NPORT-P false 0000896435 XXXXXXXX S000064657 C000209361 C000209362 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) 811-07452 0000896435 FC4UULIMJMGKBDUARB13 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Oppenheimer V.I. Conservative Balanced Fund S000064657 549300B2YIQS724MH387 2020-12-31 2020-06-30 N 211965583.67 22015203.70 189950379.97 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 20382401.83000000 0.00000000 0.00000000 22309224.65000000 USD N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 128000.00000000 PA USD 133684.91000000 0.070378858953 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Healthcare Trust of America Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 142000.00000000 PA USD 153618.31000000 0.080872862704 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 31393Y5U5 11183.68000000 PA USD 2597.25000000 0.001367330773 Long ABS-APCP USGSE US N 2 2033-10-25 Floating 7.36550000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAP6 181000.00000000 PA USD 197346.28000000 0.103893595807 Long DBT CORP US Y 2 2030-11-15 Fixed 4.15000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 8395.09000000 PA USD 1279.96000000 0.000673839136 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBM7 190000.00000000 PA USD 205296.78000000 0.108079162585 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDL2 198000.00000000 PA USD 203392.44000000 0.107076616552 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N FREMF Mortgage Trust N/A 30291HAG2 450000.00000000 PA USD 460999.31000000 0.242694597437 Long ABS-APCP USGSE US Y 2 2046-06-25 Variable 3.60927400 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GV6 490000.00000000 PA USD 506407.94000000 0.266600119504 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.55000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CN7 107000.00000000 PA USD 109767.09000000 0.057787244235 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHX7 20613.76000000 PA USD 3906.00000000 0.002056326499 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887BW8 118000.00000000 PA USD 132097.04000000 0.069542919588 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABA2 215000.00000000 PA USD 234757.43000000 0.123588818320 Long DBT CORP US Y 2 2025-04-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 317536.99000000 PA USD 47752.26000000 0.025139333760 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FX6 29000.00000000 PA USD 33069.75000000 0.017409678256 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 4465000.00000000 PA USD 4711970.36000000 2.480632237084 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 172000.00000000 PA USD 182329.02000000 0.095987710068 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N Fannie Mae REMICs N/A 31395DUU1 4338.80000000 PA USD 7023.20000000 0.003697386654 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 23.52350000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAE9 174000.00000000 PA USD 162363.75000000 0.085476928251 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N SunTrust Banks, Inc. JJKC32MCHWDI71265Z06 86787EBB2 95000.00000000 PA USD 109540.87000000 0.057668149975 Long DBT CORP US N 2 2025-11-03 Fixed 4.05000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BD4 78000.00000000 PA USD 89174.28000000 0.046946091928 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066FAH4 205000.00000000 PA USD 209767.69000000 0.110432887806 Long ABS-O CORP US N 2 2023-12-18 Fixed 3.08000000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922F6W3 50767.66000000 PA USD 48832.71000000 0.025708140203 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.74600100 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 73000.00000000 PA USD 78672.05000000 0.041417158529 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N DT Auto Owner Trust 54930028PUXRRYF5WB25 23342LAG7 118470.81000000 PA USD 119383.94000000 0.062850066432 Long ABS-O CORP US Y 2 2023-07-17 Fixed 3.47000000 N N N N N N Freddie Mac REMICs N/A 3137A9D29 31003.67000000 PA USD 31814.58000000 0.016748889896 Long ABS-APCP USGSE US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31292GNA0 373.96000000 PA USD 414.66000000 0.000218299115 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N Freddie Mac REMICs N/A 31397PM49 14348.27000000 PA USD 3374.51000000 0.001776521847 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 6.81525000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BM1 47000.00000000 PA USD 47869.22000000 0.025200907735 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F022477 1435000.00000000 PA USD 1502097.47000000 0.790784135434 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBW4 62000.00000000 PA USD 69070.92000000 0.036362612178 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BH2 126000.00000000 PA USD 167160.86000000 0.088002382530 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DK8 48000.00000000 PA USD 33330.00000000 0.017546687721 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBA2 146000.00000000 PA USD 148892.69000000 0.078385044569 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N Freddie Mac REMICs N/A 31392MJE3 23033.23000000 PA USD 26765.16000000 0.014090606191 Long ABS-APCP USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 10580.00000000 NS USD 586661.00000000 0.308849605930 Long EC CORP US N 1 N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 25321.00000000 NS USD 1132355.12000000 0.596132063636 Long EC CORP US N 1 N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 8397.00000000 NS USD 1066167.09000000 0.561287158345 Long EC CORP US N 1 N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590112 8070.00000000 NS USD 1355.76000000 0.000713744294 Long EC CORP US N 1 N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDU9 99000.00000000 PA USD 100732.50000000 0.053030954724 Long DBT CORP GB N 2 N/A Variable 4.37500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 203000.00000000 PA USD 220723.26000000 0.116200483534 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N Apollo Management Holdings L.P. 5493006XQW0V5K38YM64 03765HAF8 277000.00000000 PA USD 275814.48000000 0.145203436836 Long DBT CORP US Y 2 2030-06-05 Fixed 2.65000000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAA1 133000.00000000 PA USD 123901.28000000 0.065228234878 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Countrywide Home Loans N/A 126694MS4 42922.52000000 PA USD 38097.64000000 0.020056627423 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 151890.53000000 PA USD 153193.75000000 0.080649351701 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 2.46600000 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550BC9 132000.00000000 PA USD 136327.13000000 0.071769864330 Long DBT CORP US N 2 2021-03-01 Fixed 5.80000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBB0 215000.00000000 PA USD 216454.95000000 0.113953417747 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N Fannie Mae REMICs N/A 31394DQF0 119766.22000000 PA USD 23202.42000000 0.012214990043 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.51550000 N N N N N N Freddie Mac REMICs N/A 31397T4E9 5379.18000000 PA USD 988.48000000 0.000520388535 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 5.81525000 N N N N N N GS Mortgage Securities Trust N/A 36252RAQ2 65040.81000000 PA USD 67360.22000000 0.035462008557 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.64800000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 766127.20000000 PA USD 35036.68000000 0.018445175000 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.93171600 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 212000.00000000 PA USD 236635.72000000 0.124577650246 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N Fannie Mae REMICs N/A 3136A5AX4 137002.02000000 PA USD 13584.46000000 0.007151583483 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 96573.11000000 PA USD 17692.82000000 0.009314443068 Long ABS-APCP USGA US N 2 2041-04-16 Floating 6.45487000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250PAB9 112000.00000000 PA USD 115235.41000000 0.060666059219 Long DBT CORP US N 2 2031-01-15 Fixed 2.87500000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 10791.00000000 NS USD 1292545.98000000 0.680465066826 Long EC CORP US N 1 N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 246000.00000000 PA USD 251299.72000000 0.132297561099 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AA1 233000.00000000 PA USD 250269.75000000 0.131755330018 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N Banc of America Funding Corp. Trust N/A 059522AW2 10492.89000000 PA USD 10022.38000000 0.005276314794 Long ABS-MBS CORP US N 2 2036-05-20 Variable 4.04295100 N N N N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 10090.00000000 NS USD 2291136.30000000 1.206176213157 Long EC CORP US N 1 N N N Fortis, Inc./Canada 549300MQYQ9Y065XPR71 349553AM9 83000.00000000 PA USD 89679.24000000 0.047211929775 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAG5 205000.00000000 PA USD 223743.40000000 0.117790446134 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N BPCE 9695005MSX1OYEMGDF46 05578QAD5 184000.00000000 PA USD 201151.63000000 0.105896934784 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N Fannie Mae REMICs N/A 31393UVH3 288.83000000 PA USD 298.52000000 0.000157156832 Long ABS-APCP USGSE US N 2 2033-12-25 Floating 13.73100000 N N N N N N STACR Trust 549300YG8OJES76WL398 35564AAK7 164282.25000000 PA USD 162127.62000000 0.085352616838 Long ABS-MBS USGSE US Y 2 2047-02-25 Floating 1.43450000 N N N N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445AD3 307000.00000000 PA USD 312436.02000000 0.164482966577 Long DBT CORP US N 2 2021-06-15 Fixed 3.12500000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 18890.00000000 NS USD 1141900.50000000 0.601157260217 Long EC CORP US N 1 N N N Northeastern University 549300I2J5CUY7XEVC78 664675AT2 80000.00000000 PA USD 81281.00000000 0.042790648806 Long DBT CORP US N 2 2050-10-01 Fixed 2.89400000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAG8 1067577.70000000 PA USD 56031.92000000 0.029498187899 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.03302700 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAA3 124000.00000000 PA USD 122721.72000000 0.064607251651 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 230000.00000000 PA USD 229742.70000000 0.120948797278 Long ABS-O CORP US Y 2 2025-09-15 Fixed 2.58000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DU8 155000.00000000 PA USD 190488.94000000 0.100283526692 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBW1 720000.00000000 PA USD 761759.28000000 0.401030669230 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.83200000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCK5 58000.00000000 PA USD 71337.99000000 0.037556118609 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31283GNK9 1.58000000 PA USD 1.58000000 0.000000831796 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 06279JAA7 263000.00000000 PA USD 282677.96000000 0.148816738373 Long DBT CORP IE Y 2 2023-11-25 Fixed 4.