NPORT-P false 0000896435 XXXXXXXX S000064657 C000209361 C000209362 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) 811-07452 0000896435 FC4UULIMJMGKBDUARB13 11 Greenway Plaza Suite 1000 Houston 77046-1173 800-959-4246 Invesco Oppenheimer V.I. Conservative Balanced Fund S000064657 549300B2YIQS724MH387 2020-12-31 2020-12-31 N 233114368.06 34069130.18 199045237.88 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 20207370.55000000 0.00000000 0.00000000 23183475.83000000 USD N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AH5 83000.00000000 PA USD 88556.69000000 0.044490735343 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N Fannie Mae REMICs N/A 31394CY63 241327.20000000 PA USD 275839.38000000 0.138581250643 Long ABS-APCP USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FZ1 111000.00000000 PA USD 112993.61000000 0.056767803743 Long DBT CORP US N 2 2060-12-01 Fixed 3.00000000 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BM1 133000.00000000 PA USD 139943.12000000 0.070307193224 Long DBT CORP US N 2 2031-02-01 Fixed 3.37500000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BY9 135000.00000000 PA USD 136048.22000000 0.068350401872 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 184000.00000000 PA USD 195695.47000000 0.098317082128 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 12900.00000000 NS USD 1487241.00000000 0.747187431279 Long EC CORP US N 1 N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAQ4 148000.00000000 PA USD 171427.89000000 0.086125089866 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 110000.00000000 PA USD 129044.97000000 0.064831980596 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BG7 112000.00000000 PA USD 122360.36000000 0.061473643531 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N Retail Properties of America, Inc. 549300OVTYLM7DH6CM14 76131VAB9 95000.00000000 PA USD 101004.90000000 0.050744695565 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N CCG Receivables Trust N/A 12508VAC7 90000.00000000 PA USD 90847.55000000 0.045641659638 Long ABS-O CORP US N 2 2025-06-16 Fixed 3.09000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 8401.06000000 PA USD 8577.54000000 0.004309341982 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.32805200 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 130000.00000000 PA USD 135065.02000000 0.067856443810 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AE9 63000.00000000 PA USD 72347.26000000 0.036347144383 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N Pacific LifeCorp VFN8KLUEIK7XMVX1JM30 694476AE2 136000.00000000 PA USD 151551.67000000 0.076139309643 Long DBT CORP US N 2 2050-09-15 Fixed 3.35000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 136000.00000000 PA USD 156426.85000000 0.078588592053 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 39981.15000000 PA USD 6825.72000000 0.003429230496 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N Fannie Mae REMICs N/A 31392FJ81 46798.07000000 PA USD 9688.08000000 0.004867275451 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 7.85200000 N N N N N N RBSSP Resecuritization Trust N/A 74928YAC3 2277.74000000 PA USD 2296.79000000 0.001153903516 Long ABS-MBS CORP US N 2 2045-07-26 Variable 3.04362000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CF4 77000.00000000 PA USD 86337.69000000 0.043375913395 Long DBT CORP US N 2 2026-05-20 Fixed 3.12500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDP3 134000.00000000 PA USD 130534.31000000 0.065580222561 Long DBT CORP US N 2 2052-08-15 Fixed 2.45000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2Q3 242000.00000000 PA USD 243947.04000000 0.122558591503 Long DBT CORP US N 2 2023-10-13 Fixed 1.20000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203YMA9 1247.03000000 PA USD 1252.07000000 0.000629037907 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.50000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFN9 19000.00000000 PA USD 21175.45000000 0.010638511237 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 68000.00000000 PA USD 76389.61000000 0.038378014371 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Essex Portfolio, L.P. 5493003GN3O58H286O74 29717PAU1 61000.00000000 PA USD 67024.42000000 0.033672958325 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N American Credit Acceptance Receivables Trust 5493007QHGZZPPA34T64 02529KAE3 67477.49000000 PA USD 67766.29000000 0.034045672592 Long ABS-O CORP US N 2 2024-07-10 Fixed 3.70000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 25321.00000000 NS USD 1043731.62000000 0.524369048522 Long EC CORP US N 1 N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 2978.00000000 NS USD 441667.18000000 0.221892864508 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31394EC97 25164.16000000 PA USD 25185.15000000 0.012652977920 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 0.39800000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079K305 2163.00000000 NS USD 3790960.32000000 1.904572227086 Long EC CORP US N 1 N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604103 59685.00000000 NS USD 644598.00000000 0.323844974572 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFT6 175000.00000000 PA USD 176991.97000000 0.088920474503 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Walmart, Inc. Y87794H0US1R65VBXU25 931142103 6196.00000000 NS USD 893153.40000000 0.448718798556 Long EC CORP US N 1 N N N Octagon Investment Partners 49 Ltd. N/A 67578FAA5 339000.00000000 PA USD 339275.95000000 0.170451679032 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 1.44238 N N N N N N Fannie Mae REMICs N/A 31394F4M4 26196.48000000 PA USD 5187.18000000 0.002606030696 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 5.95200000 N N N N N N DT Auto Owner Trust N/A 23342EAE8 195000.00000000 PA USD 200772.47000000 0.100867758575 Long ABS-O CORP US N 2 2024-08-15 Fixed 5.60000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913Y100 8435.00000000 NS USD 477167.95000000 0.239728392943 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 3137B26D7 80399.33000000 PA USD 4333.93000000 0.002177359300 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Fannie Mae REMICs N/A 31397NP41 15231.38000000 PA USD 15599.36000000 0.007837092796 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 1.08800000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBM7 115000.00000000 PA USD 128738.19000000 0.064677854828 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N BBVA Bancomer S.A. 549300WIWQK5Q9MCUN92 05533UAH1 200000.00000000 PA USD 202250.00000000 0.101610067215 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAU3 85000.00000000 PA USD 93030.06000000 0.046738149071 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644ABH4 2105925.94000000 PA USD 83663.38000000 0.042032344451 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.15967700 N N N N N N Maryland (State of) Health & Higher Educational Facilities Authority (University of MD Medical System) N/A 57421CAV6 80000.00000000 PA USD 83056.80000000 0.041727599657 Long DBT MUN US N 2 2040-07-01 Fixed 3.05200000 N N N N N N Walgreen Co. E1OI0SEUGJMPPTKRDD35 931422AH2 121000.00000000 PA USD 126344.91000000 0.063475474894 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BU3 137000.00000000 PA USD 145208.94000000 0.072952732527 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAM7 42000.00000000 PA USD 45987.09000000 0.023103838348 Long DBT CORP US N 2 2025-04-07 Fixed 3.05000000 N N N N N N CBS Corp. 5KYC8KF17ROCY24M3H09 124857AZ6 65000.00000000 PA USD 77864.19000000 0.039118840937 Long DBT CORP US N 2 2029-06-01 Fixed 4.20000000 N N N N N N OHA Loan Funding Ltd. 54930016024GMIAF7A82 67110UAL3 272907.00000000 PA USD 273615.28000000 0.137463866462 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 1.47838000 N N N N N N Freddie Mac REMICs N/A 31394YF74 34434.69000000 PA USD 4138.68000000 0.002079266022 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 7.49137000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 233648.80000000 PA USD 42539.60000000 0.021371825044 Long ABS-APCP USGA US N 2 2047-10-16 Floating 6.04687000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AS0 154000.00000000 PA USD 173178.82000000 0.087004754217 Long DBT CORP AU N 2 2034-08-02 Variable 3.93300000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HF69 26059.35000000 PA USD 2026.20000000 0.001017959546 Long ABS-APCP USGSE US N 2 2023-11-25 Fixed 7.50000000 N N N N N N Piedmont Operating Partnership L.P. 549300WKGDPAS39FBD10 720198AE0 99000.00000000 PA USD 101520.14000000 0.051003551293 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N Fannie Mae REMICs N/A 31396XUE2 47882.30000000 PA USD 9970.37000000 0.005009097482 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 6.39200000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 5638.00000000 NS USD 2944163.60000000 1.479142948285 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 45949.69000000 PA USD 8930.50000000 0.004486668505 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJL4 270000.00000000 PA USD 273651.10000000 0.137481862371 Long DBT CORP US N 2 2031-10-24 Variable 1.92200000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 1238.00000000 NS USD 4032079.34000000 2.025710025994 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31394AHA7 36339.26000000 PA USD 6585.54000000 0.003308564460 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 6.95200000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AR2 154000.00000000 PA USD 181269.12000000 0.091069307626 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 59534.13000000 PA USD 60924.66000000 0.030608448937 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.37000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAR2 42000.00000000 PA USD 47060.20000000 0.023642967046 Long DBT CORP US N 2 2030-07-01 Fixed 3.30000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884U109 8940.00000000 NS USD 290550.00000000 0.145971841926 Long EC CORP US N 1 N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EA4 480000.00000000 PA USD 493703.27000000 0.248035710503 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N Freddie Mac N/A 3128M5F54 29063.10000000 PA USD 33473.36000000 0.016816960986 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 6944.49000000 PA USD 1201.10000000 0.000603430663 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403C5V9 30590.77000000 PA USD 36118.39000000 0.018145819706 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 7194.24000000 PA USD 6993.28000000 0.003513412365 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAD8 102000.00000000 PA USD 103801.14000000 0.052149521940 Long DBT CORP US N 2 2027-10-15 Fixed 1.37500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 127000.00000000 PA USD 136675.96000000 0.068665777416 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 06279JAA7 263000.00000000 PA USD 288460.20000000 0.144921929844 Long DBT CORP IE N 2 2023-11-25 Fixed 4.50000000 N N N N N N Freddie Mac REMICs N/A 31395MTC3 12885.38000000 PA USD 2326.95000000 0.001169055851 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 6.59137000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668AP7 311000.00000000 PA USD 320584.13000000 0.161060939419 Long DBT CORP US N 2 2021-11-12 Fixed 4.00000000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 97000.00000000 PA USD 106166.68000000 0.053337965344 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AV2 203000.00000000 PA USD 237787.29000000 0.119463943238 Long DBT CORP GB N 2 2025-04-01 Fixed 5.37500000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BH1 76000.00000000 PA USD 88029.46000000 0.044225855859 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAV3 175000.00000000 PA USD 182880.81000000 0.091879018030 Long DBT CORP US N 2 2023-11-15 Fixed 2.25000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167LAE9 322000.00000000 PA USD 328798.06000000 0.165187604336 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.30000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXJ8 126000.00000000 PA USD 140224.10000000 0.070448357113 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 93450.23000000 PA USD 6292.27000000 0.003161226094 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AT2 47000.00000000 PA USD 52320.02000000 0.026285491960 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCA5 60000.00000000 PA USD 72585.52000000 0.036466845815 Long DBT CORP US N 2 2039-11-21 Fixed 4.05000000 N N N N N N Fannie Mae REMICs N/A 3136B1BQ6 58476.96000000 PA USD 2966.46000000 0.001490344622 Long ABS-APCP USGSE US N 2 2044-12-25 Fixed 4.00000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 18211.00000000 NS USD 654685.45000000 0.328912892854 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 45019.99000000 PA USD 8312.37000000 0.004176121010 Long ABS-APCP USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N Dell Equipment Finance Trust N/A 24703KAF2 110000.00000000 PA USD 111811.94000000 0.056174134679 Long ABS-O CORP US N 2 2025-04-22 Fixed 2.48000000 N N N N N N LHC Group, Inc. 5299009NPLWAMRQYZX73 50187A107 4189.00000000 NS USD 893597.48000000 0.448941903618 Long EC CORP US N 1 N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAL5 78000.00000000 PA USD 84094.40000000 0.042248888190 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N ORBCOMM, Inc. 