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 V.I. Conservative Balanced Fund S000064657 549300B2YIQS724MH387 2022-12-31 2022-09-30 N 181621583.30 22027530.11 159594053.19 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13321788.04000000 0.00000000 0.00000000 16709341.91000000 USD N 65% Bloomberg Barclays US Aggregate Bond Index, 35% Russell 3000 Index 35% RU-3000, 65% BB-Glb Agg Stat JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 333000.00000000 PA USD 315375.96000000 0.197611348102 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N SG Residential Mortgage Trust N/A 78433QAA3 283233.90000000 PA USD 255477.66000000 0.160079686487 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.16600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CY63 135305.33000000 PA USD 138057.91000000 0.086505673137 Long ABS-APCP USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBN3 117000.00000000 PA USD 101212.90000000 0.063418967046 Long DBT CORP US N 2 2052-06-15 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BY9 55000.00000000 PA USD 32250.63000000 0.020207914615 Long DBT CORP US N 2 2061-04-01 Fixed 3.85000000 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PBK0 13000.00000000 PA USD 12228.66000000 0.007662353173 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 36000.00000000 PA USD 34667.82000000 0.021722501125 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 10390.00000000 NS USD 938736.50000000 0.588202681263 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 21000.00000000 PA USD 19031.84000000 0.011925156119 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0406A0 1039000.00000000 PA USD 964362.46000000 0.604259645471 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.00000000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AE3 89000.00000000 PA USD 73835.16000000 0.046264355421 Long DBT CORP US N 2 2052-05-15 Fixed 5.62500000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAQ3 73000.00000000 PA USD 66842.80000000 0.041883014225 Long DBT CORP US N 2 2052-05-15 Fixed 5.25000000 N N N N N N Kite Realty Group Trust 549300OVTYLM7DH6CM14 76131VAB9 16000.00000000 PA USD 13928.39000000 0.008727386592 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 3874.00000000 PA USD 3704.25000000 0.002321045130 Long ABS-MBS CORP US N 2 2035-07-25 Variable 3.65221800 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 130000.00000000 PA USD 126111.39000000 0.079020105999 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 23000.00000000 PA USD 21113.88000000 0.013229741069 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 26050.50000000 PA USD 4305.36000000 0.002697694502 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392FJ81 29991.09000000 PA USD 3735.91000000 0.002340882962 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 4.91600000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2M0 253000.00000000 PA USD 249244.97000000 0.156174346736 Long DBT CORP US N 2 2025-03-30 Floating 3.77106700 N N N N N N Vontier Corp. 549300VVSQLG4P5K4639 928881AF8 83000.00000000 PA USD 59857.94000000 0.037506372451 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXX7 214000.00000000 PA USD 205653.13000000 0.128860146032 Long DBT CORP US N 2 2027-03-09 Floating 3.66895200 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203YMA9 382.04000000 PA USD 382.34000000 0.000239570330 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.50000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231G102 13867.00000000 NS USD 1210727.77000000 0.758629626730 Long EC CORP US N 1 N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 3548.00000000 NS USD 559555.08000000 0.350611485087 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EC97 13925.82000000 PA USD 13812.42000000 0.008654720977 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 3.33400000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAG2 57000.00000000 PA USD 42090.35000000 0.026373382440 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 20380.00000000 NS USD 1949347.00000000 1.221440875167 Long EC CORP US N 1 N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYR9 171000.00000000 PA USD 163600.33000000 0.102510292037 Long DBT CORP US N 2 2027-10-21 Floating 3.33540900 N N N N N N California State University N/A 13077DRW4 90000.00000000 PA USD 57017.61000000 0.035726650749 Long DBT MUN US N 2 2052-11-01 Fixed 2.71900000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142103 7067.00000000 NS USD 916589.90000000 0.574325848412 Long EC CORP US N 1 N N N Octagon Investment Partners 49 Ltd. N/A 67578FAA5 339000.00000000 PA USD 331109.78000000 0.207469998650 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 3.73200000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394F4M4 18263.37000000 PA USD 1506.67000000 0.000944063998 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 3.01600000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EZ2 134000.00000000 PA USD 125921.35000000 0.078901028881 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAN4 