NPORT-P false 0000896435 XXXXXXXX S000064655 C000209357 C000209358 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. Total Return Bond Fund S000064655 549300RORS3STXK3JJ18 2020-12-31 2020-06-30 N 141726666.06 23953152.48 117773513.58 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 22310831.19000000 0.00000000 0.00000000 1254455.20000000 USD N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AR2 147000.00000000 PA USD 169160.30000000 0.143631870068 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AS9 146000.00000000 PA USD 166824.15000000 0.141648274666 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N Freddie Mac N/A 31283GY84 276.36000000 PA USD 280.63000000 0.000238279381 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N N/A N/A N/A 46.00000000 NC USD 26867.73000000 0.022813049541 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Bonds 2020-09-21 10008319.77000000 USD 26867.73000000 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAA83 5582.66000000 PA USD 1079.36000000 0.000916470917 Long ABS-APCP USGSE US N 2 2033-03-25 Fixed 6.00000000 N N N N N N Freddie Mac REMICs N/A 31397PM49 6679.37000000 PA USD 1570.89000000 0.001333822819 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 6.81525000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75116CBD7 6075.24000000 PA USD 5651.32000000 0.004798464296 Long ABS-MBS CORP US N 2 2037-04-25 Fixed 5.75000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AX4 205000.00000000 PA USD 203352.41000000 0.172663957980 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBF4 145000.00000000 PA USD 230552.62000000 0.195759312082 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2K6 342000.00000000 PA USD 343668.55000000 0.291804616805 Long DBT CORP US Y 2 2026-11-12 Fixed 2.95000000 N N N N N N Walgreens Boots Alliance, Inc. 549300RPTUOIXG4LIH86 931427AT5 234000.00000000 PA USD 237294.37000000 0.201483646693 Long DBT CORP US N 2 2050-04-15 Fixed 4.10000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 240885.72000000 PA USD 51466.03000000 0.043699154789 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JZP1 1017.90000000 PA USD 178.08000000 0.000151205474 Long ABS-APCP USGSE US N 2 2029-04-25 Fixed 6.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 33514.15000000 PA USD 5675.41000000 0.004818918810 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17321RAF3 382145.59000000 PA USD 10978.51000000 0.009321713911 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.18366400 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 99000.00000000 PA USD 109900.40000000 0.093315038890 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N DT Auto Owner Trust N/A 23341LAG8 44634.51000000 PA USD 44883.03000000 0.038109612794 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.55000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CW3 267000.00000000 PA USD 228816.33000000 0.194285050215 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAJ0 189000.00000000 PA USD 195122.65000000 0.165676172909 Long DBT CORP US Y 2 2025-09-30 Fixed 1.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FHQ30 4560797.15000000 PA USD 58375.47000000 0.049565872856 Long ABS-APCP USGSE US N 2 2024-03-25 Variable 0.50493000 N N N N N N Healthcare Trust of America Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 170000.00000000 PA USD 183909.25000000 0.156155016870 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Bank N/A 065405AJ1 1573666.89000000 PA USD 102721.58000000 0.087219593673 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.12514300 N N N N N N Apollo Management Holdings LP 5493006XQW0V5K38YM64 03765HAE1 183000.00000000 PA USD 164671.21000000 0.139820240557 Long DBT CORP US Y 2 2050-01-14 Variable 4.95000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654AS4 95000.00000000 PA USD 103044.48000000 0.087493763977 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N NVR, Inc. 529900RWXR4JI3JYTV70 62944TAF2 90000.00000000 PA USD 94161.27000000 0.079951142780 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Freddie Mac REMICs N/A 3133TJPC1 35875.66000000 PA USD 6450.29000000 0.005476859612 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 7.46525000 N N N N N N Verus Securitization Trust N/A 92537TAA3 100000.00000000 PA USD 99911.52000000 0.084833607288 Long ABS-MBS CORP US Y 2 2060-04-25 Variable 1.97700000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RDJ8 105000.00000000 PA USD 123416.54000000 0.104791422322 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Freddie Mac REMICs N/A 3133TDE69 927.67000000 PA USD 1071.42000000 0.000909729163 Long ABS-APCP USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Delta Air Lines Pass Through Trust N/A 247361ZV3 280000.00000000 PA USD 268012.98000000 0.227566429711 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Flagship Credit Auto Trust N/A 33843MAE3 270686.35000000 PA USD 274773.82000000 0.233306973399 Long ABS-O CORP US Y 2 2022-06-15 Fixed 6.22000000 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AF6 163000.00000000 PA USD 184568.51000000 0.156714786193 Long DBT CORP BM Y 2 2028-05-15 Fixed 4.70000000 N N N N N N DT Auto Owner Trust N/A 23342EAE8 195000.00000000 PA USD 201455.40000000 0.171053230795 Long ABS-O CORP US Y 2 2024-08-15 Fixed 5.60000000 N N N N N N Mortgage-Linked Amortizing Notes N/A 3134G3KS8 171197.44000000 PA USD 174776.51000000 0.148400522908 Long ABS-APCP USGSE US N 2 2022-01-15 Fixed 2.06000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFN9 34000.00000000 PA USD 37815.06000000 0.032108288910 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Fannie Mae REMICs N/A 31392BMY9 21061.38000000 PA USD 4470.11000000 0.003795513833 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 7.76550000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AS1 80000.00000000 PA USD 84428.08000000 0.071686814321 Long DBT CORP US N 2 2050-12-01 Fixed 2.64000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DW7 281000.00000000 PA USD 291178.54000000 0.247236013555 Long DBT CORP US N 2 2050-05-11 Fixed 2.65000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GS3 230000.00000000 PA USD 236949.77000000 0.201191051194 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.46000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAZ8 88000.00000000 PA USD 88296.44000000 0.074971389844 Long DBT CORP US N 2 2030-06-24 Fixed 1.45000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FJ2 177000.00000000 PA USD 187378.90000000 0.159101052778 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Freddie Mac REMICs N/A 3133TECM4 110300.69000000 PA USD 122137.03000000 0.103705006573 Long ABS-APCP USGSE US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AJ5 45000.00000000 PA USD 45081.76000000 0.038278351922 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59023VAA8 232000.00000000 PA USD 379935.57000000 0.322598484541 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAE6 115000.00000000 PA USD 117905.64000000 0.100112186871 Long ABS-O CORP US Y 2 2023-12-20 Fixed 3.69000000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAR6 33828.60000000 PA USD 32830.15000000 0.027875664911 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.96818000 N N N N N N COMM Mortgage Trust N/A 12591TAG1 170000.00000000 PA USD 181173.59000000 0.153832202583 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.19800000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599AW4 214000.00000000 PA USD 226048.62000000 0.191935022679 Long DBT CORP US Y 2 2026-11-15 Fixed 3.40000000 N N N N N N Freddie Mac REMICs N/A 3133TCV70 801.81000000 PA USD 908.86000000 0.000771701524 Long ABS-APCP USGSE US N 2 2028-02-15 Fixed 6.50000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AY4 135000.00000000 PA USD 134038.19000000 0.113810130924 Long DBT CORP US Y 2 2022-02-01 Fixed 3.35000000 N N N N N N DT Auto Owner Trust N/A 23343CAC5 250000.00000000 PA USD 251810.28000000 0.213808922180 Long ABS-O CORP US Y 2 2022-09-15 Fixed 3.56000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 97153.06000000 PA USD 20472.18000000 0.017382668970 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Freddie Mac REMICs N/A 31395VZ51 12517.94000000 PA USD 1847.48000000 0.001568671888 Long ABS-APCP USGSE US N 2 2035-07-15 Floating 5.96525000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PBB8 149000.00000000 PA USD 176819.99000000 0.150135615916 Long DBT CORP NL Y 2 2028-06-21 Fixed 4.37500000 N N N N N N JP Morgan Mortgage Trust N/A 46650MAS6 50000.00000000 PA USD 50570.78000000 0.042939009343 Long ABS-MBS CORP US Y 2 2049-01-25 Variable 4.00000000 N N N N N N Fannie Mae REMICs N/A 31394CXB3 51230.63000000 PA USD 9794.28000000 0.008316199204 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 5.86550000 N N N N N N Freddie Mac REMICs N/A 3133TDCL8 3632.60000000 PA USD 4168.00000000 0.003538996055 Long ABS-APCP USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Fannie Mae REMICs N/A 31392HRF2 45183.47000000 PA USD 10763.59000000 0.009139228059 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 8.06550000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAY7 225000.00000000 PA USD 231823.55000000 0.196838442662 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N Children's Hospital Corp. (The) 549300NXFO6BISJLOS32 16876BAB8 77000.00000000 PA USD 78113.54000000 0.066325218315 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250PAB9 124000.00000000 PA USD 127582.06000000 0.108328312641 Long DBT CORP US N 2 2031-01-15 Fixed 2.87500000 N N N N N N Credit Suisse AG/New York NY ANGGYXNX0JLX3X63JN86 22546QAP2 189000.00000000 PA USD 208867.41000000 0.177346674690 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Dell Equipment Finance Trust N/A 24702JAE9 37820.87000000 PA USD 37883.55000000 0.032166442902 Long ABS-O CORP US Y 2 2022-10-24 Fixed 2.47000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 143000.00000000 PA USD 189302.11000000 0.160734026051 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HC7 270000.00000000 PA USD 276311.47000000 0.234612572556 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.49000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AE9 122000.00000000 PA USD 135668.61000000 0.115194499914 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AW3 125000.00000000 PA USD 131568.27000000 0.111712953108 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BN9 251000.00000000 PA USD 260347.30000000 0.221057597830 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N CarMax Auto Owner Trust N/A 14314JAG5 230000.00000000 PA USD 233013.23000000 0.197848584895 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.43000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HVW4 63044.16000000 PA USD 4899.25000000 0.004159891176 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 7.