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XJS4 17457.80000000 PA USD 17455.11000000 0.009189299859 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 1.13450000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 54064.35000000 PA USD 11551.03000000 0.006081077596 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Freddie Mac REMICs N/A 3137A8J66 1931.22000000 PA USD 1935.54000000 0.001018971375 Long ABS-APCP USGSE US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAF3 210000.00000000 PA USD 214416.72000000 0.112880384884 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.99000000 N N N N N N N/A N/A N/A 37.00000000 NC USD 21611.00000000 0.011377181768 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Bonds 2020-09-21 8050170.25000000 USD 21611.00000000 N N N Avangrid, Inc. 549300OX0Q38NLSKPB49 05351W103 16320.00000000 NS USD 685113.60000000 0.360680299827 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31392HRF2 31552.70000000 PA USD 7516.47000000 0.003957070262 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 8.06550000 N N N N N N Drive Auto Receivables Trust N/A 26208NAF1 340000.00000000 PA USD 344259.72000000 0.181236657728 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.78000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 195000.00000000 PA USD 213184.27000000 0.112231557543 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36204TD76 5684.28000000 PA USD 5706.11000000 0.003004000308 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.00000000 N N N N N N Freddie Mac N/A 3137G0UD9 88165.10000000 PA USD 87680.43000000 0.046159649701 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 2.48450000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BH4 128000.00000000 PA USD 167019.95000000 0.087928199999 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAY7 2181460.14000000 PA USD 65631.85000000 0.034552102507 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.65709900 N N N N N N Element Rail Leasing I LLC N/A 28618WAA2 40575.99000000 PA USD 40720.46000000 0.021437419607 Long ABS-O CORP US Y 2 2044-04-19 Fixed 2.29900000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BT6 202000.00000000 PA USD 202505.00000000 0.106609420856 Long DBT CORP GB Y 2 N/A Variable 6.00000000 N N N N Y Standard Chartered PLC GBP XXXX N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 14505.82000000 PA USD 2490.38000000 0.001311068711 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Energy Transfer Operating, L.P. 5493008K8W3OKZE54J59 29273RBL2 68000.00000000 PA USD 65856.60000000 0.034670422881 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BK8 262000.00000000 PA USD 273410.90000000 0.143938064268 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDJ8 96000.00000000 PA USD 112837.98000000 0.059403924339 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBN9 129000.00000000 PA USD 140049.67000000 0.073729607712 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Viacom, Inc. 5KYC8KF17ROCY24M3H09 92553PAP7 71000.00000000 PA USD 74327.13000000 0.039129761157 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAR2 70000.00000000 PA USD 76587.00000000 0.040319477124 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAF3 260000.00000000 PA USD 273608.76000000 0.144042228314 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.74000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060BD7 206000.00000000 PA USD 207139.13000000 0.109049073780 Long DBT CORP JP N 2 2060-07-09 Fixed 3.37500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 39685.92000000 PA USD 7863.90000000 0.004139975924 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AG2 868056.86000000 PA USD 37136.51000000 0.019550637385 Long ABS-MBS CORP US N 2 2050-11-13 Variable 1.09830200 N N N N N N Fannie Mae REMICs N/A 31359UT21 23007.52000000 PA USD 26219.52000000 0.013803352225 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N Valvoline, Inc. 549300CMHPBEY6VPOT75 92047W101 17323.00000000 NS USD 334853.59000000 0.176284769766 Long EC CORP US N 1 N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBD0 115000.00000000 PA USD 114597.90000000 0.060330439990 Long ABS-O CORP US Y 2 2023-09-25 Floating 0.81450000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAT8 180000.00000000 PA USD 191340.11000000 0.100731627928 Long DBT CORP US Y 2 2025-11-15 Fixed 3.15000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VAX5 203000.00000000 PA USD 212714.08000000 0.111984024477 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N Freddie Mac N/A 3128M4TZ6 1605.13000000 PA USD 1795.43000000 0.000945210007 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AV2 203000.00000000 PA USD 229516.43000000 0.120829676695 Long DBT CORP GB Y 2 2025-04-01 Fixed 5.37500000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAF1 96418.74000000 PA USD 85162.43000000 0.044834040349 Long ABS-MBS USGSE US N 2 2024-05-25 Floating 2.78450000 N N N N N N Drive Auto Receivables Trust N/A 26208GAG4 160000.00000000 PA USD 161952.19000000 0.085260261140 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.81000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BK4 284000.00000000 PA USD 284710.00000000 0.149886512490 Long DBT CORP US N 2 N/A Variable 4.87500000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350BQ7 54000.00000000 PA USD 64585.30000000 0.034001142830 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 315704.22000000 PA USD 56860.29000000 0.029934286000 Long ABS-APCP USGA US N 2 2047-10-16 Floating 6.00487000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AW0 216000.00000000 PA USD 261350.33000000 0.137588737669 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N Freddie Mac N/A 31297BTP7 10387.13000000 PA USD 12140.81000000 0.006391569209 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90351DAF4 160000.00000000 PA USD 182365.29000000 0.096006804529 Long DBT CORP CH Y 2 2026-04-15 Fixed 4.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 226000.00000000 PA USD 245153.84000000 0.129062042433 Long DBT CORP US N 2 2024-07-23 Variable 3.79700000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BL3 222000.00000000 PA USD 242652.53000000 0.127745219587 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Fannie Mae REMICs N/A 3136AYAT0 843206.76000000 PA USD 113727.26000000 0.059872088709 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 5.00000000 N N N N N N Fannie Mae REMICs N/A 3136AAQJ7 297650.37000000 PA USD 61477.15000000 0.032364847077 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 5.96550000 N N N N N N Drive Auto Receivables Trust N/A 26208KAG5 215000.00000000 PA USD 221543.78000000 0.116632448976 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N Fannie Mae REMICs N/A 31392F6J1 20015.67000000 PA USD 3459.59000000 0.001821312492 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.90625000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAD8 125000.00000000 PA USD 127158.89000000 0.066943214338 Long ABS-O CORP US Y 2 2023-10-20 Fixed 3.48000000 N N N N N N N/A N/A N/A -12.00000000 NC USD -3399.24000000 -0.00178954103 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Floating Rate Notes 2020-09-30 1505507.02000000 USD -3399.24000000 N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 5770.00000000 NS USD 1445442.70000000 0.760958046110 Long EC CORP US N 1 N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 2216.00000000 NS USD 3142398.80000000 1.654326145857 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXN5 62741.66000000 PA USD 13774.94000000 0.007251862303 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAH7 112000.00000000 PA USD 114244.10000000 0.060144180821 Long DBT CORP US Y 2 2027-02-15 Fixed 2.49300000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36224VUY9 1408.21000000 PA USD 1414.03000000 0.000744420727 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAZ8 80000.00000000 PA USD 80269.49000000 0.042258136052 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250PAA1 183000.00000000 PA USD 191590.46000000 0.100863425506 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Freddie Mac REMICs N/A 3137B2ZH6 188420.28000000 PA USD 189268.13000000 0.099640827267 Long ABS-APCP USGSE US N 2 2023-07-15 Fixed 1.50000000 N N N N N N Mortgage-Linked Amortizing Notes N/A 3134G3KS8 91090.97000000 PA USD 92995.33000000 0.048957696222 Long ABS-APCP USGSE US N 2 2022-01-15 Fixed 2.06000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2K6 273000.00000000 PA USD 274331.91000000 0.144422933001 Long DBT CORP US Y 2 2026-11-12 Fixed 2.95000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAK0 87000.00000000 PA USD 90477.46000000 0.047632155310 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N Freddie Mac REMICs N/A 3133TJPC1 23242.61000000 PA USD 4178.92000000 0.002200006128 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 7.46525000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639JAH3 325000.00000000 PA USD 332781.67000000 0.175194000692 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N DT Auto Owner Trust N/A 23343CAE1 105000.00000000 PA USD 106977.44000000 0.056318623851 Long ABS-O CORP US Y 2 2024-07-15 Fixed 3.79000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 445000.00000000 PA USD 444997.69000000 0.234270492151 Long ABS-MBS CORP US Y 2 2065-04-25 Variable 1.69100000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 233000.00000000 PA USD 250256.87000000 0.131748549299 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAU3 139000.00000000 PA USD 142489.02000000 0.075013811513 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GL8 540000.00000000 PA USD 547194.20000000 0.288072179737 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407VM93 2844.62000000 PA USD 2854.94000000 0.001502992518 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 7.00000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 12480.00000000 NS USD 999772.80000000 0.526333666801 Long EC CORP US N 1 N N N WRKCo, Inc. 549300JEB576INN13W07 92940PAE4 127000.00000000 PA USD 140681.21000000 0.074062084014 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAD8 263000.00000000 PA USD 281858.29000000 0.148385220416 Long DBT CORP US Y 2 2030-04-15 Fixed 3.90000000 N N N N N N Freddie Mac REMICs N/A 3137FGV77 169918.47000000 PA USD 9304.85000000 0.004898568774 Long ABS-APCP USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 270000.00000000 PA USD 272164.16000000 0.143281713910 Long ABS-O CORP US N 2 2025-06-18 Fixed 2.99000000 N N N N N N Neuberger Berman Loan Advisers CLO 24 Ltd. 549300E610NX15ZSSH14 64130HAL5 276000.00000000 PA USD 271320.19000000 0.142837403138 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 2.15525000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AY4 124000.00000000 PA USD 123116.56000000 0.064815116463 Long DBT CORP US Y 2 2022-02-01 Fixed 3.35000000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 216000.00000000 PA USD 227061.33000000 0.119537181255 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HC7 260000.00000000 PA USD 266077.71000000 0.140077482362 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.49000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 195000.00000000 PA USD 200288.83000000 0.105442710897 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Freddie Mac Structured Agency Credit Risk Debt Notes N/A 3137G0LH0 17809.84000000 PA USD 17796.82000000 0.009369194208 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 1.48450000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHZ2 5721.68000000 PA USD 1076.84000000 0.000566905946 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAV0 93000.00000000 PA USD 96038.71000000 0.050559893597 Long DBT CORP CA N 2 2023-05-13 Fixed 1.90000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AS0 154000.00000000 PA USD 168124.16000000 0.088509514972 Long DBT CORP AU Y 2 2034-08-02 Variable 3.93300000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HF0 225000.00000000 PA USD 229690.98000000 0.120921569115 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 134000.00000000 PA USD 148901.75000000 0.078389814236 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 122000.00000000 PA USD 140277.78000000 0.073849696969 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222AV6 141000.00000000 PA USD 144493.44000000 0.076069044991 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 193000.00000000 PA USD 228536.18000000 0.120313620870 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38143U8H7 110000.00000000 PA USD 122773.66000000 0.064634595634 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Emera US Finance LP N/A 29103DAF3 179000.00000000 PA USD 182303.58000000 0.095974317097 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AH3 234000.00000000 PA USD 243945.00000000 0.128425644654 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Fannie Mae REMICs N/A 3136A0ML8 3179.06000000 PA USD 3205.99000000 0.001687803941 Long ABS-APCP USGSE US N 2 2026-08-25 Fixed 4.00000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AS1 70000.00000000 PA USD 73874.57000000 0.038891509462 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RGQ9 223000.00000000 PA USD 260738.04000000 0.137266395592 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RBK7 33000.00000000 PA USD 37180.25000000 0.019573664451 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AF6 171000.00000000 PA USD 193627.09000000 0.101935616043 Long DBT CORP BM Y 2 2028-05-15 Fixed 4.70000000 N N N N N N Fannie Mae REMICs N/A 31392DVZ2 41068.23000000 PA USD 9572.31000000 0.005039373967 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 7.81550000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBF4 133000.00000000 PA USD 211472.40000000 0.111330337972 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N HomeBanc Mortgage Trust N/A 43739EBK2 7923.07000000 PA USD 7913.86000000 0.004166277530 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.78825000 N N N N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423AU6 144000.00000000 PA USD 160807.18000000 0.084657466873 Long DBT CORP US N 2 2050-05-12 Fixed 4.00000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AG6 132000.00000000 PA USD 145264.04000000 0.076474729886 Long DBT CORP US Y 2 2025-12-21 Fixed 4.00000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AS3 77000.00000000 PA USD 82569.77000000 0.043469125996 Long DBT CORP US N 2 2032-05-08 Variable 3.37500000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 4005.00000000 NS USD 558216.90000000 0.293875116274 Long EC CORP US N 1 N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFN9 31000.00000000 PA USD 34478.44000000 0.018151287723 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216CX6 238000.00000000 PA USD 241212.22000000 0.126986963668 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EM1 122000.00000000 PA USD 124157.51000000 0.065363128001 Long DBT CORP AU N 2 2030-02-04 Variable 2.89400000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAX4 83002.64000000 PA USD 86383.08000000 0.045476655542 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.47700000 N N N N N N COMM Mortgage Trust N/A 12592PBH5 495000.00000000 PA USD 531524.17000000 0.279822641093 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 4.04800000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117AU4 156000.00000000 PA USD 166629.49000000 0.087722641053 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Freddie Mac N/A 31283GY84 63.78000000 PA USD 64.76000000 0.000034093114 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FHQ30 4853948.52000000 PA USD 62127.63000000 0.032707294404 Long ABS-APCP USGSE US N 2 2024-03-25 Variable 0.50493000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 6178.00000000 NS USD 893277.02000000 0.470268614435 Long EC CORP US N 1 N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAL5 250000.00000000 PA USD 259817.54000000 0.136781795351 Long DBT CORP US Y 2 2027-04-30 Fixed 2.10000000 N N N N N N RBSSP Resecuritization Trust N/A 74928YAC3 3276.73000000 PA USD 3303.54000000 0.001739159458 Long ABS-MBS CORP US Y 2 2045-07-26 Variable 4.21990000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 16117.00000000 NS USD 852428.13000000 0.448763582433 Long EC CORP GB N 1 N N N Chase Mortgage Finance Corp. N/A 16158RAR7 41436.13000000 PA USD 42334.02000000 0.022286883557 Long ABS-MBS CORP US Y 2 2049-04-25 Variable 4.