000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CA2 406000.00000000 PA USD 308244.40000000 0.021835250115 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 38722.05000000 PA USD 4850.12000000 0.000343570177 Long ABS-APCP USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BT2 249000.00000000 PA USD 244399.38000000 0.017312631115 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AD2 9000.00000000 PA USD 9761.67000000 0.000691491900 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAG1 31000.00000000 PA USD 32419.16000000 0.002296490924 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDR7 5000.00000000 PA USD 5200.50000000 0.000368390206 Long DBT CORP US N 2 2032-11-15 Fixed 5.37500000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAH6 8000.00000000 PA USD 7820.01000000 0.000553949639 Long DBT CORP US N 2 2043-05-15 Fixed 5.37700000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCG4 13000.00000000 PA USD 13320.57000000 0.000943595334 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 3000.00000000 PA USD 2848.03000000 0.000201747208 Long DBT CORP US N 2 2053-01-15 Fixed 5.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396AKM5 13766.70000000 PA USD 13670.99000000 0.000968418196 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 4.49800000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AU1 5666000.00000000 PA USD 6110781.00000000 0.432872199913 Long DBT CORP US N 2 2031-01-15 Fixed 3.87500000 N N N Y N FirstEnergy Corp. USD XXXX N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDU7 25000.00000000 PA USD 25771.84000000 0.001825611665 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BU1 153000.00000000 PA USD 160169.15000000 0.011345975632 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 170716.26000000 PA USD 170277.60000000 0.012062032546 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.54700000 N N N N N N Spectra Energy Partners, L.P. 2HKVXE7U4NF5B6UGSU72 84756NAG4 488000.00000000 PA USD 412736.69000000 0.029237218448 Long DBT CORP US N 2 2045-03-15 Fixed 4.50000000 N N N N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 22966RAJ5 1066000.00000000 PA USD 943429.43000000 0.066830143778 Long DBT CORP US N 2 2032-02-15 Fixed 2.50000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BU8 3000.00000000 PA USD 3107.09000000 0.000220098361 Long DBT CORP US N 2 2033-07-15 Fixed 5.10000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 965000.00000000 PA USD 716288.63000000 0.050740066620 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CN6 63000.00000000 PA USD 58065.86000000 0.004113237990 Long DBT CORP US N 2 2064-02-09 Fixed 5.10000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CS4 3000.00000000 PA USD 3027.38000000 0.000214451907 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BJ1 3000.00000000 PA USD 3116.81000000 0.000220786901 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WED9 7000.00000000 PA USD 7101.54000000 0.000503055050 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N Rio Tinto Finance (USA) Ltd. 213800RX94ZKEZXPKH58 767201AD8 182000.00000000 PA USD 196039.83000000 0.013886963463 Long DBT CORP AU N 2 2028-07-15 Fixed 7.12500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAN6 52000.00000000 PA USD 54523.32000000 0.003862293457 Long DBT CORP US N 2 2028-12-15 Fixed 5.70000000 N N N N N N CBRE Group, Inc. 52990016II9MJ2OSWA10 12504L109 92419.00000000 NS USD 14860051.01000000 1.052648257485 Long EC CORP US N 1 N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEB3 3000.00000000 PA USD 3170.94000000 0.000224621332 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XBT7 3000.00000000 PA USD 3028.90000000 0.000214559580 Long DBT CORP US N 2 2033-01-15 Fixed 4.62500000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273RBE8 344000.00000000 PA USD 335928.16000000 0.023796297336 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PB5 235000.00000000 PA USD 246642.37000000 0.017471518827 Long DBT CORP US N 2 2053-09-15 Variable 7.12500000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3Q2 82000.00000000 PA USD 84270.41000000 0.005969501732 Long DBT CORP US N 2 2029-01-09 Fixed 5.58300000 N N N N N N Aon Corp. / Aon Global Holdings PLC N/A 03740LAG7 3000.00000000 PA USD 3125.26000000 0.000221385477 Long DBT CORP US N 2 2033-02-28 Fixed 5.35000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCS7 265000.00000000 PA USD 265166.99000000 0.018783755841 Long DBT CORP US N 2 2026-01-29 Fixed 4.95000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 8000.00000000 PA USD 8325.97000000 0.000589790560 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAP6 75000.00000000 PA USD 77693.33000000 0.005503598095 Long DBT CORP US N 2 2029-03-01 Fixed 5.40000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HGC0 1248000.00000000 PA USD 1251205.23000000 0.088632199460 Long DBT CORP US N 2 2030-12-10 Fixed 4.30000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CU0 26000.00000000 PA USD 26780.35000000 0.001897051951 Long DBT CORP US N 2 2064-03-15 Fixed 5.95000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394F4M4 11828.69000000 PA USD 1162.88000000 0.000082375464 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 2.11133000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DUU1 1332.41000000 PA USD 1601.18000000 0.000113423522 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 9.57487700 N N N N N N KKR Group Finance Co. III LLC N/A 48250AAA1 372000.00000000 PA USD 348589.23000000 0.024693175366 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687106 163957.00000000 NS USD 18653387.89000000 1.321358604044 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122108 154972.00000000 NS USD 8359189.68000000 0.592143758101 Long EC CORP US N 1 N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCC0 3000.00000000 PA USD 2744.73000000 0.000194429699 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886F107 14452.00000000 NS USD 11155065.24000000 0.790196479078 Long EC CORP US N 1 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BN2 34000.00000000 PA USD 35643.94000000 0.002524926146 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBQ1 200000.00000000 PA USD 206324.71000000 0.014615518231 Long DBT CORP JP N 2 2029-03-07 Fixed 5.20000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3K7 38000.00000000 PA USD 39669.97000000 0.002810119882 Long DBT CORP US N 2 2035-01-23 Variable 5.49900000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312AZ9 240000.00000000 PA USD 178544.17000000 0.012647615362 Long DBT CORP US N 2 2046-11-15 Fixed 3.40000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 225000.00000000 PA USD 214669.26000000 0.015206624951 Long DBT CORP GB N 2 N/A Variable 4.60000000 N N N N N N Markel Group Inc. 549300SCNO12JLWIK605 570535AP9 351000.00000000 PA USD 320210.85000000 0.022682923029 Long DBT CORP US N 2 2043-03-30 Fixed 5.00000000 N N N N N N SG Residential Mortgage Trust N/A 78433QAA3 219303.48000000 PA USD 206602.26000000 0.014635179168 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.16600000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31398LPG7 7035.72000000 PA USD 656.23000000 0.000046485665 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 2.15200000 N N N N N N International Paper Co. 824LMFJDH41EY779Q875 460146CH4 223000.00000000 PA USD 231888.54000000 0.016426394996 Long DBT CORP US N 2 2041-11-15 Fixed 6.00000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BZ6 3000.00000000 PA USD 2977.17000000 0.000210895158 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDS7 352000.00000000 PA USD 206004.23000000 0.014592816242 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAE8 200227.83000000 PA USD 167719.54000000 0.011880826075 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 377000.00000000 PA USD 384890.40000000 0.027264658015 Long DBT CORP GB N 2 2055-03-14 Fixed 5.75000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAW8 223000.00000000 PA USD 224503.76000000 0.015903275944 Long DBT CORP US N 2 2026-09-25 Floating 5.02753700 N N N N N N Fortive Corp. 549300MU9YQJYHDQEF63 34959J108 187611.00000000 NS USD 10358003.31000000 0.733734637112 Long EC CORP US N 1 N N N Angel Oak Mortgage Trust N/A 03464RAA1 11105.35000000 PA USD 10881.12000000 0.000770790894 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.15613000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AA5 619000.00000000 PA USD 623681.06000000 0.044179981656 Long DBT CORP US N 2 2027-04-01 Fixed 4.55000000 N N N N N Johnson Controls International PLC 549300XQ6S1GYKGBL205 G51502105 148203.00000000 NS USD 17747309.25000000 1.257174295330 Long EC CORP IE N 1 N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS31 7000.00000000 PA USD 7132.16000000 0.000505224093 Long DBT CORP US N 2 2028-01-10 Fixed 4.60000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -1221.84000000 -0.00008655204 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 113586.00000000 CAD 81605.21000000 USD 2026-01-21 -1221.84000000 N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 190600.00000000 NS USD 19042846.00000000 1.348946827031 Long EC CORP US N 1 N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 3000.00000000 PA USD 2889.92000000 0.000204714590 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N Angel Oak Mortgage Trust 254900QAUT3NUZVCSB04 03464UAA4 61697.12000000 PA USD 62218.97000000 0.004407433750 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.50000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CG6 47000.00000000 PA USD 50892.75000000 0.003605113102 Long DBT CORP US N 2 2034-11-21 Variable 6.12300000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 593000.00000000 PA USD 609719.46000000 0.043190977385 Long DBT CORP US N 2 2035-03-01 Fixed 5.20000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AP5 150000.00000000 PA USD 150051.62000000 0.010629275513 Long DBT CORP US N 2 2026-01-16 Fixed 5.15000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKY4 26000.00000000 PA USD 28998.04000000 0.002054147476 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 054989AC2 3000.00000000 PA USD 3383.46000000 0.000239675709 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 571000.00000000 PA USD 522283.14000000 0.036997210633 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2W8 1219000.00000000 PA USD 1231790.59000000 0.087256915691 Long DBT CORP US N 2 2026-08-28 Fixed 5.50000000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAM8 112000.00000000 PA USD 112898.11000000 0.007997415263 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 530000.00000000 PA USD 527122.04000000 0.037339986014 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRS1 394000.00000000 PA USD 392882.23000000 0.027830778947 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N American Airlines Pass-Through Trust N/A 02377AAA6 191022.03000000 PA USD 190337.14000000 0.013482999393 Long DBT CORP US N 2 2028-04-01 Fixed 3.70000000 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637AU4 4000.00000000 PA USD 4056.23000000 0.000287333027 Long DBT CORP US N 2 2033-04-15 Fixed 4.75000000 N N N N N N LYB Finance Co. B.V. 549300BBGA3CFHX0KS75 61238QAA6 339000.00000000 PA USD 353748.87000000 0.025058671154 Long DBT CORP NL N 2 2027-03-15 Fixed 8.10000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324P102 33501.00000000 NS USD 11059015.11000000 0.783392531910 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KWY6 23440.07000000 PA USD 24802.85000000 0.001756970875 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AY1 12000.00000000 PA USD 12398.66000000 0.000878289572 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AX3 3000.00000000 PA USD 3139.13000000 0.000222367993 Long DBT CORP US N 2 2034-01-15 Fixed 5.35000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CD9 97000.00000000 PA USD 98053.22000000 0.006945840973 Long DBT CORP US N 2 2034-08-15 Fixed 4.80000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CBC7 10000.00000000 PA USD 10731.64000000 0.000760202110 Long DBT CORP US N 2 2034-03-15 Fixed 5.90000000 N N N N N N BX Trust N/A 12433EAJ0 100000.00000000 PA USD 100016.69000000 0.007084928199 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.35012000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAE3 200000.00000000 PA USD 209377.67000000 0.014831782161 Long DBT CORP US N 2 2032-12-06 Fixed 5.37500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEV0 3000.00000000 PA USD 2983.73000000 0.000211359852 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DY1 37000.00000000 PA USD 39587.91000000 0.002804306960 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172109 139437.00000000 NS USD 22365694.80000000 1.584328993408 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61748UAM4 1596000.00000000 PA USD 1591102.15000000 0.112709633671 Long DBT CORP US N 2 2031-10-22 Variable 4.35600000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AR3 11000.00000000 PA USD 11348.50000000 0.000803898906 Long DBT CORP US N 2 2033-06-30 Fixed 5.30000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECL7 200000.00000000 PA USD 221510.80000000 0.015691262262 Long DBT CORP GB N 2 2034-09-13 Variable 6.69200000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACQ6 1074000.00000000 PA USD 965924.38000000 0.068423628881 Long DBT CORP US N 2 2032-03-15 Fixed 2.70000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZX5 3000.00000000 PA USD 3089.54000000 0.000218855163 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 509000.00000000 PA USD 472352.00000000 0.033460215539 Long DBT CORP US N 3 2041-04-30 Fixed 4.75000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 3000.00000000 PA USD 3018.00000000 0.000213787451 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N N CD Mortgage Trust N/A 125039AG2 614375.71000000 PA USD 7085.66000000 0.000501930151 Long ABS-MBS CORP US N 2 2050-11-13 Variable 0.88818000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607AG2 497000.00000000 PA USD 493547.35000000 0.034961640280 Long DBT CORP US N 2 2055-04-01 Fixed 5.70000000 N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EGP9 17951.39000000 PA USD 1672.67000000 0.000118487692 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.01133000 N N N N N N Brookfield Finance Inc. 549300XH8D8K6OYWGD17 11271LAL6 47000.00000000 PA USD 47554.89000000 0.003368667581 Long DBT CORP CA N 2 2054-03-04 Fixed 5.96800000 N N N N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663AA0 3000.00000000 PA USD 3109.58000000 0.000220274746 Long DBT CORP US N 2 2028-09-15 Fixed 5.60000000 N N N N N N Bank of America, N.A. B4TYDEB6GKMZO031MB27 06428CAA2 458000.00000000 PA USD 462226.68000000 0.032742963596 Long DBT CORP US N 2 2026-08-18 Fixed 5.52600000 N N N N N N Paychex, Inc. 529900K900DW6SUBM174 704326AB3 639000.00000000 PA USD 662195.57000000 0.046908251688 Long DBT CORP US N 2 2032-04-15 Fixed 5.35000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEQ1 3000.00000000 PA USD 3128.68000000 0.000221627741 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 140839.00000000 NS USD 13183938.79000000 0.933916726446 Long EC CORP US N 1 N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781CB8 3000.00000000 PA USD 3028.24000000 0.000214512827 Long DBT CORP US N 2 2033-04-24 Fixed 4.75000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ARKB1 21751.84000000 PA USD 306.99000000 0.000021746391 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 46000.00000000 PA USD 48252.75000000 0.003418102210 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 200000.00000000 PA USD 203812.27000000 0.014437543365 Long DBT CORP GB N 2 2027-10-18 Variable 6.55700000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMN9 255000.00000000 PA USD 175535.58000000 0.012434494490 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066AB7 7552000.00000000 PA USD 7491584.00000000 0.530684776122 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N Y N Airbnb, Inc. USD XXXX N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397L5D7 8294.88000000 PA USD 433.61000000 0.000030715830 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 2.06133000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 83192PAD0 133000.00000000 PA USD 137655.09000000 0.009751136824 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 200000.00000000 PA USD 204543.33000000 0.014489329798 Long DBT CORP US N 2 2029-03-22 Fixed 5.25000000 N N N N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084AR3 26000.00000000 PA USD 26365.19000000 0.001867643071 Long DBT CORP US N 2 2027-03-21 Fixed 5.45000000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAG5 172000.00000000 PA USD 171424.11000000 0.012143248402 