529900PSC8WVCY267I23 68555P100 375.00000000 NS USD 2782.50000000 0.001397923421 Long EC CORP US N 1 N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAE3 73000.00000000 PA USD 75049.71000000 0.037704850816 Long DBT CORP US N 2 2025-10-01 Fixed 1.54700000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AG8 36000.00000000 PA USD 36186.87000000 0.018180223945 Long DBT CORP US N 2 2031-04-15 Fixed 1.87500000 N N N N N N Freddie Mac N/A 3129354W6 135913.43000000 PA USD 157896.98000000 0.079327182946 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N CryoPort, Inc. N/A 229050307 9707.00000000 NS USD 425943.16000000 0.213993142733 Long EC CORP US N 1 N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 3010.00000000 NS USD 659340.50000000 0.331251582314 Long EC CORP US N 1 N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DP2 64000.00000000 PA USD 64844.91000000 0.032577976087 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HWU7 15713.28000000 PA USD 784.59000000 0.000394176725 Long ABS-APCP USGSE US N 2 2023-08-25 Fixed 7.50000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020620 12352000.00000000 PA USD 12807463.94000000 6.434448809934 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CAV3 2328400.00000000 PA USD 2319668.50000000 1.165397637595 Long DBT UST US N 2 2030-11-15 Fixed 0.87500000 N N N N N N Snowflake, Inc. 254900CJNSY1K7T53Z16 833445109 480.00000000 NS USD 135072.00000000 0.067859950551 Long EC CORP US N 1 N N N GLS Auto Receivables Trust N/A 36255GAA8 8360.76000000 PA USD 8369.79000000 0.004204968724 Long ABS-O CORP US N 2 2022-07-15 Fixed 2.82000000 N N N N N N Elanco Animal Health, Inc. 549300SHPNDCE059M934 28414HAG8 145000.00000000 PA USD 171553.13000000 0.086188010236 Long DBT CORP US N 2 2028-08-28 Fixed 5.90000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAS6 43000.00000000 PA USD 42914.28000000 0.021560063660 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N Experian Finance PLC 635400RKRK5EGXSPC782 30217AAC7 311000.00000000 PA USD 338029.43000000 0.169825429435 Long DBT CORP GB N 2 2030-03-08 Fixed 2.75000000 N N N N N N COMM Mortgage Trust N/A 12591TAG1 140000.00000000 PA USD 153931.68000000 0.077335022751 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.19800000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833100 23800.00000000 NS USD 3158022.00000000 1.586585056560 Long EC CORP US N 1 N N N Autodesk, Inc. FRKKVKAIQEF3FCSTPG55 052769AD8 42000.00000000 PA USD 48050.50000000 0.024140492137 Long DBT CORP US N 2 2025-06-15 Fixed 4.37500000 N N N N N N CCG Receivables Trust N/A 12510FAC8 105000.00000000 PA USD 107843.79000000 0.054180542648 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.55000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAG5 100000.00000000 PA USD 104234.72000000 0.052367351819 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 102000.00000000 PA USD 117519.33000000 0.059041518024 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAE6 120000.00000000 PA USD 122006.23000000 0.061295729201 Long ABS-O CORP US N 2 2023-12-20 Fixed 3.69000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAK2 124000.00000000 PA USD 135181.79000000 0.067915108866 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738108 8897.00000000 NS USD 1013012.42000000 0.508935772987 Long EC CORP US N 1 N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 5578.59000000 PA USD 5204.05000000 0.002614506157 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EM1 92000.00000000 PA USD 96484.57000000 0.048473689211 Long DBT CORP AU N 2 2030-02-04 Variable 2.89400000 N N N N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043AE1 59000.00000000 PA USD 61511.77000000 0.030903412035 Long DBT CORP US N 2 2030-09-15 Fixed 2.70000000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 98000.00000000 PA USD 104773.23000000 0.052637898357 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 3550.00000000 NS USD 759913.00000000 0.381779040831 Long EC CORP US N 1 N N N CSMC Mortgage-Backed Trust N/A 22942JAD5 99969.71000000 PA USD 79089.71000000 0.039734540169 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Healthcare Trust of America Holdings L.P. 549300IYGAS4GE6VDL07 42225UAH7 106000.00000000 PA USD 106179.30000000 0.053344305611 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAA1 81000.00000000 PA USD 85025.25000000 0.042716545698 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XAR5 173894.28000000 PA USD 178828.29000000 0.089843038650 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 5.14800000 N N N N N N Fannie Mae REMICs N/A 31392F6J1 16800.32000000 PA USD 2736.77000000 0.001374948744 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 7.94212000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F020414 2660000.00000000 PA USD 2780758.12000000 1.397048304002 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 2.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBR5 117000.00000000 PA USD 121557.06000000 0.061070066932 Long DBT CORP US N 2 2028-03-25 Fixed 2.25900000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AZ3 153000.00000000 PA USD 153417.32000000 0.077076609133 Long DBT CORP US N 2 2032-02-15 Fixed 1.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46590RAB5 128911.87000000 PA USD 130193.28000000 0.065408889650 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.43470000 N N N N N N Dell International LLC / EMC Corp. N/A 24703DBA8 157000.00000000 PA USD 192409.05000000 0.096665990128 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N Fannie Mae REMICs N/A 313921A65 52469.13000000 PA USD 10474.31000000 0.005262276109 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 7.75200000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AQ0 140000.00000000 PA USD 138783.52000000 0.069724612092 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKR9 48000.00000000 PA USD 53525.43000000 0.026891087960 Long DBT CORP US N 2 2025-09-01 Fixed 3.35000000 N N N N N N Freddie Mac 549300L8K4CLYS7FCQ06 35563TAA9 49435.22000000 PA USD 49470.55000000 0.024853922920 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 0.94800000 N N N N N N Fannie Mae REMICs N/A 31397L5D7 11321.38000000 PA USD 1929.98000000 0.000969618776 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 5.90200000 N N N N N N Freddie Mac REMICs N/A 31396AKM5 44028.54000000 PA USD 44336.25000000 0.022274459048 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 0.55863000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCA4 157000.00000000 PA USD 166027.50000000 0.083411942816 Long DBT CORP US N 2 N/A Variable 3.85000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 5955.00000000 NS USD 731333.55000000 0.367420772176 Long EC CORP US N 1 N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAR2 85000.00000000 PA USD 85964.11000000 0.043188227417 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599BJ2 106000.00000000 PA USD 120256.02000000 0.060416426577 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N N/A N/A N/A 158.00000000 NC USD 31782.34000000 0.015967395321 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Floating Rate Notes 2021-03-31 34882514.46000000 USD 31782.34000000 N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150AM6 137000.00000000 PA USD 155240.05000000 0.077992345686 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3137G0BK4 100788.48000000 PA USD 103211.04000000 0.051853056671 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 4.14800000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAB7 60000.00000000 PA USD 60594.60000000 0.030442627337 Long DBT CORP US N 2 2026-01-15 Fixed 1.57000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DN5 160000.00000000 PA USD 161171.11000000 0.080972100471 Long DBT CORP US N 2 2025-11-13 Fixed 0.75000000 N N N N N N Fannie Mae REMICs N/A 31394V7G9 33583.25000000 PA USD 55183.41000000 0.027724054384 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 24.02400300 N N N N N N JP Morgan Mortgage Trust N/A 46630GAR6 41731.02000000 PA USD 41387.46000000 0.020792991804 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.05940000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 74365PAE8 531000.00000000 PA USD 521570.27000000 0.262036045451 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 117499.64000000 PA USD 21170.23000000 0.010635888718 Long ABS-APCP USGSE US N 2 2033-11-25 Fixed 5.50000000 N N N N N N Delta Air Lines, Inc. / SkyMiles IP Ltd. N/A 830867AB3 311000.00000000 PA USD 339712.56000000 0.170671031177 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446RAW9 81000.00000000 PA USD 87357.06000000 0.043888043205 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05683HAC9 423811.70000000 PA USD 423916.68000000 0.212975042515 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 1.46475000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 11234.00000000 NS USD 918941.20000000 0.461674546845 Long EC CORP US N 1 N N N Mastercard, Inc. AR5L2ODV9HN37376R084 57636Q104 5440.00000000 NS USD 1941753.60000000 0.975533813660 Long EC CORP US N 1 N N N Banc of America Mortgage Securities Trust N/A 05949AHA1 26014.13000000 PA USD 26063.79000000 0.013094405210 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.60275100 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMF6 595000.00000000 PA USD 613150.17000000 0.308045636524 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022614 4465000.00000000 PA USD 4726100.03000000 2.374384878702 Long ABS-MBS USGA US N 2 2051-01-01 Fixed 2.50000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 15189TAV9 61000.00000000 PA USD 72292.92000000 0.036319844056 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N DT Auto Owner Trust N/A 23341LAG8 43.97000000 PA USD 44.02000000 0.000022115575 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.55000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 2248922.83000000 PA USD 119031.66000000 0.059801310128 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.09714600 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 12861.88000000 PA USD 2092.11000000 0.001051072621 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBN9 77000.00000000 PA USD 90508.23000000 0.045471185828 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBE5 60000.00000000 PA USD 66225.22000000 0.033271441560 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Teladoc Health, Inc. 549300I2PVFBC9MFAC61 87918A105 3104.00000000 NS USD 620675.84000000 0.311826520750 Long EC CORP US N 1 N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 101000.00000000 PA USD 109594.51000000 0.055060101496 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065GAG5 320000.00000000 PA USD 329086.66000000 0.165332596501 Long ABS-O CORP US N 2 2023-04-18 Fixed 3.42000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DQ8 248000.00000000 PA USD 249319.98000000 0.125257947718 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N N Fannie Mae REMICs N/A 31392BMY9 12100.81000000 PA USD 2499.27000000 0.001255629135 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 7.80200000 N N N N N N Freddie Mac N/A 3128M4TZ6 1533.22000000 PA USD 1743.00000000 0.000875680332 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMCT7 1650525.99000000 PA USD 115482.85000000 0.058018393823 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 0.95151900 N N N N N N FREMF Mortgage Trust N/A 30291GAQ2 110000.00000000 PA USD 114679.48000000 0.057614782057 Long ABS-APCP USGSE US N 2 2046-01-25 Variable 3.49563200 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 376000.00000000 PA USD 397938.72000000 0.199923758155 Long DBT CORP US N 2 2029-09-17 Variable 2.63600000 N N N N N N Freddie Mac N/A 31283GHD2 7.52000000 PA USD 7.57000000 0.000003803155 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 9.00000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AU9 40000.00000000 PA USD 37593.70000000 0.018887013022 Long DBT CORP US N 2 2060-08-18 Fixed 2.55000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCD5 104000.00000000 PA USD 105003.95000000 0.052753811705 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 230000.00000000 PA USD 236743.69000000 0.118939640315 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAG5 125000.00000000 PA USD 135897.03000000 0.068274444265 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N EDP Finance B.V. 5299007L43AQDFOW5739 26835PAF7 231000.00000000 PA USD 252276.59000000 0.126743343717 Long DBT CORP NL N 2 2024-07-15 Fixed 3.62500000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAC7 50000.00000000 PA USD 51489.47000000 0.025868225006 Long DBT CORP GB N 2 2027-09-02 Fixed 1.75000000 N N N N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 12820.00000000 NS USD 557670.00000000 0.280172490404 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31359DKG7 10781.45000000 PA USD 10637.09000000 0.005344056513 Long ABS-APCP USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 30711XCB8 144572.64000000 PA USD 153832.07000000 0.077284978851 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 6.14800000 N N N N N N Zions Bancorp N.A. 8WH0EE09O9V05QJZ3V89 98971DAB6 250000.00000000 PA USD 263653.62000000 0.132459144869 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGU8 79000.00000000 PA USD 103498.08000000 0.051997265095 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 5097.00000000 NS USD 858334.80000000 0.431225991207 Long EC CORP US N 