55000.00000000 PA USD 51315.60000000 0.032153829653 Long DBT CORP US N 2 2029-07-15 Fixed 6.33000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 130000.00000000 PA USD 105811.60000000 0.066300465390 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 109000.00000000 PA USD 107635.68000000 0.067443415245 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B26D7 42838.22000000 PA USD 1971.23000000 0.001235152538 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NP41 11217.16000000 PA USD 11240.95000000 0.007043464198 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 4.02400000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BB7 84000.00000000 PA USD 78924.16000000 0.049453070726 Long DBT CORP US N 2 2032-08-01 Fixed 4.75000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 86765BAU3 13000.00000000 PA USD 11810.31000000 0.007400219346 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 1972368.76000000 PA USD 41716.39000000 0.026139062932 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.28590800 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAM6 200000.00000000 PA USD 189535.32000000 0.118760891281 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 41000.00000000 PA USD 36448.26000000 0.022838106603 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AL4 184000.00000000 PA USD 142600.00000000 0.089351700235 Long DBT CORP US N 2 N/A Variable 3.75000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BU3 28000.00000000 PA USD 27980.21000000 0.017532113158 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABB6 200000.00000000 PA USD 167975.41000000 0.105251672379 Long DBT CORP DK N 2 2027-09-10 Variable 1.54900000 N N N N N N OHA Loan Funding Ltd. 54930016024GMIAF7A82 67110UAL3 272907.00000000 PA USD 264684.04000000 0.165848309952 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 3.96986000 N N N N N N Invitation Homes Operating Partnership L.P. 549300147YMUQB3GW319 46188BAC6 58000.00000000 PA USD 41006.72000000 0.025694390975 Long DBT CORP US N 2 2034-01-15 Fixed 2.70000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31394YF74 16467.34000000 PA USD 540.14000000 0.000338446194 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 4.83229000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 124577.79000000 PA USD 11280.48000000 0.007068233292 Long ABS-APCP USGA US N 2 2047-10-16 Floating 3.26086000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8F2 165000.00000000 PA USD 133325.38000000 0.083540318285 Long DBT CORP US N 2 2062-08-15 Fixed 4.65000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AS0 154000.00000000 PA USD 130198.09000000 0.081580790385 Long DBT CORP AU N 2 2034-08-02 Variable 3.93300000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HF69 4577.60000000 PA USD 109.10000000 0.000068360943 Long ABS-APCP USGSE US N 2 2023-11-25 Fixed 7.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31396XUE2 32295.76000000 PA USD 2582.95000000 0.001618450028 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 3.45600000 N N N N N N Life Mortgage Trust N/A 53218CAC4 211338.58000000 PA USD 202165.13000000 0.126674600938 Long ABS-MBS CORP US N 2 2038-03-15 Floating 3.69800000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 6597.00000000 NS USD 800809.83000000 0.501779241765 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 30333.21000000 PA USD 5048.37000000 0.003163256962 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 27800.00000000 NS USD 3141400.00000000 1.968369082186 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394AHA7 23324.37000000 PA USD 1654.88000000 0.001036930867 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 4.01600000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225433AR2 154000.00000000 PA USD 141861.36000000 0.088888875972 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Spirit Airlines, Inc. 549300DCAFIXFNFR3304 848577102 8980.00000000 NS USD 169003.60000000 0.105895925707 Long EC CORP US N 1 N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 30739.44000000 PA USD 29891.48000000 0.018729695375 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.64613000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAH8 35000.00000000 PA USD 25975.38000000 0.016275907203 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Essential Properties, L.P. 254900XX9FNFCDE1NX02 29670VAA7 41000.00000000 PA USD 30013.36000000 0.018806064135 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CQ5 25000.00000000 PA USD 19595.39000000 0.012278270780 Long DBT CORP US N 2 2031-10-14 Fixed 2.25000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EA4 95000.00000000 PA USD 57205.25000000 0.035844224052 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 88339WAA4 44000.00000000 PA USD 29348.75000000 0.018389626313 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5F54 17592.42000000 PA USD 18436.82000000 0.011552322678 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 4532.13000000 PA USD 797.41000000 0.000499648943 Long ABS-APCP USGSE US N 2 2035-02-25 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CK8 200000.00000000 PA USD 187117.26000000 0.117245759638 Long DBT CORP JP N 2 2033-07-20 Variable 1.