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 105000.00000000 PA USD 104882.42000000 0.007429604150 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.76500000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAM5 96000.00000000 PA USD 99391.97000000 0.007040674622 Long DBT CORP US N 2 2031-02-26 Fixed 4.90000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BL2 35000.00000000 PA USD 35083.85000000 0.002485250793 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 123483.75000000 PA USD 112090.09000000 0.007940177179 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.44700000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CF0 11000.00000000 PA USD 8883.85000000 0.000629309362 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 76482.00000000 NS USD 23938866.00000000 1.695768444140 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXQT5 22945.76000000 PA USD 4629.72000000 0.000327957601 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Anheuser Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBF4 3000.00000000 PA USD 3872.19000000 0.000274296101 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 101787.00000000 NS USD 23494475.34000000 1.664288938883 Long EC CORP US N 1 N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529537AA0 3000.00000000 PA USD 2628.04000000 0.000186163676 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACX3 182000.00000000 PA USD 184665.64000000 0.013081244743 Long DBT CORP US N 2 2027-03-19 Fixed 5.30000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEX6 3000.00000000 PA USD 2688.56000000 0.000190450759 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CT2 58000.00000000 PA USD 49673.47000000 0.003518742405 Long DBT CORP US N 2 2053-12-15 Fixed 5.80000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389X105 28540.00000000 NS USD 5562731.40000000 0.394049758720 Long EC CORP US N 1 N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBP4 991000.00000000 PA USD 631290.73000000 0.044719031344 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Ashtead Group PLC 2138007UTBN8X9K1A235 N/A 115936.00000000 NS 7904425.98000000 0.559929453046 Long EC CORP GB N 2 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 9000.00000000 PA USD 9386.75000000 0.000664933520 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N PECO Energy Co. YH65D4JBECK76IFEJ279 693304BF3 11000.00000000 PA USD 11243.69000000 0.000796474431 Long DBT CORP US N 2 2033-06-15 Fixed 4.90000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DF3 172000.00000000 PA USD 173742.00000000 0.012307441840 Long DBT CORP US N 2 2027-02-12 Fixed 4.75000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896BZ2 5011000.00000000 PA USD 4958635.05000000 0.351257108160 Long DBT CORP US N 2 2031-05-01 Fixed 3.12500000 N N N Y N CMS Energy Corp. USD XXXX N N N Visio Trust N/A 92837MAA5 15900.04000000 PA USD 15443.19000000 0.001093956341 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 533000.00000000 PA USD 534003.64000000 0.037827461073 Long ABS-CBDO CORP JE N 2 2037-04-21 Floating 5.44000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBM2 48000.00000000 PA USD 49369.78000000 0.003497229777 Long DBT CORP US N 2 2029-03-15 Fixed 5.15000000 N N N N N N Progress Residential Trust N/A 74332YAA7 196642.07000000 PA USD 196604.88000000 0.013926990170 Long ABS-MBS CORP US N 2 2039-06-17 Fixed 4.45100000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAL7 985000.00000000 PA USD 986261.07000000 0.069864228330 Long DBT CORP US N 2 2028-12-15 Fixed 4.37500000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BL6 200000.00000000 PA USD 206359.91000000 0.014618011710 Long DBT CORP NL N 2 2030-03-19 Variable 5.33500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 77.72000000 0.000005505487 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 79452.62000000 USD 109065.00000000 CAD 2026-01-21 77.72000000 N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAQ0 493000.00000000 PA USD 497130.21000000 0.035215440979 Long DBT CORP US N 2 2027-01-11 Fixed 4.80000000 N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBR6 1450000.00000000 PA USD 1443066.40000000 0.102223157267 Long DBT CORP US N 2 2026-03-01 Fixed 1.15000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -107132.86000000 -0.00758901960 N/A DFE N/A N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 8148272.50000000 CAD 5834597.76000000 USD 2026-01-21 -107132.86000000 N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBW1 757000.00000000 PA USD 769553.17000000 0.054513191300 Long DBT CORP US N 2 2028-02-24 Fixed 4.55000000 N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDV8 48000.00000000 PA USD 47461.89000000 0.003362079697 Long DBT CORP US N 2 2044-03-15 Fixed 5.35000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4TZ6 254.09000000 PA USD 255.46000000 0.000018096137 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AY8 141000.00000000 PA USD 111175.69000000 0.007875403407 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDB8 31000.00000000 PA USD 31746.19000000 0.002248819439 Long DBT CORP US N 2 2027-10-29 Variable 7.14900000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EC97 4379.91000000 PA USD 4343.58000000 0.000307688171 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 4.23867000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644ABH4 256192.90000000 PA USD 2.56000000 0.000000181343 Long ABS-MBS CORP US N 2 2048-02-15 Variable 0.70462500 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAU4 7000.00000000 PA USD 7675.42000000 0.000543707251 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBN4 3000.00000000 PA USD 2758.90000000 0.000195433466 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N PPL Electric Utilities Corp. 549300GCZLSGYEYPIR35 69351UAM5 46000.00000000 PA USD 50503.58000000 0.003577545288 Long DBT CORP US N 2 2039-05-15 Fixed 6.25000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922FEB0 14474.52000000 PA USD 13984.22000000 0.000990606614 Long ABS-MBS CORP US N 2 2033-10-25 Variable 5.69024500 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FCM1 1083000.00000000 PA USD 1110011.72000000 0.078630409953 Long DBT CORP US N 2 2035-07-15 Fixed 5.20000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FG8 519000.00000000 PA USD 375740.65000000 0.026616512973 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N United Airlines Pass-Through Trust N/A 90932QAA4 234680.53000000 PA USD 234479.06000000 0.016609900851 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CE3 16000.00000000 PA USD 17147.30000000 0.001214671164 Long DBT CORP US N 2 2034-05-19 Variable 5.85300000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBQ5 696000.00000000 PA USD 572804.19000000 0.040575993452 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CJ7 315000.00000000 PA USD 314115.06000000 0.022251112754 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C5V9 6812.95000000 PA USD 7009.72000000 0.000496550754 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516BL9 1250000.00000000 PA USD 1236893.23000000 0.087618373744 Long DBT CORP US N 2 2026-11-01 Fixed 2.50000000 N N N N N N/A N/A N/A 1.00000000 NC N/A 562.24000000 0.000039827653 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 140572.21000000 USD 120003.00000000 EUR 2026-01-21 562.24000000 N N N Credit Suisse Mortgage Capital Trust N/A 12660BAM3 104810.69000000 PA USD 102515.88000000 0.007261964469 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.87000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 4090.99000000 0.000289795337 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 372782.17000000 USD 279595.00000000 GBP 2026-01-21 4090.99000000 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DVZ2 11404.17000000 PA USD 1308.14000000 0.000092665313 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 4.01133000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAP0 3000.00000000 PA USD 3114.05000000 0.000220591389 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 10000.00000000 PA USD 10060.46000000 0.000712657425 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FJ2 4000.00000000 PA USD 3930.41000000 0.000278420258 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CA9 3000.00000000 PA USD 3042.78000000 0.000215542804 Long DBT CORP US N 2 2034-01-26 Variable 4.82100000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 205000.00000000 PA USD 208515.75000000 0.014770725938 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N Northern Natural Gas Co. 5493007M02M6CT9EXE41 665501AN2 23000.00000000 PA USD 22208.83000000 0.001573217089 Long DBT CORP US N 2 2054-02-01 Fixed 5.62500000 N N N N N N Cardinal Health, Inc. CCU46N3GJMF4OK4N7U60 14149YBP2 37000.00000000 PA USD 38530.61000000 0.002729410514 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N Emerson Electric Co. FGLT0EWZSUIRRITFOA30 291011104 84326.00000000 NS USD 11191746.72000000 0.792794901921 Long EC CORP US N 1 N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 693506107 60707.00000000 NS USD 6220039.22000000 0.440611774617 Long EC CORP US N 1 N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DD9 3000.00000000 PA USD 2943.50000000 0.000208510061 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 174641.79000000 PA USD 149778.60000000 0.010609935470 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.51950000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAX2 3000.00000000 PA USD 2748.56000000 0.000194701006 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136APZR6 122633.77000000 PA USD 12155.99000000 0.000861099445 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05571AAT2 250000.00000000 PA USD 253068.94000000 0.017926760718 Long DBT CORP FR N 2 2027-01-18 Fixed 5.20300000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088MAL6 3000.00000000 PA USD 2723.09000000 0.000192896776 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 750236AY7 91000.00000000 PA USD 95464.21000000 0.006762442083 Long DBT CORP US N 2 2029-05-15 Fixed 6.20000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DX5 3000.00000000 PA USD 3101.26000000 0.000219685378 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 77868.07000000 PA USD 33963.45000000 0.002405884504 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBR6 3000.00000000 PA USD 2674.11000000 0.000189427158 Long DBT CORP US N 2 2053-01-15 Fixed 4.80000000 N N N N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573AX4 25000.00000000 PA USD 26966.59000000 0.001910244719 Long DBT CORP US N 2 2033-10-15 Fixed 6.12500000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAN1 31000.00000000 PA USD 31458.31000000 0.002228426751 Long DBT CORP US N 2 2027-02-25 Fixed 5.45000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 256000.00000000 PA USD 280552.07000000 0.019873595818 Long DBT CORP GB N 2 2044-03-09 Variable 6.33200000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAX6 64000.00000000 PA USD 65719.89000000 0.004655430028 Long DBT CORP US N 2 2029-01-12 Fixed 5.20000000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BD9 26000.00000000 PA USD 27097.06000000 0.001919486882 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHJ6 262651.00000000 PA USD 259680.27000000 0.018395090537 Long DBT CORP US N 2 2055-11-30 Fixed 5.87500000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 836570.43000000 PA USD 11304.41000000 0.000800775682 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.09054600 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAA1 21000.00000000 PA USD 22414.73000000 0.001587802522 Long DBT CORP US N 2 N/A Variable 7.62500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395LMA6 72203.59000000 PA USD 4701.67000000 0.000333054356 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 2.60200000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 1749316.46000000 PA USD 24035.43000000 0.001702608792 Long ABS-MBS CORP US N 2 2050-10-12 Variable 0.97517600 N N N N N N NXP B.V. N/A 62947QBB3 676000.00000000 PA USD 676050.60000000 0.047889706810 Long DBT CORP NL N 2 2026-03-01 Fixed 5.35000000 N N N N N N Vertiv Holdings Co. 549300KTTIRAOGXCRV69 92537N108 42159.00000000 NS USD 6830179.59000000 0.483832568198 Long EC CORP US N 1 N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EJ2 497000.00000000 PA USD 391847.72000000 0.027757496887 Long DBT CORP US N 2 2052-04-01 Fixed 4.25000000 N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GAT9 1098000.00000000 PA USD 1096650.73000000 0.077683951369 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N Ellington Financial Mortgage Trust N/A 31573EAA9 173556.20000000 PA USD 173128.99000000 0.012264017769 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.00000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CH6 45000.00000000 PA USD 49071.94000000 0.003476131548 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172BD0 300000.00000000 PA USD 276959.19000000 0.019619085328 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N Coherent Corp. 549300O5C25A0MMHHU33 19247G107 83191.00000000 NS USD 15354562.87000000 1.087678221203 Long EC CORP US N 1 N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BQ5 680000.00000000 PA USD 688090.40000000 0.048742575652 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGK4 561000.00000000 PA USD 439815.88000000 0.031155439465 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACD7 16000.00000000 PA USD 16471.38000000 0.001166790709 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32051GYL3 32712.19000000 PA USD 12245.40000000 0.000867433023 Long ABS-MBS CORP US N 2 2035-11-25 Floating 4.49600000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433WE2 5269.40000000 PA USD 5242.23000000 0.000371346253 Long ABS-MBS CORP US N 2 2034-04-21 Variable 6.29037000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGY4 291000.00000000 PA USD 298677.42000000 0.021157549560 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCZ6 16000.00000000 PA USD 16794.78000000 0.001189699543 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKY4 3000.00000000 PA USD 3060.04000000 0.000216765458 Long DBT CORP US N 2 2033-07-22 Variable 5.01500000 N N N N N N Federal Realty OP L.P. 549300LI6XZ51GOCJ427 313747BD8 4235000.00000000 PA USD 4285820.00000000 0.303596599490 Long DBT CORP US N 2 2029-01-15 Fixed 3.25000000 N N N Y N Federal Realty Investment Trust USD XXXX N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XBA6 488000.00000000 PA USD 461660.92000000 0.032702886595 Long DBT CORP US N 2 2054-04-18 Fixed 5.