1 N N N ACCO Brands Corp. JCT8P4Y190IH4I1NX328 00081T108 48950.00000000 NS USD 413627.50000000 0.207805775413 Long EC CORP US N 1 N N N TICP CLO Ltd. N/A 87250RAA2 256000.00000000 PA USD 256330.29000000 0.128779915927 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 1.49838000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59023VAA8 115000.00000000 PA USD 196414.18000000 0.098678160850 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBW4 38000.00000000 PA USD 43818.51000000 0.022014347324 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CBA8 1249900.00000000 PA USD 1248386.45000000 0.627187298373 Long DBT UST US N 2 2023-12-15 Fixed 0.12500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 39056.40000000 PA USD 6624.10000000 0.003327936940 Long ABS-APCP USGSE US N 2 2033-06-25 Fixed 6.00000000 N N N N N N Chase Mortgage Finance Trust N/A 16162WPX1 65845.92000000 PA USD 63795.66000000 0.032050834614 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.35627900 N N N N N N Activision Blizzard, Inc. 549300TPQQDBP9GNOF40 00507VAQ2 185000.00000000 PA USD 180828.11000000 0.090847744927 Long DBT CORP US N 2 2050-09-15 Fixed 2.50000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCF0 114000.00000000 PA USD 115571.14000000 0.058062750574 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 110000.00000000 PA USD 124839.67000000 0.062719244795 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N CNH Equipment Trust N/A 12596JAD5 120000.00000000 PA USD 126928.02000000 0.063768428399 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.22000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CB6 130000.00000000 PA USD 153261.92000000 0.076998536429 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AA1 154000.00000000 PA USD 165102.29000000 0.082947118835 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315103 12480.00000000 NS USD 1234022.40000000 0.619970823287 Long EC CORP US N 1 N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 104000.00000000 PA USD 118962.80000000 0.059766714977 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FKWE2 2713197.97000000 PA USD 44706.72000000 0.022460582567 Long ABS-APCP USGSE US N 2 2024-11-25 Variable 0.63221000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203LBV3 57.78000000 PA USD 61.13000000 0.000030711611 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAE3 335000.00000000 PA USD 365245.14000000 0.183498557358 Long DBT CORP US N 2 2023-12-15 Fixed 3.87500000 N N N N N N Prestige Auto Receivables Trust N/A 74113NAE8 115000.00000000 PA USD 118045.36000000 0.059305794631 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.70000000 N N N N N N Fannie Mae REMICs N/A 31392HRF2 28207.80000000 PA USD 6610.64000000 0.003321174658 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 8.10200000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 73009.20000000 PA USD 4678.03000000 0.002350234574 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AJ8 137000.00000000 PA USD 148055.57000000 0.074382874755 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Fannie Mae REMICs N/A 31392DWM0 32050.35000000 PA USD 7331.49000000 0.003683328512 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 7.85200000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076102 4792.00000000 NS USD 1272851.04000000 0.639478268134 Long EC CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 250000.00000000 PA USD 294248.32000000 0.147829871809 Long DBT CORP CH N 2 2031-04-01 Variable 4.19400000 N N N N N N CCG Receivables Trust N/A 12510FAD6 100000.00000000 PA USD 102628.84000000 0.051560560349 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.89000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HT3 155000.00000000 PA USD 153967.70000000 0.077353119140 Long DBT CORP US N 2 2051-05-15 Fixed 2.50000000 N N N N N N Gray Oak Pipeline LLC N/A 38937LAC5 127000.00000000 PA USD 131011.35000000 0.065819886672 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284YAG9 295000.00000000 PA USD 300184.98000000 0.150812440024 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.20000000 N N N N N N Capital Auto Receivables Asset Trust N/A 13976CAD8 125000.00000000 PA USD 125953.14000000 0.063278650291 Long ABS-O CORP US N 2 2023-10-20 Fixed 3.48000000 N N N N N N Freddie Mac REMICs N/A 31395U5B3 94267.17000000 PA USD 14968.81000000 0.007520305514 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 6.56137000 N N N N N N Fannie Mae REMICs N/A 31397QSU3 40422.81000000 PA USD 42859.92000000 0.021532753285 Long ABS-APCP USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 67097LAA4 250000.00000000 PA USD 250124.95000000 0.125662363322 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 1.49688000 N N N N N N FREMF Mortgage Trust 5493000QSGFCHIR1BT31 30261QAM5 40000.00000000 PA USD 41749.28000000 0.020974769577 Long ABS-APCP USGSE US N 2 2045-12-25 Variable 3.59720200 N N N N N N Brookfield Asset Management, Inc. C6J3FGIWG6MBDGTE8F80 112585AH7 102000.00000000 PA USD 113836.90000000 0.057191471251 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001GAG8 1064556.08000000 PA USD 54378.70000000 0.027319769404 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.88365000 N N N N N N Community Health Network, Inc. N/A 20369EAE2 193000.00000000 PA USD 194938.74000000 0.097936902221 Long DBT CORP US N 2 2050-05-01 Fixed 3.09900000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 152526.61000000 PA USD 156074.32000000 0.078411481561 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922F6W3 43292.89000000 PA USD 42850.47000000 0.021528005621 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.74786100 N N N N N N Freddie Mac REMICs N/A 31397T4E9 5163.07000000 PA USD 906.38000000 0.000455363820 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 5.84137000 N N N N N N Blackstone Holdings Finance Co. LLC 549300D2L6J4NC1QVZ22 09261BAB6 87000.00000000 PA USD 88993.44000000 0.044710157825 Long DBT CORP US N 2 2050-09-30 Fixed 2.80000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 86464.82000000 PA USD 87916.58000000 0.044169145133 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N Freddie Mac N/A 31283G7M3 5.04000000 PA USD 5.08000000 0.000002552183 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BL2 106000.00000000 PA USD 127907.24000000 0.064260386916 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAV3 200000.00000000 PA USD 214219.65000000 0.107623599680 Long DBT CORP DK N 2 2025-12-20 Variable 3.24400000 N N N N N N Fannie Mae REMICs N/A 3136ASXP6 91879.89000000 PA USD 16597.64000000 0.008338627026 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N CarMax, Inc. N/A 143130102 8619.00000000 NS USD 814150.74000000 0.409027992164 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 3136AJTC0 78575.48000000 PA USD 79126.66000000 0.039753103788 Long ABS-APCP USGSE US N 2 2040-01-25 Fixed 1.50000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AA3 152000.00000000 PA USD 150950.18000000 0.075837122057 Long DBT CORP US N 2 2030-11-01 Fixed 1.87500000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBQ2 142000.00000000 PA USD 148982.61000000 0.074848618126 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N NXP B.V. / NXP Funding LLC / NXP USA, Inc. 724500RKKW4NOJ9YQF60 62954HAE8 33000.00000000 PA USD 35539.61000000 0.017855041586 Long DBT CORP XX N 2 2025-05-01 Fixed 2.70000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529MAE9 119613.89000000 PA USD 120908.33000000 0.060744146048 Long ABS-O CORP US N 2 2025-01-13 Fixed 3.97000000 N N N N N N First Horizon Alternative Mortgage Securities N/A 32051GYL3 55401.66000000 PA USD 25995.18000000 0.013059935659 Long ABS-MBS CORP US N 2 2035-11-25 Floating 0.79800000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDL2 121000.00000000 PA USD 126032.01000000 0.063318274449 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042HAJ9 265000.00000000 PA USD 271368.45000000 0.136335062767 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.49000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543CX9 92000.00000000 PA USD 103715.05000000 0.052106270466 Long DBT CORP US N 2 2026-05-15 Fixed 3.62500000 N N N N N N CarMax Auto Owner Trust 5493003IB59OF448TR74 14314RAG7 110000.00000000 PA USD 112574.88000000 0.056557434480 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.30000000 N N N N N N FREMF Mortgage Trust N/A 30261NAG5 60000.00000000 PA USD 62366.20000000 0.031332676262 Long ABS-APCP USGSE US N 2 2045-11-25 Variable 3.61948100 N N N N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605PAM3 45000.00000000 PA USD 47174.01000000 0.023700145003 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N N CarMax Auto Owner Trust N/A 14314JAG5 245000.00000000 PA USD 246355.34000000 0.123768517460 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.43000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAF1 170374.64000000 PA USD 172280.48000000 0.086553429680 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.81000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042NAL1 212931.18000000 PA USD 214549.05000000 0.107789089698 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.41000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GL8 540000.00000000 PA USD 541766.45000000 0.272182573052 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N Freddie Mac REMICs N/A 3137AAGA5 1768.04000000 PA USD 1820.52000000 0.000914626252 Long ABS-APCP USGSE US N 2 2040-05-15 Fixed 3.00000000 N N N N N N Sysco Corp. 5RGWIFLMGH3YS7KWI652 871829107 10252.00000000 NS USD 761313.52000000 0.382482659775 Long EC CORP US N 1 N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAB4 313000.00000000 PA USD 323045.91000000 0.162297733641 Long DBT CORP NL N 2 2022-05-25 Fixed 2.87500000 N N N N N N Drive Auto Receivables Trust N/A 26208GAG4 116049.93000000 PA USD 118350.16000000 0.059458925649 Long ABS-O CORP US N 2 2024-05-15 Fixed 3.81000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 43000.00000000 PA USD 49953.82000000 0.025096716973 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066FAH4 205000.00000000 PA USD 211301.54000000 0.106157546018 Long ABS-O CORP US N 2 2023-12-18 Fixed 3.08000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAB7 132000.00000000 PA USD 164425.59000000 0.082607145868 Long DBT CORP BM N 2 2030-04-03 Fixed 6.15000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36204TD76 4873.74000000 PA USD 4891.80000000 0.002457632270 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.00000000 N N N N N N Fannie Mae REMICs N/A 31392DVZ2 34904.20000000 PA USD 7981.32000000 0.004009802035 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 7.85200000 N N N N N N Consolidated Edison, Inc. 54930033SBW53OO8T749 209115104 4263.00000000 NS USD 308087.01000000 0.154782406894 Long EC CORP US N 1 N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 240000.00000000 PA USD 250050.00000000 0.125624708565 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452EAA9 105000.00000000 PA USD 111956.25000000 0.056246635786 Long DBT CORP US N 2 N/A Variable 4.95000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKD3 160000.00000000 PA USD 162335.07000000 0.081556872060 Long DBT CORP US N 2 2043-02-01 Fixed 3.10000000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90352JAC7 147000.00000000 PA USD 172134.71000000 0.086480195071 Long DBT CORP CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N N/A N/A N/A -11.00000000 NC USD 8860.34000000 0.004451420237 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Bond 2021-03-22 1913922.84000000 USD 8860.34000000 N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46642CBN9 245000.00000000 PA USD 267713.61000000 0.134498877165 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.04320000 N N N N N N Perspecta, Inc. 549300XIT2GJKMZC0O65 715347100 24907.00000000 NS USD 599760.56000000 0.301318718492 Long EC CORP US N 1 N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBR0 134000.00000000 PA USD 138745.87000000 0.069705696794 Long DBT CORP US N 2 2026-03-01 Fixed 1.