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 10160.00000000 NS USD 1428800.80000000 0.752196863320 Long EC CORP US N 1 N N N Vertex Pharmaceuticals, Inc. 54930015RAQRRZ5ZGJ91 92532F100 2790.00000000 NS USD 809964.90000000 0.426408675848 Long EC CORP US N 1 N N N Freddie Mac N/A 31283GHD2 24.98000000 PA USD 25.17000000 0.000013250828 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 9.00000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 208184.84000000 0.109599591236 Long DBT CORP DK Y 2 2025-12-20 Variable 3.24400000 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180101 7788.00000000 NS USD 326550.84000000 0.171913759820 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 31339W2H8 52255.40000000 PA USD 62067.25000000 0.032675507156 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 202000.00000000 PA USD 223762.45000000 0.117800475068 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AX4 205000.00000000 PA USD 203352.41000000 0.107055542627 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Santander Retail Auto Lease Trust N/A 80285JAN6 320000.00000000 PA USD 325095.58000000 0.171147633424 Long ABS-O CORP US Y 2 2023-05-22 Fixed 3.30000000 N N N N N N Fannie Mae REMICs N/A 31393BGX7 57736.37000000 PA USD 14187.28000000 0.007468940047 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 8.06550000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAK6 270000.00000000 PA USD 251659.41000000 0.132486921078 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.11570000 N N N N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 054561AJ4 110000.00000000 PA USD 123264.02000000 0.064892747263 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAG8 145000.00000000 PA USD 161410.38000000 0.084975023490 Long DBT CORP US N 2 2028-08-28 Fixed 5.65000000 N N N N N N Delta Air Lines Pass Through Trust N/A 247361ZV3 256000.00000000 PA USD 245040.44000000 0.129002342632 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 225000.00000000 PA USD 238716.41000000 0.125673036314 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AQ3 46000.00000000 PA USD 47012.72000000 0.024750000504 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N IAA, Inc. 549300PZCOPC5178W747 449253103 7380.00000000 NS USD 284646.60000000 0.149853135353 Long EC CORP US N 1 N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AD7 230000.00000000 PA USD 230225.75000000 0.121203100534 Long DBT CORP GB Y 2 2020-07-21 Fixed 2.95000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 93000.00000000 PA USD 100813.22000000 0.053073450032 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBW8 236000.00000000 PA USD 263506.35000000 0.138723781464 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N Fannie Mae REMICs N/A 31392BMY9 13884.48000000 PA USD 2946.87000000 0.001551389368 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 7.76550000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HWU7 22223.52000000 PA USD 1582.38000000 0.000833049136 Long ABS-APCP USGSE US N 2 2023-08-25 Fixed 7.50000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 571000.00000000 PA USD 609211.78000000 0.320721537959 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599BY0 278000.00000000 PA USD 280502.00000000 0.147671197101 Long DBT CORP US N 2 2021-02-01 Fixed 4.10000000 N N N N N N Freddie Mac REMICs N/A 3137AAGA5 2322.46000000 PA USD 2398.69000000 0.001262798210 Long ABS-APCP USGSE US N 2 2040-05-15 Fixed 3.00000000 N N N N N N EDP Finance B.V. 5299007L43AQDFOW5739 26835PAF7 231000.00000000 PA USD 249194.82000000 0.131189429597 Long DBT CORP NL Y 2 2024-07-15 Fixed 3.62500000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AS9 86000.00000000 PA USD 90343.67000000 0.047561721126 Long DBT CORP GB Y 2 2024-09-11 Fixed 3.62500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCB4 377000.00000000 PA USD 378646.16000000 0.199339511750 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N Upjohn, Inc. N/A 91533BAF7 219000.00000000 PA USD 235440.84000000 0.123948601754 Long DBT CORP US Y 2 2050-06-22 Fixed 4.00000000 N N N N N N COMM Mortgage Trust N/A 12623SAF7 302140.33000000 PA USD 8710.58000000 0.004585713385 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.66383900 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABG3 195000.00000000 PA USD 210728.34000000 0.110938625146 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N Fannie Mae REMICs N/A 31394U2V3 60037.66000000 PA USD 63283.20000000 0.033315648018 Long ABS-APCP USGSE US N 2 2025-12-25 Fixed 5.50000000 N N N N N N DT Auto Owner Trust N/A 23342EAE8 195000.00000000 PA USD 201455.40000000 0.106056855496 Long ABS-O CORP US Y 2 2024-08-15 Fixed 5.60000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 192000.00000000 PA USD 204607.12000000 0.107716088818 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAG7 252000.00000000 PA USD 253630.29000000 0.133524497313 Long ABS-O CORP US Y 2 2023-10-16 Fixed 3.32000000 N N N N N N Compass Minerals International, Inc. 2549008X9G8XP7YJGC47 20451N101 9440.00000000 NS USD 460200.00000000 0.242273798069 Long EC CORP US N 1 N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 76000.00000000 PA USD 84456.35000000 0.044462322219 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CB6 214000.00000000 PA USD 246953.03000000 0.130009231905 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AJ8 226000.00000000 PA USD 245886.75000000 0.129447885305 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042MAN9 320000.00000000 PA USD 324378.30000000 0.170770019018 Long ABS-O CORP US Y 2 2024-07-15 Fixed 4.63000000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 149000.00000000 PA USD 151323.64000000 0.079664826163 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Freddie Mac N/A 3137G0BK4 133500.46000000 PA USD 136562.89000000 0.071893980955 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 4.16825000 N N N N N N Plains All American Pipeline L.P. / PAA Finance Corp. 5521FA2ITF25TVH63740 72650RBN1 101000.00000000 PA USD 99666.43000000 0.052469718679 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 122000.00000000 PA USD 130923.02000000 0.068924852911 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAF1 275000.00000000 PA USD 282255.74000000 0.148594459271 Long DBT CORP US Y 2 2025-02-15 Fixed 2.24200000 N N N N N N Freddie Mac N/A 31296XJA4 6563.37000000 PA USD 7618.59000000 0.004010831671 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAV9 100000.00000000 PA USD 116330.97000000 0.061242820371 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N Accenture PLC N/A G1151C101 3830.00000000 NS USD 822377.60000000 0.432943382440 Long EC CORP IE N 1 N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356106 5577.00000000 NS USD 734992.83000000 0.386939383914 Long EC CORP US N 1 N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AT2 70000.00000000 PA USD 75400.58000000 0.039694882427 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Fannie Mae REMICs N/A 31394F4M4 28369.45000000 PA USD 5673.50000000 0.002986832666 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 5.91550000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AE9 103000.00000000 PA USD 114539.89000000 0.060299900436 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABJ3 198000.00000000 PA USD 199191.96000000 0.104865260091 Long DBT CORP US Y 2 2031-02-15 Fixed 2.55000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F032674 4340000.00000000 PA USD 4564459.42000000 2.402974619330 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 31392BJ98 15624.35000000 PA USD 3591.08000000 0.001890535833 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 7.91550000 N N N N N N Fannie Mae REMICs N/A 31397NP41 15838.56000000 PA USD 16150.42000000 0.008502441533 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 1.12450000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 150000.00000000 PA USD 169029.98000000 0.088986386879 Long DBT CORP GB Y 2 2030-07-18 Variable 3.96000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAHB9 14916.01000000 PA USD 2708.77000000 0.001426040843 Long ABS-APCP USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N BAE Systems Holdings, Inc. MF62XBVMNYTYMC18DL76 05523UAP5 166000.00000000 PA USD 183983.75000000 0.096858848099 Long DBT CORP US Y 2 2025-12-15 Fixed 3.85000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 132190.89000000 PA USD 25611.64000000 0.013483331806 Long ABS-APCP USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N Fannie Mae REMICs N/A 31398RCS2 216.84000000 PA USD 217.09000000 0.000114287741 Long ABS-APCP USGSE US N 2 2021-01-25 Fixed 3.00000000 N N N N N N Fannie Mae REMICs N/A 313921A65 57452.66000000 PA USD 11664.69000000 0.006140914275 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 7.71550000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BH6 131000.00000000 PA USD 149357.12000000 0.078629545265 Long DBT CORP JP N 2 2029-03-07 Fixed 3.74100000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769AD8 70000.00000000 PA USD 79911.79000000 0.042069823715 Long DBT CORP US N 2 2025-06-15 Fixed 4.37500000 N N N N N N Q2 Holdings, Inc. 549300M9RKR9DZXWS696 74736L109 4970.00000000 NS USD 426376.30000000 0.224467200364 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 3137ARKB1 360660.75000000 PA USD 21764.22000000 0.011457844940 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 2308.00000000 NS USD 374473.00000000 0.197142537992 Long EC CORP US N 1 N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 27521.00000000 NS USD 5600798.71000000 2.948558834620 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 3137AXEJ8 140090.07000000 PA USD 8704.31000000 0.004582412523 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAG5 100000.00000000 PA USD 103036.10000000 0.054243692492 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CX9 139000.00000000 PA USD 153281.50000000 0.080695547976 Long DBT CORP US N 2 2026-05-15 Fixed 3.62500000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GUG6 139107.59000000 PA USD 115446.31000000 0.060777088215 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N Canadian Imperial Bank of Commerce 549300T15RIMIKZC5Q38 136385AZ4 390000.00000000 PA USD 391237.00000000 0.205968000728 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AC7 223000.00000000 PA USD 259167.14000000 0.136439390140 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944TAF2 85000.00000000 PA USD 88930.08000000 0.046817532038 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N East West Bancorp, Inc. N/A 27579R104 9704.00000000 NS USD 351672.96000000 0.185139382219 Long EC CORP US N 1 N N N American Credit Acceptance Receivables Trust N/A 02529MAE9 180000.00000000 PA USD 182848.75000000 0.096261323630 Long ABS-O CORP US Y 2 2025-01-13 Fixed 3.97000000 N N N N N N CarMax, Inc. N/A 143130102 9070.00000000 NS USD 812218.50000000 0.427595090953 Long EC CORP US N 1 N N N Wabtec Corp. 06BTX5UWZD0GQ5N5Y745 929740108 5710.00000000 NS USD 328724.70000000 0.173058195541 Long EC CORP US N 1 N N N CarMax Auto Owner Trust 5493003IB59OF448TR74 14314RAG7 110000.00000000 PA USD 111486.85000000 0.058692617523 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.30000000 N N N N N N Fannie Mae REMICs N/A 31393CZK2 57680.85000000 PA USD 3309.61000000 0.001742355030 