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DY3 12000.00000000 PA USD 12377.74000000 0.000876807652 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810FT0 2636800.00000000 PA USD 2722805.01000000 0.192876588870 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844108 29637.00000000 NS USD 8556794.64000000 0.606141591398 Long EC CORP US N 1 N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAM4 3000.00000000 PA USD 2890.34000000 0.000204744341 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BH1 559000.00000000 PA USD 480869.46000000 0.034063570764 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N AS Mileage Plan IP Ltd. N/A 00218QAB6 283000.00000000 PA USD 285652.20000000 0.020234876069 Long DBT CORP KY N 2 2031-10-20 Fixed 5.30800000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AZ8 12000.00000000 PA USD 12982.00000000 0.000919611895 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BE4 4000.00000000 PA USD 3969.98000000 0.000281223296 Long DBT CORP US N 2 2033-06-06 Variable 4.62600000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BV3 22000.00000000 PA USD 22206.65000000 0.001573062663 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 1542514.50000000 PA USD 3329.36000000 0.000235843403 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 0.95807800 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807CJ9 3000.00000000 PA USD 2705.61000000 0.000191658538 Long DBT CORP US N 2 2053-03-15 Fixed 4.95000000 N N N N N N AGCO Corp. LYOM0B2GCF1JWXK5ZG04 001084AS1 66000.00000000 PA USD 69114.13000000 0.004895869365 Long DBT CORP US N 2 2034-03-21 Fixed 5.80000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AAQJ7 94130.82000000 PA USD 10219.37000000 0.000723914205 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 2.16133000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAW4 3000.00000000 PA USD 3031.97000000 0.000214777051 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Molson Coors Beverage Co. 54930073LBBH6ZCBE225 60871RAH3 377000.00000000 PA USD 303212.87000000 0.021478829314 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CCD4 1022000.00000000 PA USD 1023838.53000000 0.072526120120 Long DBT CORP US N 2 2029-01-15 Fixed 4.16100000 N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CCC7 39000.00000000 PA USD 39814.41000000 0.002820351644 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 601299.93000000 PA USD 7978.41000000 0.000565170293 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.84623500 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CY5 3000.00000000 PA USD 2799.65000000 0.000198320092 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBL4 47000.00000000 PA USD 45591.45000000 0.003229582480 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCK5 36000.00000000 PA USD 34231.17000000 0.002424849109 Long DBT CORP US N 2 2054-03-15 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDC7 3000.00000000 PA USD 3016.84000000 0.000213705280 Long DBT CORP US N 2 2033-04-26 Variable 4.58600000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810QH4 72800.00000000 PA USD 71594.25000000 0.005071554765 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2Q1 169000.00000000 PA USD 172219.27000000 0.012199575516 Long DBT CORP US N 2 2029-01-10 Fixed 4.71000000 N N N N N N Texas Eastern Transmission, L.P. 549300SIOULUXXIDGA69 882389CC1 169000.00000000 PA USD 190032.86000000 0.013461444971 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297BTP7 1096.91000000 PA USD 1153.40000000 0.000081703925 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 3000.00000000 PA USD 2952.59000000 0.000209153973 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 874000.00000000 PA USD 788486.15000000 0.055854355499 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 16000.00000000 PA USD 15682.13000000 0.001110882244 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N Bank N/A 065405AJ1 1359391.08000000 PA USD 30010.33000000 0.002125855527 Long ABS-MBS CORP KY N 2 2052-02-15 Variable 0.92672900 N N N N N N Shell PLC 21380068P1DRHMJ8KU70 G80827101 259534.00000000 NS 9564413.55000000 0.677518754848 Long EC CORP GB N 2 N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AL4 5000.00000000 PA USD 4929.60000000 0.000349200338 Long DBT CORP US N 2 N/A Variable 3.75000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 266934.00000000 PA USD 269462.43000000 0.019088033897 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 9000.00000000 PA USD 9396.65000000 0.000665634811 Long DBT CORP US N 2 2033-10-01 Fixed 5.35000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 22000.00000000 PA USD 22930.82000000 0.001624361026 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8X3 2005000.00000000 PA USD 1948106.60000000 0.137998921841 Long DBT CORP US N 2 2045-11-15 Fixed 5.50000000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAG6 528000.00000000 PA USD 525122.54000000 0.037198346514 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175CP7 53000.00000000 PA USD 55861.13000000 0.003957060518 Long DBT CORP US N 2 2034-02-01 Fixed 6.65000000 N N N N N N Solventum Corp. 254900I70403OSGY4M28 83444MAR2 265000.00000000 PA USD 275833.03000000 0.019539311015 Long DBT CORP US N 2 2034-03-23 Fixed 5.60000000 N N N N N N Box, Inc. 549300KQUCPD8687YS68 10316TAD6 2734000.00000000 PA USD 2665650.00000000 0.188827873180 Long DBT CORP US N 2 2029-09-15 Fixed 1.50000000 N N N Y N Box, Inc. USD XXXX N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 750000.00000000 PA USD 504680.60000000 0.035750291423 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475105 57147.00000000 NS USD 11928293.31000000 0.844969990957 Long EC CORP US N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816ED7 593000.00000000 PA USD 602241.95000000 0.042661289576 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 3000.00000000 PA USD 3034.01000000 0.000214921559 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 105000.00000000 PA USD 102198.41000000 0.007239475701 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8R6 16000.00000000 PA USD 15386.41000000 0.001089934190 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DC0 35000.00000000 PA USD 36173.01000000 0.002562404120 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Avnet, Inc. XJI53DCPL7QABOWK4Z75 053807AS2 671000.00000000 PA USD 670776.89000000 0.047516130593 Long DBT CORP US N 2 2026-04-15 Fixed 4.62500000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAM5 274000.00000000 PA USD 296917.79000000 0.021032901841 Long DBT CORP US N 2 2053-11-21 Fixed 6.87500000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 1886.39000000 PA USD 1878.09000000 0.000133039123 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AW5 689000.00000000 PA USD 678488.09000000 0.048062372409 Long DBT CORP US N 2 2029-04-23 Fixed 3.45000000 N N N N N N Lam Research Corp. 549300I4GMO6D34U1T02 512807306 40294.00000000 NS USD 6897526.92000000 0.488603281941 Long EC CORP US N 1 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810UQ9 11826500.00000000 PA USD 11558555.86000000 0.818778729419 Long DBT UST US N 2 2045-11-15 Fixed 4.62500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CD5 16000.00000000 PA USD 16615.75000000 0.001177017513 Long DBT CORP US N 2 2029-05-19 Variable 5.64300000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAHB9 4603.49000000 PA USD 556.19000000 0.000039399086 Long ABS-APCP USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002BD2 302000.00000000 PA USD 300490.00000000 0.021285948122 Long DBT CORP US N 2 2026-12-15 Fixed 3.28000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1401.35000000 0.000099268073 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 178459.06000000 USD 246654.00000000 CAD 2026-01-21 1401.35000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAY0 3000.00000000 PA USD 2756.12000000 0.000195236538 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAR5 3000.00000000 PA USD 3020.07000000 0.000213934085 Long DBT CORP US N 2 2034-01-27 Variable 5.05300000 N N N N N N Cable One, Inc. 549300648QS85T0XSH18 12685JAE5 5466000.00000000 PA USD 5397675.00000000 0.382357582716 Long DBT CORP US N 2 2026-03-15 None 0.00000000 N N N Y N Cable One, Inc. USD XXXX N N N Sun Communities Operating L.P. 549300PUNBPJCGT6X741 866677AE7 3000.00000000 PA USD 2727.87000000 0.000193235379 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEW8 3000.00000000 PA USD 2707.83000000 0.000191815797 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JZ5 1970000.00000000 PA USD 1966807.16000000 0.139323621997 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 10450.59000000 PA USD 1186.19000000 0.000084026685 Long ABS-APCP USGSE US N 2 2033-02-25 Variable 6.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NES6 942000.00000000 PA USD 929318.70000000 0.065830575517 Long DBT CORP US N 2 2037-01-15 Fixed 5.16800000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAB1 3000.00000000 PA USD 3050.50000000 0.000216089669 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CS5 485000.00000000 PA USD 463633.70000000 0.032842633318 Long DBT CORP US N 2 2054-08-01 Fixed 5.35000000 N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BY4 3000.00000000 PA USD 3102.67000000 0.000219785259 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 3000.00000000 PA USD 3043.83000000 0.000215617183 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDJ1 424000.00000000 PA USD 442761.44000000 0.031364095451 Long DBT CORP US N 2 2036-01-30 Variable 6.18300000 N N N N N PartnerRe Finance B LLC 549300O0FAGHK2F79881 70213BAB7 500000.00000000 PA USD 488503.12000000 0.034604319843 Long DBT CORP US N 2 2029-07-02 Fixed 3.70000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 17000.00000000 PA USD 17185.42000000 0.001217371488 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAR0 26000.00000000 PA USD 27604.61000000 0.001955440435 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31396XUE2 21846.64000000 PA USD 1760.15000000 0.000124684553 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 2.55133000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 4378.41000000 PA USD 68.60000000 0.000004859449 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 21000.00000000 PA USD 22416.43000000 0.001587922946 Long DBT CORP US N 2 2034-06-12 Variable 5.83600000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZV5 14000.00000000 PA USD 14375.86000000 0.001018349396 Long DBT CORP CA N 2 2029-02-01 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 99248.48000000 PA USD 17976.25000000 0.001273391876 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Becton, Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BM0 428000.00000000 PA USD 380566.19000000 0.026958341966 Long DBT CORP US N 2 2044-05-15 Fixed 4.87500000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851109 109225.00000000 NS USD 9643475.25000000 0.683119284798 Long EC CORP US N 1 N N N BX Trust N/A 12433EAG6 110000.00000000 PA USD 110002.82000000 0.007792320276 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.05012000 N N N N N N Nebius Group N.V. 549300GGZHJ5Q1B18P93 63954QAF3 2109000.00000000 PA USD 2023585.50000000 0.143345655342 Long DBT CORP NL N 2 2032-09-15 Fixed 2.75000000 N N N Y N Nebius Group N.V. USD XXXX N N N Haleon US Capital LLC 549300N8C3A3L0UVQB07 36264FAN1 315000.00000000 PA USD 248491.18000000 0.017602483830 Long DBT CORP US N 2 2052-03-24 Fixed 4.00000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CPP0 20142300.00000000 PA USD 20119482.60000000 1.425213028282 Long DBT UST US N 2 2028-12-15 Fixed 3.50000000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAB9 48000.00000000 PA USD 48422.10000000 0.003430098534 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AW5 3000.00000000 PA USD 2592.47000000 0.000183643987 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 23207.90000000 PA USD 20392.34000000 0.001444541553 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QCM6 3000.00000000 PA USD 2817.22000000 0.000199564706 Long DBT CORP US N 2 2053-03-15 Fixed 5.12500000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 179.49000000 0.000012714615 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 105656.00000000 CAD 77223.98000000 USD 2026-01-21 179.49000000 N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAM8 20000.00000000 PA USD 20780.71000000 0.001472052697 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CG6 269000.00000000 PA USD 282949.73000000 0.020043439961 Long DBT CORP US N 2 2032-11-01 Fixed 5.65000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCU2 128000.00000000 PA USD 131495.97000000 0.009314840412 Long DBT CORP US N 2 2034-03-15 Fixed 5.25000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BG2 48000.00000000 PA USD 49258.92000000 0.003489376736 Long DBT CORP US N 2 2028-08-21 Fixed 5.37500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395XLV5 2726.64000000 PA USD 3237.13000000 0.000229310064 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 9.72300000 N N N N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636QAX2 20000.00000000 PA USD 20573.14000000 0.001457348965 Long DBT CORP US N 2 2033-03-09 Fixed 4.85000000 N N N N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 37941.00000000 NS USD 7703540.64000000 0.545699245965 Long EC CORP US N 1 N N N NTT Finance Corp. 3538007PR116187GD960 62954WAP0 281000.00000000 PA USD 283555.32000000 0.020086338418 Long DBT CORP JP N 2 2027-07-16 Fixed 4.56700000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAY9 256000.00000000 PA USD 223550.09000000 0.015835720384 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N KKR & Co. Inc. 54930013V5I303TF9571 48251W104 75271.00000000 NS USD 9595547.08000000 0.679724175010 Long EC CORP US N 1 N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CT3 22000.00000000 PA USD 23221.77000000 0.001644971185 Long DBT CORP US N 2 2034-03-15 Fixed 5.55000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 511000.00000000 PA USD 507897.23000000 0.035978149320 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAL1 217000.00000000 PA USD 222938.58000000 0.015792402570 Long DBT CORP US N 2 2028-08-03 Fixed 5.10000000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAS6 55000.00000000 PA USD 56577.79000000 0.004007826892 Long DBT CORP US N 2 2034-02-01 Fixed 5.40000000 N N N N N N Progress Residential Trust N/A 74333WAA0 94766.92000000 PA USD 90184.67000000 0.006388452883 Long ABS-MBS CORP US N 2 2040-12-17 Fixed 2.39300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141G104 14629.00000000 NS USD 12858891.00000000 0.910891166876 Long EC CORP US N 1 N N N Carlyle Group Inc. (The) 529900NGGVF94UK6PG95 14316JAA6 448000.00000000 PA USD 441891.87000000 0.031302497322 Long DBT CORP US N 2 2035-09-19 Fixed 5.05000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AXEJ8 9011.15000000 PA USD 139.91000000 0.000009910868 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 3000.00000000 PA USD 2994.02000000 0.000212088769 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Becton, Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 44495.00000000 NS USD 8635144.65000000 0.611691707036 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 14112.27000000 PA USD 1752.45000000 0.000124139105 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D59 200000.00000000 PA USD 209888.79000000 0.014867988603 Long DBT CORP US N 2 2028-11-07 Fixed 6.79800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 5000.00000000 PA USD 5104.67000000 0.000361601852 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAG2 23000.00000000 PA USD 23815.26000000 0.001687012509 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 2184000.00000000 PA USD 2161985.54000000 0.153149562532 Long DBT CORP US N 2 2026-06-29 Fixed 2.66200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3J0 25000.00000000 PA USD 25751.17000000 0.001824147454 Long DBT CORP US N 2 2030-01-23 Variable 5.19800000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAD4 89000.00000000 PA USD 86630.73000000 0.006136700803 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGE4 540000.00000000 PA USD 474158.88000000 0.033588210327 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAH6 1296000.00000000 PA USD 780952.21000000 0.055320670331 Long DBT CORP US N 2 2051-12-22 Fixed 3.85000000 N N N N N N Banc of America Mortgage Trust N/A 05949AHA1 9124.37000000 PA USD 8749.63000000 0.000619801558 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.64076000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFW9 14000.00000000 PA USD 13603.57000000 0.000963642335 Long DBT CORP US N 2 2053-08-14 Fixed 5.45000000 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853BH2 919000.00000000 PA USD 925969.38000000 0.065593318198 Long DBT CORP US N 2 2030-10-12 Fixed 4.65000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CM7 202000.00000000 PA USD 112607.75000000 0.007976846898 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598V1 286000.00000000 PA USD 307447.43000000 0.021778794786 Long DBT CORP CA N 2 2084-01-27 Variable 8.00000000 N N N N N N Capital One, N.A. 207ALC1P1YM0OVDV0K75 25466AAP6 122000.00000000 PA USD 123821.72000000 0.008771216041 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BS6 84000.00000000 PA USD 86736.82000000 0.006144215949 Long DBT CORP US N 2 2029-04-04 Fixed 5.37100000 N N N N N N GS Finance Corp. 549300FR80KBVO6DRL61 36255HBG2 5873000.00000000 PA USD 7071712.60000000 0.500942152945 Long DBT CORP US N 2 2029-07-30 Fixed 1.00000000 N N N Y N Goldman Sachs Group, Inc. (The) USD XXXX N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAH7 3000.00000000 PA USD 2635.18000000 0.000186669455 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZT0 40000.00000000 PA USD 40428.69000000 0.002863865679 Long DBT CORP CA N 2 2027-01-19 Fixed 4.87500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 4000.00000000 PA USD 3974.95000000 0.000281575358 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CH1 658000.00000000 PA USD 659472.74000000 0.046715373329 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 894.52000000 PA USD 40.50000000 0.000002868917 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAX8 964000.00000000 PA USD 694009.55000000 0.049161873199 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 52079.00000000 NS USD 9712733.50000000 0.688025363258 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 2000.00000000 PA USD 2009.56000000 0.000142352124 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Smurfit Kappa Treasury Unlimited Co. 635400B3DOXSWFOWJT40 83272GAD3 100000.00000000 PA USD 103264.50000000 0.007314994808 Long DBT CORP IE N 2 2030-01-15 Fixed 5.