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639YAU1 78000.00000000 PA USD 81194.57000000 0.040792018369 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.21600000 N N N N N N Fannie Mae REMICs N/A 31393CZK2 42125.66000000 PA USD 1930.75000000 0.000970005623 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 5.50000000 N N N N N N Freddie Mac 549300RWLR7W4OBRM426 35564RAK0 59848.17000000 PA USD 59814.88000000 0.030050897292 Long ABS-MBS USGSE US N 2 2049-02-25 Floating 1.54800000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 118000.00000000 PA USD 128716.42000000 0.064666917616 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AR0 112000.00000000 PA USD 122819.76000000 0.061704445335 Long DBT CORP US N 2 2024-09-15 Fixed 3.65000000 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 3184.00000000 NS USD 467411.20000000 0.234826617797 Long EC CORP US N 1 N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBV0 52000.00000000 PA USD 57566.74000000 0.028921435455 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBB5 82000.00000000 PA USD 83906.51000000 0.042154492563 Long DBT CORP US N 2 2025-09-15 Fixed 1.30000000 N N N N N N Verus Securitization Trust N/A 92536PAD6 99729.06000000 PA USD 101751.98000000 0.051120027328 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.64200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHX7 18709.87000000 PA USD 3336.09000000 0.001676046126 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAJ2 180000.00000000 PA USD 196132.48000000 0.098536635233 Long DBT CORP US N 2 2050-08-15 Fixed 3.36100000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 120007.31000000 PA USD 122561.11000000 0.061574500000 Long ABS-MBS CORP US N 2 2024-02-25 Variable 2.37600000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKN8 58000.00000000 PA USD 61640.35000000 0.030968010416 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639JAH3 325000.00000000 PA USD 339774.50000000 0.170702149731 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BH6 79000.00000000 PA USD 92990.53000000 0.046718289264 Long DBT CORP JP N 2 2029-03-07 Fixed 3.74100000 N N N N N N COMM Mortgage Trust N/A 12623SAF7 297329.32000000 PA USD 7237.80000000 0.003636258810 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.51378600 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAHB9 13344.84000000 PA USD 2124.47000000 0.001067330232 Long ABS-APCP USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RME9 11000.00000000 PA USD 11054.85000000 0.005553938450 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N Eastman Chemical Co. FDPVHDGJ1IQZFK9KH630 277432AV2 98000.00000000 PA USD 100688.84000000 0.050585907541 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 74000.00000000 PA USD 84954.44000000 0.042680970871 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 101000.00000000 PA USD 115123.99000000 0.057838103149 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Drive Auto Receivables Trust N/A 26208JAG8 230000.00000000 PA USD 236711.35000000 0.118923392752 Long ABS-O CORP US N 2 2024-08-15 Fixed 4.14000000 N N N N N N WFRBS Commercial Mortgage Trust 549300QGM7D5K3CV2643 96221TAG2 165000.00000000 PA USD 180318.14000000 0.090591536838 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 132000.00000000 PA USD 146376.79000000 0.073539458446 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 109000.00000000 PA USD 117615.02000000 0.059089592523 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBC4 215000.00000000 PA USD 246432.34000000 0.123807202133 Long DBT CORP US N 2 2025-04-15 Fixed 4.70000000 N N N N N N BPCE 9695005MSX1OYEMGDF46 05578QAD5 184000.00000000 PA USD 208198.01000000 0.104598337653 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164Q6M5 160000.00000000 PA USD 178159.99000000 0.089507285829 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FHQ30 4845245.22000000 PA USD 52558.31000000 0.026405208464 Long ABS-APCP USGSE US N 2 2024-03-25 Variable 0.50493000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FMU83 2033435.76000000 PA USD 93169.99000000 0.046808449673 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 1.10250000 N N N N N N Children's Hospital 549300C1PQZDYQ6KZS51 16876DAA6 90000.00000000 PA USD 90353.58000000 0.045393489923 Long DBT CORP US N 2 2050-07-15 Fixed 2.92800000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AJ1 61000.00000000 PA USD 70228.60000000 0.035282733085 Long DBT CORP US N 2 2031-01-15 Fixed 3.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 21183.00000000 NS USD 1058938.17000000 0.532008794221 Long EC CORP GB N 1 N N N COLT Mortgage Loan Trust N/A 12597KAA7 263524.77000000 PA USD 266981.00000000 0.134130815106 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.48800000 N N N N N N Fannie Mae REMICs N/A 31359UT21 21420.42000000 PA USD 24277.86000000 0.012197156916 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446RAX7 166000.00000000 PA USD 171501.12000000 0.086161880498 Long DBT CORP US N 2 2028-03-01 Fixed 1.90000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203AUR5 47.39000000 PA USD 48.02000000 0.000024125168 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 248638.46000000 PA USD 36203.48000000 0.018188568782 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Valvoline, Inc. 549300CMHPBEY6VPOT75 92047W101 17323.00000000 NS USD 400854.22000000 0.201388500558 Long EC CORP US N 1 N N N Texas (State of) Transportation Commission (Central Texas Turnpike System) N/A 88283KBL1 265000.00000000 PA USD 267231.30000000 0.134256565415 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N N/A N/A N/A 46.00000000 NC USD 11653.53000000 0.005854714297 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes 2021-03-31 5791893.37000000 USD 11653.53000000 N N N Acuity Brands Lighting, Inc. 549300OTPVPFLUC38K21 00510RAD5 194000.00000000 PA USD 197134.22000000 0.099039907761 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N BENCHMARK Mortgage Trust N/A 08162PAY7 2175845.45000000 PA USD 63722.46000000 0.032014059054 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.51648800 N N N N N N Fannie Mae REMICs N/A 3136B2G22 37109.04000000 PA USD 447.06000000 0.000224602208 Long ABS-APCP USGSE US N 2 2046-10-25 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 131000.00000000 PA USD 156816.25000000 0.078784225973 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDA4 160000.00000000 PA USD 162012.58000000 0.081394853614 Long DBT CORP US N 2 2021-08-15 Variable 2.71500000 N N N N N N DT Auto Owner Trust N/A 23342EAD0 21482.72000000 PA USD 21651.19000000 0.010877522230 Long ABS-O CORP US N 2 2023-05-15 Fixed 3.58000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31391AKD0 843.72000000 PA USD 846.78000000 0.000425420878 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 8.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 135000.00000000 PA USD 154194.16000000 0.077466892271 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Fannie Mae REMICs N/A 3136AXQT5 82484.66000000 PA USD 4981.12000000 0.002502506492 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31283GY84 53.57000000 PA USD 54.26000000 0.000027260134 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N Canadian Pacific Railway Ltd. 54930036474DURYNB481 13645T100 3140.00000000 NS USD 1088606.60000000 0.546914164636 Long EC CORP CA N 1 N N N Office Properties Income Trust N/A 81618TAC4 212000.00000000 PA USD 224816.32000000 0.112947349253 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922FEB0 38395.71000000 PA USD 38664.24000000 0.019424850557 Long ABS-MBS CORP US N 2 2033-10-25 Variable 2.57152000 N N N N N N Capital Auto Receivables Asset Trust N/A 13975WAG8 40000.00000000 PA USD 40619.36000000 0.020407099628 Long ABS-O CORP US N 2 2025-02-20 Fixed 3.15000000 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PBB0 101000.00000000 PA USD 112930.22000000 0.056735956711 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N Westlake Automobile Receivables Trust 5493000EWZKZ6H2PNY04 96042GAG7 16322.02000000 PA USD 16340.97000000 0.008209676440 Long ABS-O CORP US N 2 2023-10-16 Fixed 3.32000000 N N N N N N Facebook, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 9781.00000000 NS USD 2671777.96000000 1.342296850935 Long EC CORP US N 1 N N N BNP Paribas S.A. R0MUWSFPU8MPRO8K5P83 09659T2B6 200000.00000000 PA USD 204696.81000000 0.102839340533 Long DBT CORP FR N 2 2035-08-12 Variable 2.58800000 N N N N N N Scentre Group Trust 2 549300VRF0U0JH8TBJ74 76025LAB0 4000.00000000 PA USD 4224.50000000 0.002122381848 Long DBT CORP AU N 2 2080-09-24 Variable 5.12500000 N N N N N N Fannie Mae REMICs N/A 31393Y5U5 9963.78000000 PA USD 2227.60000000 0.001119142574 Long ABS-APCP USGSE US N 2 2033-10-25 Floating 7.40200000 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 453140AE5 328000.00000000 PA USD 342142.97000000 0.171892065162 Long DBT CORP GB N 2 2022-07-21 Fixed 3.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 8335.00000000 NS USD 823914.75000000 0.413933414722 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 31397TEH1 42425.43000000 PA USD 8468.18000000 0.004254399698 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 5.91137000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 85068.67000000 PA USD 14834.04000000 0.007452597287 Long ABS-APCP USGA US N 2 2041-04-16 Floating 6.49687000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AC9 70000.00000000 PA USD 78984.64000000 0.039681753173 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Fannie Mae REMICs N/A 3136A1QW8 68522.52000000 PA USD 14421.01000000 0.007245091695 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 6.40200000 N N N N N N Life Storage L.P. X0MIGH67XZCB7HL1A534 53227JAC8 48000.00000000 PA USD 49053.10000000 0.024644196727 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N Countrywide Alternative Loan Trust N/A 12667GUG6 123205.80000000 PA USD 100140.98000000 0.050310663579 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 202000.00000000 PA USD 223807.54000000 0.112440539840 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31283GNK9 0.81000000 PA USD 0.81000000 0.000000406942 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMG4 80000.00000000 PA USD 83420.80000000 0.041910472658 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Fannie Mae REMICs N/A 31397QWP9 9487.73000000 PA USD 10386.40000000 0.005218110270 Long ABS-APCP USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385AZ4 184000.00000000 PA USD 193178.75000000 0.097052686141 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486Q101 2395.00000000 NS USD 928852.85000000 0.466654143496 Long EC CORP US N 1 N N N Fannie Mae REMICs N/A 31392EGP9 53677.94000000 PA USD 12016.68000000 0.006037160259 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 7.85200000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 43165.75000000 PA USD 2326.33000000 0.001168744364 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.27014200 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AN0 173000.00000000 PA USD 177458.21000000 0.089154712712 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N Santander Retail Auto Lease Trust N/A 80281GAG1 115000.00000000 PA USD 118410.27000000 0.059489124814 Long ABS-O CORP US N 2 2023-08-21 Fixed 2.77000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 270000.00000000 PA USD 282755.50000000 0.142055897951 Long ABS-O CORP US N 2 2025-06-18 Fixed 2.99000000 N N N N N N Verus Securitization Trust N/A 92536PAA2 335307.37000000 PA USD 341975.90000000 0.171808129469 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.41700000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 913017DD8 85000.00000000 PA USD 97509.22000000 0.048988471685 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 150185106 5485.00000000 NS USD 215779.90000000 0.108407466713 Long EC CORP US N 1 N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 92340LAH2 76000.00000000 PA USD 77780.54000000 0.039076815315 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAN8 139000.00000000 PA USD 146242.81000000 0.073472147114 Long DBT CORP US N 2 2027-01-21 Fixed 2.75000000 N N N N N N WFRBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FBB1 150000.00000000 PA USD 163144.05000000 0.081963302281 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 00131LAK1 200000.00000000 PA USD 210026.00000000 0.105516716821 Long DBT CORP HK N 2 2040-09-16 Fixed 3.20000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 764386.90000000 PA USD 33821.06000000 0.016991644894 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.78760700 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46641BAH6 330000.00000000 PA USD 359433.06000000 0.180578577929 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.51690000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BJ3 302000.00000000 PA USD 319365.00000000 0.160448450513 Long DBT CORP US N 2 N/A Variable 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 183000.00000000 PA USD 216637.98000000 0.108838564693 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 98000.00000000 PA USD 113598.67000000 0.057071784891 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654AS4 52000.00000000 PA USD 56800.25000000 0.028536352140 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N Scentre Group Trust 2 549300VRF0U0JH8TBJ74 76025LAA2 133000.00000000 PA USD 138810.91000000 0.069738372783 Long DBT CORP AU N 2 2080-09-24 Variable 4.75000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RGQ9 136000.00000000 PA USD 162577.13000000 0.081678482606 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N FREMF Mortgage Trust N/A 30291HAG2 450000.00000000 PA USD 472372.38000000 0.237319106466 Long ABS-APCP USGSE US N 2 2046-06-25 Variable 3.48954600 N N N N N N HomeBanc Mortgage Trust N/A 43739EBK2 4570.14000000 PA USD 4583.50000000 0.002302742858 Long ABS-MBS CORP US N 2 2035-07-25 Floating 0.76800000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAG5 70000.00000000 PA USD 79113.41000000 0.039746447010 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAQ7 110000.00000000 PA USD 115515.51000000 0.058034802153 Long DBT CORP US N 2 2060-09-15 Fixed 3.00000000 N N N N N N Fannie Mae REMICs N/A 31394CXB3 19978.68000000 PA USD 3641.64000000 0.001829553944 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 5.90200000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 5124.00000000 NS USD 871387.44000000 0.437783616066 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHZ2 5113.91000000 PA USD 904.63000000 0.000454484623 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Freddie Mac REMICs N/A 31393VKX8 17190.79000000 PA USD 18478.85000000 0.009283743834 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust N/A 36192BAY3 54793.07000000 