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 200000.00000000 PA USD 222101.43000000 0.188583513600 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBM7 208000.00000000 PA USD 224745.95000000 0.190828942067 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 135000.00000000 PA USD 134305.57000000 0.114037159899 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N Fannie Mae REMICs N/A 31392ATX6 926.67000000 PA USD 180.50000000 0.000153260265 Long ABS-APCP USGSE US N 2 2031-12-18 Floating 7.70625000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KQD9 4368.76000000 PA USD 4961.38000000 0.004212644973 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F022477 1465000.00000000 PA USD 1533500.21000000 1.302075622426 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N Freddie Mac REMICs N/A 3133TCZR2 1611.43000000 PA USD 1806.32000000 0.001533723453 Long ABS-APCP USGSE US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Upjohn, Inc. N/A 91533BAF7 243000.00000000 PA USD 261242.58000000 0.221817768748 Long DBT CORP US Y 2 2050-06-22 Fixed 4.00000000 N N N N N N Fannie Mae REMICs N/A 31392EHB9 724.88000000 PA USD 165.67000000 0.000140668300 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 7.81550000 N N N N N N GS Mortgage Securities Trust N/A 36192BAY3 59774.26000000 PA USD 61078.93000000 0.051861346531 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.48200000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BH4 136000.00000000 PA USD 177458.69000000 0.150677928004 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 313000.00000000 PA USD 343596.37000000 0.291743329680 Long DBT CORP US Y 2 2023-12-15 Fixed 3.87500000 N N N N N N Penske Truck Leasing Co., L.P./PTL Finance Corp. N/A 709599BD5 110000.00000000 PA USD 112636.09000000 0.095637878650 Long DBT CORP US Y 2 2021-07-29 Fixed 3.65000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. N/A 17307G2Z0 159333.06000000 PA USD 155892.53000000 0.132366374459 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88000000 N N N N N N Banc of America Funding Corp. Trust N/A 05951FBD5 58430.70000000 PA USD 56716.87000000 0.048157576585 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 115000.00000000 PA USD 115568.53000000 0.098127776345 Long ABS-MBS CORP US Y 2 2065-06-25 Variable 2.00600000 N N N N N N COMM Mortgage Trust N/A 12592RBJ7 715000.00000000 PA USD 760301.40000000 0.645562297403 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.98700000 N N N N N N Zions Bancorp N.A. 8WH0EE09O9V05QJZ3V89 98971DAB6 250000.00000000 PA USD 246805.67000000 0.209559571161 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHB3 560000.00000000 PA USD 551330.02000000 0.468127343102 Long ABS-O CORP US N 2 2024-09-15 Floating 0.78475000 N N N N N N CNH Equipment Trust N/A 12596JAD5 125000.00000000 PA USD 132024.43000000 0.112100272792 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.22000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 49800.89000000 PA USD 10146.78000000 0.008615502494 Long ABS-APCP USGSE US N 2 2033-02-25 Variable 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 275121.07000000 PA USD 50403.97000000 0.042797373083 Long ABS-APCP USGA US N 2 2041-04-16 Floating 6.45487000 N N N N N N LB Commercial Conduit Mortgage Trust N/A 501773AY1 47481.85000000 PA USD 1.17000000 0.000000993432 Long ABS-MBS CORP US N 2 2030-02-18 Variable 1.11116700 N N N N N N Harley-Davidson Financial Services, Inc. RLUFFFFW4GRYU77BTS24 41283LAQ8 246000.00000000 PA USD 246998.07000000 0.209722935566 Long DBT CORP US Y 2 2022-06-09 Fixed 2.55000000 N N N N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 92340LAF6 47000.00000000 PA USD 47360.80000000 0.040213455946 Long DBT CORP US N 2 2028-01-15 Fixed 3.40000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAP0 176000.00000000 PA USD 176150.52000000 0.149567177411 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922F6W3 41687.27000000 PA USD 40098.41000000 0.034047052500 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.74600100 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GYL3 90605.30000000 PA USD 43996.80000000 0.037357126116 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.83450000 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530AV9 240000.00000000 PA USD 252452.23000000 0.214353993802 Long DBT CORP US Y 2 2023-01-15 Fixed 3.12500000 N N N N N N Dell Equipment Finance Trust N/A 24704AAE6 80000.00000000 PA USD 81479.13000000 0.069182898194 Long ABS-O CORP US Y 2 2023-06-22 Fixed 3.34000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAU5 191000.00000000 PA USD 197503.75000000 0.167697934787 Long DBT CORP US Y 2 2023-11-15 Fixed 2.25000000 N N N N N N Credit Suisse Mortgage Trust N/A 22942JAD5 120320.81000000 PA USD 96688.54000000 0.082097015755 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N AEP Texas, Inc. 5493001L78U618KXNZ75 00108WAG5 162000.00000000 PA USD 184463.93000000 0.156625988639 Long DBT CORP US Y 2 2028-06-01 Fixed 3.95000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TGU3 98000.00000000 PA USD 103183.99000000 0.087612220153 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AH5 162000.00000000 PA USD 171872.89000000 0.145935095910 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCZR0 82289.51000000 PA USD 17459.34000000 0.014824504652 Long ABS-APCP USGSE US N 2 2036-03-25 Fixed 6.00000000 N N N N N N Freddie Mac REMICs N/A 3137B93W3 126161.59000000 PA USD 18226.96000000 0.015476281080 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 5.91525000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FV85 1477.63000000 PA USD 1725.14000000 0.001464794542 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DK8 49000.00000000 PA USD 34024.38000000 0.028889670491 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 239000.00000000 PA USD 251239.16000000 0.213323991416 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N Freddie Mac REMICs N/A 31395MTC3 35726.85000000 PA USD 7191.56000000 0.006106262589 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 6.56525000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZW3 1423000.00000000 PA USD 1420359.67000000 1.206009421664 Long DBT UST US N 2 2025-06-30 Fixed 0.25000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 190000.00000000 PA USD 200796.51000000 0.170493775634 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284YAG9 280000.00000000 PA USD 284477.59000000 0.241546321709 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.20000000 N N N N N N BAE Systems Holdings, Inc. MF62XBVMNYTYMC18DL76 05523UAP5 191000.00000000 PA USD 211692.15000000 0.179745125678 Long DBT CORP US Y 2 2025-12-15 Fixed 3.85000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAP6 198000.00000000 PA USD 215881.57000000 0.183302309184 Long DBT CORP US Y 2 2030-11-15 Fixed 4.15000000 N N N N N N Freddie Mac REMICs N/A 3137B2ZH6 28428.32000000 PA USD 28556.24000000 0.024246742015 Long ABS-APCP USGSE US N 2 2023-07-15 Fixed 1.50000000 N N N N N N Fannie Mae REMICs N/A 31392F7F8 6116.64000000 PA USD 1441.51000000 0.001223967899 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.80625000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BL2 246000.00000000 PA USD 209956.08000000 0.178271050610 Long DBT CORP US N 2 N/A Variable 3.59838000 N N N N N N Fannie Mae REMICs N/A 31392F6J1 28658.81000000 PA USD 4953.51000000 0.004205962656 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.90625000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385BA8 199000.00000000 PA USD 197876.63000000 0.168014542476 Long DBT CORP CA N 2 2030-07-15 Fixed 2.95000000 N N N N N N Fannie Mae REMICs N/A 31393ADJ3 119704.84000000 PA USD 125097.93000000 0.106219069294 Long ABS-APCP USGSE US N 2 2023-04-25 Fixed 5.50000000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AJ1 110000.00000000 PA USD 123231.82000000 0.104634578908 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N Freddie Mac REMICs N/A 31394YF74 68054.49000000 PA USD 9017.68000000 0.007656797972 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 7.46525000 N N N N N N RPM International, Inc. 549300TJCKW4BRXPJ474 749685AS2 260000.00000000 PA USD 268557.38000000 0.228028672862 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N Fannie Mae REMICs N/A 31392DAG7 701.35000000 PA USD 156.37000000 0.000132771788 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 7.61550000 N N N N N N Freddie Mac N/A 3129354W6 159413.86000000 PA USD 181524.91000000 0.154130503949 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAD8 288000.00000000 PA USD 308650.90000000 0.262071573325 Long DBT CORP US Y 2 2030-04-15 Fixed 3.90000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBB0 230000.00000000 PA USD 231556.46000000 0.196611659923 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AF2 310000.00000000 PA USD 343328.99000000 0.291516300706 Long DBT CORP FR Y 2 2025-03-17 Fixed 4.37500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBA0 162000.00000000 PA USD 169084.55000000 0.143567551701 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Countrywide Home Loans N/A 12669G5U1 6415.59000000 PA USD 6333.71000000 0.005377873010 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N Dell Equipment Finance Trust 549300CHGEQ6XHCQGX20 24704BAJ3 325000.00000000 PA USD 328453.97000000 0.278886109462 Long ABS-O CORP US Y 2 2024-03-22 Fixed 3.14000000 N N N N N N Fannie Mae REMICs N/A 31394DQD5 6613.77000000 PA USD 1087.40000000 0.000923297579 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.56550000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAJ2 78000.00000000 PA USD 79831.85000000 0.067784213592 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Apollo Management Holdings L.P. 5493006XQW0V5K38YM64 03765HAF8 306000.00000000 PA USD 304690.36000000 0.258708728930 Long DBT CORP US Y 2 2030-06-05 Fixed 2.65000000 N N N N N N Invesco Liquid Assets Portfolio 549300DC1W0JSX3QRC47 825252729 4958046.13500000 NS USD 4961516.77000000 4.212761103225 Long STIV RF US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HVU8 559.85000000 PA USD 42.88000000 0.000036408865 Long ABS-APCP USGSE US N 2 2023-05-25 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 31395DUU1 37773.09000000 PA USD 61143.14000000 0.051915866429 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 23.52350000 N N N N N N Viacom, Inc. 5KYC8KF17ROCY24M3H09 92553PAP7 78000.00000000 PA USD 81655.16000000 0.069332363039 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N Time Warner Cable, LLC 549300U5NFR7S6E3GM41 88732JBD9 82000.00000000 PA USD 88190.65000000 0.074881564894 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FANS5 2323.63000000 PA USD 454.43000000 0.000385850762 Long ABS-APCP USGSE US N 2 2032-07-25 Fixed 6.50000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 595017AN4 316000.00000000 PA USD 322230.58000000 0.273601907767 Long DBT CORP US N 2 2021-06-01 Fixed 3.92200000 N N N N N N Walgreen Co. E1OI0SEUGJMPPTKRDD35 931422AH2 235000.00000000 PA USD 246376.35000000 0.209195040982 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BK8 286000.00000000 PA USD 298456.18000000 0.253415365584 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N Massachusetts (Commonwealth of) 5493001N1YCXNI1O7K10 57582RG34 110000.00000000 PA USD 110605.00000000 0.093913305834 Long DBT MUN US N 2 2041-07-01 Fixed 2.51400000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAA3 295000.00000000 PA USD 291958.94000000 0.247898641320 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BH2 146000.00000000 PA USD 193694.33000000 0.164463404472 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 262000.00000000 PA USD 297028.38000000 0.252203038672 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AA1 251000.00000000 PA USD 269603.90000000 0.228917259751 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBB5 149000.00000000 PA USD 149658.03000000 0.127072739405 Long DBT CORP US N 2 2025-09-15 Fixed 1.30000000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922FEB0 43171.99000000 PA USD 42283.28000000 0.035902197968 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.18923600 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 232000.00000000 PA USD 258959.84000000 0.219879523101 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 207077.81000000 PA USD 209075.53000000 0.177523386748 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.27500000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36206VKB2 1427.39000000 PA USD 1546.80000000 0.001313368305 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N COMM Mortgage Trust N/A 12592PBH5 475000.00000000 PA USD 510048.45000000 0.433075684418 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 4.04800000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46641BAH6 300000.00000000 PA USD 320779.83000000 0.272370094301 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.51690000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BF6 180000.00000000 PA USD 188718.92000000 0.160238846803 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXN5 77785.96000000 PA USD 17077.91000000 0.014500637266 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAD8 120000.00000000 PA USD 122072.53000000 0.103650240439 Long ABS-O CORP US Y 2 2023-10-20 Fixed 3.48000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BD6 364000.00000000 PA USD 389778.48000000 0.330955974863 Long DBT CORP US N 2 N/A Variable 5.37500000 N N N N N N Freddie Mac Structured Agency Credit Risk Debt Notes N/A 3137G0LH0 18139.65000000 PA USD 18126.39000000 0.015390888366 Long ABS-MBS USGSE US N 2 2029-03-25 Floating 1.48450000 N N N N N N Countrywide Home Loans N/A 126694MS4 50829.30000000 PA USD 45115.62000000 0.038307102020 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AR0 212000.00000000 PA USD 231520.47000000 0.196581101270 Long DBT CORP US N 2 2024-09-15 Fixed 3.65000000 N N N N N N Freddie Mac REMICs N/A 31392RNB3 831.97000000 PA USD 847.01000000 0.000719185472 Long ABS-APCP USGSE US N 2 2032-02-15 Floating 1.18475000 N N N N N N COMM Mortgage Trust N/A 12624XAM0 245000.00000000 PA USD 249572.56000000 0.211908902446 Long ABS-MBS CORP US Y 2 2046-03-10 Fixed 3.14700000 N N N N N N Freddie Mac REMICs N/A 31395XLV5 8594.69000000 PA USD 14576.41000000 0.012376645271 