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QWP9 4934.60000000 PA USD 4752.77000000 0.000336674151 Long ABS-APCP USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395U5B3 18407.15000000 PA USD 1164.01000000 0.000082455510 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 2.62200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHX7 6920.70000000 PA USD 924.94000000 0.000065520399 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Wabtec Corp. 06BTX5UWZD0GQ5N5Y745 960386AT7 1061000.00000000 PA USD 1109426.13000000 0.078588928245 Long DBT CORP US N 2 2035-05-29 Fixed 5.50000000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967QA2 969000.00000000 PA USD 990092.52000000 0.070135638513 Long DBT CORP US N 2 2031-05-07 Variable 4.95200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFK6 25000.00000000 PA USD 25679.45000000 0.001819066992 Long DBT CORP US N 2 2030-01-16 Variable 5.17300000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BE7 45000.00000000 PA USD 46808.39000000 0.003315787417 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 3000.00000000 PA USD 2985.21000000 0.000211464691 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N Textron Inc. 3PPKBHUG1HD6BO7RNR87 883203101 77386.00000000 NS USD 6745737.62000000 0.477850913591 Long EC CORP US N 1 N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AH8 3000.00000000 PA USD 3078.75000000 0.000218090827 Long DBT CORP US N 2 2028-03-23 Fixed 5.45000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 3000.00000000 PA USD 2993.57000000 0.000212056892 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBU5 353000.00000000 PA USD 338628.95000000 0.023987614437 Long DBT CORP US N 2 2054-02-26 Fixed 5.30000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 134707.00000000 NS USD 11524183.85000000 0.816343903562 Long EC CORP US N 1 N N N Benchmark Mortgage Trust N/A 08162PAY7 1368897.25000000 PA USD 13522.10000000 0.000957871207 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.52475900 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AW5 596000.00000000 PA USD 600449.46000000 0.042534314138 Long DBT CORP US N 2 2027-03-01 Fixed 4.45000000 N N N N N Union Electric Co. QMPJLLDULY5C1M8PNY21 906548CY6 168000.00000000 PA USD 173073.17000000 0.012260063622 Long DBT CORP US N 2 2034-04-01 Fixed 5.20000000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36263KAF8 126733.23000000 PA USD 114232.96000000 0.008091972646 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 29200.00000000 PA USD 28209.00000000 0.001998253887 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505104 521277.00000000 NS USD 28670235.00000000 2.030926602751 Long EC CORP US N 1 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJF8 5000.00000000 PA USD 5042.67000000 0.000357209930 Long DBT CORP US N 2 2028-07-22 Variable 4.54800000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CH9 3000.00000000 PA USD 2707.65000000 0.000191803046 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 145424.00000000 NS USD 11825879.68000000 0.837715269618 Long EC CORP US N 1 N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BC8 217000.00000000 PA USD 216314.31000000 0.015323156114 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 159582.21000000 PA USD 139554.00000000 0.009885650784 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDQ1 3000.00000000 PA USD 1513.44000000 0.000107208244 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA38 437000.00000000 PA USD 465601.21000000 0.032982006727 Long DBT CORP US N 2 N/A Variable 7.50000000 N N N N N Heineken N.V. 724500K5PTPSST86UQ23 423012AF0 945000.00000000 PA USD 937660.36000000 0.066421477517 Long DBT CORP NL N 2 2028-01-29 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CQ9 621000.00000000 PA USD 564294.23000000 0.039973169507 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 141946.00000000 NS USD 14941235.96000000 1.058399193070 Long EC CORP US N 1 N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAH0 13000.00000000 PA USD 12627.75000000 0.000894517725 Long DBT CORP US N 2 2053-08-01 Fixed 5.35000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DWM0 10471.74000000 PA USD 1148.43000000 0.000081351863 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 4.01133000 N N N N N N Angel Oak Mortgage Trust N/A 03464BAA6 173941.41000000 PA USD 165228.56000000 0.011704371381 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88100000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDS5 101000.00000000 PA USD 103500.85000000 0.007331737241 Long DBT CORP US N 2 2029-03-15 Fixed 4.80000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJQ4 45000.00000000 PA USD 46615.51000000 0.003302124288 Long DBT CORP US N 2 2030-01-23 Variable 5.38400000 N N N N N N Jazz Investments I Ltd. N/A 472145AH4 2370000.00000000 PA USD 3160395.00000000 0.223874351943 Long DBT CORP BM N 2 2030-09-15 Fixed 3.12500000 N N N Y N Jazz Pharmaceuticals PLC USD XXXX N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 12290.65000000 PA USD 1721.57000000 0.000121951644 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17307G2Z0 49058.87000000 PA USD 47676.46000000 0.003377279291 Long ABS-MBS CORP US N 2 2035-10-25 Floating 6.56000000 N N N N N N Dell International LLC / EMC Corp. 254900ZARLSVK41DKO78 24703TAK2 2000.00000000 PA USD 2539.51000000 0.000179892436 Long DBT CORP US N 2 2046-07-15 Fixed 8.35000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECV1 15000.00000000 PA USD 16162.87000000 0.001144936644 Long DBT CORP US N 2 2031-03-15 Fixed 6.00000000 N N N N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 67021CAS6 3000.00000000 PA USD 2557.30000000 0.000181152634 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CQ7 116000.00000000 PA USD 119338.87000000 0.008453662337 Long DBT CORP US N 2 2029-09-01 Fixed 4.87500000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 3000.00000000 PA USD 2991.26000000 0.000211893258 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 556000.00000000 PA USD 553843.93000000 0.039232896807 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 21453.12000000 PA USD 20816.26000000 0.001474570968 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.64613000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AD7 37000.00000000 PA USD 41132.22000000 0.002913701957 Long DBT CORP US N 2 2033-11-01 Fixed 6.87500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ASXP6 34111.68000000 PA USD 4374.35000000 0.000309867839 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254HAA2 425000.00000000 PA USD 431932.18000000 0.030596978188 Long DBT CORP AU N 2 N/A Variable 6.75000000 N N N N Y USD ICE SWAP RATE 11:00AM NY 5Y USD ICE SWAP RATE 11:00AM NY 5 USD XXXX N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 63743HFM9 274000.00000000 PA USD 276741.77000000 0.019603683847 Long DBT CORP US N 2 2027-02-05 Fixed 4.80000000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BW3 20000.00000000 PA USD 20860.83000000 0.001477728194 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CF3 6000.00000000 PA USD 6127.29000000 0.000434041655 Long DBT CORP US N 2 2033-02-27 Fixed 4.70000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095AX9 1264000.00000000 PA USD 1262952.28000000 0.089464330636 Long DBT CORP US N 2 2028-11-15 Fixed 3.90000000 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAU9 764000.00000000 PA USD 784264.06000000 0.055555273370 Long DBT CORP JP N 2 2032-07-16 Fixed 5.17100000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc. HKUPACFHSSASQK8HLS17 68217FAA0 550000.00000000 PA USD 549244.38000000 0.038907076372 Long DBT CORP US N 2 2026-04-15 Fixed 3.60000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEZ0 43000.00000000 PA USD 43215.19000000 0.003061254259 Long DBT CORP US N 2 2034-01-10 Fixed 4.90000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932107 155362.00000000 NS USD 6955556.74000000 0.492713966949 Long EC CORP US N 1 N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 2577.75000000 PA USD 2078.62000000 0.000147244159 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 2517.71000000 PA USD 2306.15000000 0.000163361806 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAS8 55000.00000000 PA USD 57618.67000000 0.004081560186 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 37000.00000000 PA USD 38556.15000000 0.002731219703 Long DBT CORP US N 2 2035-01-23 Variable 5.46800000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAK8 15000.00000000 PA USD 15312.19000000 0.001084676634 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Flagstar Mortgage Trust N/A 33852HAD4 59962.76000000 PA USD 54384.70000000 0.003852473968 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAK9 207000.00000000 PA USD 209358.26000000 0.014830407205 Long DBT CORP US N 2 2027-02-26 Fixed 4.80000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CR5 131000.00000000 PA USD 135451.06000000 0.009595008939 Long DBT CORP US N 2 2031-09-01 Fixed 4.95000000 N N N N N N J.P. Morgan Mortgage Trust N/A 465970AA9 159479.73000000 PA USD 161042.79000000 0.011407862069 Long ABS-MBS CORP US N 2 2064-07-25 Variable 5.99000000 N N N N N N Comerica Inc. I9Q57JVPWHHZ3ZGBW498 200340AW7 31000.00000000 PA USD 32345.23000000 0.002291253911 Long DBT CORP US N 2 2030-01-30 Variable 5.98200000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 26000.00000000 PA USD 27623.14000000 0.001956753053 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 39000.00000000 PA USD 40231.81000000 0.002849919200 Long DBT CORP AU N 2 2028-09-08 Fixed 5.10000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DE5 36000.00000000 PA USD 33622.04000000 0.002381699887 Long DBT CORP US N 2 2055-01-15 Fixed 5.80000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 6272.63000000 PA USD 114.26000000 0.000008093888 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 200000.00000000 PA USD 181454.58000000 0.012853781411 Long DBT CORP GB N 2 2032-06-29 Variable 2.67800000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAY8 53000.00000000 PA USD 54358.78000000 0.003850637861 Long DBT CORP US N 2 2029-02-15 Fixed 5.00000000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBK9 3000.00000000 PA USD 2766.37000000 0.000195962622 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 14630.00000000 NS USD 9657116.70000000 0.684085610456 Long EC CORP US N 1 N N N N/A N/A N/A 1.00000000 NC N/A -894.98000000 -0.00006339810 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 155620.00000000 GBP 208869.15000000 USD 2026-01-21 -894.98000000 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 14204.63000000 PA USD 2013.15000000 0.000142606431 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 7000.00000000 PA USD 7050.16000000 0.000499415421 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05609QAA4 85817.72000000 PA USD 85784.77000000 0.006076775146 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.71448000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BZ5 30000.00000000 PA USD 31535.07000000 0.002233864235 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N DTE Electric Co. 9N0FWODEJVKHC2DYLO03 23338VAV8 39000.00000000 PA USD 40322.30000000 0.002856329282 Long DBT CORP US N 2 2034-03-01 Fixed 5.20000000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 753000.00000000 PA USD 723376.22000000 0.051242133487 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDX4 97000.00000000 PA USD 94294.29000000 0.006679567922 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 21000.00000000 PA USD 22084.09000000 0.001564380824 Long DBT CORP US N 2 2034-03-15 Fixed 5.50000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 12277.84000000 PA USD 12030.05000000 0.000852178176 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361A24 649000.00000000 PA USD 660841.34000000 0.046812321475 Long DBT CORP US N 2 2028-07-10 Fixed 4.95000000 N N N N N Global Payments Inc. 549300NOMHGVQBX6S778 37940XAU6 8191000.00000000 PA USD 7367804.50000000 0.521916550838 Long DBT CORP US N 2 2031-03-01 Fixed 1.50000000 N N N Y N Global Payments Inc. USD XXXX N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NY7 1227000.00000000 PA USD 1109494.16000000 0.078593747318 Long DBT CORP US N 2 2032-04-15 Fixed 2.75000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 3000.00000000 PA USD 3160.08000000 0.000223852038 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29280HAB8 200000.00000000 PA USD 144641.10000000 0.010246008023 Long DBT CORP US N 2 2041-07-12 Fixed 2.87500000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EZ9 1510000.00000000 PA USD 1529307.96000000 0.108332290257 Long DBT CORP US N 2 2030-05-12 Fixed 4.20000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560BA2 7000.00000000 PA USD 7591.26000000 0.000537745570 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N N FedEx Corp. 549300E707U7WNPZN687 31428X106 46690.00000000 NS USD 13486873.40000000 0.955375844529 Long EC CORP US N 1 N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECQ2 3000.00000000 PA USD 3002.07000000 0.000212659011 Long DBT CORP US N 2 2026-02-27 Fixed 5.00000000 N N N N N N SG Residential Mortgage Trust N/A 78433QAB1 96650.93000000 PA USD 89029.16000000 0.006306599491 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.57500000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAS2 129000.00000000 PA USD 131463.34000000 0.009312528986 Long DBT CORP US N 2 2034-12-01 Fixed 5.31800000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BU7 3000.00000000 PA USD 3014.86000000 0.000213565022 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N CSG Systems International, Inc. 549300D7FJZUOHHXUA81 126349AH2 3780000.00000000 PA USD 4482135.00000000 0.317503055298 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N Y N CSG Systems International, Inc. USD XXXX N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 286181AK8 37000.00000000 PA USD 39039.23000000 0.002765439863 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 1403.86000000 PA USD 1352.02000000 0.000095773661 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.00139000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HS3 228000.00000000 PA USD 221504.61000000 0.015690823778 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAK9 200000.00000000 PA USD 213907.47000000 0.015152661683 Long DBT CORP US N 2 2030-11-21 Fixed 6.37500000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBZ7 18000.00000000 PA USD 19280.32000000 0.001365768881 Long DBT CORP US N 2 2034-02-20 Fixed 6.00000000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAJ4 3000.00000000 PA USD 3180.49000000 0.000225297830 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Smurfit Kappa Treasury Unlimited Co. 635400B3DOXSWFOWJT40 83272GAF8 100000.00000000 PA USD 100733.91000000 0.007135734242 Long DBT CORP IE N 2 2054-04-03 Fixed 5.77700000 N N N N N N Dell International LLC / EMC Corp. 254900ZARLSVK41DKO78 24703TAN6 990000.00000000 PA USD 1018542.45000000 0.072150959269 Long DBT CORP US N 2 2032-04-01 Fixed 5.30000000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAJ6 371000.00000000 PA USD 383420.15000000 0.027160509241 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Match Group FinanceCo 3, Inc. 5493003IEL8HSZKWUI17 44932KAA4 1560000.00000000 PA USD 1402440.00000000 0.099345286313 Long DBT CORP US N 2 2030-01-15 Fixed 2.00000000 N N N Y N Match Group, Inc. USD XXXX N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RCJ4 498000.00000000 PA USD 516171.32000000 0.036564264833 Long DBT CORP US N 2 2036-06-06 Variable 5.31600000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DC9 35000.00000000 PA USD 36052.78000000 0.002553887333 Long DBT CORP US N 2 2031-02-15 Fixed 5.30000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780AT4 3000.00000000 PA USD 3046.76000000 0.000215824737 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AS5 6000.00000000 PA USD 6284.72000000 0.000445193596 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 701094104 21463.00000000 NS USD 18865118.48000000 1.336357061080 Long EC CORP US N 1 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFV1 43000.00000000 PA USD 44393.43000000 0.003144717787 Long DBT CORP US N 2 2033-08-14 Fixed 4.95000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 150000.00000000 PA USD 147965.74000000 0.010481517073 Long DBT CORP GB N 2 2030-07-18 Variable 3.96000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXN5 17619.13000000 PA USD 2062.89000000 0.000146129886 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AT6 705000.00000000 PA USD 692685.22000000 0.049068061026 Long DBT CORP US N 2 2029-08-15 Fixed 3.55000000 N N N N N Federation des caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 280000.00000000 PA USD 283161.20000000 0.020058419958 Long DBT CORP CA N 2 2027-08-23 Fixed 4.55000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAF4 