PA USD 55673.61000000 0.027970330058 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.48200000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DA5 78000.00000000 PA USD 84977.63000000 0.042692621489 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 128909.45000000 PA USD 130301.10000000 0.065463058241 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.46600000 N N N N N N Suburban Propane Partners L.P. JJAX4X60DE65EYFOTY73 864482104 22085.00000000 NS USD 328183.10000000 0.164878649444 Long EC CORP US N 1 N N N OCP CLO Ltd. N/A 670898AC9 366000.00000000 PA USD 366183.00000000 0.183969736679 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 1.44338 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BL3 135000.00000000 PA USD 150301.92000000 0.075511437299 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBZ2 291000.00000000 PA USD 292657.30000000 0.147030545978 Long DBT CORP JP N 2 2030-09-23 Fixed 2.14200000 N N N N N N COMM Mortgage Trust N/A 12592LBG6 54361.65000000 PA USD 57006.44000000 0.028639941657 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.30500000 N N N N N N Neuberger Berman Loan Advisers CLO 24 Ltd. 549300E610NX15ZSSH14 64130HAL5 276000.00000000 PA USD 274945.21000000 0.138132021106 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 1.23775000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXN5 57147.56000000 PA USD 11594.59000000 0.005825102938 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Morgan Stanley BAML Trust 549300PFVBG5704L7K74 61762DAY7 240000.00000000 PA USD 251266.94000000 0.126236097219 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810ST6 627000.00000000 PA USD 619015.54000000 0.310992388761 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 195000.00000000 PA USD 202915.44000000 0.101944383177 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Fannie Mae REMICs N/A 31393BGX7 50910.12000000 PA USD 12107.09000000 0.006082582094 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 8.10200000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 363576109 5537.00000000 NS USD 684982.27000000 0.344133965371 Long EC CORP US N 1 N N N Pernod Ricard S.A. 52990097YFPX9J0H5D87 714264AH1 134000.00000000 PA USD 141514.25000000 0.071096526351 Long DBT CORP FR N 2 2022-07-15 Fixed 4.25000000 N N N N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 1212.00000000 NS USD 448100.64000000 0.225125024226 Long EC CORP US N 1 N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DR6 24000.00000000 PA USD 24700.74000000 0.012409611133 Long DBT CORP US N 2 2040-11-13 Fixed 2.35000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 107000.00000000 PA USD 113804.07000000 0.057174977513 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAH6 65000.00000000 PA USD 74866.44000000 0.037612776270 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1765.00000000 NS USD 442679.65000000 0.222401527770 Long EC CORP US N 1 N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199BJ3 30000.00000000 PA USD 34359.36000000 0.017262085928 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 7118.30000000 PA USD 1019.83000000 0.000512360913 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Belrose Funding Trust N/A 080807AA8 133000.00000000 PA USD 137089.49000000 0.068873534207 Long DBT CORP US N 2 2030-08-15 Fixed 2.33000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KWY6 66334.30000000 PA USD 79518.69000000 0.039950059015 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAH3 65000.00000000 PA USD 71079.33000000 0.035710138437 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.64900000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 22089.61000000 PA USD 3558.82000000 0.001787945312 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Delta Air Lines Pass Through Trust N/A 247361ZV3 162977.31000000 PA USD 163231.52000000 0.082007247065 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Freddie Mac N/A 31292GNA0 310.78000000 PA USD 342.13000000 0.000171885549 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N Santander Retail Auto Lease Trust N/A 80285JAN6 320000.00000000 PA USD 329638.14000000 0.165609659146 Long ABS-O CORP US N 2 2023-05-22 Fixed 3.30000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 2308.00000000 NS USD 411331.76000000 0.206652399414 Long EC CORP US N 1 N N N Delta Air Lines, Inc. / SkyMiles IP Ltd. N/A 830867AA5 185000.00000000 PA USD 197802.87000000 0.099375836421 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599BL7 36000.00000000 PA USD 36333.51000000 0.018253895640 Long DBT CORP US N 2 2025-11-15 Fixed 1.20000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DS4 80000.00000000 PA USD 81923.03000000 0.041157995475 Long DBT CORP US N 2 2050-11-13 Fixed 2.55000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 12053.00000000 NS USD 1289429.94000000 0.647807480215 Long EC CORP US N 1 N N N Morgan Stanley ReRemic Trust N/A 61761KAB2 169000.45000000 PA USD 161287.12000000 0.081030383704 Long ABS-MBS CORP US N 2 2036-11-26 Variable 2.64389000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 102000.00000000 PA USD 115648.49000000 0.058101611086 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HVW4 27250.85000000 PA USD 1717.01000000 0.000862622998 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 7.00000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CAX9 211500.00000000 PA USD 211533.05000000 0.106273856261 Long DBT UST US N 2 2022-11-30 Fixed 0.12500000 N N N N N N Fannie Mae REMICs N/A 3136A0ML8 692.90000000 PA USD 698.36000000 0.000350854914 Long ABS-APCP USGSE US N 2 2026-08-25 Fixed 4.00000000 N N N N N N Penske Truck Leasing Co., L.P./PTL Finance Corp. N/A 709599BD5 90000.00000000 PA USD 91406.21000000 0.045922329503 Long DBT CORP US N 2 2021-07-29 Fixed 3.65000000 N N N N N N Arch Capital Group Ltd. 549300AYR4P8AFKDCE43 03939AAA5 73000.00000000 PA USD 85118.99000000 0.042763640520 Long DBT CORP BM N 2 2050-06-30 Fixed 3.63500000 N N N N N N Mortgage-Linked Amortizing Notes N/A 3134G3KS8 80532.90000000 PA USD 81898.13000000 0.041145485756 Long ABS-APCP USGSE US N 2 2022-01-15 Fixed 2.06000000 N N N N N N Fortis, Inc./Canada 549300MQYQ9Y065XPR71 349553AM9 51000.00000000 PA USD 56206.25000000 0.028237927517 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Freddie Mac REMICs N/A 3133TJPC1 21567.86000000 PA USD 3420.05000000 0.001718227492 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 7.49137000 N N N N N N Freddie Mac REMICs N/A 31339W2H8 48063.68000000 PA USD 56822.76000000 0.028547661127 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMC3 262000.00000000 PA USD 262014.38000000 0.131635593391 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AN8 201000.00000000 PA USD 209542.50000000 0.105273807216 Long DBT CORP CH N 2 N/A Variable 5.10000000 N N N N Y Credit Suisse Group AG USD XXXX N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 21510.00000000 NS USD 2733275.70000000 1.373193214322 Long EC CORP US N 1 N N N DT Auto Owner Trust 54930028PUXRRYF5WB25 23342LAG7 42944.45000000 PA USD 43132.50000000 0.021669697029 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.47000000 N N N N N N Becton Dickinson & Co. ICE2EP6D98PQUILVRZ91 075887BW8 71000.00000000 PA USD 81495.64000000 0.040943275442 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N N/A N/A N/A 24.00000000 NC USD -78803.28000000 -0.03959063820 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Bond 2021-03-22 5204303.28000000 USD -78803.28000000 N N N Angel Oak Mortgage Trust N/A 03465LAA3 373912.28000000 PA USD 377024.05000000 0.189416262361 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N Fannie Mae REMICs N/A 31395D7F0 19817.59000000 PA USD 32199.41000000 0.016176930602 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 23.65653700 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730AG4 60000.00000000 PA USD 73673.24000000 0.037013314553 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HJA9 107000.00000000 PA USD 107286.19000000 0.053900405326 Long DBT CORP US N 2 2030-07-22 Fixed 1.37500000 N N N N N N Schweitzer-Mauduit International, Inc. 549300Z1FU4IDULG1R21 808541106 11635.00000000 NS USD 467843.35000000 0.235043729246 Long EC CORP US N 1 N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAG0 191000.00000000 PA USD 194834.13000000 0.097884346330 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350BQ7 32000.00000000 PA USD 43931.45000000 0.022071088194 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N UBS Group Funding Switzerland AG 549300SZJ9VS8SGXAN81 90351DAF4 160000.00000000 PA USD 185186.12000000 0.093037201981 Long DBT CORP CH N 2 2026-04-15 Fixed 4.12500000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHB3 550000.00000000 PA USD 554111.36000000 0.278384635523 Long ABS-O CORP US N 2 2024-09-15 Floating 0.75863000 N N N N N N Westlake Automobile Receivables Trust N/A 96042MAN9 320000.00000000 PA USD 321459.20000000 0.161500573147 Long ABS-O CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N Progress Residential Trust N/A 74331CAA6 360000.00000000 PA USD 367108.34000000 0.184434625972 Long ABS-MBS CORP US N 2 2037-04-17 Fixed 1.73200000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBH2 144000.00000000 PA USD 144026.31000000 0.072358581161 Long DBT CORP US N 2 2022-09-09 Floating 1.33038000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373T3M5 40237.22000000 PA USD 24.53000000 0.000012323831 Long ABS-APCP USGA US N 2 2032-02-16 Floating 7.34687000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 185000.00000000 PA USD 195505.74000000 0.098221762089 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529JAG1 166254.02000000 PA USD 168452.46000000 0.084630238730 Long ABS-O CORP US N 2 2024-01-10 Fixed 3.57000000 N N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 29717PAX5 118000.00000000 PA USD 113495.08000000 0.057019741446 Long DBT CORP US N 2 2050-09-01 Fixed 2.65000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBP4 239000.00000000 PA USD 244055.93000000 0.122613297660 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 162741.19000000 PA USD 163081.51000000 0.081931882288 Long ABS-MBS CORP US N 2 2035-10-25 Floating 2.41000000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 18890.00000000 NS USD 1630207.00000000 0.819013314442 Long EC CORP US N 1 N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36224VUY9 1142.28000000 PA USD 1146.79000000 0.000576145409 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DU8 48000.00000000 PA USD 59764.12000000 0.030025395551 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N Freddie Mac N/A 31283GLF2 1.75000000 PA USD 1.75000000 0.000000879197 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 9.00000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810SP4 1564800.00000000 PA USD 1462599.00000000 0.734807331025 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust 5493002S7XBI8CVRR075 94989HAT7 288533.94000000 PA USD 299027.52000000 0.150230934025 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93400000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 42250PAA1 112000.00000000 PA USD 122616.13000000 0.061602141958 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Highwoods Realty L.P. JUJNVZX73BIYHLR58F51 431282AT9 31000.00000000 PA USD 31672.36000000 0.015912141550 Long DBT CORP US N 2 2031-02-01 Fixed 2.60000000 N N N N N N BAE Systems Holdings, Inc. MF62XBVMNYTYMC18DL76 05523UAP5 101000.00000000 PA USD 114660.92000000 0.057605457543 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 160000.00000000 PA USD 198973.47000000 0.099963943935 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Healthcare Trust of America Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 87000.00000000 PA USD 98620.31000000 0.049546681473 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BG1 54000.00000000 PA USD 54641.27000000 0.027451684140 Long DBT CORP US N 2 2025-06-01 Fixed 1.05000000 N N N N N N Freddie Mac N/A 3137G0UD9 86816.22000000 PA USD 86882.41000000 0.043649579826 Long ABS-MBS USGSE US N 2 2030-09-25 Floating 2.44800000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCP9 194000.00000000 PA USD 199984.01000000 0.100471637568 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDQ1 166000.00000000 PA USD 166196.05000000 0.083496622059 Long DBT CORP US N 2 2062-08-15 Fixed 2.65000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276TAH7 1494516.25000000 PA USD 71968.88000000 0.036157046893 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.00193000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05971KAG4 200000.00000000 PA USD 206592.00000000 0.103791480871 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N Morgan Stanley Capital I Trust N/A 617459AD4 57196.32000000 PA USD 57585.22000000 0.028930719776 Long ABS-MBS CORP US N 2 2044-06-15 Fixed 4.66100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 120000.00000000 PA USD 139461.97000000 0.070065464255 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAB9 53000.00000000 PA USD 53858.80000000 0.027058572500 Long DBT CORP GB N 2 2025-09-02 Fixed 1.20000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAQ3 112000.00000000 PA USD 118709.92000000 0.059639668481 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GS3 245000.00000000 PA USD 250405.97000000 0.125803547307 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.46000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AT2 