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C5V9 18586.11000000 PA USD 19539.50000000 0.012243250678 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 3717.96000000 PA USD 3467.93000000 0.002172969437 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCH1 188000.00000000 PA USD 181994.40000000 0.114035828003 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDU9 46000.00000000 PA USD 42665.00000000 0.026733452247 Long DBT CORP GB N 2 N/A Variable 4.37500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAL0 60000.00000000 PA USD 56563.41000000 0.035442053678 Long DBT CORP US N 2 2032-05-13 Fixed 4.50000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS23 237000.00000000 PA USD 237923.06000000 0.149080153830 Long DBT CORP US N 2 2025-10-03 Fixed 4.95000000 N N N N N N Progress Residential Trust N/A 74332YAA7 209444.34000000 PA USD 199945.87000000 0.125284035340 Long ABS-MBS CORP US N 2 2039-06-17 Fixed 4.45100000 N N N N N N Jackson Financial Inc. 213800WXW2KG1N4CO374 46817MAR8 80000.00000000 PA USD 77142.76000000 0.048336863722 Long DBT CORP US N 2 2027-06-08 Fixed 5.17000000 N N N N N N N/A N/A N/A 64.00000000 NC USD -344577.92000000 -0.21590899730 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-20 7516577.92000000 USD -344577.92000000 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395MTC3 7658.73000000 PA USD 448.68000000 0.000281138294 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 3.93229000 N N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 39217.51000000 PA USD 33212.72000000 0.020810750360 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 106000.00000000 PA USD 91401.99000000 0.057271551272 Long DBT CORP US N 2 2028-04-15 Fixed 4.95000000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 13000.00000000 PA USD 11561.86000000 0.007244543119 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457108 3470.00000000 NS USD 1122024.50000000 0.703049065784 Long EC CORP US N 1 N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBH7 33000.00000000 PA USD 28512.42000000 0.017865590496 Long DBT CORP CA N 2 2026-10-04 Fixed 1.60000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BE4 135000.00000000 PA USD 124859.33000000 0.078235578020 Long DBT CORP US N 2 2037-05-21 Variable 5.64100000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXJ8 19000.00000000 PA USD 18169.67000000 0.011384929223 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 46373.10000000 PA USD 2817.23000000 0.001765247478 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HV8 189000.00000000 PA USD 159090.27000000 0.099684334610 Long DBT CORP US N 2 2052-11-15 Fixed 4.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBM1 69000.00000000 PA USD 54240.98000000 0.033986842815 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAB7 287000.00000000 PA USD 276944.34000000 0.173530488426 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088MAK8 8000.00000000 PA USD 6937.42000000 0.004346916355 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AC9 64000.00000000 PA USD 49627.42000000 0.031096033347 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 63000.00000000 PA USD 58495.70000000 0.036652806812 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAU8 133000.00000000 PA USD 126387.37000000 0.079193032242 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N Piedmont Healthcare, Inc. N/A 72014TAC3 58000.00000000 PA USD 44231.06000000 0.027714729412 Long DBT CORP US N 2 2032-01-01 Fixed 2.04400000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 30321L2C5 94000.00000000 PA USD 76113.94000000 0.047692215642 Long DBT CORP US N 2 2028-09-20 Fixed 2.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136B1BQ6 11574.73000000 PA USD 883.34000000 0.000553491801 Long ABS-APCP USGSE US N 2 2044-12-25 Fixed 4.00000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 13730.00000000 NS USD 531762.90000000 0.333197189601 Long EC CORP US N 1 N N N Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. N/A 47837RAD2 20000.00000000 PA USD 15125.99000000 0.009477790492 Long DBT CORP IE N 2 2031-09-16 Fixed 2.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 30031.11000000 PA USD 5243.44000000 0.003285485828 Long ABS-APCP USGSE US N 2 2033-09-25 Fixed 5.50000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAC8 197841.88000000 PA USD 169980.98000000 0.106508342010 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.00000000 N N N N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 775109CD1 325000.00000000 PA USD 259869.72000000 0.162831706323 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBW9 62000.00000000 PA USD 53518.21000000 0.033533962531 Long DBT CORP US N 2 2032-03-15 Fixed 4.05000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129354W6 75077.23000000 PA USD 77390.81000000 0.048492289313 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 