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 24.07257300 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38143U8H7 132000.00000000 PA USD 147328.39000000 0.125094671562 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AS4 170000.00000000 PA USD 172530.59000000 0.146493540657 Long DBT CORP US N 2 2030-02-06 Fixed 2.50000000 N N N N N N Freddie Mac N/A 31298EX67 5253.16000000 PA USD 5921.03000000 0.005027471644 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Freddie Mac 5493005RUXPCBST1N217 35563XAA0 27109.48000000 PA USD 27078.43000000 0.022991952245 Long ABS-MBS USGSE US Y 2 2048-10-25 Floating 0.93450000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 53961.43000000 PA USD 53331.34000000 0.045282965905 Long ABS-MBS CORP US N 2 2035-10-25 Floating 4.27000000 N N N N N N East Ohio Gas Co. (The) BC95Y6MXLT75BGO7UM71 27409LAA1 72000.00000000 PA USD 72480.01000000 0.061541859282 Long DBT CORP US Y 2 2025-06-15 Fixed 1.30000000 N N N N N N DT Auto Owner Trust N/A 23341TAG1 79694.83000000 PA USD 80313.82000000 0.068193448219 Long ABS-O CORP US Y 2 2023-01-15 Fixed 3.89000000 N N N N N N Fannie Mae REMICs N/A 31394V7G9 50383.39000000 PA USD 85235.82000000 0.072372656133 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 23.89017000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAG5 130000.00000000 PA USD 146444.11000000 0.124343840604 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95001TAG0 19610.23000000 PA USD 19709.11000000 0.016734755889 Long ABS-MBS CORP US Y 2 2048-11-25 Variable 4.00000000 N N N N N N Freddie Mac REMICs N/A 31398VEK8 35.66000000 PA USD 35.68000000 0.000030295436 Long ABS-APCP USGSE US N 2 2020-12-15 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 249000.00000000 PA USD 234834.22000000 0.199394764460 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250PAA1 230000.00000000 PA USD 240796.76000000 0.204457481720 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3137G0JU4 189296.84000000 PA USD 198752.82000000 0.168758504317 Long ABS-MBS USGSE US N 2 2028-10-25 Floating 4.81825000 N N N N N N Fannie Mae REMICs N/A 31359XCD9 47685.34000000 PA USD 54604.27000000 0.046363794659 Long ABS-APCP USGSE US N 2 2029-11-25 Fixed 6.50000000 N N N N N N Fannie Mae REMICs N/A 31397M4E4 373.27000000 PA USD 23.10000000 0.000019613917 Long ABS-APCP USGSE US N 2 2024-02-25 Floating 6.51550000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HF0 235000.00000000 PA USD 239899.47000000 0.203695604136 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620RAJ4 168000.00000000 PA USD 175215.30000000 0.148773093944 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Freddie Mac REMICs N/A 3137FGV77 137553.05000000 PA USD 7532.50000000 0.006395750428 Long ABS-APCP USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Freddie Mac REMICs N/A 31395WDM6 2.20000000 PA USD 2.20000000 0.000001867992 Long ABS-APCP USGSE US N 2 2020-07-15 Fixed 4.50000000 N N N N N N COLT Mortgage Loan Trust N/A 12597KAA7 357193.41000000 PA USD 361994.30000000 0.307364779224 Long ABS-MBS CORP US Y 2 2050-02-25 Variable 2.48800000 N N N N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 054561AJ4 128000.00000000 PA USD 143434.50000000 0.121788418838 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BL3 242000.00000000 PA USD 264513.12000000 0.224594742875 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639YAU1 40000.00000000 PA USD 40852.36000000 0.034687221904 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.21600000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAV9 114000.00000000 PA USD 132617.30000000 0.112603671206 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N Fannie Mae REMICs N/A 31392DVZ2 69790.74000000 PA USD 16267.04000000 0.013812137810 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 7.81550000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XDS0 259874.50000000 PA USD 273786.73000000 0.232468847771 Long ABS-MBS USGSE US N 2 2029-04-25 Floating 4.43450000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 677157.59000000 PA USD 30967.91000000 0.026294460493 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.93171600 N N N N N N Brookfield Asset Management, Inc. C6J3FGIWG6MBDGTE8F80 112585AH7 195000.00000000 PA USD 214973.94000000 0.182531652037 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBN9 151000.00000000 PA USD 163934.11000000 0.139194378274 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042NAL1 160000.00000000 PA USD 162110.69000000 0.137646135427 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.41000000 N N N N N N CNH Equipment Trust N/A 18978CAE3 65000.00000000 PA USD 65678.00000000 0.055766358668 Long ABS-O CORP US N 2 2025-05-15 Fixed 2.54000000 N N N N N N Freddie Mac N/A 3128M4TZ6 2728.71000000 PA USD 3052.21000000 0.002591592886 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042MAN9 305000.00000000 PA USD 309173.07000000 0.262514941264 Long ABS-O CORP US Y 2 2024-07-15 Fixed 4.63000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350BQ7 66000.00000000 PA USD 78937.59000000 0.067024908742 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032670 4265000.00000000 PA USD 4500907.86000000 3.821663906581 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 31393AHE0 3208.57000000 PA USD 755.70000000 0.000641655306 Long ABS-APCP USGSE US N 2 2033-04-25 Fixed 7.00000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAB8 119000.00000000 PA USD 127696.09000000 0.108425134071 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPX1 59239.51000000 PA USD 55546.62000000 0.047163932119 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.89834000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 200000.00000000 PA USD 201738.34000000 0.171293471569 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90352JAC7 135000.00000000 PA USD 153268.31000000 0.130138182466 Long DBT CORP CH Y 2 2028-03-23 Fixed 4.25300000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060BD7 206000.00000000 PA USD 207139.13000000 0.175879214013 Long DBT CORP JP N 2 2060-07-09 Fixed 3.37500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDA6 69000.00000000 PA USD 75103.90000000 0.063769771077 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 165000.00000000 PA USD 164853.94000000 0.139975394287 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGU8 124000.00000000 PA USD 158768.65000000 0.134808451555 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKN8 124000.00000000 PA USD 128045.94000000 0.108722187279 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAW7 245000.00000000 PA USD 258722.67000000 0.219678145056 Long DBT CORP US Y 2 2023-06-08 Fixed 4.12500000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F032674 5435000.00000000 PA USD 5716091.46000000 4.853460923637 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BQ8 252000.00000000 PA USD 253741.06000000 0.215448323045 Long DBT CORP US N 2 2025-06-03 Fixed 0.80000000 N N N N N N Fannie Mae REMICs N/A 31394CKG6 16160.92000000 PA USD 2857.36000000 0.002426148217 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 6.56550000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AG4 108000.00000000 PA USD 129367.28000000 0.109844120352 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BC5 82000.00000000 PA USD 103044.26000000 0.087493577178 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N Drive Auto Receivables Trust N/A 26208KAG5 200000.00000000 PA USD 206087.24000000 0.174986067525 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N Texas (State of) Transportation Commission (Central Texas Turnpike System) N/A 88283KBL1 280000.00000000 PA USD 267727.60000000 0.227324117165 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N NXP B.V. / NXP Funding LLC / NXP USA, Inc. 724500RKKW4NOJ9YQF60 62954HAE8 60000.00000000 PA USD 63125.42000000 0.053598995292 Long DBT CORP XX Y 2 2025-05-01 Fixed 2.70000000 N N N N N N Southwest Airlines Co. UDTZ87G0STFETI6HGH41 844741BH0 77000.00000000 PA USD 79560.04000000 0.067553423160 Long DBT CORP US N 2 2023-05-04 Fixed 4.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46642CBN9 220000.00000000 PA USD 232909.12000000 0.197760186412 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.04320000 N N N N N N Fannie Mae REMICs N/A 3136B2G22 67234.55000000 PA USD 1183.33000000 0.001004750528 Long ABS-APCP USGSE US N 2 2046-10-25 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 250000.00000000 PA USD 285876.25000000 0.242733906215 Long DBT CORP CH Y 2 2031-04-01 Variable 4.19400000 N N N N N N Fannie Mae REMICs N/A 3136AJTC0 120657.92000000 PA USD 121335.73000000 0.103024632883 Long ABS-APCP USGSE US N 2 2040-01-25 Fixed 1.50000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AT7 161000.00000000 PA USD 192812.81000000 0.163714916995 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N Upjohn, Inc. N/A 91533BAD2 250000.00000000 PA USD 257401.51000000 0.218556364818 Long DBT CORP US Y 2 2030-06-22 Fixed 2.70000000 N N N N N N N/A N/A N/A -70.00000000 NC USD -23117.15000000 -0.01962847952 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2020-09-21 9718914.10000000 USD -23117.15000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410FV77 8583.08000000 PA USD 10033.51000000 0.008519326370 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYY6 3327.25000000 PA USD 586.63000000 0.000498100109 Long ABS-APCP USGSE US N 2 2035-09-25 Fixed 6.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208BAN0 108077.68000000 PA USD 109607.65000000 0.093066468570 Long ABS-O CORP US Y 2 2024-03-15 Fixed 4.18000000 N N N N N N Freddie Mac REMICs N/A 3133TNPR9 693.16000000 PA USD 838.40000000 0.000711874830 Long ABS-APCP USGSE US N 2 2030-03-15 Fixed 8.00000000 N N N N N N Fannie Mae REMICs N/A 31394EC97 1220.13000000 PA USD 1216.06000000 0.001032541157 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 0.43450000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EM1 149000.00000000 PA USD 151634.99000000 0.128751351123 Long DBT CORP AU N 2 2030-02-04 Variable 2.89400000 N N N N N N Fannie Mae REMICs N/A 31359AYN3 44094.70000000 PA USD 46855.31000000 0.039784250784 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 6.50000000 N N N N N N Grand Parkway Transportation Corp. N/A 38611TDL8 265000.00000000 PA USD 276591.10000000 0.234850002850 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABG3 224000.00000000 PA USD 242067.43000000 0.205536391538 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAH3 45000.00000000 PA USD 48146.65000000 0.040880711236 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.64900000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529MAE9 180000.00000000 PA USD 182848.75000000 0.155254559740 Long ABS-O CORP US Y 2 2025-01-13 Fixed 3.97000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 255000.00000000 PA USD 259176.45000000 0.220063443911 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6Q8 20220.64000000 PA USD 3677.88000000 0.003122841365 Long ABS-APCP USGSE US N 2 2034-05-25 Variable 5.50000000 N N N N N N Fannie Mae REMICs N/A 31392DWM0 64068.12000000 PA USD 14939.72000000 0.012685127195 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 7.81550000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCA6 200000.00000000 PA USD 200203.83000000 0.169990538546 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 241000.00000000 PA USD 252003.54000000 0.213973016801 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 175000.00000000 PA USD 177729.10000000 0.150907529713 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N WFRBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FBB1 130000.00000000 PA USD 138099.83000000 0.117258818050 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N Canadian Imperial Bank of Commerce 549300T15RIMIKZC5Q38 136385AZ4 429000.00000000 PA USD 430360.70000000 0.365413824312 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXJ8 228000.00000000 PA USD 250274.67000000 0.212505055162 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XCB8 209507.62000000 PA USD 218885.85000000 0.185853205314 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 6.18450000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529JAE6 2253.31000000 PA USD 2254.61000000 0.001914360819 Long ABS-O CORP US Y 2 2024-01-10 Fixed 2.94000000 N N N N N N Energy Transfer Operating, L.P. 5493008K8W3OKZE54J59 29273RBL2 73000.00000000 PA USD 70699.00000000 0.060029626229 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 134000.00000000 PA USD 147416.48000000 0.125169467666 