4000.00000000 PA USD 4136.11000000 0.000292991523 Long DBT CORP US N 2 2029-01-15 Fixed 5.12500000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674ZW3 200000.00000000 PA USD 208818.92000000 0.014792201730 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 23000.00000000 PA USD 24049.16000000 0.001703581390 Long DBT CORP US N 2 2028-09-19 Fixed 5.90000000 N N N N N N Invesco Private Prime Fund N/A N/A 19537501.49260000 NS USD 19537501.49260000 1.383986965318 Long STIV PF US N 2 N N AT&T Inc. 549300Z40J86GGSTL398 00206RMZ2 643000.00000000 PA USD 649192.46000000 0.045987144413 Long DBT CORP US N 2 2056-08-15 Fixed 6.05000000 N N N N N N Chase Home Lending Mortgage Trust N/A 16158RAR7 2926.44000000 PA USD 2794.18000000 0.000197932611 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAU0 17000.00000000 PA USD 16532.25000000 0.001171102585 Long DBT CORP US N 2 2054-01-17 Fixed 5.66400000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KN0 350000.00000000 PA USD 262689.36000000 0.018608246827 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQKL9 314266.60000000 PA USD 321635.97000000 0.022783874909 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 6418.47000000 PA USD 714.83000000 0.000050636740 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EA4 3000.00000000 PA USD 2910.14000000 0.000206146923 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACW3 9000.00000000 PA USD 8713.39000000 0.000617234408 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 816851BS7 131000.00000000 PA USD 135139.86000000 0.009572964322 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 234000.00000000 PA USD 242196.55000000 0.017156588234 Long DBT CORP JP N 2 N/A Variable 6.60000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBR7 12000.00000000 PA USD 12238.46000000 0.000866941411 Long DBT CORP US N 2 2034-04-26 Variable 4.96700000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAT7 448000.00000000 PA USD 484116.68000000 0.034293595579 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395MTC3 3769.99000000 PA USD 238.73000000 0.000016911026 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 2.65200000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YDW6 124000.00000000 PA USD 120657.32000000 0.008547057985 Long DBT CORP US N 2 2054-03-15 Fixed 5.40000000 N N N N N N Sanofi 549300E9PC51EN656011 N/A 119407.00000000 NS 11553243.11000000 0.818402387708 Long EC CORP FR N 2 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 11000.00000000 PA USD 11591.71000000 0.000821127284 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CU2 200000.00000000 PA USD 216284.39000000 0.015321036657 Long DBT CORP GB N 2 2034-07-06 Variable 6.29600000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFH3 34000.00000000 PA USD 36043.80000000 0.002553251212 Long DBT CORP US N 2 2029-11-01 Variable 6.40700000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAR0 694000.00000000 PA USD 681508.41000000 0.048276324204 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 21000.00000000 PA USD 19929.97000000 0.001411788437 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N State Street Bank and Trust Co. 571474TGEMMWANRLN572 857449AC6 1120000.00000000 PA USD 1128629.06000000 0.079949215016 Long DBT CORP US N 2 2026-11-25 Fixed 4.59400000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BJ6 200000.00000000 PA USD 206911.32000000 0.014657072193 Long DBT CORP CH N 2 2030-02-08 Variable 5.42800000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBU8 3000.00000000 PA USD 2651.03000000 0.000187792229 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PG0 170000.00000000 PA USD 176730.52000000 0.012519141004 Long DBT CORP US N 2 2035-02-13 Variable 5.82700000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620M106 148806.00000000 NS USD 9889646.76000000 0.700557449099 Long EC CORP US N 1 N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMM1 3000.00000000 PA USD 2561.30000000 0.000181435984 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AV3 4000.00000000 PA USD 4126.33000000 0.000292298733 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N Microchip Technology Inc. 5493007PTFULNYZJ1R12 595017104 275542.00000000 NS USD 17557536.24000000 1.243731257472 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHZ2 1955.64000000 PA USD 261.75000000 0.000018541704 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N AstraZeneca Finance LLC 549300C3HATU4Q460S18 04636NAL7 53000.00000000 PA USD 54423.62000000 0.003855230962 Long DBT CORP US N 2 2029-02-26 Fixed 4.85000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKQ7 3000.00000000 PA USD 3049.45000000 0.000216015290 Long DBT CORP US N 2 2028-01-12 Fixed 4.62500000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 22535WAK3 267000.00000000 PA USD 275178.71000000 0.019492960648 Long DBT CORP FR N 2 2030-01-10 Variable 5.33500000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 2171.82000000 PA USD 59.33000000 0.000004202786 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AQ9 3000.00000000 PA USD 2125.14000000 0.000150539518 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PA7 3000.00000000 PA USD 3219.42000000 0.000228055532 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N Northern Oil and Gas, Inc. OKFF0PIZDDMNH4UCYE51 665531AJ8 2005000.00000000 PA USD 1939336.25000000 0.137377652530 Long DBT CORP US N 2 2029-04-15 Fixed 3.62500000 N N N Y N Northern Oil and Gas, Inc. USD XXXX N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEC6 18000.00000000 PA USD 18661.81000000 0.001321955204 Long DBT CORP US N 2 2035-01-23 Variable 5.33600000 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAQ4 12000.00000000 PA USD 12729.64000000 0.000901735354 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AW9 58000.00000000 PA USD 60072.32000000 0.004255370518 Long DBT CORP US N 2 2029-03-18 Fixed 5.85000000 N N N N N N Dell International LLC / EMC Corp. 254900ZARLSVK41DKO78 24703TAD8 158000.00000000 PA USD 158703.92000000 0.011242182461 Long DBT CORP US N 2 2026-06-15 Fixed 6.02000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAW0 28000.00000000 PA USD 26590.35000000 0.001883592833 Long DBT CORP US N 2 2054-05-15 Fixed 5.95000000 N N N N N N Campbell's Co. (The) 5493007JDSMX8Z5Z1902 134429BM0 48000.00000000 PA USD 48642.50000000 0.003445711110 Long DBT CORP US N 2 2027-03-19 Fixed 5.20000000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661ES2 21000.00000000 PA USD 20600.39000000 0.001459279286 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAQ8 89000.00000000 PA USD 91967.06000000 0.006514712862 Long DBT CORP US N 2 2034-04-01 Fixed 5.35000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513E101 57003.00000000 NS USD 10454350.20000000 0.740559606004 Long EC CORP US N 1 N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AT2 21000.00000000 PA USD 21282.43000000 0.001507593267 Long DBT CORP US N 2 2028-04-20 Fixed 4.55000000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AF7 88000.00000000 PA USD 87396.66000000 0.006190957339 Long DBT CORP US N 2 2054-03-15 Fixed 5.75000000 N N N N N N Suncor Energy Inc. 549300W70ZOQDVLCHY06 867224107 151479.00000000 NS 6723325.69000000 0.476263309414 Long EC CORP CA N 1 N N N American Express Co. R4PP93JZOLY261QX3811 025816EM7 1013000.00000000 PA USD 1000661.87000000 0.070884344413 Long DBT CORP US N 2 2036-10-24 Variable 4.80400000 N N N N N N Providence St. Joseph Health Obligated Group N/A 743820AB8 21000.00000000 PA USD 12476.26000000 0.000883786559 Long DBT CORP US N 2 2051-10-01 Fixed 2.70000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 200000.00000000 PA USD 218439.27000000 0.015473682881 Long DBT CORP CH N 2 2034-09-22 Variable 6.30100000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GQ1 28000.00000000 PA USD 26387.50000000 0.001869223455 Long DBT CORP US N 2 2054-01-15 Fixed 5.35000000 N N N N N N Ingersoll Rand Inc. 5299004C02FMZCUOIR50 45687VAA4 3000.00000000 PA USD 3101.94000000 0.000219733548 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCD8 11000.00000000 PA USD 10480.07000000 0.000742381531 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc. 5493000EYEKDT0FBSQ91 03522AAH3 959000.00000000 PA USD 949638.38000000 0.067269970020 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAG3 9000.00000000 PA USD 9545.39000000 0.000676171174 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 58507LBC2 6000.00000000 PA USD 6015.39000000 0.000426114943 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 92295.00000000 NS USD 13226796.45000000 0.936952654189 Long EC CORP US N 1 N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAE9 18000.00000000 PA USD 11440.09000000 0.000810386908 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AZ8 43000.00000000 PA USD 40907.49000000 0.002897782654 Long DBT CORP US N 2 2055-02-01 Fixed 5.30000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFY1 505000.00000000 PA USD 505108.15000000 0.035780577979 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 168446.58000000 PA USD 149905.48000000 0.010618923326 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BS7 643000.00000000 PA USD 514265.59000000 0.036429267761 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BR5 26000.00000000 PA USD 26972.28000000 0.001910647784 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 203000.00000000 PA USD 211531.71000000 0.014984368881 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 323000.00000000 PA USD 237074.06000000 0.016793724058 Long DBT CORP US N 2 2042-07-21 Variable 2.90800000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339W2H8 15509.12000000 PA USD 16276.30000000 0.001152971737 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCE9 21000.00000000 PA USD 21210.17000000 0.001502474552 Long DBT CORP US N 2 2033-06-15 Fixed 4.75000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BH0 25000.00000000 PA USD 25787.91000000 0.001826750023 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Sixth Street Lending Partners 549300S9P1HMDERGCR64 829932AF9 153000.00000000 PA USD 157102.68000000 0.011128754688 Long DBT CORP US N 2 2030-07-15 Fixed 6.12500000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAJ8 605000.00000000 PA USD 545158.52000000 0.038617644431 Long DBT CORP US N 2 2043-08-01 Fixed 4.60000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BU8 447000.00000000 PA USD 506105.71000000 0.035851242595 Long DBT CORP US N 2 2034-10-20 Variable 6.87500000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117F8Z5 200000.00000000 PA USD 211065.76000000 0.014951362167 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 13000.00000000 PA USD 14057.91000000 0.000995826626 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RLJ9 157000.00000000 PA USD 104620.43000000 0.007411045444 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N OBX Trust N/A 67114VAA1 121817.99000000 PA USD 110511.61000000 0.007828361667 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAL6 3000.00000000 PA USD 3048.58000000 0.000215953661 Long DBT CORP US N 2 2029-01-26 Variable 4.87300000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CW0 41000.00000000 PA USD 42198.43000000 0.002989229564 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 2101000.00000000 PA USD 2095862.28000000 0.148465558798 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 3000.00000000 PA USD 3172.59000000 0.000224738214 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBV1 3000.00000000 PA USD 3019.89000000 0.000213921334 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AM7 3000.00000000 PA USD 2876.17000000 0.000203740575 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AG8 32000.00000000 PA USD 31918.77000000 0.002261044568 Long DBT CORP US N 2 2054-04-01 Fixed 6.12500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DH9 35000.00000000 PA USD 36287.15000000 0.002570489508 Long DBT CORP US N 2 2031-02-13 Fixed 5.12500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFT6 5000.00000000 PA USD 4644.35000000 0.000328993953 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2R9 164000.00000000 PA USD 166414.26000000 0.011788363357 Long DBT CORP US N 2 2027-03-25 Fixed 5.07000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAY6 36000.00000000 PA USD 37049.09000000 0.002624463402 Long DBT CORP US N 2 2034-05-15 Fixed 5.55000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDY9 57000.00000000 PA USD 62682.49000000 0.004440268329 Long DBT CORP US N 2 2034-10-23 Variable 6.25400000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 3000.00000000 PA USD 3115.25000000 0.000220676394 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -260296.60000000 -0.01843874978 N/A DFE N/A N 2 The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 9756881.00000000 GBP 12891249.75000000 USD 2026-01-21 -260296.60000000 N N N Mitsubishi Ufj Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CL6 200000.00000000 PA USD 203078.94000000 0.014385596131 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 225000.00000000 PA USD 207191.86000000 0.014676944934 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAU7 3597000.00000000 PA USD 3606493.06000000 0.255474805078 Long DBT CORP US N 2 2030-12-01 Fixed 3.00000000 N N N Y N PPL Corp. USD XXXX N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 18000.00000000 PA USD 18598.00000000 0.001317435066 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBT6 3000.00000000 PA USD 2523.57000000 0.000178763286 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAR2 383000.00000000 PA USD 385206.93000000 0.027287080196 Long DBT CORP US N 2 2027-04-14 Fixed 4.75000000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBP3 226000.00000000 PA USD 229281.92000000 0.016241748658 Long DBT CORP JP N 2 2027-03-07 Fixed 5.20000000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RBG8 399000.00000000 PA USD 299298.89000000 0.021201572916 Long DBT CORP CA N 2 2041-12-02 Fixed 3.00000000 N N N N N N Telefonica Emisiones, S.A. 549300Y5MFC4SW5Z3K71 87938WAU7 700000.00000000 PA USD 618468.60000000 0.043810744233 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 10309.00000000 PA USD 10373.33000000 0.000734820340 Long DBT CORP US N 2 2028-10-20 Fixed 4.75000000 N N N N N N Blackstone Holdings Finance Co. L.L.C. 549300D2L6J4NC1QVZ22 09261BAA8 3000.00000000 PA USD 2617.28000000 0.000185401465 Long DBT CORP US N 2 2031-03-30 Fixed 1.60000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 642.92000000 0.000045542819 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 165873.11000000 USD 228354.00000000 CAD 2026-01-21 642.92000000 N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A3T6 175000.00000000 PA USD 177806.11000000 0.012595333066 Long DBT CORP US N 2 2027-03-25 Fixed 5.51600000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWZ8 25000.00000000 PA USD 25635.15000000 0.001815928892 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CD8 461000.00000000 PA USD 327639.84000000 0.023209173806 Long DBT CORP US N 2 2049-11-01 Fixed 3.40000000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 1700.29000000 PA USD 1744.63000000 0.000123585156 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 3000.00000000 PA USD 3248.85000000 0.000230140279 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACT2 116000.00000000 PA USD 117363.18000000 0.008313709477 Long DBT CORP US N 2 2027-01-08 Fixed 5.25000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DB1 39000.00000000 PA USD 39812.96000000 0.002820248930 Long DBT CORP US N 2 2029-02-15 Fixed 5.10000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FT0 1018000.00000000 PA USD 800840.42000000 0.056729500596 Long DBT CORP US N 2 2041-05-20 Fixed 3.20000000 N N N N N N Amphenol Corp. 549300D3L3G0R4U4VT04 032095BB6 406000.00000000 PA USD 388140.38000000 0.027494878341 Long DBT CORP US N 2 2055-11-15 Fixed 5.30000000 N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 45262BAL7 340000.00000000 PA USD 347550.13000000 0.024619568162 Long DBT CORP GB N 2 2055-07-01 Fixed 6.