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 5.50000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432AV2 130000.00000000 PA USD 134231.71000000 0.070666723604 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599BJ2 175000.00000000 PA USD 191537.32000000 0.100835449779 Long DBT CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N FREMF Mortgage Trust N/A 30291XAG7 180000.00000000 PA USD 181048.23000000 0.095313433976 Long ABS-APCP USGSE US Y 2 2046-02-25 Variable 4.26696100 N N N N N N Freddie Mac 549300L8K4CLYS7FCQ06 35563TAA9 49435.22000000 PA USD 49340.78000000 0.025975615320 Long ABS-MBS USGSE US Y 2 2030-12-25 Floating 0.98450000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 209000.00000000 PA USD 218542.49000000 0.115052410021 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Fannie Mae REMICs N/A 31394AHA7 40969.80000000 PA USD 7654.49000000 0.004029731344 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 6.91550000 N N N N N N Massachusetts (Commonwealth of) 5493001N1YCXNI1O7K10 57582RG34 100000.00000000 PA USD 100550.00000000 0.052934877000 Long DBT MUN US N 2 2041-07-01 Fixed 2.51400000 N N N N N N Dell Equipment Finance Trust N/A 24703KAF2 110000.00000000 PA USD 109995.06000000 0.057907259789 Long ABS-O CORP US Y 2 2025-04-22 Fixed 2.48000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13975WAG8 40000.00000000 PA USD 40643.38000000 0.021396840588 Long ABS-O CORP US Y 2 2025-02-20 Fixed 3.15000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BC5 76000.00000000 PA USD 95504.43000000 0.050278620140 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBB5 136000.00000000 PA USD 136600.62000000 0.071913844037 Long DBT CORP US N 2 2025-09-15 Fixed 1.30000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529JAE6 2401.07000000 PA USD 2402.45000000 0.001264777675 Long ABS-O CORP US Y 2 2024-01-10 Fixed 2.94000000 N N N N N N TOTAL S.A. 529900S21EQ1BO4ESM68 89151E109 10445.00000000 NS USD 401714.70000000 0.211484020228 Long EC CORP FR N 1 N N N FREMF Mortgage Trust 5493000QSGFCHIR1BT31 30261QAM5 40000.00000000 PA USD 40949.74000000 0.021558124814 Long ABS-APCP USGSE US Y 2 2045-12-25 Variable 3.72059700 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 105000.00000000 PA USD 116561.03000000 0.061363936212 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N United Auto Credit Securitization Trust N/A 90945QAC5 150000.00000000 PA USD 151876.02000000 0.079955628424 Long ABS-O CORP US Y 2 2024-08-12 Fixed 3.16000000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922FEB0 48902.79000000 PA USD 47896.11000000 0.025215064064 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.18923600 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 50734.77000000 PA USD 9575.44000000 0.005041021766 Long ABS-APCP USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N Dell Equipment Finance Trust N/A 24702JAE9 40522.36000000 PA USD 40589.52000000 0.021368485815 Long ABS-O CORP US Y 2 2022-10-24 Fixed 2.47000000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 10656.00000000 NS USD 1274137.92000000 0.670774083316 Long EC CORP US N 1 N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918A105 5340.00000000 NS USD 1019085.60000000 0.536500953649 Long EC CORP US N 1 N N N United Airlines Pass Through Trust N/A 90932JAA0 98000.00000000 PA USD 88973.02000000 0.046840137942 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N Freddie Mac 549300RWLR7W4OBRM426 35564RAK0 60000.00000000 PA USD 57532.36000000 0.030288099454 Long ABS-MBS USGSE US Y 2 2049-02-25 Floating 1.56825000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 189000.00000000 PA USD 198980.15000000 0.104753752022 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AP2 85000.00000000 PA USD 85359.56000000 0.044937820084 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N Fannie Mae REMICs N/A 31394CY63 250000.00000000 PA USD 286882.53000000 0.151030248028 Long ABS-APCP USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Fannie Mae REMICs N/A 31395D7F0 22882.16000000 PA USD 37961.93000000 0.019985182449 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 23.52271000 N N N N N N Fannie Mae REMICs N/A 31397M4E4 115.57000000 PA USD 7.15000000 0.000003764140 Long ABS-APCP USGSE US N 2 2024-02-25 Floating 6.51550000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 72000.00000000 PA USD 82651.15000000 0.043511968764 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922F4D7 51313.87000000 PA USD 49596.31000000 0.026110139925 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.82794700 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203LBV3 80.10000000 PA USD 85.39000000 0.000044953845 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N East Ohio Gas Co. (The) BC95Y6MXLT75BGO7UM71 27409LAA1 65000.00000000 PA USD 65433.34000000 0.034447596267 Long DBT CORP US Y 2 2025-06-15 Fixed 1.30000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 79000.00000000 PA USD 84229.75000000 0.044343027907 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N Brookfield Asset Management, Inc. C6J3FGIWG6MBDGTE8F80 112585AH7 168000.00000000 PA USD 185208.32000000 0.097503526989 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 200152.87000000 PA USD 197815.74000000 0.104140744562 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.27000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92935VAJ7 1851643.25000000 PA USD 12905.95000000 0.006794379670 Long ABS-MBS CORP US Y 2 2044-03-15 Variable 1.47741900 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CZ6 180000.00000000 PA USD 179437.50000000 0.094465459889 Long DBT CORP US N 2 2021-03-15 Fixed 4.85000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAR2 105000.00000000 PA USD 116189.45000000 0.061168316703 Long DBT CORP US Y 2 2032-11-15 Fixed 4.30000000 N N N N N N Freddie Mac REMICs N/A 31395LMA6 232843.75000000 PA USD 47370.73000000 0.024938476041 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 6.51525000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HVW4 37958.65000000 PA USD 2949.82000000 0.001552942405 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 7.00000000 N N N N N N WFRBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FBB1 150000.00000000 PA USD 159345.96000000 0.083888202816 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203YMA9 1947.18000000 PA USD 1972.95000000 0.001038665992 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167LAE9 322000.00000000 PA USD 327364.78000000 0.172342261200 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.30000000 N N N N N N Upjohn, Inc. N/A 91533BAD2 222000.00000000 PA USD 228572.54000000 0.120332762712 Long DBT CORP US Y 2 2030-06-22 Fixed 2.70000000 N N N N N N Freddie Mac N/A 31283GLF2 5.49000000 PA USD 5.53000000 0.000002911286 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 9.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAF1 225000.00000000 PA USD 228905.53000000 0.120508066388 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.81000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAB7 216000.00000000 PA USD 249213.40000000 0.131199211098 Long DBT CORP BM N 2 2030-04-03 Fixed 6.15000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 12475.00000000 NS USD 918035.25000000 0.483302665751 Long EC CORP US N 1 N N N Zynga, Inc. N/A 98986T108 162061.00000000 NS USD 1546061.94000000 0.813929374736 Long EC CORP US N 1 N N N FREMF Mortgage Trust N/A 30291GAQ2 110000.00000000 PA USD 112525.78000000 0.059239565626 Long ABS-APCP USGSE US Y 2 2046-01-25 Variable 3.61546400 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHB3 550000.00000000 PA USD 541484.85000000 0.285066473720 Long ABS-O CORP US N 2 2024-09-15 Floating 0.78475000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDA6 54000.00000000 PA USD 58776.96000000 0.030943323203 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N CNH Equipment Trust N/A 18978CAE3 70000.00000000 PA USD 70730.15000000 0.037236119249 Long ABS-O CORP US N 2 2025-05-15 Fixed 2.54000000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90352JAC7 147000.00000000 PA USD 166892.16000000 0.087860924535 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N N/A N/A N/A 134.00000000 NC USD 9211.69000000 0.004849524387 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes 2020-09-30 29581757.19000000 USD 9211.69000000 N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203LDT6 2226.90000000 PA USD 2362.19000000 0.001243582666 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.50000000 N N N N N N Credit Suisse Mortgage Trust N/A 22942JAD5 102451.38000000 PA USD 82328.85000000 0.043342292873 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MS7 346000.00000000 PA USD 358052.69000000 0.188498011984 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N GM Financial Automobile Leasing Trust N/A 36255KAG6 145000.00000000 PA USD 146366.60000000 0.077055176211 Long ABS-O CORP US N 2 2022-04-20 Fixed 3.50000000 N N N N N N CCG Receivables Trust N/A 12508VAC7 90000.00000000 PA USD 90711.15000000 0.047755182176 Long ABS-O CORP US Y 2 2025-06-16 Fixed 3.09000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAK0 246461.47000000 PA USD 218007.15000000 0.114770578523 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 3.18450000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36205P4S7 2087.87000000 PA USD 2096.69000000 0.001103809321 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KWY6 72482.26000000 PA USD 84655.14000000 0.044566975866 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBH2 144000.00000000 PA USD 141668.91000000 0.074582061916 Long DBT CORP US N 2 2022-09-09 Floating 1.41288000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 1290.00000000 NS USD 3558877.80000000 1.873582880203 Long EC CORP US N 1 N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAY7 240000.00000000 PA USD 247278.46000000 0.130180555595 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 88734.44000000 PA USD 5849.00000000 0.003079225217 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BL2 246000.00000000 PA USD 209956.08000000 0.110532066339 Long DBT CORP US N 2 N/A Variable 3.59838000 N N N N N N COMM Mortgage Trust N/A 12624XAM0 255000.00000000 PA USD 259759.19000000 0.136751076802 Long ABS-MBS CORP US Y 2 2046-03-10 Fixed 3.14700000 N N N N N N Freddie Mac N/A 31283G7M3 9.64000000 PA USD 9.72000000 0.000005117125 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N Freddie Mac REMICs N/A 31395MTC3 14015.44000000 PA USD 2821.21000000 0.001485235249 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 6.56525000 N N N N N N Pernod Ricard S.A. 52990097YFPX9J0H5D87 714264AH1 134000.00000000 PA USD 143070.58000000 0.075319975681 Long DBT CORP FR Y 2 2022-07-15 Fixed 4.25000000 N N N N N N American Credit Acceptance Receivables Trust 5493007QHGZZPPA34T64 02529KAE3 180854.27000000 PA USD 182319.77000000 0.095982840375 Long ABS-O CORP US Y 2 2024-07-10 Fixed 3.70000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BG7 183000.00000000 PA USD 200261.31000000 0.105428222903 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DW7 259000.00000000 PA USD 268381.64000000 0.141290393860 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CF4 127000.00000000 PA USD 141106.25000000 0.074285847715 Long DBT CORP US N 2 2026-05-20 Fixed 3.12500000 N N N N N N CBS Corp. 5KYC8KF17ROCY24M3H09 124857AZ6 107000.00000000 PA USD 120091.93000000 0.063222790088 Long DBT CORP US N 2 2029-06-01 Fixed 4.20000000 N N N N N N GS Mortgage Securities Trust 549300SSCQUZ3RRV2T53 36197XAL8 19761.63000000 PA USD 20021.29000000 0.010540273729 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 2.67800000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMU83 2143101.42000000 PA USD 105056.97000000 0.055307586126 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 1.10250000 N N N N N N CarMax Auto Owner Trust N/A 14314JAG5 245000.00000000 PA USD 248209.75000000 0.130670836267 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.43000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SR0 12900.00000000 PA USD 12781.83000000 0.006729036289 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N Texas (State of) Transportation Commission 5493006JSGNPGVJS7691 882830AP7 90000.00000000 PA USD 91518.30000000 0.048180108939 Long DBT MUN US N 2 2042-04-01 Fixed 2.56200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 43677.33000000 PA USD 7968.23000000 0.004194900795 Long ABS-APCP USGSE US N 2 2033-06-25 Fixed 6.