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C5V9 2175.51000000 PA USD 2578.02000000 0.002188964158 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Fannie Mae REMICs N/A 313921R34 3051.16000000 PA USD 690.47000000 0.000586269339 Long ABS-APCP USGSE US N 2 2031-11-18 Floating 7.70625000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GV6 470000.00000000 PA USD 485738.23000000 0.412434184253 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.55000000 N N N N N N Fannie Mae REMICs N/A 3136AYAT0 769078.69000000 PA USD 103729.26000000 0.088075202010 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 5.00000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 147908.81000000 PA USD 150180.69000000 0.127516523397 Long ABS-MBS CORP US Y 2 2024-02-25 Variable 2.37600000 N N N N N N RBSSP Resecuritization Trust N/A 74928YAC3 2586.89000000 PA USD 2608.06000000 0.002214470741 Long ABS-MBS CORP US Y 2 2045-07-26 Variable 4.21990000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 205000.00000000 PA USD 239729.81000000 0.203551547977 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432AV2 126000.00000000 PA USD 130101.50000000 0.110467537263 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 31392GEE1 4773.22000000 PA USD 1000.63000000 0.000849622270 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 6.81550000 N N N N N N CPS Auto Receivables Trust N/A 12595MAB3 2142.73000000 PA USD 2144.43000000 0.001820808376 Long ABS-O CORP US Y 2 2022-04-18 Fixed 2.77000000 N N N N N N Freddie Mac REMICs N/A 31392MJE3 97285.08000000 PA USD 113047.58000000 0.095987269602 Long ABS-APCP USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N NXP B.V. / NXP Funding LLC / NXP USA, Inc. N/A 62954HAA6 158000.00000000 PA USD 177067.65000000 0.150345900888 Long DBT CORP XX Y 2 2026-06-18 Fixed 3.87500000 N N N N N N Fannie Mae REMICs N/A 3136A5AX4 68501.01000000 PA USD 6792.23000000 0.005767196539 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36204NLS4 242.60000000 PA USD 243.53000000 0.000206778241 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162CR9 151000.00000000 PA USD 161088.30000000 0.136778037016 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BM1 52000.00000000 PA USD 52961.69000000 0.044969100768 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N COMM Mortgage Trust N/A 12592LBG6 56810.99000000 PA USD 58971.78000000 0.050072192131 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.30500000 N N N N N N Freddie Mac 549300RWLR7W4OBRM426 35564RAK0 60000.00000000 PA USD 57532.36000000 0.048849998825 Long ABS-MBS USGSE US Y 2 2049-02-25 Floating 1.56825000 N N N N N N United Auto Credit Securitization Trust N/A 90945QAC5 150000.00000000 PA USD 151876.02000000 0.128956006646 Long ABS-O CORP US Y 2 2024-08-12 Fixed 3.16000000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAH6 126000.00000000 PA USD 131035.99000000 0.111261000896 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N United Airlines Pass Through Trust N/A 90932JAA0 116000.00000000 PA USD 105315.01000000 0.089421642268 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N Freddie Mac REMICs N/A 31395LMA6 295608.86000000 PA USD 60139.94000000 0.051064062005 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 6.51525000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBW4 70000.00000000 PA USD 77983.30000000 0.066214633179 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Fannie Mae REMICs N/A 31392EGP9 100372.99000000 PA USD 23320.24000000 0.019800920674 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 7.81550000 N N N N N N Freddie Mac REMICs N/A 31397T4E9 4827.47000000 PA USD 887.09000000 0.000753216893 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 5.81525000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BH6 152000.00000000 PA USD 173299.87000000 0.147146726570 Long DBT CORP JP N 2 2029-03-07 Fixed 3.74100000 N N N N N N Chase Mortgage Finance Corp. N/A 16158RAR7 41436.13000000 PA USD 42334.02000000 0.035945280660 Long ABS-MBS CORP US Y 2 2049-04-25 Variable 4.00000000 N N N N N N Texas (State of) Transportation Commission 5493006JSGNPGVJS7691 882830AP7 100000.00000000 PA USD 101687.00000000 0.086341144888 Long DBT MUN US N 2 2042-04-01 Fixed 2.56200000 N N N N N N COLT Funding LLC N/A 19688JAA5 270000.00000000 PA USD 270950.72000000 0.230060827569 Long ABS-MBS CORP US Y 2 2065-03-25 Variable 1.85300000 N N N N N N Freddie Mac REMICs N/A 31397TEH1 199876.32000000 PA USD 41730.76000000 0.035433060228 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 5.88525000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CX9 161000.00000000 PA USD 177541.89000000 0.150748572071 Long DBT CORP US N 2 2026-05-15 Fixed 3.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 288118.42000000 PA USD 51891.91000000 0.044060764107 Long ABS-APCP USGA US N 2 2047-10-16 Floating 6.00487000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BH1 149000.00000000 PA USD 165423.23000000 0.140458771222 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 84000.00000000 PA USD 89560.74000000 0.076044890975 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 158000.00000000 PA USD 175570.72000000 0.149074876568 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Freddie Mac REMICs N/A 3133TTX30 21944.36000000 PA USD 25231.57000000 0.021423806790 Long ABS-APCP USGSE US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 120568AW0 313000.00000000 PA USD 315987.38000000 0.268300885653 Long DBT CORP US N 2 2020-11-24 Fixed 3.50000000 N N N N N N Freddie Mac N/A 31283GHD2 110.28000000 PA USD 111.13000000 0.000094359076 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 9.00000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 78000.00000000 PA USD 89538.75000000 0.076026219544 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216CX6 229000.00000000 PA USD 232090.75000000 0.197065318801 Long DBT CORP US N 2 2050-06-01 Fixed 2.60000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBW8 296000.00000000 PA USD 330499.49000000 0.280622934608 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 196000.00000000 PA USD 230850.32000000 0.196012085385 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 217000.00000000 PA USD 248358.46000000 0.210878025500 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Freddie Mac REMICs N/A 3133T3Q27 3640.15000000 PA USD 3891.57000000 0.003304282840 Long ABS-APCP USGSE US N 2 2024-02-15 Fixed 6.75000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 390000.00000000 PA USD 391518.38000000 0.332433301935 Long DBT CORP US N 2 2029-09-17 Variable 2.63600000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHX7 44044.30000000 PA USD 8345.75000000 0.007086270712 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89832QAF6 369000.00000000 PA USD 381951.90000000 0.324310524828 Long DBT CORP US N 2 N/A Variable 5.10000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 161383.69000000 PA USD 162768.36000000 0.138204554701 Long ABS-MBS CORP US Y 2 2059-12-25 Variable 2.46600000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YAY1 166000.00000000 PA USD 165999.74000000 0.140948278567 Long DBT CORP US N 2 2026-02-24 Fixed 0.75000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FH6 221000.00000000 PA USD 236711.97000000 0.200989138223 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 101047.13000000 PA USD 7113.88000000 0.006040305484 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 165000.00000000 PA USD 146590.13000000 0.124467824338 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAR2 80000.00000000 PA USD 87528.00000000 0.074318917165 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N Fannie Mae REMICs N/A 31392EHP8 4968.94000000 PA USD 1192.45000000 0.001012494204 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 7.91550000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 14049.30000000 PA USD 13642.29000000 0.011583495800 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 2045188.04000000 PA USD 116322.73000000 0.098768158021 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.25121700 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 257000.00000000 PA USD 276034.40000000 0.234377315925 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 249000.00000000 PA USD 268915.96000000 0.228333138602 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAF3 260000.00000000 PA USD 273608.76000000 0.232317735697 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.74000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXJ4 3377.86000000 PA USD 674.73000000 0.000572904704 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 60706.80000000 PA USD 13297.27000000 0.011290543684 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBD0 110000.00000000 PA USD 109615.39000000 0.093073040506 Long ABS-O CORP US Y 2 2023-09-25 Floating 0.81450000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AN7 35000.00000000 PA USD 35354.68000000 0.030019211387 Long DBT CORP US N 2 2026-01-15 Fixed 1.60000000 N N N N N N American Credit Acceptance Receivables Trust 5493007QHGZZPPA34T64 02529KAE3 167701.24000000 PA USD 169060.16000000 0.143546842461 Long ABS-O CORP US Y 2 2024-07-10 Fixed 3.70000000 N N N N N N Freddie Mac REMICs N/A 3137AXEJ8 126748.16000000 PA USD 7875.33000000 0.006686843043 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Element Rail Leasing I LLC N/A 28618WAA2 44486.94000000 PA USD 44645.33000000 0.037907784732 Long ABS-O CORP US Y 2 2044-04-19 Fixed 2.29900000 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AE5 308000.00000000 PA USD 321697.06000000 0.273148902687 Long DBT CORP GB Y 2 2022-07-21 Fixed 3.75000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 195000.00000000 PA USD 204885.27000000 0.173965490008 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAD6 206997.86000000 PA USD 185164.14000000 0.157220528089 Long ABS-MBS USGSE US N 2 2024-01-25 Floating 4.58450000 N N N N N N Fannie Mae REMICs N/A 31392DCP5 2156.74000000 PA USD 448.61000000 0.000380909074 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 6.81550000 N N N N N N Freddie Mac REMICs N/A 31395U5B3 40162.70000000 PA USD 6814.33000000 0.005785961370 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 6.53525000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 103000.00000000 PA USD 110740.10000000 0.094028017534 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XEP5 162325.70000000 PA USD 166440.30000000 0.141322352488 Long ABS-MBS USGSE US N 2 2029-07-25 Floating 3.73450000 N N N N N N Freddie Mac N/A 31293FS73 4195.69000000 PA USD 4671.80000000 0.003966766260 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 116000.00000000 PA USD 133378.88000000 0.113250319147 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N SunTrust Banks, Inc. JJKC32MCHWDI71265Z06 86787EBB2 105000.00000000 PA USD 121071.49000000 0.102800270043 Long DBT CORP US N 2 2025-11-03 Fixed 4.05000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 188000.00000000 PA USD 199289.85000000 0.169214489694 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CN7 115000.00000000 PA USD 117973.97000000 0.100170205009 Long DBT CORP US N 2 2025-05-01 Fixed 1.50000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 73772.08000000 PA USD 13458.53000000 0.011427467510 Long ABS-APCP USGSE US N 2 2033-06-25 Fixed 6.