482480AM2 95000.00000000 PA USD 86532.34000000 0.054220278431 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8E5 238000.00000000 PA USD 194630.54000000 0.121953503974 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HWU7 843.84000000 PA USD 11.14000000 0.000006980209 Long ABS-APCP USGSE US N 2 2023-08-25 Fixed 7.50000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAD0 209627.83000000 PA USD 173900.90000000 0.108964523755 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.00000000 N N N N N N Golub Capital Partners CLO 40A Ltd. N/A 38176EAL1 275000.00000000 PA USD 265387.10000000 0.166288840151 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 3.87300000 N N N N N N Starwood Mortgage Residential Trust N/A 85573TAA2 178766.71000000 PA USD 157415.35000000 0.098634846884 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.44700000 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 55903VAQ6 280000.00000000 PA USD 204043.79000000 0.127851750063 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 194162AN3 97000.00000000 PA USD 91260.11000000 0.057182650716 Long DBT CORP US N 2 2027-08-15 Fixed 3.10000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529537AA0 35000.00000000 PA USD 25475.34000000 0.015962587258 Long DBT CORP US N 2 2031-10-01 Fixed 2.37500000 N N N N N N COMM Mortgage Trust N/A 12591TAG1 140000.00000000 PA USD 136242.54000000 0.085368180879 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.19800000 N N N N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 22966RAJ5 34000.00000000 PA USD 25491.87000000 0.015972944787 Long DBT CORP US N 2 2032-02-15 Fixed 2.50000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833100 22650.00000000 NS USD 3130230.00000000 1.961370074531 Long EC CORP US N 1 N N N CCG Receivables Trust N/A 12510FAC8 105000.00000000 PA USD 103640.62000000 0.064940151546 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 99124.13000000 0.062110165146 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 13032UD96 75000.00000000 PA USD 66532.92000000 0.041688846589 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523AG5 13000.00000000 PA USD 12640.01000000 0.007920100873 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167735 6524.00000000 NS USD 614626.04000000 0.385118384873 Long EC CORP US N 1 N N Mello Mortgage Capital Acceptance Trust N/A 58549XAF0 130950.23000000 PA USD 113195.83000000 0.070927348317 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NN7 177000.00000000 PA USD 148600.79000000 0.093111733820 Long DBT CORP US N 2 2033-03-17 Variable 3.78500000 N N N N N N MAG Mutual Holding Co. N/A 55261HAC4 509000.00000000 PA USD 437175.22000000 0.273929517586 Long DBT CORP US N 3 2041-04-30 Fixed 4.75000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFT6 222000.00000000 PA USD 206719.23000000 0.129528153379 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AV1 240000.00000000 PA USD 166960.98000000 0.104616040925 Long DBT CORP US N 2 2052-04-01 Fixed 5.10000000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 3550.70000000 PA USD 2774.24000000 0.001738310384 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.00000000 N N N N N N BX Trust N/A 12433EAG6 110000.00000000 PA USD 105112.06000000 0.065862140787 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.14538000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05683HAN5 424000.00000000 PA USD 405058.22000000 0.253805334161 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 3.96300000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 15000.00000000 PA USD 12458.79000000 0.007806550276 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N CSMC Mortgage-Backed Trust N/A 22942JAD5 84841.74000000 PA USD 47103.57000000 0.029514614773 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6.00000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAH7 16000.00000000 PA USD 11776.52000000 0.007379046878 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAA1 49000.00000000 PA USD 45115.97000000 0.028269204959 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820AB6 203000.00000000 PA USD 131513.67000000 0.082405119345 Long DBT CORP DE N 2 N/A Variable 3.20000000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 30711XAR5 21227.17000000 PA USD 21362.94000000 0.013385799516 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 8.08400000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEG3 102000.00000000 PA USD 97167.63000000 0.060884242274 Long DBT CORP US N 2 2027-05-15 Fixed 3.70000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAH4 30000.00000000 PA USD 24341.18000000 0.015251934212 Long DBT CORP US N 2 2028-05-15 Fixed 2.10000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F6J1 10217.24000000 PA USD 673.97000000 0.000422302702 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 5.10657000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AX3 129000.00000000 PA USD 78939.70000000 0.049462807931 Long DBT CORP US N 2 2061-11-29 Fixed 3.10000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AW5 