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AN8 201000.00000000 PA USD 190698.75000000 0.100393981854 Long DBT CORP CH Y 2 N/A Variable 5.10000000 N N N N Y Credit Suisse Group AG USD XXXX N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FKWE2 2714499.90000000 PA USD 51316.81000000 0.027015902788 Long ABS-APCP USGSE US N 2 2024-11-25 Variable 0.63221000 N N N N N N Becton, Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887109 3918.00000000 NS USD 937459.86000000 0.493528815340 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391AKD0 993.18000000 PA USD 999.64000000 0.000526263753 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 8.50000000 N N N N N N Freddie Mac REMICs N/A 3137B93W3 138513.08000000 PA USD 20011.41000000 0.010535072371 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 5.91525000 N N N N N N CryoPort, Inc. N/A 229050307 16840.00000000 NS USD 509410.00000000 0.268180563829 Long EC CORP US N 1 N N N Santander Retail Auto Lease Trust N/A 80284NAG3 205000.00000000 PA USD 203319.82000000 0.107038385515 Long ABS-O CORP US Y 2 2023-11-20 Fixed 2.39000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654AS4 85000.00000000 PA USD 92197.69000000 0.048537776031 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N CCG Receivables Trust N/A 12510FAC8 105000.00000000 PA USD 105903.19000000 0.055753081418 Long ABS-O CORP US Y 2 2027-03-15 Fixed 2.55000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCP9 259000.00000000 PA USD 265662.17000000 0.139858719967 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N DT Auto Owner Trust N/A 23341TAG1 81971.83000000 PA USD 82608.51000000 0.043489520796 Long ABS-O CORP US Y 2 2023-01-15 Fixed 3.89000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 250000.00000000 PA USD 285876.25000000 0.150500488625 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N Apollo Management Holdings LP 5493006XQW0V5K38YM64 03765HAE1 145000.00000000 PA USD 130477.19000000 0.068690144247 Long DBT CORP US Y 2 2050-01-14 Variable 4.95000000 N N N N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 15367.00000000 NS USD 1434202.11000000 0.755040400670 Long EC CORP US N 1 N N N Banc of America Funding Corp. Trust N/A 05951FBD5 31302.17000000 PA USD 30384.05000000 0.015995782690 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 135000.00000000 PA USD 149270.25000000 0.078583812269 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N COMM Mortgage Trust N/A 12592RBJ7 865000.00000000 PA USD 919805.19000000 0.484234456464 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.98700000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FH6 181000.00000000 PA USD 193868.18000000 0.102062538664 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGU3 74000.00000000 PA USD 77914.44000000 0.041018312262 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N Shell Midstream Partners, L.P. 529900YZVDXMTV4XGE96 822634101 29695.00000000 NS USD 364357.65000000 0.191817278837 Long EC CORP US N 1 N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 75355.02000000 PA USD 74694.69000000 0.039323264323 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.84000000 N N N N N N COLT Mortgage Loan Trust N/A 12597KAA7 339333.74000000 PA USD 343894.59000000 0.181044433843 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.48800000 N N N N N N Canadian Pacific Railway Ltd. 54930036474DURYNB481 13645T100 3140.00000000 NS USD 801767.60000000 0.422093180401 Long EC CORP CA N 1 N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46590RAB5 141488.38000000 PA USD 142856.52000000 0.075207283092 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.43470000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBU2 70000.00000000 PA USD 76660.80000000 0.040358329376 Long DBT CORP US Y 2 2026-11-21 Fixed 2.95000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61761KAB2 198568.70000000 PA USD 183601.05000000 0.096657374430 Long ABS-MBS CORP US Y 2 2036-11-26 Variable 3.26558000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HF69 33416.92000000 PA USD 2752.61000000 0.001449120554 Long ABS-APCP USGSE US N 2 2023-11-25 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 204194.70000000 PA USD 41714.65000000 0.021960814190 Long ABS-APCP USGA US N 2 2037-04-16 Floating 6.35487000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMCT7 1652049.02000000 PA USD 118664.04000000 0.062471072718 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 1.09214500 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 170000.00000000 PA USD 189934.30000000 0.099991534647 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 3010.00000000 NS USD 526599.50000000 0.277230032434 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A 12591TAG1 140000.00000000 PA USD 149201.78000000 0.078547766013 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.19800000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 115000.00000000 PA USD 131245.43000000 0.069094586712 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N CPS Auto Receivables Trust N/A 12595PAB6 55079.33000000 PA USD 55191.61000000 0.029055803946 Long ABS-O CORP US Y 2 2022-07-15 Fixed 3.23000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F030470 1225000.00000000 PA USD 1287350.58000000 0.677729931471 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 138366.31000000 PA USD 140491.62000000 0.073962273738 Long ABS-MBS CORP US Y 2 2024-02-25 Variable 2.37600000 N N N N N N Freddie Mac N/A 3137G0JU4 189296.84000000 PA USD 198752.82000000 0.104634073399 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 4.81825000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAG5 114000.00000000 PA USD 128420.22000000 0.067607245650 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Experian Finance PLC 635400RKRK5EGXSPC782 30217AAC7 311000.00000000 PA USD 331929.07000000 0.174745146628 Long DBT CORP GB Y 2 2030-03-08 Fixed 2.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FLN59 2067746.23000000 PA USD 64253.15000000 0.033826281374 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.78641800 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373T3M5 50325.83000000 PA USD 163.26000000 0.000085948762 Long ABS-APCP USGA US N 2 2032-02-16 Floating 7.30487000 N N N N N N OHA Loan Funding Ltd. 54930016024GMIAF7A82 67110UAL3 272907.00000000 PA USD 266929.46000000 0.140525888941 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 2.39525000 N N N N N N DT Auto Owner Trust N/A 23343CAC5 270000.00000000 PA USD 271955.10000000 0.143171653588 Long ABS-O CORP US Y 2 2022-09-15 Fixed 3.56000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 193572.73000000 PA USD 195440.16000000 0.102890112686 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.27500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 104000.00000000 PA USD 122492.01000000 0.064486320069 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874784 12200.00000000 NS USD 380396.00000000 0.200260720752 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31392DWM0 37710.39000000 PA USD 8793.49000000 0.004629361626 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 7.81550000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAD8 166000.00000000 PA USD 182133.71000000 0.095884888479 Long DBT CORP US N 2 2027-04-15 Fixed 4.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 174000.00000000 PA USD 203477.99000000 0.107121654630 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36224SHT2 1842.01000000 PA USD 1867.30000000 0.000983046204 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 8.00000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 15750.00000000 NS USD 552982.50000000 0.291119449241 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 112000.00000000 PA USD 123264.15000000 0.064892815702 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N N/A N/A N/A 5.00000000 NC USD 6241.15000000 0.003285673869 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Bonds 2020-09-21 886571.35000000 USD 6241.15000000 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 160000.00000000 PA USD 142148.00000000 0.074834280417 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Symphony CLO Ltd. N/A 87167GAA8 250000.00000000 PA USD 245777.45000000 0.129390343961 Long ABS-CBDO CORP KY Y 2 2033-04-18 Floating 2.60425000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 5097.00000000 NS USD 566684.46000000 0.298332890984 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJE0 323000.00000000 PA USD 332970.49000000 0.175293405600 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46641BAH6 330000.00000000 PA USD 352857.81000000 0.185763150384 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.51690000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203AUR5 57.17000000 PA USD 57.97000000 0.000030518496 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 31397QWP9 10026.57000000 PA USD 10880.14000000 0.005727885357 Long ABS-APCP USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N DT Auto Owner Trust N/A 23341LAG8 53561.41000000 PA USD 53859.63000000 0.028354578710 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.55000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XBM5 112678.72000000 PA USD 118970.49000000 0.062632404325 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 6.93450000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BD6 336000.00000000 PA USD 359795.52000000 0.189415530548 Long DBT CORP US N 2 N/A Variable 5.37500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 183000.00000000 PA USD 211567.14000000 0.111380214155 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Penske Truck Leasing Co., L.P./PTL Finance Corp. N/A 709599BD5 110000.00000000 PA USD 112636.09000000 0.059297638687 Long DBT CORP US Y 2 2021-07-29 Fixed 3.65000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GS3 245000.00000000 PA USD 252403.02000000 0.132878397000 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.46000000 N N N N N N CCG Receivables Trust N/A 12510FAD6 100000.00000000 PA USD 100713.60000000 0.053021004757 Long ABS-O CORP US Y 2 2027-03-15 Fixed 2.89000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 1501506.12000000 PA USD 77092.43000000 0.040585562404 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.15254400 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 117000.00000000 PA USD 128714.39000000 0.067762112410 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 130000.00000000 PA USD 129331.29000000 0.068086881437 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCA6 200000.00000000 PA USD 200203.83000000 0.105397962368 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17321RAF3 410107.46000000 PA USD 11781.81000000 0.006202572483 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.18366400 N N N N N N Fannie Mae REMICs N/A 31397L5D7 11510.75000000 PA USD 2282.87000000 0.001201824392 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 5.86550000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887BZ4 252000.00000000 PA USD 262005.02000000 0.137933401365 Long DBT CORP US N 2 2021-10-22 Fixed 3.80000000 N N N N N N Freddie Mac 5493005RUXPCBST1N217 35563XAA0 28179.58000000 PA USD 28147.31000000 0.014818243587 Long ABS-MBS USGSE US Y 2 2048-10-25 Floating 0.93450000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AB9 271000.00000000 PA USD 311586.68000000 0.164035828751 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N Fastenal Co. 529900PP0C7H2HHPSJ32 311900104 16040.00000000 NS USD 687153.60000000 0.361754264512 Long EC CORP US N 1 N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAR5 250824.18000000 PA USD 259613.31000000 0.136674277798 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.18450000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 8429.58000000 PA USD 8185.38000000 0.004309220124 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AF6 300000.00000000 PA USD 339163.50000000 0.178553736009 Long DBT CORP GB Y 2 N/A Variable 6.65700000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 111572.87000000 PA USD 7854.91000000 0.004135243109 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Seattle Genetics, Inc. N/A 812578102 1675.00000000 NS USD 284616.00000000 0.149837025882 Long EC CORP US N 1 N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBE5 98000.00000000 PA USD 106542.17000000 0.056089474533 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 6912.00000000 NS USD 531809.28000000 0.279972738187 Long EC CORP US N 1 N N N Upjohn, Inc. N/A 91533BAB6 72000.00000000 PA USD 73486.85000000 0.038687392997 Long DBT CORP US Y 2 2025-06-22 Fixed 1.65000000 N N N N N N Fannie Mae REMICs N/A 31394V7G9 37698.21000000 PA USD 63775.74000000 0.033574947315 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 23.89017000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 125000.00000000 PA USD 141597.77000000 0.074544610030 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Fannie Mae REMICs N/A 31392FJ81 52598.42000000 PA USD 11036.48000000 0.005810191062 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 7.81550000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 34885.49000000 PA USD 7107.81000000 0.003741929866 Long ABS-APCP USGSE US N 2 2033-02-25 Variable 6.