60000.00000000 PA USD 67846.95000000 0.034086196043 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAE9 29000.00000000 PA USD 29271.88000000 0.014706144347 Long DBT CORP US N 2 2022-10-01 Fixed 3.00000000 N N N N N N Stanley Black & Decker, Inc. 549300DJ09SMTO561131 854502101 4005.00000000 NS USD 715132.80000000 0.359281542033 Long EC CORP US N 1 N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 4627.00000000 NS USD 712974.43000000 0.358197180497 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGF0 77000.00000000 PA USD 88457.58000000 0.044440942643 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 4997.71000000 PA USD 1059.43000000 0.000532255888 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Blackstone Holdings Finance Co. LLC 549300D2L6J4NC1QVZ22 09261BAA8 190000.00000000 PA USD 189258.32000000 0.095083068560 Long DBT CORP US N 2 2031-03-30 Fixed 1.60000000 N N N N N N Mondelez International Holdings Netherlands B.V. 549300CW356R8I7N8D33 60920LAC8 339000.00000000 PA USD 343215.98000000 0.172431143621 Long DBT CORP NL N 2 2021-10-28 Fixed 2.00000000 N N N N N N TOTAL S.A. 529900S21EQ1BO4ESM68 89151E109 10445.00000000 NS USD 437749.95000000 0.219924854602 Long EC CORP FR N 1 N N N Dell Equipment Finance Trust 549300CHGEQ6XHCQGX20 24704BAJ3 330000.00000000 PA USD 337601.85000000 0.169610613946 Long ABS-O CORP US N 2 2024-03-22 Fixed 3.14000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 78409VAS3 97000.00000000 PA USD 95654.85000000 0.048056839248 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N N Verus Securitization Trust N/A 92537TAA3 90494.37000000 PA USD 91917.91000000 0.046179406741 Long ABS-MBS CORP US N 2 2060-03-25 Variable 1.97700000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BU3 221000.00000000 PA USD 231448.22000000 0.116279204900 Long DBT CORP GB N 2 2036-02-18 Variable 3.26500000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17321RAF3 405128.10000000 PA USD 9985.64000000 0.005016769105 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.02683900 N N N N N N COMM Mortgage Trust N/A 12624XAM0 255000.00000000 PA USD 265354.22000000 0.133313523511 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.14700000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816BL2 184000.00000000 PA USD 179560.08000000 0.090210688742 Long DBT CORP US N 2 N/A Variable 3.50150000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 122000.00000000 PA USD 146071.19000000 0.073385925509 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BC5 46000.00000000 PA USD 61051.70000000 0.030672273624 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 144000.00000000 PA USD 158052.90000000 0.079405516898 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 225000.00000000 PA USD 242593.07000000 0.121878359203 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Freddie Mac REMICs N/A 31397PM49 12802.48000000 PA USD 2922.83000000 0.001468424982 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 6.84137000 N N N N N N Fannie Mae REMICs N/A 31394DQF0 108839.97000000 PA USD 20565.91000000 0.010332279344 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.55200000 N N N N N N Brixmor Operating Partnership L.P. 549300CJHBL7JBUA6503 11120VAJ2 106000.00000000 PA USD 121791.20000000 0.061187698483 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N Freddie Mac N/A 3137G0AL3 971.37000000 PA USD 971.63000000 0.000488145313 Long ABS-MBS USGSE US N 2 2024-02-25 Floating 2.34800000 N N N N N N Countrywide Home Loans N/A 126694MS4 38198.02000000 PA USD 32584.74000000 0.016370519760 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620RAK1 142000.00000000 PA USD 144664.42000000 0.072679166575 Long DBT CORP US N 2 2031-03-15 Fixed 2.45000000 N N N N N N KKR Group Finance Co. VIII LLC N/A 48252MAA3 85000.00000000 PA USD 94604.57000000 0.047529180304 Long DBT CORP US N 2 2050-08-25 Fixed 3.50000000 N N N N N N Morgan Stanley BAML Trust N/A 61764PBW1 720000.00000000 PA USD 784843.34000000 0.394304002627 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.83200000 N N N N N N Hackensack Meridian Health, Inc. 5493001CB3OCWTEJY668 404530AC1 84000.00000000 PA USD 85018.08000000 0.042712943502 Long DBT CORP US N 2 2041-09-01 Fixed 2.67500000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. N/A 709599AW4 120000.00000000 PA USD 133530.66000000 0.067085583871 Long DBT CORP US N 2 2026-11-15 Fixed 3.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 77000.00000000 PA USD 83886.76000000 0.042144570195 Long DBT CORP US N 2 2041-04-30 Variable 3.06800000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AW0 216000.00000000 PA USD 275451.03000000 0.138386144242 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N Freddie Mac N/A 31297BTP7 9701.67000000 PA USD 11212.92000000 0.005633352558 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 92939UAE6 92000.00000000 PA USD 92417.86000000 0.046430580798 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N Banc of America Funding Corp. Trust N/A 05951FBD5 28512.18000000 PA USD 28170.20000000 0.014152662128 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 97000.00000000 PA USD 118282.92000000 0.059425144384 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AM8 200000.00000000 PA USD 204182.47000000 0.102580936964 Long DBT CORP AU N 2 2035-11-25 Variable 2.57000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAH6 245000.00000000 PA USD 260408.28000000 0.130828691393 Long DBT CORP US N 2 2040-08-15 Fixed 3.16100000 N N N N N N COMM Mortgage Trust N/A 12592PBH5 495000.00000000 PA USD 544371.80000000 0.273491496605 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 4.04800000 N N N N N N Coca-Cola Co. (The) UWJKFUJFZ02DKWI3RY53 191216100 21420.00000000 NS USD 1174672.80000000 0.590153681902 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AT2 104000.00000000 PA USD 116293.74000000 0.058425783625 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N United Airlines Pass Through Trust N/A 90931GAA7 312000.00000000 PA USD 337963.52000000 0.169792316359 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Essex Portfolio L.P. 5493003GN3O58H286O74 29717PAW7 66000.00000000 PA USD 65676.76000000 0.032995896158 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Caterpillar, Inc. WRJR7GS4GTRECRRTVX92 149123101 3622.00000000 NS USD 659276.44000000 0.331219398676 Long EC CORP US N 1 N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 54000.00000000 PA USD 56903.35000000 0.028588149410 Long DBT CORP US N 2 2026-04-30 Variable 2.18800000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KAE7 30000.00000000 PA USD 29445.11000000 0.014793174814 Long DBT CORP US N 2 2040-08-15 Fixed 1.90000000 N N N N N N STACR Trust 549300YG8OJES76WL398 35564AAK7 143171.80000000 PA USD 143143.60000000 0.071915109110 Long ABS-MBS USGSE US N 2 2047-02-25 Floating 1.39800000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EP4 42000.00000000 PA USD 43319.22000000 0.021763504850 Long DBT CORP AU N 2 2035-11-15 Variable 2.66800000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FJ2 89000.00000000 PA USD 94653.06000000 0.047553541600 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAG9 170000.00000000 PA USD 175616.29000000 0.088229335135 Long ABS-O CORP US N 2 2024-02-15 Fixed 3.88000000 N N N N N N Synovus Financial Corp. 549300EIUS8UN5JTLE54 87161CAL9 72000.00000000 PA USD 74788.27000000 0.037573503790 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Viacom, Inc. 5KYC8KF17ROCY24M3H09 92553PAP7 42000.00000000 PA USD 49620.35000000 0.024929182194 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CL9 51000.00000000 PA USD 50984.95000000 0.025614754988 Long DBT CORP US N 2 2030-10-01 Fixed 1.80000000 N N N N N N Fannie Mae REMICs N/A 3136A5AX4 119613.31000000 PA USD 11512.02000000 0.005783619906 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331ABG3 118000.00000000 PA USD 127032.69000000 0.063821014435 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CW3 228000.00000000 PA USD 219792.00000000 0.110423139152 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Freddie Mac REMICs N/A 3137A9D29 18540.00000000 PA USD 18878.43000000 0.009484492169 Long ABS-APCP USGSE US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FH6 110000.00000000 PA USD 118590.14000000 0.059579491206 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N N/A N/A N/A -60.00000000 NC USD -12783.42000000 -0.00642236917 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2021-03-22 8271904.08000000 USD -12783.42000000 N N N Freddie Mac 5493005RUXPCBST1N217 35563XAA0 28179.58000000 PA USD 28196.40000000 0.014165824965 Long ABS-MBS USGSE US N 2 2048-10-25 Floating 0.89800000 N N N N N N WAMU Mortgage Pass-Through Certificates Trust N/A 92922F4D7 44306.68000000 PA USD 44289.14000000 0.022250791062 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.89909000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 8763.00000000 NS USD 1219283.82000000 0.612566184946 Long EC CORP US N 1 N N N Freddie Mac REMICs N/A 31395XLV5 7484.94000000 PA USD 12426.50000000 0.006243053153 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 24.16834700 N N N N N N WR Berkley Corp. SQOAGCLKBDWNVYV1OV80 084423AU6 81000.00000000 PA USD 99085.38000000 0.049780331875 Long DBT CORP US N 2 2050-05-12 Fixed 4.00000000 N N N N N N Charter Communications Operating, LLC / Charter Communications Operating Capital Corp. N/A 161175BS2 42000.00000000 PA USD 51263.75000000 0.025754823650 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Blackstone Holdings Finance Co., LLC 549300D2L6J4NC1QVZ22 09256BAJ6 48000.00000000 PA USD 53541.12000000 0.026898970590 Long DBT CORP US N 2 2027-10-02 Fixed 3.15000000 N N N N N N Credit Suisse AG/New York NY 549300D0YARF5HYP1809 22546QAP2 197000.00000000 PA USD 218927.33000000 0.109988730366 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AC7 26000.00000000 PA USD 30713.63000000 0.015430477175 Long DBT CORP US N 2 2027-04-15 Fixed 4.70000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 31662.99000000 PA USD 5979.28000000 0.003003980433 Long ABS-APCP USGSE US N 2 2033-02-25 Variable 6.50000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36205P4S7 1827.70000000 PA USD 1835.16000000 0.000921981364 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 7.50000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BK8 160000.00000000 PA USD 169516.33000000 0.085164725268 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. N/A 17307G2Z0 154155.99000000 PA USD 157422.56000000 0.079088835119 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.88000000 N N N N N N East Ohio Gas Co. (The) BC95Y6MXLT75BGO7UM71 27409LAA1 40000.00000000 PA USD 40791.38000000 0.020493522193 Long DBT CORP US N 2 2025-06-15 Fixed 1.30000000 N N N N N N Hackensack Meridian Health, Inc. 5493001CB3OCWTEJY668 404530AD9 81000.00000000 PA USD 83659.33000000 0.042030309738 Long DBT CORP US N 2 2050-09-01 Fixed 2.87500000 N N N N N N Bank N/A 065405AJ1 1564204.36000000 PA USD 98654.84000000 0.049564029288 Long ABS-MBS CORP US N 2 2052-02-15 Variable 0.96168700 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AH3 175000.00000000 PA USD 193427.50000000 0.097177657732 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 101000.00000000 PA USD 112544.54000000 0.056542191714 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Freddie Mac N/A 3137G0CH0 331193.60000000 PA USD 341253.24000000 0.171445066274 Long ABS-MBS USGSE US N 2 2024-09-25 Floating 3.89800000 N N N N N N Lenovo Group Ltd. 254900VUZRGD5U73RE46 526250AB1 200000.00000000 PA USD 210372.57000000 0.105690833018 Long DBT CORP HK N 2 2030-11-02 Fixed 3.42100000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343V104 30775.00000000 NS USD 1808031.25000000 0.908351925048 Long EC CORP US N 1 N N N VEREIT Operating Partnership L.P. 5493005TQOUJE1LCS698 92340LAG4 69000.00000000 PA USD 72173.81000000 0.036260003388 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 179569.63000000 PA USD 36021.02000000 0.018096901178 Long ABS-APCP USGA US N 2 2037-04-16 Floating 6.39687000 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAL6 189000.00000000 PA USD 203118.30000000 0.102046299707 Long DBT CORP US N 2 2027-07-15 Fixed 4.75000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HF0 225000.00000000 PA USD 232069.01000000 0.116591088775 Long ABS-O CORP US N 2 2026-07-15 Fixed 2.21000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAF3 260000.00000000 PA USD 274001.34000000 0.137657822371 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.74000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFU3 214000.00000000 PA USD 215824.81000000 0.108430029423 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABA2 160000.00000000 PA USD 176956.80000000 0.088902805153 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N FREMF Mortgage Trust N/A 30291XAG7 180000.00000000 PA USD 179762.08000000 0.090312173209 Long ABS-APCP USGSE US N 2 2046-02-25 Variable 4.11760100 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAX4 74308.37000000 PA USD 77845.17000000 0.039109285320 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.47700000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 23799.00000000 NS USD 5293373.58000000 2.659382176825 Long EC CORP US N 1 N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AF2 304000.00000000 PA USD 341649.40000000 0.171644096406 Long DBT CORP FR N 