140000.00000000 PA USD 102276.26000000 0.064085257536 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46590RAB5 26398.77000000 PA USD 26357.27000000 0.016515195568 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.43470000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 313921A65 34699.81000000 PA USD 3536.38000000 0.002215859506 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 4.81600000 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 34355JAB4 15000.00000000 PA USD 10757.64000000 0.006740627100 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 008513AD5 87000.00000000 PA USD 77700.47000000 0.048686319099 Long DBT CORP US N 2 2032-10-01 Fixed 4.80000000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBC7 59000.00000000 PA USD 49329.35000000 0.030909265736 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N BX Commercial Mortgage Trust N/A 05609QAA4 110000.00000000 PA USD 105780.47000000 0.066280959650 Long ABS-MBS CORP US N 2 2038-11-15 Floating 3.66800000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CFH9 214200.00000000 PA USD 205498.13000000 0.128763024619 Long DBT UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397L5D7 9611.67000000 PA USD 303.46000000 0.000190144929 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 2.96600000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396AKM5 25334.68000000 PA USD 25031.07000000 0.015684212224 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 3.21771000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECB9 74000.00000000 PA USD 64907.61000000 0.040670443981 Long DBT CORP US N 2 2032-04-01 Fixed 3.70000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AS5 309000.00000000 PA USD 296463.75000000 0.185761150916 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAB5 32000.00000000 PA USD 29514.03000000 0.018493189069 Long DBT CORP GB N 2 2029-04-27 Fixed 4.05000000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296103 4540.00000000 NS USD 382585.80000000 0.239724345834 Long EC CORP US N 1 N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 67021CAS6 72000.00000000 PA USD 62732.08000000 0.039307279153 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NE7 37000.00000000 PA USD 28096.25000000 0.017604822634 Long DBT CORP US N 2 2032-11-03 Variable 2.52000000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. N/A 709599BJ2 20000.00000000 PA USD 19080.89000000 0.011955890347 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150AM6 23000.00000000 PA USD 22326.60000000 0.013989619007 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N JP Morgan Mortgage Trust N/A 46654VAA1 231723.40000000 PA USD 188559.54000000 0.118149477521 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.51950000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137G0BK4 35174.75000000 PA USD 35501.68000000 0.022244989265 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 7.08400000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAQ3 22000.00000000 PA USD 21725.65000000 0.013613069889 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N JDE Peet's N.V. 724500EHG519SE5ZRT89 47216QAB9 150000.00000000 PA USD 124128.27000000 0.077777503308 Long DBT CORP NL N 2 2027-01-15 Fixed 1.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 92000.00000000 PA USD 66059.60000000 0.041392269122 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AH5 12000.00000000 PA USD 11400.12000000 0.007143198491 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N Allstate Corp. (The) OBT0W1ED8G0NWVOLOJ77 020002101 8226.00000000 NS USD 1024383.78000000 0.641868390158 Long EC CORP US N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAA9 202000.00000000 PA USD 187557.00000000 0.117521296220 Long DBT CORP FI N 2 N/A Variable 6.62500000 N N N N Y Nordea Bank Abp USD XXXX N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 875127BL5 61000.00000000 PA USD 56214.46000000 0.035223405181 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394V7G9 23069.42000000 PA USD 27342.22000000 0.017132355155 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 13.25867000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAR6 21694.18000000 PA USD 21230.12000000 0.013302575863 Long ABS-MBS CORP US N 2 2035-07-25 Variable 2.61235000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 74441.18000000 PA USD 12774.92000000 0.008004634097 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. 2549008L7P4I8VB90936 830867AB3 143824.00000000 PA USD 134148.01000000 0.084055769822 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 6682.00000000 NS USD 1091571.52000000 0.683967540256 Long EC CORP US N 1 N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636Q104 5795.00000000 NS USD 1647750.30000000 1.032463470326 Long EC CORP US N 1 N N N Banc of America Mortgage Trust N/A 05949AHA1 16490.08000000 PA USD 15984.03000000 0.010015429573 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.58684000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CH5 593000.00000000 PA USD 585426.83000000 0.366822458793 Long DBT CORP JP N 2 2025-07-18 Variable 4.78800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEJ0 60000.00000000 PA USD 58910.51000000 0.036912722512 Long DBT CORP US N 2 2025-01-24 Floating 3.12931000 N N N N N N RUN Trust N/A 74981CAA9 138276.27000000 PA USD 128377.79000000 0.080440209039 Long ABS-MBS CORP US N 2 2067-03-25 Fixed 4.