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAG5 100000.00000000 PA USD 103036.10000000 0.087486648625 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AS9 83000.00000000 PA USD 87192.15000000 0.074033751180 Long DBT CORP GB Y 2 2024-09-11 Fixed 3.62500000 N N N N N N Plains All American Pipeline L.P. / PAA Finance Corp. 5521FA2ITF25TVH63740 72650RBN1 111000.00000000 PA USD 109534.39000000 0.093004264431 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N COMM Mortgage Trust N/A 12623SAF7 1906841.18000000 PA USD 54973.47000000 0.046677277707 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.66383900 N N N N N N Morgan Stanley Capital I Trust N/A 617459AD4 71474.68000000 PA USD 73390.93000000 0.062315309927 Long ABS-MBS CORP US Y 2 2044-06-15 Fixed 4.66100000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZU7 325000.00000000 PA USD 325710.94000000 0.276557037401 Long DBT UST US N 2 2023-06-15 Fixed 0.25000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABJ3 218000.00000000 PA USD 219312.36000000 0.186215349558 Long DBT CORP US Y 2 2031-02-15 Fixed 2.55000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 101000.00000000 PA USD 109485.33000000 0.092962608206 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164Q6M5 163000.00000000 PA USD 171157.33000000 0.145327522969 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DU8 174000.00000000 PA USD 213839.20000000 0.181568158663 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N MASTR Asset Backed Securities Trust N/A 55291KAC1 43213.22000000 PA USD 18917.60000000 0.016062694764 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.28450000 N N N N N N Freddie Mac N/A 3137G0AL3 13943.31000000 PA USD 13991.03000000 0.011879606521 Long ABS-MBS USGSE US N 2 2024-02-25 Floating 2.38450000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMCT7 1691977.70000000 PA USD 121532.05000000 0.103191325711 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 1.09214500 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161CAL9 140000.00000000 PA USD 142061.50000000 0.120622621913 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CZ6 201000.00000000 PA USD 200371.88000000 0.170133227675 Long DBT CORP US N 2 2021-03-15 Fixed 4.85000000 N N N N N N Fannie Mae REMICs N/A 31394F4M4 116694.95000000 PA USD 23337.39000000 0.019815482522 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 5.91550000 N N N N N N GM Financial Automobile Leasing Trust N/A 36255KAG6 135000.00000000 PA USD 136272.35000000 0.115707127908 Long ABS-O CORP US N 2 2022-04-20 Fixed 3.50000000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 499.79000000 PA USD 457.75000000 0.000388669732 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N DT Auto Owner Trust 54930028PUXRRYF5WB25 23342LAG7 109802.21000000 PA USD 110648.52000000 0.093950258115 Long ABS-O CORP US Y 2 2023-07-17 Fixed 3.47000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJE0 357000.00000000 PA USD 368020.02000000 0.312481141823 Long DBT CORP US N 2 2041-06-19 Variable 2.67600000 N N N N N N Freddie Mac N/A 3137G0CH0 335000.00000000 PA USD 345388.18000000 0.293264732876 Long ABS-MBS USGSE US N 2 2024-09-25 Floating 3.93450000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 128000.00000000 PA USD 137361.86000000 0.116632217061 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Emera US Finance LP N/A 29103DAF3 168000.00000000 PA USD 171100.56000000 0.145279320280 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBW1 595000.00000000 PA USD 629509.41000000 0.534508473819 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.83200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 209000.00000000 PA USD 222723.37000000 0.189111594984 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAF1 215000.00000000 PA USD 218731.95000000 0.185722530772 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.81000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAF8 235000.00000000 PA USD 264863.68000000 0.224892398934 Long DBT CORP US Y 2 2025-04-15 Fixed 4.70000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAE9 177000.00000000 PA USD 165163.13000000 0.140237923603 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 280000.00000000 PA USD 282244.31000000 0.239650071922 Long ABS-O CORP US N 2 2025-06-18 Fixed 2.99000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 199000.00000000 PA USD 227143.61000000 0.192864764831 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 85184.31000000 PA USD 16077.28000000 0.013651014995 Long ABS-APCP USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N Fannie Mae REMICs N/A 31392GDW2 3510.41000000 PA USD 723.29000000 0.000614136386 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 6.83175000 N N N N N N Freddie Mac REMICs N/A 3133TEPR9 849.65000000 PA USD 96.32000000 0.000081784093 Long ABS-APCP USGSE US N 2 2028-07-17 Floating 8.50612000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 136000.00000000 PA USD 154058.38000000 0.130809020905 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F030470 1255000.00000000 PA USD 1318877.53000000 1.119842220809 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZP8 168000.00000000 PA USD 167770.31000000 0.142451647149 Long DBT UST US N 2 2023-05-15 Fixed 0.12500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 31740.46000000 PA USD 5449.24000000 0.004626880725 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 225000.00000000 PA USD 244644.01000000 0.207724133010 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N STACR Trust 549300YG8OJES76WL398 35564AAK7 164282.25000000 PA USD 162127.62000000 0.137660510476 Long ABS-MBS USGSE US Y 2 2047-02-25 Floating 1.43450000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 191000.00000000 PA USD 207376.40000000 0.176080676967 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBU2 88000.00000000 PA USD 96373.57000000 0.081829578714 Long DBT CORP US Y 2 2026-11-21 Fixed 2.95000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAF3 210000.00000000 PA USD 214416.72000000 0.182058523586 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.99000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBE8 125000.00000000 PA USD 124316.34000000 0.105555431116 Long ABS-O CORP US Y 2 2023-09-25 Floating 0.98450000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZV5 466800.00000000 PA USD 467146.45000000 0.396648139127 Long DBT UST US N 2 2027-06-30 Fixed 0.50000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBH2 149000.00000000 PA USD 146587.97000000 0.124465990309 Long DBT CORP US N 2 2022-09-09 Floating 1.41288000 N N N N N N Freddie Mac REMICs N/A 3133TDPP5 108804.81000000 PA USD 124804.43000000 0.105969862158 Long ABS-APCP USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAK0 229346.09000000 PA USD 202867.76000000 0.172252447798 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 3.18450000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AP7 298000.00000000 PA USD 310371.76000000 0.263532733774 Long DBT CORP US Y 2 2021-11-12 Fixed 4.00000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AZ5 94000.00000000 PA USD 101762.27000000 0.086405055692 Long DBT CORP US N 2 2030-05-15 Fixed 2.80000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AB9 293000.00000000 PA USD 336881.54000000 0.286041852501 Long DBT CORP US N 2 2025-04-15 Fixed 4.60000000 N N N N N N Freddie Mac REMICs N/A 31393FG91 1391.42000000 PA USD 283.26000000 0.000240512481 Long ABS-APCP USGSE US N 2 2029-06-15 Floating 7.91525000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCU1 2927.56000000 PA USD 545.30000000 0.000463007329 Long ABS-APCP USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Carlyle Finance Subsidiary LLC N/A 14314DAA1 124000.00000000 PA USD 128716.23000000 0.109291322036 Long DBT CORP US Y 2 2029-09-19 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 3136A1QW8 38060.71000000 PA USD 8000.30000000 0.006792953489 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 6.36550000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBR9 99000.00000000 PA USD 114977.49000000 0.097625931760 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AD7 233000.00000000 PA USD 233228.69000000 0.198031529255 Long DBT CORP GB Y 2 2020-07-21 Fixed 2.95000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 81982.91000000 PA USD 5403.97000000 0.004588442541 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Lehman Structured Securities Corp. N/A 52518RBE5 18472.86000000 PA USD 11929.48000000 0.010129170504 Long ABS-APCP USGSE US Y 2 2024-07-26 Variable 0.00000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAV0 102000.00000000 PA USD 105332.78000000 0.089436730550 Long DBT CORP CA N 2 2023-05-13 Fixed 1.90000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529JAG1 227000.00000000 PA USD 229487.87000000 0.194855246331 Long ABS-O CORP US Y 2 2024-01-10 Fixed 3.57000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAX4 75097.63000000 PA USD 78156.12000000 0.066361372454 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.47700000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AT2 105000.00000000 PA USD 113686.32000000 0.096529615653 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N Fannie Mae REMICs N/A 31392F7G6 3674.45000000 PA USD 858.27000000 0.000728746195 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.90625000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HF69 56982.17000000 PA USD 4693.72000000 0.003985378254 Long ABS-APCP USGSE US N 2 2023-11-25 Fixed 7.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AT2 183000.00000000 PA USD 204817.56000000 0.173907998304 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N Invesco Government & Agency Portfolio 5493007T1J7WZ5QI1A47 825252885 6948001.43000000 NS USD 6948001.43000000 5.899460089793 Long STIV RF US N 1 N N N Brighthouse Financial, Inc. 5493003T8SZSHOGGAW52 10922NAF0 257000.00000000 PA USD 235499.28000000 0.199959458490 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Mondelez International Holdings Netherlands B.V. 549300CW356R8I7N8D33 60920LAC8 319000.00000000 PA USD 324720.18000000 0.275715795622 Long DBT CORP NL Y 2 2021-10-28 Fixed 2.00000000 N N N N N N Freddie Mac N/A 31335HUG6 67261.28000000 PA USD 74777.67000000 0.063492773312 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBA2 161000.00000000 PA USD 164189.89000000 0.139411557835 Long DBT CORP US N 2 2040-06-24 Fixed 2.35000000 N N N N N N Fannie Mae REMICs N/A 31392ASN9 70149.46000000 PA USD 81305.87000000 0.069035785320 Long ABS-APCP USGSE US N 2 2031-12-25 Fixed 6.00000000 N N N N N N Freddie Mac REMICs N/A 31393VKX8 15221.39000000 PA USD 16340.62000000 0.013874613657 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373T3M5 77354.28000000 PA USD 250.95000000 0.000213078469 Long ABS-APCP USGA US N 2 2032-02-16 Floating 7.30487000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46590RAB5 135336.71000000 PA USD 136645.36000000 0.116023845978 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.43470000 N N N N N N Countrywide Home Loans N/A 126694RQ3 6008.54000000 PA USD 5919.72000000 0.005026359340 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529NAE7 160000.00000000 PA USD 162239.81000000 0.137755769585 Long ABS-O CORP US Y 2 2025-09-12 Fixed 2.76000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644ABH4 2133660.17000000 PA USD 93761.14000000 0.079611397461 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.30591700 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 142000.00000000 PA USD 152042.32000000 0.129097209871 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GL8 495000.00000000 PA USD 501594.69000000 0.425897703781 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N Morgan Stanley ReRemic Trust N/A 61761KAB2 358804.75000000 PA USD 331758.87000000 0.281692258229 Long ABS-MBS CORP US Y 2 2036-11-26 Variable 3.26558000 N N N N N N Exeter Automobile Receivables Trust N/A 30166EAC0 89429.89000000 PA USD 89816.25000000 0.076261841283 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.64000000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887BW8 128000.00000000 PA USD 143291.71000000 0.121667177656 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAG7 245000.00000000 PA USD 246585.00000000 0.209372203056 Long ABS-O CORP US Y 2 2023-10-16 Fixed 3.32000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AW0 240000.00000000 PA USD 290389.25000000 0.246565837405 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAQ3 204000.00000000 PA USD 217611.62000000 0.184771272746 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AJ8 246000.00000000 PA USD 267646.64000000 0.227255375053 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639JAH3 315000.00000000 PA USD 322542.23000000 0.273866525838 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N Freddie Mac N/A 31283HTM7 4077.70000000 PA USD 4579.56000000 0.003888446443 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 6.50000000 N N N N N N Westinghouse Air Brake Technologies Corp. 06BTX5UWZD0GQ5N5Y745 960386AQ3 51000.00000000 PA USD 52122.80000000 0.044256809885 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N Fannie Mae REMICs N/A 31392DPX4 1426.10000000 PA USD 333.89000000 0.000283501773 Long ABS-APCP USGSE US N 2 2032-03-18 Floating 7.80625000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90351DAF4 153000.00000000 PA USD 174386.81000000 0.148069633569 Long DBT CORP CH Y 2 2026-04-15 Fixed 4.12500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364JF57 22809.01000000 PA USD 4597.27000000 0.003903483780 Long ABS-APCP USGSE US N 2 2029-11-25 Fixed 7.