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A4AA2 682000.00000000 PA USD 777547.93000000 0.055079519785 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17329VBA6 159849.97000000 PA USD 133897.29000000 0.009484943820 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 48128BAQ4 122000.00000000 PA USD 129474.43000000 0.009171639655 Long DBT CORP US N 2 N/A Variable 6.87500000 N N N N N N Australia & New Zealand Banking Group Ltd./New York NY JHE42UYNWWTJB8YTTU19 05253JB26 551000.00000000 PA USD 552521.69000000 0.039139232685 Long DBT CORP AU N 2 2026-03-18 Fixed 5.00000000 N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAR3 26000.00000000 PA USD 26922.41000000 0.001907115120 Long DBT CORP US N 2 2030-01-24 Variable 5.43500000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFU3 59000.00000000 PA USD 60260.16000000 0.004268676626 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 200000.00000000 PA USD 206147.51000000 0.014602965833 Long DBT CORP US N 2 2034-03-22 Fixed 5.60000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AE5 23000.00000000 PA USD 24276.61000000 0.001719693370 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KT7 3000.00000000 PA USD 3060.43000000 0.000216793085 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Fresenius Medical Care US Finance III, Inc. 5299006ZHLMXOOUVTU44 35805BAC2 150000.00000000 PA USD 146659.14000000 0.010388960849 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111GG2 26000.00000000 PA USD 26531.05000000 0.001879392172 Long DBT CORP US N 2 2053-11-15 Fixed 5.90000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBL8 24000.00000000 PA USD 22599.46000000 0.001600888326 Long DBT CORP US N 2 2044-05-17 Fixed 4.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 12000.00000000 PA USD 12385.50000000 0.000877357351 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59023VAA8 115000.00000000 PA USD 139720.02000000 0.009897411219 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114DD7 49000.00000000 PA USD 49727.58000000 0.003522575420 Long DBT CORP US N 2 2034-02-15 Fixed 5.45000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CPR6 8587000.00000000 PA USD 8546413.03000000 0.605406184522 Long DBT UST US N 2 2030-12-31 Fixed 3.62500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAK6 270000.00000000 PA USD 257840.39000000 0.018264758112 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.11570000 N N N N N N IQVIA Holdings Inc. 549300W3R20NM4KQPH86 46266C105 32781.00000000 NS USD 7389165.21000000 0.523429689261 Long EC CORP US N 1 N N N Molex Electronic Technologies, LLC 549300WTBVUFUPSIWI20 60856BAE4 465000.00000000 PA USD 470553.53000000 0.033332816494 Long DBT CORP US N 2 2028-04-30 Fixed 4.75000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMT6 15000.00000000 PA USD 15557.80000000 0.001102075023 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAN8 4000.00000000 PA USD 3941.81000000 0.000279227805 Long DBT CORP US N 2 2027-01-21 Fixed 2.75000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEP3 3000.00000000 PA USD 3083.96000000 0.000218459890 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DL8 3000.00000000 PA USD 3183.14000000 0.000225485549 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112CD3 34000.00000000 PA USD 35256.36000000 0.002497470963 Long DBT CORP US N 2 2031-01-15 Fixed 5.30000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAT0 41000.00000000 PA USD 39294.16000000 0.002783498456 Long DBT CORP US N 2 2054-12-01 Fixed 5.54800000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DP2 15000.00000000 PA USD 15354.00000000 0.001087638348 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 3000.00000000 PA USD 3404.73000000 0.000241182422 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N N/A N/A N/A -7.00000000 NC USD -10.64000000 -0.00000075371 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 2026-03-31 765122.18000000 USD -10.64000000 N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BP7 25000.00000000 PA USD 25581.73000000 0.001812144755 Long DBT CORP US N 2 2029-05-15 Fixed 4.87500000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 205316.00000000 NS USD 15129736.04000000 1.071752059801 Long EC CORP US N 1 N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 74256LEY1 211000.00000000 PA USD 216163.87000000 0.015312499326 Long DBT CORP US N 2 2029-01-25 Fixed 5.10000000 N N N N N N Bayer US Finance LLC 54930093Q75GSEM74I71 07274EAL7 200000.00000000 PA USD 216589.73000000 0.015342666167 Long DBT CORP US N 2 2033-11-21 Fixed 6.50000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CS3 89000.00000000 PA USD 90689.44000000 0.006424209508 Long DBT CORP US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392FJ81 15483.48000000 PA USD 1751.56000000 0.000124076060 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 4.01133000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEB8 21000.00000000 PA USD 21534.17000000 0.001525425889 Long DBT CORP US N 2 2030-01-23 Variable 5.01200000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AQ8 250000.00000000 PA USD 265511.97000000 0.018808193348 Long DBT CORP FR N 2 2035-01-10 Variable 6.25100000 N N N N N N SLB Ltd. 213800ZUA17OK3QLGM62 806857108 183612.00000000 NS USD 7047028.56000000 0.499193598268 Long EC CORP CW N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 205000.00000000 PA USD 206709.33000000 0.014642763735 Long DBT CORP CH N 2 2028-05-12 Variable 4.75100000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 217536.00000000 NS USD 13859218.56000000 0.981751829618 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPA31 459704.38000000 PA USD 440803.45000000 0.031225396415 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CF8 86000.00000000 PA USD 90084.03000000 0.006381323801 Long DBT CORP US N 2 2029-11-21 Variable 5.68400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397TEH1 16056.10000000 PA USD 1275.59000000 0.000090359554 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 1.97200000 N N N N N N United Airlines Pass-Through Trust N/A 909318AA5 333105.11000000 PA USD 322330.39000000 0.022833065858 Long DBT CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAK0 1413000.00000000 PA USD 1025552.36000000 0.072647523483 Long DBT CORP US N 2 2041-07-15 Fixed 2.70000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XBG0 480000.00000000 PA USD 480386.52000000 0.034029360522 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAM5 948000.00000000 PA USD 979540.72000000 0.069388175811 Long DBT CORP US N 2 2034-02-15 Fixed 5.50000000 N N N N N Sierra Pacific Power Co. QB888G5GSVGE1LD1WV84 826418BQ7 5000.00000000 PA USD 5008.37000000 0.000354780205 Long DBT CORP US N 2 2054-03-15 Fixed 5.90000000 N N N N N N STAR Trust N/A 85573GAA0 52008.25000000 PA USD 49163.78000000 0.003482637261 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113AW9 31000.00000000 PA USD 33268.34000000 0.002356644678 Long DBT CORP US N 2 2034-05-15 Fixed 6.15000000 N N N N N N Ferguson Enterprises Inc. 2138003JYQMRP3SLX189 31488V107 46157.00000000 NS USD 10275932.91000000 0.727920978499 Long EC CORP US N 1 N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAJ6 200000.00000000 PA USD 205848.88000000 0.014581811643 Long DBT CORP GB N 2 2029-03-26 Fixed 5.12500000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AX4 159000.00000000 PA USD 136029.66000000 0.009635995493 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29278NAR4 724000.00000000 PA USD 606389.33000000 0.042955079437 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Cable One, Inc. 549300648QS85T0XSH18 12685JAG0 2850000.00000000 PA USD 2326455.00000000 0.164800161198 Long DBT CORP US N 2 2028-03-15 Fixed 1.12500000 N N N Y N Cable One, Inc. USD XXXX N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BY9 9000.00000000 PA USD 9105.36000000 0.000645000567 Long DBT CORP US N 2 2027-01-12 Fixed 5.35000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BH0 200000.00000000 PA USD 210400.77000000 0.014904255965 Long DBT CORP CH N 2 2035-02-08 Variable 5.69900000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BBB6 172000.00000000 PA USD 177913.06000000 0.012602909133 Long DBT CORP US N 2 2030-06-01 Fixed 5.15000000 N N N N N N Ingredion Inc. PKSTQ48QDN0XSVS7YK88 219023AC2 232000.00000000 PA USD 257091.06000000 0.018211677479 Long DBT CORP US N 2 2037-04-15 Fixed 6.62500000 N N N N N N Cameron LNG, LLC 549300C39FLHGVD73K22 133434AD2 622000.00000000 PA USD 531684.24000000 0.037663160670 Long DBT CORP US N 2 2039-01-15 Fixed 3.70100000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAF8 46000.00000000 PA USD 39987.72000000 0.002832628484 Long DBT CORP US N 2 2047-05-15 Fixed 4.75000000 N N N N N N Merit Medical Systems, Inc. 549300OYTY138SP2CE83 589889AA2 1444000.00000000 PA USD 1746518.00000000 0.123718897608 Long DBT CORP US N 2 2029-02-01 Fixed 3.00000000 N N N Y N Merit Medical Systems, Inc. USD XXXX N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8K1 3000.00000000 PA USD 2425.24000000 0.000171797839 Long DBT CORP US N 2 2062-08-15 Fixed 4.65000000 N N N N N N Ingersoll Rand Inc. 5299004C02FMZCUOIR50 45687VAB2 19000.00000000 PA USD 20139.47000000 0.001426628884 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FLN59 306054.12000000 PA USD 54.26000000 0.000003843640 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.76156100 N N N N N N Sonic Capital LLC N/A 83546DAQ1 95750.00000000 PA USD 83244.57000000 0.005896833832 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N BridgeBio Pharma, Inc. 54930028YG89VTY2J114 10806XAH5 2369252.00000000 PA USD 4125460.05000000 0.292237108071 Long DBT CORP US N 2 2031-03-01 Fixed 1.75000000 N N N Y N BridgeBio Pharma, Inc. USD XXXX N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFL4 25000.00000000 PA USD 25996.08000000 0.001841496256 Long DBT CORP US N 2 2035-01-18 Variable 5.46600000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YBE9 531000.00000000 PA USD 393392.17000000 0.027866901801 Long DBT CORP US N 2 2052-06-01 Fixed 4.00000000 N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 36385.94000000 PA USD 31691.88000000 0.002244972257 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCT5 119000.00000000 PA USD 121984.41000000 0.008641065669 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N N/A N/A N/A -4.00000000 NC USD 5867.72000000 0.000415654376 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 2026-03-20 477867.72000000 USD 5867.72000000 N N N Angel Oak Mortgage Trust N/A 03464JAA9 95564.59000000 PA USD 83728.31000000 0.005931100745 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.97800000 N N N N N N AMSR Trust N/A 00180UAB1 235000.00000000 PA USD 229423.69000000 0.016251791285 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 1.72600000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VAM2 810000.00000000 PA USD 739052.81000000 0.052352623292 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAH0 311000.00000000 PA USD 314857.28000000 0.022303689733 Long DBT CORP GB N 2 2027-03-26 Fixed 5.00000000 N N N N N N Kimco Realty OP, LLC 549300EA7I6T15IBYS12 49446RAZ2 1500000.00000000 PA USD 1393210.08000000 0.098691462232 Long DBT CORP US N 2 2032-04-01 Fixed 3.20000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CF9 104000.00000000 PA USD 101220.30000000 0.007170188873 Long DBT CORP US N 2 2054-04-15 Fixed 5.55000000 N N N N N N FirstEnergy Pennsylvania Electric Co. O1PLQWO3TX952VMBJ146 591894CE8 3000.00000000 PA USD 3065.37000000 0.000217143022 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BC7 404000.00000000 PA USD 380986.71000000 0.026988130534 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GQ4 3000.00000000 PA USD 3059.96000000 0.000216759791 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 169000.00000000 PA USD 172826.69000000 0.012242603605 Long DBT CORP US N 2 2029-01-11 Fixed 4.90000000 N N N N N N Hertz Vehicle Financing III L.P. N/A 42806MAE9 113000.00000000 PA USD 110900.38000000 0.007855901146 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XFL5 245000.00000000 PA USD 245403.80000000 0.017383781675 Long DBT CORP US N 2 2028-10-27 Fixed 4.20000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CJ7 11000.00000000 PA USD 11592.36000000 0.000821173328 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 23000.00000000 PA USD 25700.27000000 0.001820541828 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N Quest Diagnostics Inc. 8MCWUBXQ0WE04KMXBX50 74834LBD1 21000.00000000 PA USD 23262.30000000 0.001647842227 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N GreenSaif Pipelines Bidco S.a.r.l. 549300YWDGUXPB8GRP47 39541EAC7 200000.00000000 PA USD 218676.86000000 0.015490513153 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CPQ8 18248100.00000000 PA USD 18169690.10000000 1.287094681569 Long DBT UST US N 2 2032-12-31 Fixed 3.87500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129354W6 52658.69000000 PA USD 54957.90000000 0.003893078000 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VHF4 510000.00000000 PA USD 509751.63000000 0.036109510304 Long DBT CORP US N 2 2033-01-15 Fixed 4.75000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 61000.00000000 PA USD 62610.26000000 0.004435151739 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 421000.00000000 PA USD 426714.32000000 0.030227358243 Long ABS-O CORP US N 2 2029-02-15 Fixed 4.94000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBK9 887000.00000000 PA USD 617911.95000000 0.043771312562 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAY3 672000.00000000 PA USD 672427.70000000 0.047633069779 Long DBT CORP US N 2 2035-11-15 Fixed 4.70000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BC3 3000.00000000 PA USD 3081.70000000 0.000218299798 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AQ2 3000.00000000 PA USD 3125.68000000 0.000221415229 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 25000.00000000 PA USD 24786.59000000 0.001755819058 Long DBT CORP US N 2 2036-05-15 Fixed 5.25000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CKB6 55000.00000000 PA USD 55073.67000000 0.003901278852 Long DBT UST US N 2 2026-02-28 Fixed 4.62500000 N N N N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 015857AF2 74000.00000000 PA USD 74364.91000000 0.005267821279 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 8000.00000000 PA USD 8075.63000000 0.000572057110 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKC2 3000.00000000 PA USD 2633.57000000 0.000186555407 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214FP3 88000.00000000 PA USD 98641.47000000 0.006987511108 Long DBT CORP AU N 2 2033-11-17 Fixed 6.82000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGA1 525000.00000000 PA USD 520347.65000000 0.036860105439 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAL0 5000.00000000 PA USD 5078.98000000 0.000359782038 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Cross Mortgage Trust N/A 22757BAA2 102111.73000000 PA USD 103156.09000000 0.007307315319 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 19104850.45000000 NS USD 19104850.45000000 1.353339064729 Long STIV RF US N 1 N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U7W4 250000.00000000 PA USD 253812.57000000 0.017979437577 Long DBT CORP US N 2 2026-10-30 Fixed 5.88200000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BQ5 41000.00000000 PA USD 42299.91000000 0.002996418149 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 9874.10000000 PA USD 9835.11000000 0.000696694203 Long ABS-MBS CORP US N 2 2035-07-25 Variable 5.04447000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CY63 49241.12000000 PA USD 50998.22000000 0.003612584329 Long ABS-APCP USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCK7 496000.00000000 PA USD 502243.01000000 0.035577618741 Long DBT CORP US N 2 2031-01-15 Fixed 4.60000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAG8 17000.00000000 PA USD 17372.18000000 0.001230601092 Long DBT CORP US N 2 2033-05-15 Fixed 5.03500000 N N N N N N Envestnet, Inc. 549300HLWZ5OKIDM8737 29404KAG1 2597000.00000000 PA USD 2769700.50000000 0.196198546231 Long DBT CORP US N 2 2027-12-01 Fixed 2.62500000 N N N Y N Envestnet, Inc. USD XXXX N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AE9 3000.00000000 PA USD 2885.42000000 0.000204395821 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JCS1 37000.00000000 PA USD 39375.65000000 0.002789271001 Long DBT CORP US N 2 2033-11-15 Fixed 5.65000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBN6 9000.00000000 PA USD 9117.36000000 0.000645850617 Long DBT CORP US N 2 2029-02-01 Variable 4.54300000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BB0 325000.00000000 PA USD 327793.93000000 0.023220089150 Long DBT CORP US N 2 2045-05-01 Fixed 5.65000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BF9 2615000.00000000 PA USD 2614005.78000000 0.185169527851 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DXZ8 86114.93000000 PA USD 4131.67000000 0.000292677005 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 2.61133000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 140261.00000000 NS USD 11811378.81000000 0.836688064831 Long EC CORP US N 1 N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 22966RAH9 3000.00000000 PA USD 2847.26000000 0.000201692664 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Oglethorpe