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 166000.00000000 PA USD 180232.89000000 0.094884195561 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBE8 135000.00000000 PA USD 134261.64000000 0.070682480351 Long ABS-O CORP US Y 2 2023-09-25 Floating 0.98450000 N N N N N N Drive Auto Receivables Trust N/A 26208EAG9 234795.22000000 PA USD 238358.24000000 0.125484476544 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N Credit Suisse AG/New York NY ANGGYXNX0JLX3X63JN86 22546QAP2 197000.00000000 PA USD 217708.36000000 0.114613279549 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048109 10567.00000000 NS USD 342265.13000000 0.180186599286 Long EC CORP US N 1 N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DD8 139000.00000000 PA USD 158815.74000000 0.083609066760 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Freddie Mac N/A 3128M5F54 29945.96000000 PA USD 34328.71000000 0.018072461874 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Freddie Mac REMICs N/A 31395WDM6 3.30000000 PA USD 3.30000000 0.000001737295 Long ABS-APCP USGSE US N 2 2020-07-15 Fixed 4.50000000 N N N N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 5440.00000000 NS USD 1608608.00000000 0.846856952986 Long EC CORP US N 1 N N N Bemis Co., Inc. PTVU09TE3QPJPL7K4E13 081437AT2 49000.00000000 PA USD 50291.16000000 0.026475945985 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 6315.55000000 PA USD 5784.36000000 0.003045195277 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385BA8 182000.00000000 PA USD 180972.59000000 0.095273613050 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95001TAG0 18997.41000000 PA USD 19093.20000000 0.010051677708 Long ABS-MBS CORP US Y 2 2048-11-25 Variable 4.00000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 31182.14000000 PA USD 4590.80000000 0.002416841703 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 31397QSU3 52005.08000000 PA USD 55303.97000000 0.029114956236 Long ABS-APCP USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AG4 98000.00000000 PA USD 117388.83000000 0.061799734235 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAH3 65000.00000000 PA USD 69545.16000000 0.036612277380 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.64900000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAG9 170000.00000000 PA USD 173470.24000000 0.091323976307 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.88000000 N N N N N N Flagship Credit Auto Trust N/A 33843MAE3 298147.29000000 PA USD 302649.43000000 0.159330784201 Long ABS-O CORP US Y 2 2022-06-15 Fixed 6.22000000 N N N N N N CME Group, Inc. LCZ7XYGSLJUHFXXNXD88 12572Q105 2745.00000000 NS USD 446172.30000000 0.234888869435 Long EC CORP US N 1 N N N Essex Portfolio, L.P. 5493003GN3O58H286O74 29717PAU1 100000.00000000 PA USD 109179.47000000 0.057477889761 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAN8 188000.00000000 PA USD 184375.94000000 0.097065317810 Long DBT CORP US Y 2 2027-01-21 Fixed 2.75000000 N N N N N N COLT Funding LLC N/A 19688JAA5 245000.00000000 PA USD 245862.69000000 0.129435218839 Long ABS-MBS CORP US Y 2 2065-03-25 Variable 1.85300000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150AM6 225000.00000000 PA USD 255153.64000000 0.134326469912 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPX1 75293.91000000 PA USD 70600.22000000 0.037167717174 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.89834000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXJ8 207000.00000000 PA USD 227223.06000000 0.119622324543 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 130000.00000000 PA USD 139193.68000000 0.073278968971 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N Freddie Mac N/A 3137G0CH0 335000.00000000 PA USD 345388.18000000 0.181830739193 Long ABS-MBS USGSE US N 2 2024-09-25 Floating 3.93450000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 160000.00000000 PA USD 197502.52000000 0.103975848867 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Fannie Mae REMICs N/A 3136APZR6 371216.83000000 PA USD 45518.46000000 0.023963342430 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042NAL1 315000.00000000 PA USD 319155.42000000 0.168020416726 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.41000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBR9 80000.00000000 PA USD 92911.10000000 0.048913353063 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BQ8 230000.00000000 PA USD 231589.07000000 0.121920824815 Long DBT CORP US N 2 2025-06-03 Fixed 0.80000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBA0 139000.00000000 PA USD 145078.72000000 0.076377167564 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAE8 115000.00000000 PA USD 116625.62000000 0.061397939829 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.70000000 N N N N N N Zions Bancorp N.A. 8WH0EE09O9V05QJZ3V89 98971DAB6 250000.00000000 PA USD 246805.67000000 0.129931653750 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N Nissan Motor Acceptance Corp. 7D6DIU2QXTUJRFNNJA49 654740BJ7 326000.00000000 PA USD 326926.24000000 0.172111390380 Long DBT CORP US Y 2 2021-09-21 Fixed 3.65000000 N N N N N N Freddie Mac N/A 3129354W6 163565.26000000 PA USD 186252.11000000 0.098053033655 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 4795.00000000 NS USD 470149.75000000 0.247511876561 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 31396AKM5 46431.08000000 PA USD 46499.26000000 0.024479687804 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 0.58475000 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530AV9 206000.00000000 PA USD 216688.16000000 0.114076191916 Long DBT CORP US Y 2 2023-01-15 Fixed 3.12500000 N N N N N N Charter Communications Operating, LLC / Charter Communications Operating Capital Corp. N/A 161175BS2 57000.00000000 PA USD 65909.41000000 0.034698224878 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Freddie Mac REMICs N/A 31395XLV5 8594.68000000 PA USD 14576.39000000 0.007673788282 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 24.07257300 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639YAU1 78000.00000000 PA USD 79662.11000000 0.041938378861 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.21600000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XCB8 206182.11000000 PA USD 215411.48000000 0.113404079546 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 6.18450000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AN7 32000.00000000 PA USD 32324.28000000 0.017017223132 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N Fannie Mae REMICs N/A 31359DKG7 14501.48000000 PA USD 14288.69000000 0.007522327674 Long ABS-APCP USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N Freddie Mac Structured Agency Credit Risk Debt Notes 549300BL200YC56BUV20 35563WAA2 177.15000000 PA USD 177.02000000 0.000093192759 Long ABS-MBS USGSE US Y 2 2048-09-25 Floating 0.93450000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BJ1 256000.00000000 PA USD 281251.26000000 0.148065647483 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 159000.00000000 PA USD 189535.32000000 0.099781490318 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 100000.00000000 PA USD 107307.64000000 0.056492458723 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Dell International LLC / EMC Corp. N/A 24703DBA8 210000.00000000 PA USD 232647.19000000 0.122477875557 Long DBT CORP US Y 2 2029-10-01 Fixed 5.30000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284YAG9 295000.00000000 PA USD 299717.46000000 0.157787238987 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.20000000 N N N N N N N/A N/A N/A -3.00000000 NC USD 884.26000000 0.000465521574 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2020-09-21 473337.39000000 USD 884.26000000 N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AJ1 99000.00000000 PA USD 110908.64000000 0.058388216974 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 218000.00000000 PA USD 235436.46000000 0.123946295889 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 419418.61000000 PA USD 425736.82000000 0.224130544022 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.41700000 N N N N N N Fannie Mae REMICs N/A 31394DXZ8 312255.90000000 PA USD 53122.97000000 0.027966761639 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.41550000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 5516.02000000 PA USD 1162.34000000 0.000611917701 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZU7 291000.00000000 PA USD 291636.56000000 0.153533022701 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N WFRBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAG2 165000.00000000 PA USD 176918.02000000 0.093139071386 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 30775.00000000 NS USD 1696625.75000000 0.893194185906 Long EC CORP US N 1 N N N Exeter Automobile Receivables Trust N/A 30166EAC0 93688.46000000 PA USD 94093.22000000 0.049535684011 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.64000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759100 5920.00000000 NS USD 485736.00000000 0.255717308950 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 3136A9XT0 156069.06000000 PA USD 9298.44000000 0.004895194208 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BL2 173000.00000000 PA USD 196846.07000000 0.103630258613 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Verus Securitization Trust N/A 92537TAA3 100000.00000000 PA USD 99911.52000000 0.052598747112 Long ABS-MBS CORP US Y 2 2060-04-25 Variable 1.97700000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 363576109 4190.00000000 NS USD 408483.10000000 0.215047266588 Long EC CORP US N 1 N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAM6 24909.08000000 PA USD 23051.39000000 0.012135479804 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 3.08450000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 167000.00000000 PA USD 175755.83000000 0.092527232652 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BF6 167000.00000000 PA USD 175089.22000000 0.092176293633 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620RAJ4 152000.00000000 PA USD 158528.13000000 0.083457653533 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 8550.00000000 NS USD 779845.50000000 0.410552219018 Long EC CORP US N 1 N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 197000.00000000 PA USD 201422.86000000 0.106039724706 Long DBT CORP US N 2 2021-08-15 Variable 2.71500000 N N N N N N Texas (State of) Transportation Commission (Central Texas Turnpike System) N/A 88283KBL1 265000.00000000 PA USD 253385.05000000 0.133395389911 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529JAG1 246000.00000000 PA USD 248696.11000000 0.130926882083 Long ABS-O CORP US Y 2 2024-01-10 Fixed 3.57000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164Q6M5 160000.00000000 PA USD 168007.20000000 0.088447940997 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N Fannie Mae REMICs N/A 31394EC97 29713.75000000 PA USD 29614.60000000 0.015590703216 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 0.43450000 N N N N N N Mondelez International Holdings Netherlands B.V. 549300CW356R8I7N8D33 60920LAC8 339000.00000000 PA USD 345078.81000000 0.181667870343 Long DBT CORP NL Y 2 2021-10-28 Fixed 2.00000000 N N N N N N ORBCOMM, Inc. 529900PSC8WVCY267I23 68555P100 375.00000000 NS USD 1443.75000000 0.000760066918 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 2882.00000000 NS USD 1051699.44000000 0.553670616592 Long EC CORP US N 1 N N N Fifth Third Bank QFROUN1UWUYU0DVIWD51 31677AAB0 160000.00000000 PA USD 179594.94000000 0.094548344693 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BH0 70000.00000000 PA USD 72327.31000000 0.038076949365 Long DBT CORP US N 2 2023-05-04 Fixed 4.75000000 N N N N N N Perspecta, Inc. 549300XIT2GJKMZC0O65 715347100 24907.00000000 NS USD 578589.61000000 0.304600396214 Long EC CORP US N 1 N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46642CBN9 245000.00000000 PA USD 259376.06000000 0.136549376758 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.04320000 N N N N N N Drive Auto Receivables Trust N/A 26208JAG8 230000.00000000 PA USD 236036.90000000 0.124262399494 Long ABS-O CORP US N 2 2024-08-15 Fixed 4.14000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAQ4 85000.00000000 PA USD 102543.76000000 0.053984498486 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 6281.00000000 NS USD 613151.22000000 0.322795469057 Long EC CORP US N 1 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 295000.00000000 PA USD 345921.39000000 0.182111449345 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZV5 442400.00000000 PA USD 442728.34000000 0.233075785407 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N CPS Auto Receivables Trust N/A 12595MAB3 2485.57000000 PA USD 2487.54000000 0.001309573584 Long ABS-O CORP US Y 2 2022-04-18 Fixed 2.77000000 N N N N N N Fannie Mae REMICs N/A 3136B1BQ6 85798.68000000 PA USD 4684.11000000 0.002465965059 Long ABS-APCP USGSE US N 2 2044-12-25 Fixed 4.00000000 N N N N N N Countrywide Home Loans N/A 126694K56 27834.39000000 PA USD 21367.02000000 