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CF4 147000.00000000 PA USD 163327.71000000 0.138679491708 Long DBT CORP US N 2 2026-05-20 Fixed 3.12500000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAQ4 55000.00000000 PA USD 63501.04000000 0.053917929481 Long DBT CORP US N 2 2050-07-01 Fixed 4.15000000 N N N N N N Fannie Mae REMICs N/A 313921A65 76554.82000000 PA USD 15543.03000000 0.013197390081 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 7.71550000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCP9 250000.00000000 PA USD 256430.67000000 0.217732036860 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 126000.00000000 PA USD 143799.35000000 0.122098208356 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N Freddie Mac REMICs N/A 3137B26D7 80244.75000000 PA USD 4418.97000000 0.003752091506 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMU83 2158088.14000000 PA USD 105791.64000000 0.089826342769 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 1.10250000 N N N N N N DT Auto Owner Trust N/A 23343CAE1 100000.00000000 PA USD 101883.28000000 0.086507803752 Long ABS-O CORP US Y 2 2024-07-15 Fixed 3.79000000 N N N N N N Fannie Mae REMICs N/A 31394AHA7 60255.79000000 PA USD 11257.74000000 0.009558804571 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 6.91550000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HS24 12977.91000000 PA USD 2099.50000000 0.001782658881 Long ABS-APCP USGSE US N 2 2028-02-25 Fixed 7.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 336000.00000000 PA USD 349009.52000000 0.296339566844 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N GLS Auto Receivables Trust N/A 36255GAA8 49807.76000000 PA USD 49965.19000000 0.042424810537 Long ABS-O CORP US Y 2 2022-07-15 Fixed 2.82000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 42738.43000000 PA USD 8730.97000000 0.007413356139 Long ABS-APCP USGA US N 2 2037-04-16 Floating 6.35487000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAG8 889648.08000000 PA USD 46693.27000000 0.039646664670 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.03302700 N N N N N N Northeastern University 549300I2J5CUY7XEVC78 664675AT2 90000.00000000 PA USD 91441.13000000 0.077641506328 Long DBT CORP US N 2 2050-10-01 Fixed 2.89400000 N N N N N N Upjohn, Inc. N/A 91533BAB6 79000.00000000 PA USD 80631.40000000 0.068463101379 Long DBT CORP US Y 2 2025-06-22 Fixed 1.65000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAK0 108000.00000000 PA USD 112316.85000000 0.095366816006 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423AU6 157000.00000000 PA USD 175324.50000000 0.148865814282 Long DBT CORP US N 2 2050-05-12 Fixed 4.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGF0 144000.00000000 PA USD 163867.59000000 0.139137896984 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCB4 387000.00000000 PA USD 388689.83000000 0.330031615925 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N Freddie Mac REMICs N/A 31396AKM5 1339.36000000 PA USD 1341.33000000 0.001138906328 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 0.58475000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 139000.00000000 PA USD 145173.46000000 0.123264947768 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAG9 165000.00000000 PA USD 168368.18000000 0.142959291000 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.88000000 N N N N N N N/A N/A N/A 14.00000000 NC USD 3586.70000000 0.003045421581 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Floating Rate Notes 2020-09-30 1756803.93000000 USD 3586.70000000 N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 84861TAE8 162000.00000000 PA USD 154960.64000000 0.131575118453 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 199000.00000000 PA USD 209433.59000000 0.177827410963 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 447379.86000000 PA USD 454119.28000000 0.385586933934 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.41700000 N N N N N N Fannie Mae REMICs N/A 31397NP41 16763.15000000 PA USD 17093.21000000 0.014513628302 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 1.12450000 N N N N N N Fannie Mae REMICs N/A 31359UZG3 61474.63000000 PA USD 70106.87000000 0.059526856140 Long ABS-APCP USGSE US N 2 2028-10-25 Fixed 6.50000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAN8 233000.00000000 PA USD 228508.48000000 0.194023658676 Long DBT CORP US Y 2 2027-01-21 Fixed 2.75000000 N N N N N N GS Mortgage Securities Trust 549300SSCQUZ3RRV2T53 36197XAL8 19761.63000000 PA USD 20021.29000000 0.016999823976 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 2.67800000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DU5 319000.00000000 PA USD 327472.58000000 0.278052823632 Long DBT CORP US Y 2 2022-08-15 Fixed 2.55000000 N N N N N N Blackstone Holdings Finance Co., LLC 549300D2L6J4NC1QVZ22 09256BAJ6 94000.00000000 PA USD 102166.11000000 0.086747951126 Long DBT CORP US Y 2 2027-10-02 Fixed 3.15000000 N N N N N N WFRBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAG9 150000.00000000 PA USD 154407.24000000 0.131105233516 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N N/A N/A N/A 140.00000000 NC USD 9624.16000000 0.008171752465 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes 2020-09-30 30906313.48000000 USD 9624.16000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402QYV7 13789.08000000 PA USD 15824.84000000 0.013436671386 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RBK7 98000.00000000 PA USD 110414.07000000 0.093751189587 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCJ6 302000.00000000 PA USD 331909.73000000 0.281820351546 Long DBT CORP US Y 2 2024-06-15 Fixed 3.85000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FKWE2 2754492.53000000 PA USD 52072.85000000 0.044214397972 Long ABS-APCP USGSE US N 2 2024-11-25 Variable 0.63221000 N N N N N N Freddie Mac REMICs N/A 3137ARKB1 294397.62000000 PA USD 17765.54000000 0.015084495197 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICs N/A 31398RCS2 92.62000000 PA USD 92.73000000 0.000078735869 Long ABS-APCP USGSE US N 2 2021-01-25 Fixed 3.00000000 N N N N N N DT Auto Owner Trust N/A 23342EAD0 50011.21000000 PA USD 50517.26000000 0.042893566188 Long ABS-O CORP US Y 2 2023-05-15 Fixed 3.58000000 N N N N N N FREMF Mortgage Trust N/A 30261NAG5 90000.00000000 PA USD 92105.26000000 0.078205410707 Long ABS-APCP USGSE US Y 2 2045-11-25 Variable 3.74403200 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAH7 136000.00000000 PA USD 138724.98000000 0.117789625004 Long DBT CORP US Y 2 2027-02-15 Fixed 2.49300000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DD8 149000.00000000 PA USD 170241.33000000 0.144549758961 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Fannie Mae REMICs N/A 3136APZR6 338609.95000000 PA USD 41520.22000000 0.035254293378 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N Freddie Mac REMICs N/A 3137AAGA5 1990.68000000 PA USD 2056.02000000 0.001745740563 Long ABS-APCP USGSE US N 2 2040-05-15 Fixed 3.00000000 N N N N N N FREMF Mortgage Trust 5493000QSGFCHIR1BT31 30261QAM5 60000.00000000 PA USD 61424.62000000 0.052154867535 Long ABS-APCP USGSE US Y 2 2045-12-25 Variable 3.72059700 N N N N N N Essex Portfolio, L.P. 5493003GN3O58H286O74 29717PAU1 115000.00000000 PA USD 125556.39000000 0.106608341878 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BJ3 56000.00000000 PA USD 63553.14000000 0.053962166932 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAB4 309000.00000000 PA USD 319773.03000000 0.271515233162 Long DBT CORP NL Y 2 2022-05-25 Fixed 2.87500000 N N N N N N Freddie Mac N/A 31296XJA4 29134.96000000 PA USD 33819.12000000 0.028715386823 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Structured Agency Credit Risk Debt Notes 549300BL200YC56BUV20 35563WAA2 165.34000000 PA USD 165.22000000 0.000140286211 Long ABS-MBS USGSE US Y 2 2048-09-25 Floating 0.93450000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAK6 245000.00000000 PA USD 228357.62000000 0.193895565359 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.11570000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 59456.76000000 PA USD 10825.85000000 0.009192092237 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VAX5 245000.00000000 PA USD 256723.89000000 0.217981006251 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N OHA Loan Funding Ltd. 54930016024GMIAF7A82 67110UAL3 287936.00000000 PA USD 281629.28000000 0.239127857732 Long ABS-CBDO CORP KY Y 2 2033-01-20 Floating 2.39525000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 912828ZQ6 2695800.00000000 PA USD 2688007.47000000 2.282353127024 Long DBT UST US N 2 2030-05-15 Fixed 0.62500000 N N N N N N Fannie Mae REMICs N/A 31392B3D6 4324.42000000 PA USD 906.18000000 0.000769425970 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 7.06550000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 149000.00000000 PA USD 158131.52000000 0.134267472535 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 203000.00000000 PA USD 207557.56000000 0.176234497630 Long DBT CORP US N 2 2021-08-15 Variable 2.71500000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599BY0 310000.00000000 PA USD 312790.00000000 0.265586030756 Long DBT CORP US N 2 2021-02-01 Fixed 4.10000000 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550BC9 124000.00000000 PA USD 128064.88000000 0.108738268993 Long DBT CORP US N 2 2021-03-01 Fixed 5.80000000 N N N N N N FREMF Mortgage Trust N/A 30291HAG2 285000.00000000 PA USD 291966.23000000 0.247904831167 Long ABS-APCP USGSE US Y 2 2046-06-25 Variable 3.60927400 N N N N N N Dell Equipment Finance Trust N/A 24703KAF2 115000.00000000 PA USD 114994.84000000 0.097640663426 Long ABS-O CORP US Y 2 2025-04-22 Fixed 2.48000000 N N N N N N Freddie Mac N/A 3137G0BK4 136224.96000000 PA USD 139349.89000000 0.118320228177 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 4.16825000 N N N N N N Fannie Mae REMICs N/A 31392BJ98 1160.85000000 PA USD 266.81000000 0.000226544994 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 7.91550000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AS0 153000.00000000 PA USD 167032.45000000 0.141825139560 Long DBT CORP AU Y 2 2034-08-02 Variable 3.93300000 N N N N N N BPCE 9695005MSX1OYEMGDF46 05578QAD5 185000.00000000 PA USD 202244.85000000 0.171723542800 Long DBT CORP FR Y 2 2025-03-15 Fixed 4.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BT6 21000.00000000 PA USD 21052.50000000 0.017875411338 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 3136FCHZ2 24946.51000000 PA USD 4695.04000000 0.003986499049 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDL2 218000.00000000 PA USD 223937.13000000 0.190142183240 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 68256.36000000 PA USD 67658.24000000 0.057447755393 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.84000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAJ9 260000.00000000 PA USD 262749.58000000 0.223097343378 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.49000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAL5 250000.00000000 PA USD 259817.54000000 0.220607785317 Long DBT CORP US Y 2 2027-04-30 Fixed 2.10000000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAT7 283711.20000000 PA USD 291721.90000000 0.247697373655 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93400000 N N N N N N Fortis, Inc./Canada 549300MQYQ9Y065XPR71 349553AM9 98000.00000000 PA USD 105886.33000000 0.089906742850 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N NXP B.V./NXP Funding LLC N/A 62947QAU2 292000.00000000 PA USD 300779.30000000 0.255387897377 Long DBT CORP NL Y 2 2021-06-01 Fixed 4.12500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 165339.27000000 PA USD 32034.05000000 0.027199706475 Long ABS-APCP USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N Charter Communications Operating, LLC / Charter Communications Operating Capital Corp. N/A 161175BS2 68000.00000000 PA USD 78628.77000000 0.066762693588 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N CCG Receivables Trust N/A 12508VAC7 85000.00000000 PA USD 85671.64000000 0.072742705380 Long ABS-O CORP US Y 2 2025-06-16 Fixed 3.09000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13975WAG8 40000.00000000 PA USD 40643.38000000 0.034509779630 Long ABS-O CORP US Y 2 2025-02-20 Fixed 3.15000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MS7 379000.00000000 PA USD 392202.22000000 0.333013941826 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FLN59 2047768.00000000 PA USD 63632.34000000 0.054029414649 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.78641800 N N N N N N Massachusetts Mutual Life Insurance Co. R6ZXK5P01NP6HXSY1S07 575767AQ1 113000.00000000 PA USD 116579.36000000 