Power Corp. (An Electric Membership Corp.) 3EERXCUSWMS9GV5D9M98 677050AK2 679000.00000000 PA USD 571658.07000000 0.040494805223 Long DBT CORP US N 2 2044-06-01 Fixed 4.55000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDX1 38000.00000000 PA USD 40036.12000000 0.002836057017 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N N Western Midstream Operating, L.P. L6D8A6MLSY454J2JXJ60 958667AE7 8000.00000000 PA USD 8489.20000000 0.000601353358 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N Jazz Investments I Ltd. N/A 472145AF8 3385000.00000000 PA USD 3925753.75000000 0.278090421188 Long DBT CORP BM N 2 2026-06-15 Fixed 2.00000000 N N N Y N Jazz Pharmaceuticals PLC USD XXXX N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BQ7 200000.00000000 PA USD 154128.33000000 0.010918059291 Long DBT CORP AU N 2 2041-03-11 Fixed 3.30500000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135AP1 9000.00000000 PA USD 9248.67000000 0.000655152284 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Apollo Debt Solutions BDC 549300UMUGX092P8DW87 03770DAB9 20000.00000000 PA USD 20995.79000000 0.001487288417 Long DBT CORP US N 2 2029-04-13 Fixed 6.90000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A1QW8 21813.80000000 PA USD 1923.07000000 0.000136225392 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 2.56133000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397PM49 4369.95000000 PA USD 464.91000000 0.000032933043 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 2.90200000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5F54 10899.27000000 PA USD 11464.36000000 0.000812106134 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 77507.00000000 NS USD 16040073.65000000 1.136238063129 Long EC CORP US N 1 N N N COLT Mortgage Loan Trust N/A 19688HAA9 95279.01000000 PA USD 86426.03000000 0.006122200376 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28400000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAV9 804000.00000000 PA USD 808027.69000000 0.057238628542 Long DBT CORP US N 2 2028-11-15 Fixed 3.87500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 183000.00000000 PA USD 184748.02000000 0.013087080333 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397T4E9 3030.92000000 PA USD 272.19000000 0.000019281248 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 1.90200000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DJ5 69000.00000000 PA USD 71343.47000000 0.005053790147 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 21000.00000000 PA USD 21853.80000000 0.001548067666 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Countrywide Home Loans Mortgage Pass-Through Trust N/A 126694MS4 20369.88000000 PA USD 11860.91000000 0.000840196728 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BG9 295000.00000000 PA USD 324490.75000000 0.022986100271 Long DBT CORP US N 2 2035-04-25 Variable 6.64500000 N N N N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAC2 47000.00000000 PA USD 49321.76000000 0.003493828162 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N Smurfit Kappa Treasury Unlimited Co. 635400B3DOXSWFOWJT40 83272GAE1 102000.00000000 PA USD 105646.35000000 0.007483719010 Long DBT CORP IE N 2 2034-04-03 Fixed 5.43800000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 2612.37000000 PA USD 366.38000000 0.000025953428 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCJ8 756000.00000000 PA USD 659414.88000000 0.046711274673 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N Oceanview Mortgage Trust N/A 67647WAE7 111396.45000000 PA USD 100617.61000000 0.007127495845 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DZ8 11000.00000000 PA USD 12026.16000000 0.000851902618 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBP2 3000.00000000 PA USD 3016.00000000 0.000213645777 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N KKR Group Finance Co. XII LLC N/A 48255GAA3 1364000.00000000 PA USD 1372837.18000000 0.097248297759 Long DBT CORP US N 2 2032-05-17 Fixed 4.85000000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AF0 30000.00000000 PA USD 30975.65000000 0.002194236343 Long DBT CORP US N 2 2034-04-01 Fixed 5.75000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368RBX9 200000.00000000 PA USD 211477.45000000 0.014980525241 Long DBT CORP FR N 2 2035-01-19 Variable 6.06600000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DG1 144000.00000000 PA USD 147439.50000000 0.010444239569 Long DBT CORP US N 2 2029-02-13 Fixed 4.87500000 N N N N N N GlaxoSmithKline Capital Inc. 5493007Q8VD7Q3ZYZS59 377372AE7 64000.00000000 PA USD 71913.84000000 0.005094193708 Long DBT CORP US N 2 2038-05-15 Fixed 6.37500000 N N N N N N MKS Inc. 549300KEQATBHAGVF505 55306NAB0 7515000.00000000 PA USD 9604170.00000000 0.680335000754 Long DBT CORP US N 2 2030-06-01 Fixed 1.25000000 N N N Y N MKS Inc. USD XXXX N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEF9 4000.00000000 PA USD 4014.26000000 0.000284359979 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BS2 3000.00000000 PA USD 3087.99000000 0.000218745365 Long DBT CORP US N 2 2028-02-01 Fixed 5.70000000 N N N N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663AB8 12000.00000000 PA USD 12718.53000000 0.000900948350 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAX9 9000.00000000 PA USD 9263.89000000 0.000656230430 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 549000.00000000 PA USD 550480.19000000 0.038994618012 Long DBT CORP US N 2 2026-03-20 Fixed 5.40000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473QBF9 571000.00000000 PA USD 475209.38000000 0.033662625078 Long DBT CORP US N 2 2047-05-15 Fixed 4.37500000 N N N N N N OBX Trust N/A 67448DAM2 110000.00000000 PA USD 101303.94000000 0.007176113718 Long ABS-MBS CORP US N 2 2062-01-25 Variable 3.38400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A9XT0 9097.33000000 PA USD 124.83000000 0.000008842640 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N El Paso Energy Capital Trust I N/A 283678209 95499.00000000 NS USD 4693775.85000000 0.332495155380 Long EP CORP US N 1 N N N Sonic Capital LLC N/A 83546DAN8 95750.00000000 PA USD 89278.19000000 0.006324240143 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 54000.00000000 PA USD 55335.06000000 0.003919795056 Long DBT CORP US N 2 2029-03-21 Fixed 5.20000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 154000.00000000 PA USD 154267.93000000 0.010927948200 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 05526DBY0 69000.00000000 PA USD 73276.26000000 0.005190704079 Long DBT CORP US N 2 2031-02-20 Fixed 5.83400000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 053484AE1 38000.00000000 PA USD 39667.50000000 0.002809944913 Long DBT CORP US N 2 2033-12-07 Fixed 5.30000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DW7 10000.00000000 PA USD 10214.42000000 0.000723563560 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 874054AG4 357000.00000000 PA USD 355723.40000000 0.025198541842 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N Invesco Private Government Fund N/A N/A 7564156.73000000 NS USD 7564156.73000000 0.535825643924 Long STIV PF US N 2 N N Honda Motor Co., Ltd. 549300P7ZYCQJ36CCS16 438127AC6 1138000.00000000 PA USD 1040531.34000000 0.073708596368 Long DBT CORP JP N 2 2032-03-10 Fixed 2.96700000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PJ4 215000.00000000 PA USD 223347.08000000 0.015821339672 Long DBT CORP US N 2 N/A Variable 7.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A5AX4 30107.46000000 PA USD 2258.10000000 0.000159958066 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079KAM9 213000.00000000 PA USD 204157.19000000 0.014461976621 Long DBT CORP US N 2 2055-05-15 Fixed 5.25000000 N N N N N N Life Mortgage Trust N/A 53218CAE0 11213.98000000 PA USD 11167.94000000 0.000791108494 Long ABS-MBS CORP US N 2 2038-03-15 Floating 4.96400000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAC8 10000.00000000 PA USD 10474.78000000 0.000742006801 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818DZ8 426000.00000000 PA USD 341710.55000000 0.024205907151 Long DBT CORP US N 2 2045-01-15 Fixed 4.15000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CV1 3000.00000000 PA USD 1936.08000000 0.000137146988 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 313921A65 17015.20000000 PA USD 1458.36000000 0.000103306517 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 3.91133000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 9583.89000000 PA USD 8781.87000000 0.000622085358 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CKC4 28000.00000000 PA USD 28648.05000000 0.002029355073 Long DBT UST US N 2 2031-02-28 Fixed 4.25000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HBB0 200000.00000000 PA USD 207040.39000000 0.014666215184 Long DBT CORP ES N 2 2030-03-14 Variable 5.53800000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12662EAA1 32879.25000000 PA USD 29609.93000000 0.002097492208 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 160000.00000000 PA USD 163773.67000000 0.011601310670 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAE6 2000.00000000 PA USD 1781.91000000 0.000126225976 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 14000.00000000 PA USD 14197.65000000 0.001005725452 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGY4 1274000.00000000 PA USD 1254803.10000000 0.088887063430 Long DBT CORP US N 2 2035-02-15 Fixed 4.78000000 N N N N N N Countrywide Home Loans Mortgage Pass-Through Trust N/A 126694K56 16138.46000000 PA USD 7850.61000000 0.000556117265 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 18000.00000000 PA USD 18293.94000000 0.001295896228 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BG7 3000.00000000 PA USD 3217.63000000 0.000227928733 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N Cummins Inc. ZUNI8PYC725B6H8JU438 231021AW6 43000.00000000 PA USD 44598.03000000 0.003159211131 Long DBT CORP US N 2 2034-02-20 Fixed 5.15000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BH2 36000.00000000 PA USD 37234.76000000 0.002637615793 Long DBT CORP US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAX6 37000.00000000 PA USD 38051.68000000 0.002695484330 Long DBT CORP US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CA5 11000.00000000 PA USD 11158.13000000 0.000790413578 Long DBT CORP US N 2 2034-02-15 Fixed 4.75000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAH4 3000.00000000 PA USD 3096.81000000 0.000219370152 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. N/A 47837RAD2 3000.00000000 PA USD 2642.95000000 0.000187219862 Long DBT CORP IE N 2 2031-09-16 Fixed 2.00000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAY9 2730000.00000000 PA USD 2818725.00000000 0.199671317250 Long DBT CORP US N 2 2029-06-15 Fixed 0.25000000 N N N Y N Zoetis Inc. USD XXXX N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356AB2 4000.00000000 PA USD 4137.84000000 0.000293114072 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N Liberty Media Corp.-Liberty Formula One N/A 531229AQ5 1938000.00000000 PA USD 2456415.00000000 0.174006197399 Long DBT CORP US N 2 2027-08-15 Fixed 2.25000000 N N N Y N Liberty Media Corp.-Liberty Formula One USD XXXX N N N B.A.T. International Finance PLC 21380041YBGOQDFAC823 05530QAN0 1235000.00000000 PA USD 1228287.75000000 0.087008783405 Long DBT CORP GB N 2 2026-03-25 Fixed 1.66800000 N N N N N N Liberty Broadband Corp. 549300MIX43II8JLN536 530307AE7 3270000.00000000 PA USD 3242205.00000000 0.229669564482 Long DBT CORP US N 2 2026-04-06 Fixed 3.12500000 N N N Y N Charter Communications, Inc. USD XXXX N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAR3 3000.00000000 PA USD 2731.49000000 0.000193491811 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N Dominion Energy South Carolina, Inc. 3QRVFYR22IUIEOORTK28 25731VAB0 11000.00000000 PA USD 11893.34000000 0.000842493987 Long DBT CORP US N 2 2053-10-15 Fixed 6.25000000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859102 26286.00000000 NS USD 6732633.18000000 0.476922628357 Long EC CORP US N 1 N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 200000.00000000 PA USD 184195.52000000 0.013047942637 Long DBT CORP CH N 2 N/A Variable 4.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAG8 859952.59000000 PA USD 11693.64000000 0.000828347746 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.81580600 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F6J1 3419.02000000 PA USD 192.11000000 0.000013608584 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 4.04900000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAP6 43000.00000000 PA USD 45661.57000000 0.003234549602 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 42142.00000000 NS USD 20380714.04000000 1.443717999761 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 27000.00000000 PA USD 28535.50000000 0.002021382317 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KLAK3 2.74000000 PA USD 2.82000000 0.000000199761 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACB1 11000.00000000 PA USD 11036.63000000 0.000781806827 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DQF0 33868.27000000 PA USD 3013.55000000 0.000213472225 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 2.71133000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BF4 15000.00000000 PA USD 14956.78000000 0.001059500293 Long DBT CORP AU N 2 2053-09-08 Fixed 5.50000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BT9 179000.00000000 PA USD 137310.07000000 0.009726696484 Long DBT CORP US N 2 2041-11-01 Fixed 3.36600000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CG1 6000.00000000 PA USD 5486.24000000 0.000388631302 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BT1 52000.00000000 PA USD 53051.11000000 0.003758005841 Long DBT CORP US N 2 2027-10-20 Variable 6.61500000 N N N N N N Verus Securitization Trust N/A 92538BAA1 20167.33000000 PA USD 19577.05000000 0.001386788481 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAL5 3000.00000000 PA USD 3149.53000000 0.000223104702 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N Ralliant Corp. 52990024QKO4DYT8N464 750940108 151198.00000000 NS USD 7697490.18000000 0.545270646751 Long EC CORP US N 1 N N N RUN Trust N/A 74981CAA9 105642.52000000 PA USD 104923.46000000 0.007432511319 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 104122.71000000 PA USD 100192.40000000 0.007097375049 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.99400000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAH4 79000.00000000 PA USD 76920.33000000 0.005448840739 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBM8 5000.00000000 PA USD 5399.64000000 0.000382496778 Long DBT CORP US N 2 2033-10-25 Variable 5.83400000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPX1 26220.58000000 PA USD 24319.62000000 0.001722740090 Long ABS-MBS CORP US N 2 2036-01-25 Variable 4.76461000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 16962.97000000 PA USD 2169.25000000 0.000153664158 Long ABS-APCP USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 397909.00000000 NS USD 13934773.18000000 0.987103926932 Long EC CORP US N 1 N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U8A1 399000.00000000 PA USD 402808.55000000 0.028533934235 Long DBT CORP US N 2 2028-01-14 Variable 4.95200000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AYAT0 253753.27000000 PA USD 25530.83000000 0.001808539129 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 1.91133000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CK4 40000.00000000 PA USD 41189.54000000 0.002917762360 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAH8 3000.00000000 PA USD 2702.96000000 0.000191470818 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Nationwide Financial Services, Inc. 5493001H7AZNDS6BKJ36 638612AL5 440000.00000000 PA USD 412526.66000000 0.029222340456 Long DBT CORP US N 2 2044-11-18 Fixed 5.30000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394V7G9 14474.46000000 PA USD 17235.15000000 0.001220894235 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 9.94154700 N N N N N N N/A N/A N/A 1.00000000 NC N/A 1725.55000000 0.000122233577 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 116211.82000000 USD 161735.00000000 CAD 2026-01-21 1725.55000000 N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CJ5 236000.00000000 PA USD 238040.26000000 0.016862167211 Long DBT CORP US N 2 2027-02-09 Fixed 4.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CC1 64000.00000000 PA USD 65030.38000000 0.004606586891 Long DBT CORP US N 2 2029-02-15 Fixed 4.