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AZ1 366000.00000000 PA USD 329406.54000000 0.206402765902 Long DBT CORP CH N 2 2033-08-12 Variable 6.53700000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAR5 178000.00000000 PA USD 175671.22000000 0.110073788144 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 2133949.16000000 PA USD 74010.05000000 0.046373939705 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.22401200 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAA0 111000.00000000 PA USD 106947.46000000 0.067012183638 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 8377.77000000 PA USD 1396.45000000 0.000875001274 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBN9 11000.00000000 PA USD 10258.85000000 0.006428090392 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKU2 65000.00000000 PA USD 61586.57000000 0.038589514313 Long DBT CORP US N 2 2027-06-15 Fixed 4.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59023VAA8 115000.00000000 PA USD 127893.10000000 0.080136507246 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BMY9 7691.08000000 PA USD 785.73000000 0.000492330374 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 4.86600000 N N N N N N GS Mortgage Securities Trust N/A 36269CAA1 100000.00000000 PA USD 98400.34000000 0.061656645741 Long ABS-MBS CORP US N 2 2036-08-15 Floating 3.57638000 N N N N N N Stewart Information Services Corp. 529900TV1XI0PLKENU10 86038AAA0 67000.00000000 PA USD 51739.62000000 0.032419516245 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 2283.00000000 NS USD 605565.75000000 0.379441299907 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4TZ6 446.76000000 PA USD 437.16000000 0.000273919980 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. S6XOOCT0IEG5ABCC6L87 3137FMCT7 1643284.97000000 PA USD 81434.30000000 0.051025898755 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 1.09279300 N N N N N N FREMF Mortgage Trust N/A 30291GAQ2 110000.00000000 PA USD 109259.89000000 0.068461128604 Long ABS-MBS CORP US N 2 2046-01-25 Variable 3.61357600 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 376000.00000000 PA USD 350600.14000000 0.219682458708 Long DBT CORP US N 2 2029-09-17 Variable 2.63600000 N N N N N N Consensus Cloud Solutions, Inc. N/A 20848V105 766.00000000 NS USD 36231.80000000 0.022702474983 Long EC CORP US N 1 N N N Office Properties Income Trust N/A 67623CAD1 9000.00000000 PA USD 6756.96000000 0.004233841966 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448FL7 57000.00000000 PA USD 53932.69000000 0.033793671457 Long DBT CORP US N 2 2028-02-18 Fixed 3.60000000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 79466LAL8 89000.00000000 PA USD 58960.98000000 0.036944346497 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EG1 99000.00000000 PA USD 61951.95000000 0.038818457681 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 226641.90000000 PA USD 223664.98000000 0.140146186859 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N EDP Finance B.V. 5299007L43AQDFOW5739 26835PAF7 231000.00000000 PA USD 223112.25000000 0.139799851899 Long DBT CORP NL N 2 2024-07-15 Fixed 3.62500000 N N N N N N Korn Ferry 549300FOD20OM0GT5G40 500643200 8984.00000000 NS USD 421798.80000000 0.264294810219 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359DKG7 2039.84000000 PA USD 2002.25000000 0.001254589353 Long ABS-APCP USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 30711XCB8 69747.52000000 PA USD 72257.78000000 0.045275985261 Long ABS-MBS USGSE US N 2 2028-09-25 Floating 9.08400000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565ECA1 67000.00000000 PA USD 62424.70000000 0.039114677992 Long DBT CORP US N 2 2027-04-01 Fixed 3.45000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAG7 55000.00000000 PA USD 41768.50000000 0.026171714525 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AY1 64000.00000000 PA USD 47460.55000000 0.029738294786 Long DBT CORP US N 2 2052-02-25 Fixed 3.75000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 5504.00000000 NS USD 889116.16000000 0.557111084171 Long EC CORP US N 1 N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AX1 308000.00000000 PA USD 292204.52000000 0.183092360999 Long DBT CORP NL N 2 2027-04-01 Floating 3.98129000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 205000.00000000 PA USD 157402.08000000 0.098626532037 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Ellington Financial Mortgage Trust N/A 31573EAA9 242379.24000000 PA USD 233532.93000000 0.146329343313 Long ABS-MBS CORP US N 2 2067-08-25 Variable 5.00000000 N N N N N N TICP CLO XV Ltd. N/A 87250RAA2 256000.00000000 PA USD 248646.66000000 0.155799451815 