2 2025-03-17 Fixed 4.37500000 N N N N N N Freddie Mac REMICs N/A 3137B93W3 102238.56000000 PA USD 11165.49000000 0.005609523804 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 5.94137000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285TAG9 110000.00000000 PA USD 112538.54000000 0.056539177324 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.32000000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PBB8 146000.00000000 PA USD 172503.55000000 0.086665499681 Long DBT CORP NL N 2 2028-06-21 Fixed 4.37500000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 102000.00000000 PA USD 110227.63000000 0.055378179942 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 84861TAE8 83000.00000000 PA USD 88250.64000000 0.044336976327 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 14481.00000000 NS USD 1443176.46000000 0.725049478887 Long EC CORP US N 1 N N N NIKE, Inc. 787RXPR0UX0O0XUXPZ81 654106103 4795.00000000 NS USD 678348.65000000 0.340801245598 Long EC CORP US N 1 N N N CD Commercial Mortgage Trust N/A 125039AG2 841557.81000000 PA USD 34893.01000000 0.017530190810 Long ABS-MBS CORP US N 2 2050-11-13 Variable 0.92127400 N N N N N N Freddie Mac REMICs N/A 31392MJE3 20566.22000000 PA USD 23917.74000000 0.012016233221 Long ABS-APCP USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Avantor, Inc. 5493003VM0XB4U8YD238 05352A100 15586.00000000 NS USD 438745.90000000 0.220425218243 Long EC CORP US N 1 N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CR8 124000.00000000 PA USD 124579.98000000 0.062588776966 Long DBT CORP US N 2 2026-05-01 Fixed 0.87500000 N N N N N N GS Mortgage Securities Trust 549300SSCQUZ3RRV2T53 36197XAL8 15804.09000000 PA USD 16126.91000000 0.008102133048 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 2.67800000 N N N N N N WFRBS Commercial Mortgage Trust 549300GADFYEKC4OLM57 92890PAG9 155000.00000000 PA USD 162753.63000000 0.081767155915 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGZ6 117000.00000000 PA USD 128855.42000000 0.064736750988 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N CCG Receivables Trust N/A 12509KAD8 60000.00000000 PA USD 61848.29000000 0.031072479130 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.87000000 N N N N N N Fannie Mae REMICs N/A 3136A9XT0 131866.01000000 PA USD 7570.96000000 0.003803637846 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N Time Warner Cable, LLC 549300U5NFR7S6E3GM41 88732JBD9 46000.00000000 PA USD 53904.66000000 0.027081612488 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AS9 86000.00000000 PA USD 93653.85000000 0.047051540141 Long DBT CORP GB N 2 2024-09-11 Fixed 3.62500000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HA1 75000.00000000 PA USD 77364.36000000 0.038867727167 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAD8 101000.00000000 PA USD 115678.14000000 0.058116507198 Long DBT CORP US N 2 2027-04-15 Fixed 4.75000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BN9 198000.00000000 PA USD 202989.17000000 0.101981425007 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N GS Mortgage Securities Trust N/A 36252RAQ2 56034.55000000 PA USD 58515.77000000 0.029398226565 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.64800000 N N N N N N Freddie Mac N/A 31283HB20 5375.03000000 PA USD 6030.05000000 0.003029487198 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N DT Auto Owner Trust N/A 23343CAC5 26744.45000000 PA USD 26776.43000000 0.013452434373 Long ABS-O CORP US N 2 2022-09-15 Fixed 3.56000000 N N N N N N Drive Auto Receivables Trust N/A 26208NAF1 340000.00000000 PA USD 346560.30000000 0.174111324486 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.78000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433WE2 14757.99000000 PA USD 14789.78000000 0.007430361136 Long ABS-MBS CORP US N 2 2034-04-21 Variable 3.10886400 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516106 4117.00000000 NS USD 875685.90000000 0.439943155298 Long EC CORP US N 1 N N N WFRBS Commercial Mortgage Trust N/A 92935VAJ7 1482413.27000000 PA USD 1020.35000000 0.000512622161 Long ABS-MBS CORP US N 2 2044-03-15 Variable 1.26742000 N N N N N N COLT Funding LLC N/A 19688JAA5 193311.02000000 PA USD 196032.61000000 0.098486460710 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85300000 N N N N N N Countrywide Home Loans N/A 126694K56 24436.90000000 PA USD 18597.82000000 0.009343514166 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38143U8H7 66000.00000000 PA USD 75007.04000000 0.037683413478 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 94000.00000000 PA USD 99348.99000000 0.049912769106 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 64000.00000000 PA USD 76224.52000000 0.038295073427 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Jabil, Inc. 5493000CGCQY2OQU7669 466313AK9 148000.00000000 PA USD 157690.78000000 0.079223588406 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N Simon Property Group L.P. MR92GTD0MJTTTTQDVG45 828807CV7 38000.00000000 PA USD 42217.17000000 0.021209836743 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Tricon American Homes N/A 89613JAA8 280000.00000000 PA USD 282830.97000000 0.142093813955 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N DT Auto Owner Trust N/A 23341TAG1 16037.43000000 PA USD 16072.41000000 0.008074752338 Long ABS-O CORP US N 2 2023-01-15 Fixed 3.89000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464HC7 260000.00000000 PA USD 268050.22000000 0.134667989475 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.49000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAK0 53000.00000000 PA USD 58430.79000000 0.029355532753 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 44000.00000000 PA USD 48471.05000000 0.024351775765 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 225000.00000000 PA USD 229527.00000000 0.115313987134 Long DBT CORP GB N 2 N/A Variable 4.60000000 N N N N Y HSBC Holdings PLC USD XXXX N N N American Credit Acceptance Receivables Trust N/A 02529NAE7 155000.00000000 PA USD 157936.96000000 0.079347268833 Long ABS-O CORP US N 2 2025-09-12 Fixed 2.76000000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 3859.00000000 NS USD 634651.14000000 0.318847688475 Long EC CORP US N 1 N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CM7 81000.00000000 PA USD 82820.06000000 0.041608661871 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAW7 137000.00000000 PA USD 147894.55000000 0.074301978572 Long DBT CORP US N 2 2023-06-08 Fixed 4.12500000 N N N N N N East West Bancorp, Inc. N/A 27579R104 15001.00000000 NS USD 760700.71000000 0.382174785039 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 165000.00000000 PA USD 169743.82000000 0.085279015869 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CAZ4 4728100.00000000 PA USD 4734010.13000000 2.378358899927 Long DBT UST US N 2 2025-11-30 Fixed 0.37500000 N N N N N N Maryland (State of) Health & Higher Educational Facilities Authority (University of MD Medical System) N/A 57421CAW4 105000.00000000 PA USD 109050.90000000 0.054786992726 Long DBT MUN US N 2 2050-07-01 Fixed 3.19700000 N N N N N N Fannie Mae REMICs N/A 3136AYAT0 670824.99000000 PA USD 94025.92000000 0.047238467496 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 5.00000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DX2 104000.00000000 PA USD 104941.13000000 0.052722251040 Long DBT CORP US N 2 2028-04-15 Fixed 1.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 105000.00000000 PA USD 112610.56000000 0.056575360053 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N Freddie Mac REMICs N/A 31395LMA6 209340.84000000 PA USD 38526.67000000 0.019355735615 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 6.54137000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 117000.00000000 PA USD 141886.68000000 0.071283634570 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111FX6 18000.00000000 PA USD 20648.32000000 0.010373681993 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Freddie Mac REMICs N/A 3137B2ZH6 128860.66000000 PA USD 129759.27000000 0.065190843740 Long ABS-APCP USGSE US N 2 2023-07-15 Fixed 1.50000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBB6 180000.00000000 PA USD 196619.96000000 0.098781544383 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BH4 77000.00000000 PA USD 102846.74000000 0.051670032951 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAC5 54000.00000000 PA USD 57152.72000000 0.028713432488 Long DBT CORP BM N 2 2031-01-15 Fixed 3.50000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DU5 149000.00000000 PA USD 154152.65000000 0.077446037715 Long DBT CORP US N 2 2022-08-15 Fixed 2.55000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAD5 59000.00000000 PA USD 60656.90000000 0.030473926754 Long DBT CORP GB N 2 2030-09-02 Fixed 2.20000000 N N N N N N World Financial Network Credit Card Master Trust 549300RSY3BGZS85SD04 981464GV6 490000.00000000 PA USD 502427.38000000 0.252418689013 Long ABS-O CORP US N 2 2025-08-15 Fixed 3.55000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBA0 85000.00000000 PA USD 87934.88000000 0.044178339023 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356106 5577.00000000 NS USD 784014.66000000 0.393887675158 Long EC CORP US N 1 N N N Nissan Motor Acceptance Corp. 7D6DIU2QXTUJRFNNJA49 654740BJ7 266000.00000000 PA USD 270700.36000000 0.135999415451 Long DBT CORP US N 2 2021-09-21 Fixed 3.65000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36224SHT2 1330.35000000 PA USD 1347.32000000 0.000676891351 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 8.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 160000.00000000 PA USD 164714.40000000 0.082752243537 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Fannie Mae REMICs N/A 31392BJ98 13978.56000000 PA USD 3104.72000000 0.001559806219 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 7.95200000 N N N N N N AXA Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 054561AJ4 66000.00000000 PA USD 78046.40000000 0.039210382941 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N Fannie Mae REMICs N/A 31394U2V3 45243.91000000 PA USD 47403.04000000 0.023815209298 Long ABS-APCP USGSE US N 2 2025-12-25 Fixed 5.50000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VAX5 124000.00000000 PA USD 128683.76000000 0.064650509286 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAK6 270000.00000000 PA USD 278607.47000000 0.139971934504 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.11570000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BJ1 155000.00000000 PA USD 179931.62000000 0.090397349826 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46650MAS6 4171.37000000 PA USD 4174.60000000 0.002097312171 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.00000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324P102 4953.00000000 NS USD 1736918.04000000 0.872624765354 Long EC CORP US N 1 N N N General Motors Co. 54930070NSV60J38I987 37045V100 13181.00000000 NS USD 548856.84000000 0.275744773321 Long EC CORP US N 1 N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CV1 132000.00000000 PA USD 141692.03000000 0.071185842730 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203LDT6 1842.97000000 PA USD 1940.28000000 0.000974793479 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.50000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AF0 71000.00000000 PA USD 71044.71000000 0.035692745406 Long DBT CORP US N 2 2026-04-15 Fixed 0.87500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DM9 149000.00000000 PA USD 149720.15000000 0.075219157009 Long DBT CORP US N 2 2027-08-21 Fixed 1.30000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. N/A 3137FLN59 2066437.07000000 PA USD 59079.02000000 0.029681202438 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.64791300 N N N N N N VeriSign, Inc. LMPL4N8ZOJRMF0KOF759 92343EAH5 105000.00000000 PA USD 119503.13000000 0.060038175880 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Seagen, Inc. N/A 81181C104 3321.00000000 NS USD 581639.94000000 0.292214948820 Long EC CORP US N 1 N N N Santander Retail Auto Lease Trust N/A 80284NAG3 205000.00000000 PA USD 210577.27000000 0.105793673962 Long ABS-O CORP US N 2 2023-11-20 Fixed 2.39000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 180000.00000000 PA USD 231104.45000000 0.116106495418 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Fannie Mae REMICs N/A 31394CKG6 5672.67000000 PA USD 972.09000000 0.000488376416 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 6.60200000 N N N N N N Fannie Mae REMICs N/A 31394DXZ8 291824.71000000 PA USD 47689.67000000 0.023959211738 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 6.45200000 N N N N N N NXP B.V. / NXP Funding LLC / NXP USA, Inc. N/A 62954HAA6 81000.00000000 PA USD 92863.40000000 0.046654419361 Long DBT CORP XX N 2 2026-06-18 Fixed 3.87500000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 571000.00000000 PA USD 617506.01000000 0.310234003373 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Avangrid, Inc. 549300OX0Q38NLSKPB49 05351W103 16320.00000000 NS USD 741744.00000000 0.372650965127 Long EC CORP US N 1 N N N Q2 Holdings, Inc. 549300M9RKR9DZXWS696 74736L109 4970.00000000 NS USD 628854.10000000 0.315935265117 Long EC CORP US N 1 N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 105000.00000000 PA USD 115635.30000000 0.058094984452 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Fannie