0.011248737698 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081T108 48950.00000000 NS USD 347545.00000000 0.182966204150 Long EC CORP US N 1 N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AS9 133000.00000000 PA USD 151969.94000000 0.080005072916 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N Fannie Mae REMICs N/A 3136A1QW8 75344.68000000 PA USD 15837.32000000 0.008337609012 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 6.36550000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 4953.00000000 NS USD 1460887.35000000 0.769088932715 Long EC CORP US N 1 N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BH1 126000.00000000 PA USD 139888.10000000 0.073644548656 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 5950.00000000 NS USD 2170560.00000000 1.142698424895 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59023VAA8 115000.00000000 PA USD 188330.13000000 0.099147014093 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 92340LAF6 42000.00000000 PA USD 42322.42000000 0.022280776698 Long DBT CORP US N 2 2028-01-15 Fixed 3.40000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AT2 98000.00000000 PA USD 106107.24000000 0.055860504209 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 155000.00000000 PA USD 161386.31000000 0.084962351760 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 12900.00000000 NS USD 1181640.00000000 0.622078250218 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGZ6 193000.00000000 PA USD 210927.81000000 0.111043636782 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669G104 3464.00000000 NS USD 370370.88000000 0.194982963476 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C5V9 34043.82000000 PA USD 40342.53000000 0.021238457120 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 54965.93000000 PA USD 12039.78000000 0.006338381635 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AE5 328000.00000000 PA USD 342586.48000000 0.180355775047 Long DBT CORP GB Y 2 2022-07-21 Fixed 3.75000000 N N N N N N Portland General Electric Co. GJOUP9M7C39GLSK9R870 736508847 7373.00000000 NS USD 308265.13000000 0.162287187869 Long EC CORP US N 1 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 109000.00000000 PA USD 117190.98000000 0.061695575454 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Freddie Mac N/A 31283HB20 6052.73000000 PA USD 6741.48000000 0.003549074237 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N JP Morgan Mortgage Trust N/A 46650MAS6 50000.00000000 PA USD 50570.78000000 0.026623152850 Long ABS-MBS CORP US Y 2 2049-01-25 Variable 4.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AD4 66709.70000000 PA USD 68498.20000000 0.036061101857 Long ABS-MBS CORP US Y 2 2044-06-15 Fixed 4.66100000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 44752.03000000 PA USD 8148.42000000 0.004289762411 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 200000.00000000 PA USD 201738.34000000 0.106205810186 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N DT Auto Owner Trust N/A 23342EAD0 53583.44000000 PA USD 54125.64000000 0.028494620546 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.58000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FJ2 145000.00000000 PA USD 153502.49000000 0.080811888886 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 376000.00000000 PA USD 377463.88000000 0.198717096569 Long DBT CORP US N 2 2029-09-17 Variable 2.63600000 N N N N N N COMM Mortgage Trust N/A 12592LBG6 61181.07000000 PA USD 63508.08000000 0.033434036831 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.30500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 8940.00000000 NS USD 296182.20000000 0.155926089775 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 117000.00000000 PA USD 154883.54000000 0.081538947184 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AT5 215000.00000000 PA USD 218026.88000000 0.114780965447 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 165000.00000000 PA USD 164853.94000000 0.086787896937 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N GS Mortgage Securities Trust N/A 36192BAY3 54793.07000000 PA USD 55989.02000000 0.029475603054 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.48200000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F030678 6280000.00000000 PA USD 6612643.69000000 3.481247940143 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust N/A 30261NAG5 60000.00000000 PA USD 61403.51000000 0.032326079057 Long ABS-APCP USGSE US Y 2 2045-11-25 Variable 3.74403200 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AR0 185000.00000000 PA USD 202034.37000000 0.106361656150 Long DBT CORP US N 2 2024-09-15 Fixed 3.65000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 167000.00000000 PA USD 175465.84000000 0.092374566467 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAR6 47730.76000000 PA USD 46321.98000000 0.024386358167 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.96818000 N N N N N N CNH Equipment Trust N/A 12596JAD5 120000.00000000 PA USD 126743.45000000 0.066724504589 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.22000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 335000.00000000 PA USD 367746.91000000 0.193601565871 Long DBT CORP US Y 2 2023-12-15 Fixed 3.87500000 N N N N N N Freddie Mac REMICs N/A 31395U5B3 107888.05000000 PA USD 18305.17000000 0.009636816732 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 6.53525000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 197000.00000000 PA USD 225468.28000000 0.118698514862 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PBB8 146000.00000000 PA USD 173259.85000000 0.091213215802 Long DBT CORP NL Y 2 2028-06-21 Fixed 4.37500000 N N N N N N Fannie Mae REMICs N/A 3136AJTC0 120657.92000000 PA USD 121335.73000000 0.063877592674 Long ABS-APCP USGSE US N 2 2040-01-25 Fixed 1.50000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 21420.00000000 NS USD 957045.60000000 0.503839792345 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCJ6 297000.00000000 PA USD 326414.53000000 0.171841998974 Long DBT CORP US Y 2 2024-06-15 Fixed 3.85000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 2330334.45000000 PA USD 132540.80000000 0.069776538494 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.25121700 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZW3 2428600.00000000 PA USD 2424093.81000000 1.276172129996 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XEP5 157938.52000000 PA USD 161941.91000000 0.085254849200 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.73450000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 21510.00000000 NS USD 2023230.60000000 1.065136379468 Long EC CORP US N 1 N N N Suburban Propane Partners L.P. JJAX4X60DE65EYFOTY73 864482104 22085.00000000 NS USD 315815.50000000 0.166262104898 Long EC CORP US N 1 N N N Santander Retail Auto Lease Trust N/A 80281GAG1 115000.00000000 PA USD 115016.85000000 0.060550997591 Long ABS-O CORP US Y 2 2023-08-21 Fixed 2.77000000 N N N N N N Walgreen Co. E1OI0SEUGJMPPTKRDD35 931422AH2 199000.00000000 PA USD 208633.59000000 0.109835837144 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N Dell Equipment Finance Trust 549300CHGEQ6XHCQGX20 24704BAJ3 330000.00000000 PA USD 333507.11000000 0.175575910957 Long ABS-O CORP US Y 2 2024-03-22 Fixed 3.14000000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AF2 304000.00000000 PA USD 336683.91000000 0.177248347728 Long DBT CORP FR Y 2 2025-03-17 Fixed 4.37500000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 129000.00000000 PA USD 136905.81000000 0.072074512312 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAB4 313000.00000000 PA USD 323912.49000000 0.170524791817 Long DBT CORP NL Y 2 2022-05-25 Fixed 2.87500000 N N N N N N RPM International, Inc. 549300TJCKW4BRXPJ474 749685AS2 222000.00000000 PA USD 229306.69000000 0.120719258385 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 05530QAF7 215000.00000000 PA USD 224059.07000000 0.117956631640 Long DBT CORP GB Y 2 2022-06-07 Fixed 3.25000000 N N N N N N IBERIABANK Corp. WQ4U3ADCR5WID15LA317 450828108 7010.00000000 NS USD 319235.40000000 0.168062522460 Long EC CORP US N 1 N N N WFRBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAG9 155000.00000000 PA USD 159554.15000000 0.083997805124 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AN4 335000.00000000 PA USD 341605.21000000 0.179839182240 Long DBT CORP US N 2 2021-06-01 Fixed 3.92200000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAF8 215000.00000000 PA USD 242322.09000000 0.127571258366 Long DBT CORP US Y 2 2025-04-15 Fixed 4.70000000 N N N N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 84861TAE8 137000.00000000 PA USD 131046.96000000 0.068990101531 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 2034.00000000 NS USD 438388.02000000 0.230790809720 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80284TAP0 410000.00000000 PA USD 419522.25000000 0.220858863281 Long ABS-O CORP US Y 2 2024-07-15 Fixed 5.05000000 N N N N N N Time Warner Cable, LLC 549300U5NFR7S6E3GM41 88732JBD9 75000.00000000 PA USD 80662.18000000 0.042464868989 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AT2 171000.00000000 PA USD 191386.90000000 0.100756260677 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203YZA5 418.89000000 PA USD 420.64000000 0.000221447306 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.50000000 N N N N N N Banc of America Mortgage Securities Trust N/A 05949AHA1 29419.27000000 PA USD 28260.77000000 0.014877974976 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.59591000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 167000.00000000 PA USD 185454.70000000 0.097633234547 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZQ6 1936000.00000000 PA USD 1930403.76000000 1.016267385358 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAM7 70000.00000000 PA USD 75830.77000000 0.039921357362 Long DBT CORP US N 2 2025-04-07 Fixed 3.05000000 N N N N N N Verus Securitization Trust N/A 92536PAD6 99729.06000000 PA USD 100186.60000000 0.052743563880 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.64200000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SL3 2545100.00000000 PA USD 2914040.09000000 1.534105954649 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HA1 75000.00000000 PA USD 77464.91000000 0.040781655720 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 24736.64000000 PA USD 4189.00000000 0.002205312777 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AP7 311000.00000000 PA USD 323911.46000000 0.170524249570 Long DBT CORP US Y 2 2021-11-12 Fixed 4.00000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AR2 154000.00000000 PA USD 177215.55000000 0.093295707030 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAE6 120000.00000000 PA USD 123031.97000000 0.064770583780 Long ABS-O CORP US Y 2 2023-12-20 Fixed 3.69000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAW7 227000.00000000 PA USD 239714.47000000 0.126198468272 Long DBT CORP US Y 2 2023-06-08 Fixed 4.12500000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 51518.52000000 PA USD 2929.60000000 0.001542297520 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.27014200 N N N N N N Carlyle Finance Subsidiary LLC N/A 14314DAA1 103000.00000000 PA USD 106917.51000000 0.056287073506 Long DBT CORP US Y 2 2029-09-19 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407J5F5 19.65000000 PA USD 19.67000000 0.000010355335 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.50000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433WE2 16532.89000000 PA USD 16312.49000000 0.008587763816 Long ABS-MBS CORP US N 2 2034-04-21 Variable 4.33111500 N N N N N N Freddie Mac REMICs N/A 31397TEH1 45781.73000000 PA USD 9558.44000000 0.005032072060 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 5.88525000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530AAG7 25000.00000000 PA USD 25489.21000000 0.013418878132 Long ABS-O CORP US Y 2 2024-10-15 Fixed 4.14000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BJ3 50000.00000000 PA USD 56743.87000000 0.029872996310 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 150185106 5485.00000000 NS USD 150837.50000000 0.079408896167 Long EC CORP US N 1 N N N TICP CLO Ltd. N/A 87250RAA2 256000.00000000 PA USD 250159.72000000 0.131697404363 Long ABS-CBDO CORP KY Y 2 2033-04-20 Floating 2.91527000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065GAG5 320000.00000000 PA USD 328549.63000000 0.172966029366 Long ABS-O CORP US N 2 2023-04-18 Fixed 3.42000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 5124.00000000 NS USD 718026.12000000 0.378007203835 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGF0 129000.00000000 PA USD 146798.05000000 0.077282314477 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 105000.00000000 PA USD 111806.37000000 0.058860829874 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAH6 107000.00000000 PA USD 111276.59000000 