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 3.98986000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NF4 51000.00000000 PA USD 32652.60000000 0.020459784902 Long DBT CORP US N 2 2042-11-03 Variable 2.90400000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BS4 30000.00000000 PA USD 24241.80000000 0.015189663722 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 59940.35000000 PA USD 51240.93000000 0.032107042195 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CM0 239000.00000000 PA USD 216820.80000000 0.135857693733 Long DBT CORP GB N 2 N/A Variable 7.75000000 N N N N N N Office Properties Income Trust N/A 67623CAE9 42000.00000000 PA USD 30298.71000000 0.018984861524 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730109 8267.00000000 NS USD 816944.94000000 0.511889336520 Long EC CORP US N 1 N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 25059.46000000 PA USD 3799.59000000 0.002380784198 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 42487.85000000 PA USD 38164.89000000 0.023913729388 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.02830900 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448FM5 47000.00000000 PA USD 43513.17000000 0.027264906887 Long DBT CORP US N 2 2032-07-18 Fixed 3.90000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AX2 14000.00000000 PA USD 11962.15000000 0.007495360736 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810TK4 1689200.00000000 PA USD 1530573.56000000 0.959041724554 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855R100 1224.00000000 NS USD 403724.16000000 0.252969425821 Long EC CORP US N 1 N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAE9 50000.00000000 PA USD 43195.61000000 0.027065927042 Long DBT CORP GB N 2 2052-04-27 Fixed 4.75000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 163000.00000000 PA USD 152397.56000000 0.095490751036 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N CNH Equipment Trust N/A 12596JAD5 120000.00000000 PA USD 119844.98000000 0.075093637641 Long ABS-O CORP US N 2 2026-01-15 Fixed 3.22000000 N N N N N N Swedbank AB M312WZV08Y7LYUC71685 87020PAT4 206000.00000000 PA USD 199860.19000000 0.125230349129 Long DBT CORP SE N 2 2027-09-20 Fixed 5.33700000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 200000.00000000 PA USD 131900.00000000 0.082647189769 Long DBT CORP CH N 2 N/A Variable 4.37500000 N N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AA1 26000.00000000 PA USD 25217.53000000 0.015801046151 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 14000.00000000 PA USD 12687.60000000 0.007949920279 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Med Trust N/A 58403YAD8 140000.00000000 PA USD 134639.15000000 0.084363513118 Long ABS-MBS CORP US N 2 2038-11-15 Floating 3.76800000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FKWE2 2585698.40000000 PA USD 28209.19000000 0.017675589682 Long ABS-APCP USGSE US N 2 2024-11-25 Variable 0.63221000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203LBV3 12.17000000 PA USD 12.21000000 0.000007650661 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 328886.11000000 0.206076669791 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 65561.00000000 PA USD 65400.34000000 0.040979183555 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.70000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392HRF2 17510.10000000 PA USD 2353.20000000 0.001474491030 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 5.16600000 N N N N N N Paylocity Holding Corp. 549300VH75FTB4DIEE07 70438V106 1042.00000000 NS USD 251726.36000000 0.157729160309 Long EC CORP US N 1 N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 33780.55000000 PA USD 1666.02000000 0.001043911077 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZL1 43000.00000000 PA USD 41206.65000000 0.025819665066 Long DBT CORP US N 2 2028-02-24 Floating 3.86184500 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BE4 223000.00000000 PA USD 199224.67000000 0.124832138803 Long DBT CORP US N 2 2033-06-06 Variable 4.62600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DWM0 21157.67000000 PA USD 2515.14000000 0.001575960977 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 4.91600000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CB6 19000.00000000 PA USD 18575.11000000 0.011638973776 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AP3 250000.00000000 PA USD 196948.36000000 0.123405826259 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 98583.35000000 0.061771317934 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.89000000 N N N N N N Gray Oak Pipeline, LLC N/A 38937LAC5 28000.00000000 PA USD 25124.94000000 0.015743030205 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Verus Securitization Trust N/A 92537QAD3 53448.46000000 PA USD 46369.62000000 0.029054729216 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.31500000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAA3 91000.00000000 PA USD 77340.27000000 0.048460621466 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 