Mae REMICs N/A 31393UVH3 38.25000000 PA USD 38.54000000 0.000019362432 Long ABS-APCP USGSE US N 2 2033-12-25 Floating 13.80400000 N N N N N N Emera US Finance LP N/A 29103DAF3 146000.00000000 PA USD 147146.25000000 0.073926033884 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Carlyle Finance Subsidiary LLC N/A 14314DAA1 63000.00000000 PA USD 69305.42000000 0.034818928972 Long DBT CORP US N 2 2029-09-19 Fixed 3.50000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAQ4 52000.00000000 PA USD 66241.55000000 0.033279645725 Long DBT CORP US N 2 2048-03-01 Fixed 5.20000000 N N N N N N Freddie Mac REMICs N/A 3137AXEJ8 119554.17000000 PA USD 7163.96000000 0.003599161716 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 252000.00000000 PA USD 267825.98000000 0.134555331668 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFS8 167000.00000000 PA USD 168352.53000000 0.084580034063 Long DBT CORP US N 2 2025-11-20 Fixed 0.85000000 N N N N N N Freddie Mac REMICs N/A 3137ARKB1 305237.71000000 PA USD 17790.02000000 0.008937676776 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 170000.00000000 PA USD 184572.44000000 0.092728890158 Long DBT CORP US N 2 2024-07-23 Variable 3.79700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJF7 265000.00000000 PA USD 267818.41000000 0.134551528513 Long DBT CORP US N 2 2031-07-23 Variable 1.89800000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BH2 76000.00000000 PA USD 104159.87000000 0.052329747302 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Fresenius Medical Care US Finance II, Inc. 5493008GJ5TVVTY4UM62 35802XAF0 130000.00000000 PA USD 136930.39000000 0.068793602629 Long DBT CORP US N 2 2022-01-31 Fixed 5.87500000 N N N N N N Portland General Electric Co. GJOUP9M7C39GLSK9R870 736508847 7373.00000000 NS USD 315343.21000000 0.158427909835 Long EC CORP US N 1 N N N Catalent, Inc. N/A 148806102 8464.00000000 NS USD 880848.48000000 0.442536826995 Long EC CORP US N 1 N N N Charter Communications, Inc. 0J0XRGZE3PBRFEZ7MV65 16119P108 1093.00000000 NS USD 723074.15000000 0.363271263206 Long EC CORP US N 1 N N N Dell Equipment Finance Trust N/A 24704AAE6 90000.00000000 PA USD 90729.18000000 0.045582190745 Long ABS-O CORP US N 2 2023-06-22 Fixed 3.34000000 N N N N N N Flagship Credit Auto Trust N/A 33843MAE3 133304.80000000 PA USD 134590.39000000 0.067617990479 Long ABS-O CORP US N 2 2022-06-15 Fixed 6.22000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFR0 204000.00000000 PA USD 203229.10000000 0.102101965444 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Freddie Mac N/A 31296XJA4 6401.43000000 PA USD 7429.95000000 0.003732794654 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCK5 35000.00000000 PA USD 44044.83000000 0.022128050120 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 150000.00000000 PA USD 174865.31000000 0.087852044018 Long DBT CORP GB N 2 2030-07-18 Variable 3.96000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599DK8 48000.00000000 PA USD 40890.00000000 0.020543068719 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N Silgan Holdings, Inc. KAF673KJXD92C8KSLU49 827048109 10567.00000000 NS USD 391824.36000000 0.196851913752 Long EC CORP US N 1 N N N Fifth Third Bank QFROUN1UWUYU0DVIWD51 31677AAB0 160000.00000000 PA USD 181495.22000000 0.091182899894 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Signature Bank VLP5AP0XK2GM6GKD1007 82669G104 3464.00000000 NS USD 468644.56000000 0.235446255831 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 48669.26000000 PA USD 9919.02000000 0.004983299327 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Fastenal Co. 529900PP0C7H2HHPSJ32 311900104 16040.00000000 NS USD 783233.20000000 0.393495070940 Long EC CORP US N 1 N N N Symphony CLO Ltd. N/A 87167GAA8 250000.00000000 PA USD 250312.03000000 0.125756352006 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 1.50775000 N N N N N N Fannie Mae REMICs N/A 31395DUU1 3739.46000000 PA USD 5579.24000000 0.002803000995 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 23.65733300 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBK4 453000.00000000 PA USD 507067.87000000 0.254750063553 Long DBT CORP US N 2 2055-09-15 Fixed 4.00000000 N N N N N N United Auto Credit Securitization Trust N/A 90945QAC5 139181.87000000 PA USD 139848.80000000 0.070259807011 Long ABS-O CORP US N 2 2024-08-12 Fixed 3.16000000 N N N N N N West Virginia United Health System Obligated Group N/A 956708AB7 53000.00000000 PA USD 54844.41000000 0.027553741342 Long DBT CORP US N 2 2050-06-01 Fixed 3.12900000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525103 14039.00000000 NS USD 2138701.26000000 1.074479993984 Long EC CORP US N 1 N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABJ5 166000.00000000 PA USD 183939.88000000 0.092411093055 Long DBT CORP US N 2 2023-04-06 Fixed 5.75000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RMD1 16000.00000000 PA USD 15946.51000000 0.008011500385 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Bacardi Ltd. 549300R32WTQNHNN5055 067316AF6 171000.00000000 PA USD 203024.01000000 0.101998928566 Long DBT CORP BM N 2 2028-05-15 Fixed 4.70000000 N N N N N N Freddie Mac REMICs N/A 3137FGV77 129065.18000000 PA USD 6473.50000000 0.003252275748 Long ABS-APCP USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXM1 163000.00000000 PA USD 164834.07000000 0.082812365548 Long DBT CORP US N 2 2026-12-09 Variable 1.09300000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 102000.00000000 PA USD 112754.97000000 0.056647911399 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N CNH Equipment Trust N/A 18978CAE3 70000.00000000 PA USD 71044.02000000 0.035692398751 Long ABS-O CORP US N 2 2025-05-15 Fixed 2.54000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 36203YZA5 354.66000000 PA USD 356.09000000 0.000178899030 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.50000000 N N N N N N Zynga, Inc. 549300XNQ0U2EL088Z74 98986T108 154290.00000000 NS USD 1522842.30000000 0.765073465820 Long EC CORP US N 1 N N N Drive Auto Receivables Trust N/A 26208EAG9 135874.57000000 PA USD 137517.10000000 0.069088364768 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830109 1818.00000000 NS USD 645353.64000000 0.324224606865 Long EC CORP US N 1 N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BD4 48000.00000000 PA USD 57544.15000000 0.028910086276 Long DBT CORP US N 2 2026-01-15 Fixed 5.85000000 N N N N N N Freddie Mac REMICs N/A 31398LPG7 20136.34000000 PA USD 3832.51000000 0.001925446717 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 6.09137000 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 928668BN1 200000.00000000 PA USD 201869.61000000 0.101418959905 Long DBT CORP US N 2 2027-11-24 Fixed 1.62500000 N N N N N N Fannie Mae REMICs N/A 31397M4E4 81.52000000 PA USD 3.76000000 0.000001889017 Long ABS-APCP USGSE US N 2 2024-02-25 Floating 6.55200000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCV9 223000.00000000 PA USD 245820.81000000 0.123499970468 Long DBT CORP US N 2 2024-06-15 Fixed 3.85000000 N N N N N N COMM Mortgage Trust N/A 12592RBJ7 865000.00000000 PA USD 950971.31000000 0.477766421406 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.98700000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117AU4 94000.00000000 PA USD 106600.92000000 0.053556126805 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBF4 81000.00000000 PA USD 139788.59000000 0.070229557606 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Fannie Mae REMICs N/A 3136APZR6 334944.63000000 PA USD 40689.31000000 0.020442242393 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N DT Auto Owner Trust N/A 23343CAE1 105000.00000000 PA USD 106314.40000000 0.053412179629 Long ABS-O CORP US N 2 2024-07-15 Fixed 3.79000000 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530AV9 126000.00000000 PA USD 132340.74000000 0.066487770021 Long DBT CORP US N 2 2023-01-15 Fixed 3.12500000 N N N N N N Texas Instruments, Inc. WDJNR2L6D8RWOEB8T652 882508104 5787.00000000 NS USD 949820.31000000 0.477188160900 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 35505.16000000 PA USD 6525.24000000 0.003278269839 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GD0 19000.00000000 PA USD 19104.58000000 0.009598109557 Long DBT CORP US N 2 2050-12-15 Fixed 2.45000000 N N N N N N Drive Auto Receivables Trust N/A 26208MAF3 210000.00000000 PA USD 214911.23000000 0.107971048335 Long ABS-O CORP US N 2 2025-01-15 Fixed 3.99000000 N N N N N N Freddie Mac Structured Agency Credit Risk Debt Notes 549300BL200YC56BUV20 35563WAA2 177.15000000 PA USD 177.24000000 0.000089045084 Long ABS-MBS USGSE US N 2 2048-09-25 Floating 0.89800000 N N N N N N Drive Auto Receivables Trust N/A 26208KAG5 215000.00000000 PA USD 222816.54000000 0.111942663071 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N Chase Mortgage Finance Corp. N/A 16158RAR7 28565.84000000 PA USD 29339.16000000 0.014739945709 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N Shell Midstream Partners, L.P. 529900YZVDXMTV4XGE96 822634101 29695.00000000 NS USD 299325.60000000 0.150380688926 Long EC CORP US N 1 N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFV1 252000.00000000 PA USD 253750.36000000 0.127483763340 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKF8 102000.00000000 PA USD 101595.61000000 0.051041467297 Long DBT CORP US N 2 2061-02-01 Fixed 3.50000000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 10580.00000000 NS USD 729173.60000000 0.366335616850 Long EC CORP US N 1 N N N Workday, Inc. 549300J0DYC0N31V7G13 98138H101 4252.00000000 NS USD 1018821.72000000 0.511854355749 Long EC CORP US N 1 N N N American Credit Acceptance Receivables Trust N/A 02530AAG7 25000.00000000 PA USD 25586.40000000 0.012854565259 Long ABS-O CORP US N 2 2024-10-15 Fixed 4.14000000 N N N N N N Visio Trust N/A 92837MAA5 175428.73000000 PA USD 175965.68000000 0.088404868096 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.31200000 N N N N N N Compass Minerals International, Inc. 2549008X9G8XP7YJGC47 20451N101 9440.00000000 NS USD 582636.80000000 0.292715769643 Long EC CORP US N 1 N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180101 7788.00000000 NS USD 320320.44000000 0.160928461997 Long EC CORP US N 1 N N N Freddie Mac N/A 35566AAA7 95000.00000000 PA USD 95373.43000000 0.047915454303 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 1.38167000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 27562.25000000 PA USD 3741.35000000 0.001879648083 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 008513AA1 42000.00000000 PA USD 44684.34000000 0.022449338891 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N AEP Texas, Inc. 5493001L78U618KXNZ75 00108WAG5 172000.00000000 PA USD 201393.88000000 0.101179953936 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 71000.00000000 PA USD 92594.02000000 0.046519083292 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N N/A N/A N/A -37.00000000 NC USD 4140.72000000 0.002080290914 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2021-03-22 5789437.60000000 USD 4140.72000000 N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CAY7 728900.00000000 PA USD 728558.33000000 0.366026506215 Long DBT UST US N 2 2027-11-30 Fixed 0.62500000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KAG2 137000.00000000 PA USD 132655.08000000 0.066645693920 Long DBT CORP US N 2 2060-08-15 Fixed 2.25000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 143000.00000000 PA USD 156425.92000000 0.078588124823 Long DBT CORP US N 2 2026-04-08 Variable 3.10600000 N N N N N N Snap, Inc. 549300JNC0L6VP8A2Q35 83304A106 33890.00000000 NS USD 1696872.30000000 0.852505851470 Long EC CORP US N 1 N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCA6 200000.00000000 PA USD 205008.28000000 0.102995822549 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2K6 203000.00000000 PA USD 217966.20000000 0.109505860236 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N Banc of America Funding Corp. Trust N/A 059522AW2 9489.56000000 PA USD 9367.72000000 0.004706327114 Long ABS-MBS CORP US N 2 2036-05-20 Variable 3.48147900 N N N N N N New York and Presbyterian Hospital (The) 19EOSPKL8HML7MY3UE63 649322AH7 61000.00000000 PA USD 59762.99000000 0.030024827841 Long DBT CORP US N 2 2040-08-01 Fixed 2.25600000 N N N N N N Fidelity National Financial, Inc. 549300CAZYIH39SYQ287 31620RAJ4 92000.00000000 PA USD 101179.35000000 0.050832338958 Long DBT CORP US N 2 2030-06-15 Fixed 3.40000000 N N N N N N Kinder Morgan Energy Partners, L.P. 549300PDHUGWPWGOT525 494550BC9 108000.00000000 PA USD 108883.56000000 0.054702921385 Long DBT CORP US N 2 2021-03-01 Fixed 5.80000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80284TAP0 410000.00000000 PA USD 416985.74000000 0.209492949663 Long ABS-O CORP US N 2 2024-07-15 Fixed 5.05000000 N N N N N N Fannie Mae REMICs N/A 3136AAQJ7 248010.43000000 PA USD 49352.17000000 0.024794449003 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 6.00200000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAJ7 26000.00000000 PA USD 25973.21000000 0.013048897967 Long DBT CORP US N 2 2025-08-15 Fixed 0.80000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXN9 700000.00000000 PA USD 704822.11000000 0.354101468343 Long DBT CORP US N 2 2026-12-09 Floating 0.87291900 N N N N N N 2021-02-15 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Sheri Morris Sheri Morris President