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 4000.00000000 PA USD 3998.06000000 0.000283212412 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BK3 229000.00000000 PA USD 247834.56000000 0.017555970538 Long DBT CORP CH N 2 N/A Variable 7.75000000 N N N N N N Flagstar Mortgage Trust N/A 33851TAF4 230408.27000000 PA USD 207620.82000000 0.014707331370 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.70000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 02364WBE4 600000.00000000 PA USD 523089.25000000 0.037054313417 Long DBT CORP MX N 2 2042-07-16 Fixed 4.37500000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610105 328303.00000000 NS USD 19176178.23000000 1.358391743437 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 27000.00000000 PA USD 28692.28000000 0.002032488214 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CKG6 1476.83000000 PA USD 75.91000000 0.000005377271 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 2.76133000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBA7 4000.00000000 PA USD 4096.27000000 0.000290169359 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N Macquarie Airfinance Holdings Ltd. 549300MCGUSL5B852H65 55609NAD0 56000.00000000 PA USD 60007.69000000 0.004250792293 Long DBT CORP GB N 2 2031-03-26 Fixed 6.50000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TBQ9 7004000.00000000 PA USD 7098203.80000000 0.502818722245 Long DBT CORP US N 2 2028-08-01 Fixed 3.00000000 N N N Y N CenterPoint Energy, Inc. USD XXXX N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BT0 12000.00000000 PA USD 12347.03000000 0.000874632234 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BF8 15000.00000000 PA USD 15423.18000000 0.001092538884 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 1556000.00000000 PA USD 1560868.65000000 0.110567969348 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECW9 37000.00000000 PA USD 40500.66000000 0.002868963851 Long DBT CORP US N 2 2034-03-15 Fixed 6.10000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAY4 76000.00000000 PA USD 76685.18000000 0.005432183311 Long DBT CORP US N 2 2027-01-01 Fixed 5.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 23000.00000000 PA USD 24816.27000000 0.001757921514 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 4000.00000000 PA USD 3955.10000000 0.000280169234 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAG6 407000.00000000 PA USD 415108.21000000 0.029405210899 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 32000.00000000 PA USD 32642.97000000 0.002312345056 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26614N102 146138.00000000 NS USD 5874747.60000000 0.416152193565 Long EC CORP US N 1 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAJ5 6000.00000000 PA USD 6122.14000000 0.000433676842 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCV0 119000.00000000 PA USD 115578.43000000 0.008187282322 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Angel Oak Mortgage Trust 254900NLG610771ZLP05 034942AA0 235473.11000000 PA USD 237652.39000000 0.016834691486 Long ABS-MBS CORP US N 2 2069-01-25 Variable 5.98500000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCF6 25000.00000000 PA USD 23856.04000000 0.001689901260 Long DBT CORP US N 2 2053-06-15 Fixed 5.25000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BJ3 3000.00000000 PA USD 3244.07000000 0.000229801676 Long DBT CORP US N 2 2033-10-28 Variable 6.03700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 60952.11000000 PA USD 3335.81000000 0.000236300304 Long ABS-APCP USGA US N 2 2037-04-16 Floating 2.70100000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377REZ3 415000.00000000 PA USD 413614.48000000 0.029299398861 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 200000.00000000 PA USD 202351.99000000 0.014334100840 Long DBT CORP JP N 2 2026-09-14 Fixed 5.65000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BE7 201000.00000000 PA USD 235838.73000000 0.016706216419 Long DBT CORP CH N 2 N/A Variable 9.25000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A 3035.30000000 0.000215012939 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 375355.26000000 USD 518911.00000000 CAD 2026-01-21 3035.30000000 N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2K4 3000.00000000 PA USD 3024.76000000 0.000214266313 Long DBT CORP US N 2 2027-09-15 Fixed 4.35000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 19000.00000000 PA USD 19690.51000000 0.001394825699 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 119066.67000000 PA USD 112921.56000000 0.007999076401 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N Alternative Loan Trust N/A 12667GUG6 61695.07000000 PA USD 32843.89000000 0.002326577718 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PDT6 559000.00000000 PA USD 466725.60000000 0.033061655658 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BL2 3000.00000000 PA USD 3032.77000000 0.000214833721 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 3000.00000000 PA USD 2984.66000000 0.000211425731 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAN1 100000.00000000 PA USD 93517.79000000 0.006624562635 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.34600000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AF0 2890000.00000000 PA USD 2864881.62000000 0.202940934937 Long DBT CORP US N 2 2026-04-15 Fixed 0.87500000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 913017CW7 308000.00000000 PA USD 289922.13000000 0.020537347061 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Morgan Stanley Re-REMIC Trust N/A 61761KAB2 92614.00000000 PA USD 82629.66000000 0.005853275170 Long ABS-MBS CORP US N 2 2036-11-26 Variable 6.00000000 N N N N N N NXP Semiconductors N.V. 724500M9BY5293JDF951 N6596X109 40569.00000000 NS USD 8805907.14000000 0.623788087958 Long EC CORP NL N 1 N N N Cigna Group (The) 549300VIWYMSIGT1U456 125523AJ9 307000.00000000 PA USD 294169.22000000 0.020838200126 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2G3 9000.00000000 PA USD 9015.22000000 0.000638615279 Long DBT CORP US N 2 2026-06-04 Floating 4.36615000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAK6 377000.00000000 PA USD 410704.21000000 0.029093242728 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NBS9 1101000.00000000 PA USD 1100643.57000000 0.077966794009 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Zoetis Inc. 549300HD9Q1LOC9KLJ48 98978VAH6 333000.00000000 PA USD 305824.99000000 0.021663865258 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N Haemonetics Corp. 549300ZEL6TXZS6F5F95 405024AD2 5621000.00000000 PA USD 5849774.70000000 0.414383176780 Long DBT CORP US N 2 2029-06-01 Fixed 2.50000000 N N N Y N Haemonetics Corp. USD XXXX N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NP41 7550.06000000 PA USD 7635.33000000 0.000540867377 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 4.92867000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAZ8 410000.00000000 PA USD 335233.33000000 0.023747077344 Long DBT CORP IE N 2 2041-10-29 Fixed 3.85000000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AE0 279000.00000000 PA USD 304403.32000000 0.021563157768 Long DBT CORP US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Komatsu Finance America Inc. 549300SRAAFEEQ8Z4D68 50048WAA6 200000.00000000 PA USD 205077.57000000 0.014527174002 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 74000.00000000 PA USD 75736.46000000 0.005364978397 Long DBT CORP US N 2 2029-02-07 Fixed 4.85000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KS9 3000.00000000 PA USD 3049.43000000 0.000216013873 Long DBT CORP US N 2 2028-05-16 Fixed 4.65000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 135000.00000000 PA USD 134854.56000000 0.009552754395 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 44000.00000000 PA USD 45933.48000000 0.003253811016 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 3000.00000000 PA USD 3083.69000000 0.000218440764 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAS2 3812000.00000000 PA USD 4188435.00000000 0.296698093524 Long DBT CORP US N 2 2028-03-15 Fixed 2.87500000 N N N Y N PPL Corp. USD XXXX N N N N/A N/A N/A 1.00000000 NC N/A -1644.04000000 -0.00011645961 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 152873.00000000 GBP 204417.34000000 USD 2026-01-21 -1644.04000000 N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAB8 49167.18000000 PA USD 50152.05000000 0.003552643796 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 6.17400000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAU4 267000.00000000 PA USD 265758.20000000 0.018825635655 Long DBT CORP US N 2 2035-09-15 Fixed 4.80000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFP9 196000.00000000 PA USD 201768.11000000 0.014292740264 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088MAK8 2000.00000000 PA USD 1978.36000000 0.000140141995 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 70231.00000000 NS USD 8098336.61000000 0.573665589392 Long EC CORP US N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BE4 3000.00000000 PA USD 3052.71000000 0.000216246220 Long DBT CORP US N 2 2037-05-21 Variable 5.64100000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAS8 3000.00000000 PA USD 2958.32000000 0.000209559872 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYR9 15000.00000000 PA USD 15053.18000000 0.001066329024 Long DBT CORP US N 2 2027-10-21 Floating 4.84996600 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272BV9 61000.00000000 PA USD 60733.53000000 0.004302208954 Long DBT CORP US N 2 2054-04-04 Fixed 5.89300000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 3000.00000000 PA USD 2984.07000000 0.000211383936 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FCT6 640000.00000000 PA USD 583785.23000000 0.041353862425 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAG4 21000.00000000 PA USD 23237.39000000 0.001646077666 Long DBT CORP US N 2 2054-02-15 Fixed 6.75000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAT3 37000.00000000 PA USD 37639.75000000 0.002666304255 Long DBT CORP US N 2 2034-01-17 Fixed 5.29000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392MJE3 6766.41000000 PA USD 7058.66000000 0.000500017539 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 86000.00000000 PA USD 89398.72000000 0.006332778182 Long DBT CORP CA N 2 2054-03-22 Fixed 6.35000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 11000.00000000 PA USD 11548.61000000 0.000818074189 Long DBT CORP US N 2 2032-01-29 Variable 5.63100000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B93W3 35554.37000000 PA USD 3670.00000000 0.000259973475 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 2.00200000 N N N N N N Blue Owl Technology Finance Corp. 254900G5EZJSOD3UKL16 69121JAB3 327000.00000000 PA USD 334585.44000000 0.023701182462 Long DBT CORP US N 2 2029-04-04 Fixed 6.75000000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBR9 200000.00000000 PA USD 208300.16000000 0.014755454090 Long DBT CORP JP N 2 2034-03-07 Fixed 5.35000000 N N N N N N PRKCM Trust N/A 69380GAA7 181032.12000000 PA USD 183306.17000000 0.012984943342 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 1378000.00000000 PA USD 1417217.14000000 0.100392061366 Long DBT CORP US N 2 2029-01-08 Fixed 5.50000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VBD1 209000.00000000 PA USD 215425.34000000 0.015260183738 Long DBT CORP US N 2 2030-04-01 Fixed 5.20000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAN6 1058000.00000000 PA USD 844716.51000000 0.059837571332 Long DBT CORP US N 2 2049-01-23 Variable 3.89700000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 32209.00000000 NS USD 7806173.24000000 0.552969478582 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 4000.00000000 PA USD 4052.49000000 0.000287068095 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 164093.79000000 PA USD 143601.74000000 0.010172382401 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.00000000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158106 6102.00000000 NS USD 1507316.04000000 0.106774438520 Long EC CORP US N 1 N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 1058000.00000000 PA USD 1048584.31000000 0.074279048302 Long DBT CORP US N 2 2029-01-23 Variable 3.50900000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DF9 51000.00000000 PA USD 54384.38000000 0.003852451300 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83368RBY7 212000.00000000 PA USD 221829.70000000 0.015713852328 Long DBT CORP FR N 2 2055-01-19 Variable 7.13200000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -4737.14000000 -0.00033556696 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 163291.00000000 GBP 215366.92000000 USD 2026-01-21 -4737.14000000 N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 703481AD3 13000.00000000 PA USD 13921.51000000 0.000986164396 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAN1 10000.00000000 PA USD 10395.11000000 0.000736363180 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529043AF8 5000.00000000 PA USD 5312.83000000 0.000376347378 Long DBT CORP US N 2 2028-11-15 Fixed 6.75000000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AH8 250000.00000000 PA USD 256081.25000000 0.018140145104 Long DBT CORP US N 2 2027-11-21 Fixed 5.10000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACE5 3000.00000000 PA USD 3147.78000000 0.000222980737 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGC2 100000.00000000 PA USD 102245.24000000 0.007242793019 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 61045.18000000 PA USD 59169.77000000 0.004191436169 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.75613000 N N N N N N Verus Securitization Trust N/A 92538QAA8 140610.04000000 PA USD 129419.67000000 0.009167760596 Long ABS-MBS CORP US N 2 2066-10-25 Variable 2.82900000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAJ0 4000.00000000 PA USD 4202.06000000 0.000297663253 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAH9 21000.00000000 PA USD 20764.89000000 0.001470932048 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N Essex Portfolio, L.P. 5493003GN3O58H286O74 29717PBA4 58000.00000000 PA USD 60234.60000000 0.004266866021 Long DBT CORP US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAL0 3000.00000000 PA USD 3027.87000000 0.000214486617 Long DBT CORP US N 2 2032-05-13 Fixed 4.50000000 N N N N N N N/A N/A N/A 1.00000000 NC N/A -241.64000000 -0.00001711716 N/A DFE N/A N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 104521.00000000 CAD 75975.21000000 USD 2026-01-21 -241.64000000 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BGX7 17647.19000000 PA USD 2699.73000000 0.000191242013 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 4.26133000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AT2 3000.00000000 PA USD 2867.25000000 0.000203108704 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395D7F0 6934.52000000 PA USD 7796.07000000 0.000552253790 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 9.57470200 N N N N N N Cognizant Technology Solutions Corp. 5493006IEVQEFQO40L83 192446102 99384.00000000 NS USD 8248872.00000000 0.584329133942 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLH0 23000.00000000 PA USD 23686.72000000 0.001677907062 Long DBT CORP US N 2 2034-04-25 Variable 5.28800000 N N N N N N Humana Inc. 529900YLDW34GJAO4J06 444859BZ4 20000.00000000 PA USD 20802.60000000 0.001473603329 Long DBT CORP US N 2 2028-12-01 Fixed 5.75000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BMY9 3957.97000000 PA USD 355.11000000 0.000025155090 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 3.96133000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810QC5 36400.00000000 PA USD 36479.63000000 0.002584124302 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAQ6 23000.00000000 PA USD 25672.12000000 0.001818547753 Long DBT CORP US N 2 2040-09-01 Fixed 6.45000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEH0 3000.00000000 PA USD 3037.01000000 0.000215134072 Long DBT CORP US N 2 2030-04-17 Fixed 4.60000000 N N N N N N Zebra Technologies Corp. PO0I32GKZ3HZMMDPZZ08 989207105 27724.00000000 NS USD 6731941.68000000 0.476873644254 Long EC CORP US N 1 N N N MFA Trust N/A 552732AA7 105492.91000000 PA USD 97215.92000000 0.006886528768 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.90600000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 3000.00000000 PA USD 2644.62000000 0.000187338161 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BT8 3000.00000000 PA USD 2918.30000000 0.000206724957 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N 2026-01-30 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Adrien Deberghes Adrien Deberghes Principal Financial Officer and Treasurer