0.098986059306 Long DBT CORP US Y 2 2050-04-15 Fixed 3.37500000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BG7 198000.00000000 PA USD 216676.17000000 0.183976993989 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N WFRBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAG2 145000.00000000 PA USD 155473.41000000 0.132010504971 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 47363.80000000 PA USD 2693.34000000 0.002286880910 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.27014200 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412XSW5 201.00000000 PA USD 211.43000000 0.000179522537 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 133000.00000000 PA USD 146376.18000000 0.124286162100 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Drive Auto Receivables Trust N/A 26208JAG8 215000.00000000 PA USD 220643.19000000 0.187345340470 Long ABS-O CORP US N 2 2024-08-15 Fixed 4.14000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAT8 196000.00000000 PA USD 208348.12000000 0.176905752122 Long DBT CORP US Y 2 2025-11-15 Fixed 3.15000000 N N N N N N Fannie Mae REMICs N/A 31395D7F0 30609.92000000 PA USD 50782.43000000 0.043118718679 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 23.52271000 N N N N N N Fannie Mae REMICs N/A 3136ASXP6 96043.16000000 PA USD 18232.60000000 0.015481069933 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N CD Commercial Mortgage Trust N/A 125039AG2 736385.31000000 PA USD 31503.45000000 0.026749180730 Long ABS-MBS CORP US N 2 2050-11-13 Variable 1.09830200 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAU3 150000.00000000 PA USD 153765.13000000 0.130560026041 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Capital Lease Funding Securitization L.P. N/A 140281AK2 72519.79000000 PA USD 1060.24000000 0.000900236367 Long ABS-MBS CORP US Y 2 2024-06-22 Variable 1.48103300 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203VXC9 432.28000000 PA USD 436.75000000 0.000370838898 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530AAG7 25000.00000000 PA USD 25489.21000000 0.021642565654 Long ABS-O CORP US Y 2 2024-10-15 Fixed 4.14000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AG6 143000.00000000 PA USD 157369.38000000 0.133620349106 Long DBT CORP US Y 2 2025-12-21 Fixed 4.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BK4 312000.00000000 PA USD 312780.00000000 0.265577539883 Long DBT CORP US N 2 N/A Variable 4.87500000 N N N N N N Freddie Mac REMICs N/A 31398LPG7 48081.82000000 PA USD 9568.98000000 0.008124899826 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 6.06525000 N N N N N N Fresenius Medical Care US Finance II, Inc. 5493008GJ5TVVTY4UM62 35802XAF0 229000.00000000 PA USD 243173.51000000 0.206475550069 Long DBT CORP US Y 2 2022-01-31 Fixed 5.87500000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AP2 94000.00000000 PA USD 94397.64000000 0.080151841556 Long DBT CORP US N 2 2030-09-01 Fixed 2.25000000 N N N N N N Santander Retail Auto Lease Trust N/A 80281GAG1 115000.00000000 PA USD 115016.85000000 0.097659351838 Long ABS-O CORP US Y 2 2023-08-21 Fixed 2.77000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065GAG5 300000.00000000 PA USD 308015.28000000 0.261531876427 Long ABS-O CORP US N 2 2023-04-18 Fixed 3.42000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDU9 114000.00000000 PA USD 115995.00000000 0.098489886625 Long DBT CORP GB N 2 N/A Variable 4.37500000 N N N N N N Fannie Mae REMICs N/A 31392EWW6 9278.31000000 PA USD 1810.69000000 0.001537433965 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 6.81550000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AT2 77000.00000000 PA USD 82940.63000000 0.070423839349 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 185000.00000000 PA USD 220528.52000000 0.187247975624 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 183000.00000000 PA USD 202855.50000000 0.172242037987 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Freddie Mac REMICs N/A 3137A8J66 190.20000000 PA USD 190.63000000 0.000161861520 Long ABS-APCP USGSE US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Santander Retail Auto Lease Trust N/A 80285JAN6 315000.00000000 PA USD 320015.97000000 0.271721510441 Long ABS-O CORP US Y 2 2023-05-22 Fixed 3.30000000 N N N N N N Pernod Ricard S.A. 52990097YFPX9J0H5D87 714264AH1 307000.00000000 PA USD 327781.10000000 0.278314784059 Long DBT CORP FR Y 2 2022-07-15 Fixed 4.25000000 N N N N N N Drive Auto Receivables Trust N/A 26208EAG9 234795.22000000 PA USD 238358.24000000 0.202386965247 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 245000.00000000 PA USD 265764.12000000 0.225656951144 Long DBT CORP US N 2 2024-07-23 Variable 3.79700000 N N N N N N Invesco Treasury Portfolio 5493004B3TM8ZIDDDC39 825252406 7940573.08000000 NS USD 7940573.08000000 6.742240117177 Long STIV RF US N 1 N N N Banc of America Mortgage Securities Trust N/A 05952HAZ2 40240.56000000 PA USD 39630.35000000 0.033649628677 Long ABS-MBS CORP US N 2 2037-03-25 Fixed 6.00000000 N N N N N N Carrier Global Corp. 549300JE3W6CWY2NAN77 14448CAF1 334000.00000000 PA USD 342812.43000000 0.291077696146 Long DBT CORP US Y 2 2025-02-15 Fixed 2.24200000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HA1 75000.00000000 PA USD 77464.91000000 0.065774474790 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Freddie Mac REMICs N/A 3137A9D29 7463.85000000 PA USD 7659.07000000 0.006503219414 Long ABS-APCP USGSE US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Fannie Mae REMICs N/A 3136A0ML8 1228.01000000 PA USD 1238.41000000 0.001051518259 Long ABS-APCP USGSE US N 2 2026-08-25 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AN8 201000.00000000 PA USD 190698.75000000 0.161919895402 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 HomeBanc Mortgage Trust N/A 43739EBK2 8355.23000000 PA USD 8345.51000000 0.007086066931 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.78825000 N N N N N N N/A N/A N/A -14.00000000 NC USD -6587.28000000 -0.00559317608 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Bonds 2020-09-21 2493287.72000000 USD -6587.28000000 N N N Freddie Mac N/A 3137G0UD9 88165.10000000 PA USD 87680.43000000 0.074448343549 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 2.48450000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 15728.06000000 PA USD 2872.62000000 0.002439105290 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCV9 54326.10000000 PA USD 10806.46000000 0.009175628434 Long ABS-APCP USGSE US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Freddie Mac N/A 31283GNK9 7.90000000 PA USD 7.97000000 0.000006767226 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 92940PAE4 148000.00000000 PA USD 163943.46000000 0.139202317241 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Santander Retail Auto Lease Trust N/A 80284NAG3 210000.00000000 PA USD 208278.84000000 0.176846927351 Long ABS-O CORP US Y 2 2023-11-20 Fixed 2.39000000 N N N N N N Freddie Mac N/A 31283G7M3 42.35000000 PA USD 42.71000000 0.000036264520 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285LAF8 70000.00000000 PA USD 71208.53000000 0.060462261705 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.49000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 208184.84000000 0.176767113140 Long DBT CORP DK Y 2 2025-12-20 Variable 3.24400000 N N N N N N Fannie Mae REMICs N/A 31392AZY7 726.14000000 PA USD 159.36000000 0.000135310559 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 7.71550000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391AKD0 2341.07000000 PA USD 2356.30000000 0.002000704511 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 8.50000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AS3 92000.00000000 PA USD 98654.79000000 0.083766533748 Long DBT CORP US N 2 2032-05-08 Variable 3.37500000 N N N N N N Newmont Corp. 549300VSP3RIX7FGDZ51 651639AY2 121000.00000000 PA USD 122871.48000000 0.104328618774 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAY7 1774730.42000000 PA USD 53394.89000000 0.045336925406 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.65709900 N N N N N N Exeter Automobile Receivables Trust N/A 30167LAE9 317000.00000000 PA USD 322281.47000000 0.273645117822 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.30000000 N N N N N N Symphony CLO Ltd. N/A 87167GAA8 250000.00000000 PA USD 245777.45000000 0.208686522571 Long ABS-CBDO CORP KY Y 2 2033-04-18 Floating 2.60425000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 240000.00000000 PA USD 239731.51000000 0.203552991426 Long ABS-O CORP US Y 2 2025-09-15 Fixed 2.58000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887CK3 183000.00000000 PA USD 204234.82000000 0.173413201144 Long DBT CORP US N 2 2050-05-20 Fixed 3.79400000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922F4D7 88557.80000000 PA USD 85593.62000000 0.072676459586 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.82794700 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 211000.00000000 PA USD 230676.32000000 0.195864344187 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CB6 234000.00000000 PA USD 270032.75000000 0.229281390859 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEK5 247000.00000000 PA USD 258565.98000000 0.219545101560 Long DBT CORP US N 2 2027-04-06 Fixed 2.25000000 N N N N N N CCG Receivables Trust N/A 12510FAD6 100000.00000000 PA USD 100713.60000000 0.085514643266 Long ABS-O CORP US Y 2 2027-03-15 Fixed 2.89000000 N N N N N N Freddie Mac N/A 31283H3D5 87499.15000000 PA USD 98686.87000000 0.083793772470 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.00000000 N N N N N N Fannie Mae REMICs N/A 31397L5D7 3055.95000000 PA USD 606.07000000 0.000514606367 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 5.86550000 N N N N N N Drive Auto Receivables Trust N/A 26208NAF1 345000.00000000 PA USD 349322.37000000 0.296605203820 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.78000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599BJ2 193000.00000000 PA USD 211238.30000000 0.179359767386 Long DBT CORP US Y 2 2025-07-15 Fixed 4.00000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SL3 1007800.00000000 PA USD 1153891.64000000 0.979754789446 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 195000.00000000 PA USD 200288.83000000 0.170062710971 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AF6 304000.00000000 PA USD 343685.68000000 0.291819161671 Long DBT CORP GB Y 2 N/A Variable 6.65700000 N N N N N N Freddie Mac N/A 31297BTP7 49070.25000000 PA USD 57354.89000000 0.048699311293 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 3136AAQJ7 106591.01000000 PA USD 22015.47000000 0.018693056979 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 5.96550000 N N N N N N EDP Finance B.V. 5299007L43AQDFOW5739 26835PAF7 219000.00000000 PA USD 236249.64000000 0.200596579671 Long DBT CORP NL Y 2 2024-07-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust N/A 36252RAQ2 61427.43000000 PA USD 63617.98000000 0.054017221755 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.64800000 N N N N N N Fifth Third Bank QFROUN1UWUYU0DVIWD51 31677AAB0 168000.00000000 PA USD 188574.69000000 0.160116382935 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 243000.00000000 PA USD 248235.09000000 0.210773273594 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 169000.00000000 PA USD 175963.14000000 0.149408075424 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAF1 142532.06000000 PA USD 125892.30000000 0.106893558808 Long ABS-MBS USGSE US N 2 2024-05-25 Floating 2.78450000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410GVK6 59869.03000000 PA USD 68728.16000000 0.058356210926 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XJS4 70344.68000000 PA USD 70333.84000000 0.059719573494 Long ABS-MBS USGSE US N 2 2029-10-25 Floating 1.13450000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045VAF7 61000.00000000 PA USD 64884.88000000 0.055092930513 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAG5 236000.00000000 PA USD 257577.77000000 0.218706024954 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 150000.00000000 PA USD 169029.98000000 0.143521217005 Long DBT CORP GB Y 2 2030-07-18 Variable 3.96000000 N N N N N N Freddie Mac N/A 31283HB20 26857.06000000 PA USD 29913.16000000 0.025398885615 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N CCG Receivables Trust N/A 12510FAC8 105000.00000000 PA USD 105903.19000000 0.089921058462 Long ABS-O CORP US Y 2 2027-03-15 Fixed 2.55000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAB7 237000.00000000 PA USD 273442.49000000 0.232176557944 Long DBT CORP BM N 2 2030-04-03 Fixed 6.