0.058581925457 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N NXP B.V. / NXP Funding LLC / NXP USA, Inc. 724500RKKW4NOJ9YQF60 62954HAE8 55000.00000000 PA USD 57864.97000000 0.030463203079 Long DBT CORP XX Y 2 2025-05-01 Fixed 2.70000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 252000.00000000 PA USD 256127.31000000 0.134839061675 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N Massachusetts Mutual Life Insurance Co. R6ZXK5P01NP6HXSY1S07 575767AQ1 104000.00000000 PA USD 107294.28000000 0.056485425307 Long DBT CORP US Y 2 2050-04-15 Fixed 3.37500000 N N N N N N Schweitzer-Mauduit International, Inc. 549300Z1FU4IDULG1R21 808541106 11635.00000000 NS USD 388725.35000000 0.204645734355 Long EC CORP US N 1 N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 6974.00000000 NS USD 2649492.34000000 1.394833924743 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 181000.00000000 PA USD 206597.96000000 0.108764173060 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 1093.00000000 NS USD 557473.72000000 0.293483866727 Long EC CORP US N 1 N N N Children's Hospital Corp. (The) 549300NXFO6BISJLOS32 16876BAB8 76000.00000000 PA USD 77099.08000000 0.040589063318 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N Freddie Mac N/A 3137G0AL3 16478.46000000 PA USD 16534.86000000 0.008704831231 Long ABS-MBS USGSE US N 2 2024-02-25 Floating 2.38450000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AH5 137000.00000000 PA USD 145349.30000000 0.076519615292 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887CK3 167000.00000000 PA USD 186378.22000000 0.098119424677 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 11234.00000000 NS USD 868725.22000000 0.457343238869 Long EC CORP US N 1 N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 4263.00000000 NS USD 306637.59000000 0.161430364102 Long EC CORP US N 1 N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAJ2 71000.00000000 PA USD 72667.45000000 0.038256017182 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N GLS Auto Receivables Trust N/A 36255GAA8 53543.34000000 PA USD 53712.57000000 0.028277158491 Long ABS-O CORP US Y 2 2022-07-15 Fixed 2.82000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAT7 330221.23000000 PA USD 339545.16000000 0.178754662166 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93400000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAE7 155000.00000000 PA USD 157169.81000000 0.082742561517 Long ABS-O CORP US Y 2 2025-09-12 Fixed 2.76000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832QAF6 336000.00000000 PA USD 347793.60000000 0.183097080434 Long DBT CORP US N 2 N/A Variable 5.10000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 10563.41000000 PA USD 10398.95000000 0.005474561304 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.33672900 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABJ5 273000.00000000 PA USD 298289.81000000 0.157035647966 Long DBT CORP US Y 2 2023-04-06 Fixed 5.75000000 N N N N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 8070.00000000 NS USD 840490.50000000 0.442478978000 Long EC CORP US N 1 N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DU5 149000.00000000 PA USD 152957.41000000 0.080524929733 Long DBT CORP US Y 2 2022-08-15 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DPW3 2.40000000 PA USD 2.52000000 0.000001326662 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs N/A 31394CKG6 6325.99000000 PA USD 1118.48000000 0.000588827461 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 6.56550000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAF7 56000.00000000 PA USD 59566.45000000 0.031358952800 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BN9 265000.00000000 PA USD 274868.67000000 0.144705512062 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 105000.00000000 PA USD 105519.09000000 0.055550870715 Long ABS-MBS CORP US Y 2 2065-06-25 Variable 2.00600000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAY1 150000.00000000 PA USD 149999.76000000 0.078967865199 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N Fannie Mae REMICs N/A 31398GWV7 96.19000000 PA USD 96.31000000 0.000050702715 Long ABS-APCP USGSE US N 2 2020-12-25 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644ABH4 2197669.98000000 PA USD 96573.97000000 0.050841682978 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.30591700 N N N N N N Progress Residential Trust N/A 74331CAA6 360000.00000000 PA USD 363727.48000000 0.191485523775 Long ABS-MBS CORP US Y 2 2037-04-17 Fixed 1.73200000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKN8 94000.00000000 PA USD 97067.08000000 0.051101282353 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N AEP Texas, Inc. 5493001L78U618KXNZ75 00108WAG5 172000.00000000 PA USD 195850.60000000 0.103106190169 Long DBT CORP US Y 2 2028-06-01 Fixed 3.95000000 N N N N N N NXP B.V./NXP Funding LLC N/A 62947QAU2 304000.00000000 PA USD 313140.09000000 0.164853626536 Long DBT CORP NL Y 2 2021-06-01 Fixed 4.12500000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZP8 158000.00000000 PA USD 157783.98000000 0.083065893326 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N Fresenius Medical Care US Finance II, Inc. 5493008GJ5TVVTY4UM62 35802XAF0 196000.00000000 PA USD 208131.04000000 0.109571268050 Long DBT CORP US Y 2 2022-01-31 Fixed 5.87500000 N N N N N N Bank N/A 065405AJ1 1568702.64000000 PA USD 102397.54000000 0.053907520488 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.12514300 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 224000.00000000 PA USD 253947.92000000 0.133691714667 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Dell Equipment Finance Trust N/A 24704AAE6 90000.00000000 PA USD 91664.02000000 0.048256823710 Long ABS-O CORP US Y 2 2023-06-22 Fixed 3.34000000 N N N N N N Freddie Mac REMICs N/A 31394YF74 40065.11000000 PA USD 5308.90000000 0.002794887802 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 7.46525000 N N N N N N Fannie Mae REMICs N/A 31392EGP9 59244.91000000 PA USD 13764.71000000 0.007246476686 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 7.81550000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 90000.00000000 PA USD 93163.67000000 0.049046319367 Long DBT CORP US N 2 2026-04-30 Variable 2.18800000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAU5 175000.00000000 PA USD 180958.94000000 0.095266426962 Long DBT CORP US Y 2 2023-11-15 Fixed 2.25000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XDS0 259874.50000000 PA USD 273786.73000000 0.144135921203 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 4.43450000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAJ0 174000.00000000 PA USD 179636.73000000 0.094570345175 Long DBT CORP US Y 2 2025-09-30 Fixed 1.75000000 N N N N N N Blackstone Holdings Finance Co., LLC 549300D2L6J4NC1QVZ22 09256BAJ6 79000.00000000 PA USD 85863.01000000 0.045202862986 Long DBT CORP US Y 2 2027-10-02 Fixed 3.15000000 N N N N N N Fannie Mae REMICs N/A 3136ASXP6 105647.48000000 PA USD 20055.86000000 0.010558473219 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N NXP B.V. / NXP Funding LLC / NXP USA, Inc. N/A 62954HAA6 134000.00000000 PA USD 150171.30000000 0.079058172994 Long DBT CORP XX Y 2 2026-06-18 Fixed 3.87500000 N N N N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 12820.00000000 NS USD 393958.60000000 0.207400795966 Long EC CORP US N 1 N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAD6 211310.32000000 PA USD 189021.73000000 0.099511109180 Long ABS-MBS USGSE US N 2 2024-01-25 Floating 4.58450000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AZ5 86000.00000000 PA USD 93101.65000000 0.049013668735 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 165000.00000000 PA USD 182902.50000000 0.096289620493 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Freddie Mac REMICs N/A 31398LPG7 22191.61000000 PA USD 4416.45000000 0.002325054575 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 6.06525000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 4627.00000000 NS USD 552278.72000000 0.290748941953 Long EC CORP US N 1 N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BU3 225000.00000000 PA USD 237978.99000000 0.125284819139 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAQ4 50000.00000000 PA USD 57728.22000000 0.030391210593 Long DBT CORP US N 2 2050-07-01 Fixed 4.15000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 5566.00000000 NS USD 348375.94000000 0.183403655236 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 3136B2G22 83158.52000000 PA USD 1463.60000000 0.000770517016 Long ABS-APCP USGSE US N 2 2046-10-25 Fixed 4.00000000 N N N N N N Freddie Mac REMICs N/A 31393VKX8 19199.72000000 PA USD 20611.48000000 0.010850981189 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 3136AXQT5 133158.30000000 PA USD 8264.67000000 0.004350962604 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599AW4 181000.00000000 PA USD 191190.66000000 0.100652949486 Long DBT CORP US Y 2 2026-11-15 Fixed 3.40000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AC9 114000.00000000 PA USD 120834.35000000 0.063613639530 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639AY2 112000.00000000 PA USD 113732.28000000 0.059874731505 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161CAL9 119000.00000000 PA USD 120752.28000000 0.063570433509 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AT7 147000.00000000 PA USD 176046.48000000 0.092680246297 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 304000.00000000 PA USD 315770.52000000 0.166238425029 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N CCG Receivables Trust N/A 12509KAD8 60000.00000000 PA USD 62138.04000000 0.032712774783 Long ABS-O CORP US Y 2 2025-12-15 Fixed 3.87000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568AW0 311000.00000000 PA USD 313968.29000000 0.165289635140 Long DBT CORP US N 2 2020-11-24 Fixed 3.50000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GYL3 59799.50000000 PA USD 29037.89000000 0.015287092347 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.83450000 N N N N N N Freddie Mac REMICs N/A 3137B26D7 93618.88000000 PA USD 5155.47000000 0.002714114075 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N N/A N/A N/A -62.00000000 NC USD -20475.19000000 -0.01077923087 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2020-09-21 8608181.06000000 USD -20475.19000000 N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AJ5 41000.00000000 PA USD 41074.49000000 0.021623799861 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CR9 125000.00000000 PA USD 133351.24000000 0.070203197288 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAJ9 265000.00000000 PA USD 267802.45000000 0.140985477387 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.49000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. N/A 17307G2Z0 177727.61000000 PA USD 173889.88000000 0.091544897160 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 7864.03000000 PA USD 1436.31000000 0.000756150106 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41283LAQ8 214000.00000000 PA USD 214868.24000000 0.113118089068 Long DBT CORP US Y 2 2022-06-09 Fixed 2.55000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAQ3 185000.00000000 PA USD 197343.87000000 0.103892327054 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 33890.00000000 NS USD 796076.10000000 0.419096871575 Long EC CORP US N 1 N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CW3 228000.00000000 PA USD 195393.72000000 0.102865664196 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGU8 106000.00000000 PA USD 135721.58000000 0.071451070548 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 240000.00000000 PA USD 226346.23000000 0.119160714516 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AW3 105000.00000000 PA USD 110517.34000000 0.058182215806 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 168000.00000000 PA USD 193212.17000000 0.101717180050 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285TAG9 110000.00000000 PA USD 112749.12000000 0.059357143701 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.32000000 N N N N N N Fannie Mae REMICs N/A 31396XUE2 53138.99000000 PA USD 11388.41000000 0.005995465764 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 6.35550000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 3859.00000000 NS USD 374554.54000000 0.197185464993 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31394CXB3 21478.68000000 PA USD 4106.30000000 0.002161775091 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 5.86550000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAP0 161000.00000000 PA USD 161137.69000000 0.084831464946 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 176000.00000000 PA USD 186000.97000000 0.097920820179 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N 2020-08-14 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Sheri Morris Sheri Morris President