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410VY95 96.14000000 PA USD 101.13000000 0.000085868203 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 200000.00000000 PA USD 212964.52000000 0.180825478943 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAR2 114000.00000000 PA USD 126148.55000000 0.107111137441 Long DBT CORP US Y 2 2032-11-15 Fixed 4.30000000 N N N N N N Fannie Mae REMICs N/A 31359UT21 29847.59000000 PA USD 34014.51000000 0.028881289999 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 201000.00000000 PA USD 222654.72000000 0.189053305137 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 217000.00000000 PA USD 256955.18000000 0.218177391664 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Verus Securitization Trust N/A 92536PAD6 99729.06000000 PA USD 100186.60000000 0.085067174235 Long ABS-MBS CORP US Y 2 2060-01-25 Variable 2.64200000 N N N N N N Bemis Co., Inc. PTVU09TE3QPJPL7K4E13 081437AT2 54000.00000000 PA USD 55422.91000000 0.047058891524 Long DBT CORP US N 2 2030-06-19 Fixed 2.63000000 N N N N N N Fannie Mae REMICs N/A 3136A9XT0 126138.01000000 PA USD 7515.18000000 0.006381044236 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117AU4 186000.00000000 PA USD 198673.62000000 0.168691256599 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 90000.00000000 PA USD 100014.09000000 0.084920698177 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAM6 38747.46000000 PA USD 35857.71000000 0.030446327794 Long ABS-MBS USGSE US N 2 2024-07-25 Floating 3.08450000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABA2 235000.00000000 PA USD 256595.33000000 0.217871847582 Long DBT CORP US Y 2 2025-04-15 Fixed 3.50000000 N N N N N N Fannie Mae REMICs N/A 31392ERQ5 1453.40000000 PA USD 338.35000000 0.000287288703 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 7.81550000 N N N N N N Nissan Motor Acceptance Corp. 7D6DIU2QXTUJRFNNJA49 654740BJ7 310000.00000000 PA USD 310880.78000000 0.263964936215 Long DBT CORP US Y 2 2021-09-21 Fixed 3.65000000 N N N N N N Banc of America Funding Corp. Trust N/A 059522AW2 20329.98000000 PA USD 19418.37000000 0.016487892234 Long ABS-MBS CORP US N 2 2036-05-20 Variable 4.04295100 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCK5 82000.00000000 PA USD 100857.16000000 0.085636538245 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAA1 166000.00000000 PA USD 154643.70000000 0.131306008710 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Fannie Mae REMICs N/A 3136AXQT5 131400.44000000 PA USD 8155.57000000 0.006924791281 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Fannie Mae REMICs N/A 31394DQF0 152763.35000000 PA USD 29594.98000000 0.025128723004 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.51550000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150AM6 246000.00000000 PA USD 278967.98000000 0.236868181580 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 455000.00000000 PA USD 454997.63000000 0.386332729804 Long ABS-MBS CORP US Y 2 2065-04-25 Variable 1.69100000 N N N N N N Fannie Mae REMICs N/A 31392DW40 1065.96000000 PA USD 248.19000000 0.000210734988 Long ABS-APCP USGSE US N 2 2032-07-25 Floating 7.81550000 N N N N N N Freddie Mac REMICs N/A 3133TENT7 408.08000000 PA USD 37.56000000 0.000031891720 Long ABS-APCP USGSE US N 2 2028-07-17 Floating 8.50612000 N N N N N N Freddie Mac N/A 3128M5F54 10805.24000000 PA USD 12386.65000000 0.010517347766 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N TICP CLO Ltd. N/A 87250RAA2 271000.00000000 PA USD 264817.51000000 0.224853196572 Long ABS-CBDO CORP KY Y 2 2033-04-20 Floating 2.91527000 N N N N N N Freddie Mac N/A 31292GNA0 1664.14000000 PA USD 1845.26000000 0.001566786914 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N Fannie Mae REMICs N/A 31359DKG7 20780.34000000 PA USD 20475.42000000 0.017385420013 Long ABS-APCP USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 637000.00000000 PA USD 679628.55000000 0.577064001354 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Freddie Mac REMICs N/A 3133TMBG0 85350.10000000 PA USD 97995.40000000 0.083206654044 Long ABS-APCP USGSE US N 2 2029-10-15 Fixed 6.50000000 N N N N N N FREMF Mortgage Trust N/A 30291XAG7 190000.00000000 PA USD 191106.47000000 0.162266085294 Long ABS-APCP USGSE US Y 2 2046-02-25 Variable 4.26696100 N N N N N N Fannie Mae REMICs N/A 3136B1BQ6 70198.92000000 PA USD 3832.45000000 0.003254084796 Long ABS-APCP USGSE US N 2 2044-12-25 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403DPW3 1.80000000 PA USD 1.89000000 0.000001604775 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Fannie Mae REMICs N/A 31393BGX7 72896.91000000 PA USD 17912.60000000 0.015209361982 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 8.06550000 N N N N N N Fannie Mae REMICs N/A 31392FJ81 70141.34000000 PA USD 14717.43000000 0.012496383569 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 7.81550000 N N N N N N FREMF Mortgage Trust N/A 30291GAQ2 95000.00000000 PA USD 97181.35000000 0.082515454490 Long ABS-APCP USGSE US Y 2 2046-01-25 Variable 3.61546400 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AV2 231000.00000000 PA USD 261173.87000000 0.221759427957 Long DBT CORP GB Y 2 2025-04-01 Fixed 5.37500000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 87000.00000000 PA USD 93759.85000000 0.079610302138 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SR0 14200.00000000 PA USD 14069.93000000 0.011946599513 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 201000.00000000 PA USD 224569.37000000 0.190679010223 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Freddie Mac N/A 31283GLF2 23.94000000 PA USD 24.12000000 0.000020479986 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 80284TAP0 355000.00000000 PA USD 363244.88000000 0.308426630876 Long ABS-O CORP US Y 2 2024-07-15 Fixed 5.05000000 N N N N N N Fannie Mae REMICs N/A 31398GWV7 70.79000000 PA USD 70.88000000 0.000060183311 Long ABS-APCP USGSE US N 2 2020-12-25 Fixed 3.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RGQ9 185000.00000000 PA USD 216307.34000000 0.183663825103 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BU3 246000.00000000 PA USD 260190.36000000 0.220924342062 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N CPS Auto Receivables Trust N/A 12595PAB6 53302.58000000 PA USD 53411.24000000 0.045350807984 Long ABS-O CORP US Y 2 2022-07-15 Fixed 3.23000000 N N N N N N FLIR Systems, Inc. VOBD35NEPH6WISIRTJ85 302445AD3 308000.00000000 PA USD 313453.73000000 0.266149595500 Long DBT CORP US N 2 2021-06-15 Fixed 3.12500000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AH3 256000.00000000 PA USD 266880.00000000 0.226604430731 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F030678 6890000.00000000 PA USD 7254954.62000000 6.160090159042 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 67173.29000000 PA USD 13310.61000000 0.011301870510 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 191000.00000000 PA USD 219663.84000000 0.186513786778 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Fannie Mae REMICs N/A 313921SS8 2336.20000000 PA USD 2506.85000000 0.002128534611 Long ABS-APCP USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Neuberger Berman Loan Advisers CLO 24 Ltd. 549300E610NX15ZSSH14 64130HAL5 293000.00000000 PA USD 288031.94000000 0.244564275315 Long ABS-CBDO CORP KY Y 2 2030-04-19 Floating 2.15525000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAG8 137000.00000000 PA USD 152504.98000000 0.129490048623 Long DBT CORP US N 2 2028-08-28 Fixed 5.65000000 N N N N N N Fannie Mae REMICs N/A 31394DXZ8 40533.61000000 PA USD 6895.84000000 0.005855170479 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.41550000 N N N N N N N/A N/A N/A -3.00000000 NC USD 884.26000000 0.000750813976 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 Drive Auto Receivables Trust N/A 26208GAG4 180000.00000000 PA USD 182196.22000000 0.154700504775 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.81000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AY2 202000.00000000 PA USD 204288.62000000 0.173458882044 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Dell International LLC / EMC Corp. N/A 24703DBA8 246000.00000000 PA USD 272529.56000000 0.231401400634 Long DBT CORP US Y 2 2029-10-01 Fixed 5.30000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 29847.76000000 PA USD 29383.05000000 0.024948775923 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.33672900 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABJ5 302000.00000000 PA USD 329976.27000000 0.280178675127 Long DBT CORP US Y 2 2023-04-06 Fixed 5.75000000 N N N N N N Magna International, Inc. 95RWVLFZX6VGDZNNTN43 559222AV6 155000.00000000 PA USD 158840.31000000 0.134869297154 Long DBT CORP CA N 2 2030-06-15 Fixed 2.45000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XBM5 115898.12000000 PA USD 122369.65000000 0.103902521271 Long ABS-MBS USGSE US N 2 2028-08-25 Floating 6.93450000 N N N N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769AD8 76000.00000000 PA USD 86761.37000000 0.073667981333 Long DBT CORP US N 2 2025-06-15 Fixed 4.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 98000.00000000 PA USD 101444.89000000 0.086135572350 Long DBT CORP US N 2 2026-04-30 Variable 2.18800000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285TAG9 100000.00000000 PA USD 102499.20000000 0.087030773630 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.32000000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 190000.00000000 PA USD 200032.95000000 0.169845446501 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N Freddie Mac 549300L8K4CLYS7FCQ06 35563TAA9 42214.34000000 PA USD 42133.70000000 0.035775191483 Long ABS-MBS USGSE US Y 2 2030-12-25 Floating 0.98450000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAQ4 103000.00000000 PA USD 124258.91000000 0.105506668029 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N CCG Receivables Trust N/A 12509KAD8 60000.00000000 PA USD 62138.04000000 0.052760623429 Long ABS-O CORP US Y 2 2025-12-15 Fixed 3.87000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAM7 80000.00000000 PA USD 86663.74000000 0.073585084936 Long DBT CORP US N 2 2025-04-07 Fixed 3.05000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BD4 84000.00000000 PA USD 96033.84000000 0.081541118270 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BJ1 279000.00000000 PA USD 306519.93000000 0.260262193665 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAE8 115000.00000000 PA USD 116625.62000000 0.099025338087 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.70000000 N N N N N N CarMax Auto Owner Trust 5493003IB59OF448TR74 14314RAG7 100000.00000000 PA USD 101351.68000000 0.086056428919 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.30000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAR5 218667.24000000 PA USD 226329.56000000 0.192173565278 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.18450000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 256472.18000000 PA USD 38569.13000000 0.032748560204 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 1236534.45000000 PA USD 63487.88000000 0.053906755492 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.15254400 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 ZP9910362 300000.00000000 PA 320761.26000000 0.272354326749 Long DBT CORP US N 2 N/A Variable 2.87500000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887BZ4 240000.00000000 PA USD 249528.59000000 0.211871568075 Long DBT CORP US N 2 2021-10-22 Fixed 3.80000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 322000.00000000 PA USD 377581.99000000 0.320600089546 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066FAH4 190000.00000000 PA USD 194418.83000000 0.165078568253 Long ABS-O CORP US N 2 2023-12-18 Fixed 3.08000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 245000.00000000 PA USD 259935.64000000 0.220708062533 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FX6 32000.00000000 PA USD 36490.76000000 0.030983842538 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 05530QAF7 244000.00000000 PA USD 254280.99000000 0.215906770775 Long DBT CORP GB Y 2 2022-06-07 Fixed 3.25000000 N N N N N N Progress Residential Trust N/A 74331CAA6 395000.00000000 PA USD 399089.87000000 0.338862158280 Long ABS-MBS CORP US Y 2 2037-04-17 Fixed 1.73200000 N N N N N N 2020-08-14 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Sheri Morris Sheri Morris President