185000.00000000 PA USD 122454.44000000 0.076728698565 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CFG1 1184400.00000000 PA USD 1163117.81000000 0.728797713167 Long DBT UST US N 2 2024-08-31 Fixed 3.25000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJB7 142000.00000000 PA USD 106949.41000000 0.067013405488 Long DBT CORP US N 2 2036-11-03 Variable 2.49100000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395U5B3 56281.31000000 PA USD 3436.14000000 0.002153050148 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 3.90229000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YED3 74000.00000000 PA USD 55665.52000000 0.034879444996 Long DBT CORP US N 2 2032-07-21 Variable 2.23900000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBY1 221000.00000000 PA USD 207968.50000000 0.130310933172 Long DBT CORP US N 2 2032-07-15 Fixed 5.10000000 N N N N N SG Residential Mortgage Trust N/A 78433QAB1 124814.94000000 PA USD 111829.99000000 0.070071526955 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.57500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QSU3 16694.09000000 PA USD 16655.70000000 0.010436291119 Long ABS-APCP USGSE US N 2 2040-04-25 Fixed 5.00000000 N N N N N N Octagon Investment Partners 31 LLC 5493003JSU68UU09PZ63 67575XAN1 250000.00000000 PA USD 245068.00000000 0.153557100093 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 3.75986000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503MAD0 218000.00000000 PA USD 179570.28000000 0.112516899226 Long DBT CORP US N 2 2032-03-16 Fixed 3.00000000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CK6 97000.00000000 PA USD 68149.60000000 0.042701841727 Long DBT CORP NL N 2 2041-11-26 Fixed 2.87500000 N N N N N N FREMF Mortgage Trust 5493000QSGFCHIR1BT31 30261QAM5 40000.00000000 PA USD 39841.15000000 0.024964056745 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.68869900 N N N N N N Brookfield Asset Management Inc. C6J3FGIWG6MBDGTE8F80 112585AH7 18000.00000000 PA USD 17566.40000000 0.011006926416 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 1042136.11000000 PA USD 37235.84000000 0.023331596168 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.01365800 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 7516.08000000 PA USD 7478.65000000 0.004686045532 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAF4 50000.00000000 PA USD 36769.73000000 0.023039536414 Long DBT CORP US N 2 2052-04-15 Fixed 4.30000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F6W3 29317.35000000 PA USD 27378.40000000 0.017155025173 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.75775100 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 55903VAN3 226000.00000000 PA USD 169498.96000000 0.106206313212 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Piedmont Healthcare, Inc. N/A 72014TAE9 65000.00000000 PA USD 41439.04000000 0.025965278261 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397T4E9 4662.28000000 PA USD 386.75000000 0.000242333590 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 3.18229000 N N N N N N Verus Securitization Trust N/A 92538UAA9 185375.98000000 PA USD 170707.99000000 0.106963879034 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 59831.70000000 PA USD 56836.54000000 0.035613194140 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAP4 238000.00000000 PA USD 236831.42000000 0.148396143381 Long DBT CORP US N 2 2025-10-01 Fixed 5.67800000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 16605.57000000 PA USD 16053.52000000 0.010058971295 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BL2 14000.00000000 PA USD 13241.78000000 0.008297163794 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ASXP6 62920.60000000 PA USD 9330.04000000 0.005846107554 Long ABS-APCP USGSE US N 2 2046-07-25 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175AY0 287000.00000000 PA USD 280122.79000000 0.175522072659 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BY0 37000.00000000 PA USD 33256.86000000 0.020838408032 Long DBT CORP US N 2 2027-03-03 Fixed 2.45000000 N N N N N N First Horizon Alternative Mortgage Securities Trust 2005-FA8 N/A 32051GYL3 37251.23000000 PA USD 17443.57000000 0.010929962396 Long ABS-MBS CORP US N 2 2035-11-25 Floating 3.73400000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750103 3757.00000000 NS USD 527332.52000000 0.330421158846 Long EC CORP US N 1 N N Westlake Automobile Receivables Trust N/A 96042HAJ9 459.33000000 PA USD 459.07000000 0.000287648562 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.49000000 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417AQ9 36000.00000000 PA USD 24170.87000000 0.015145219710 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAM5 101000.00000000 PA USD 90280.56000000 0.056568874713 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8D7 231000.00000000 PA USD 203291.04000000 0.127380084618 Long DBT CORP US N 2 2032-08-15 Fixed 3.85000000 N N N N N N NewMarket Corp. 54930082CG88ERDREQ47 651587107 1252.00000000 NS USD 376639.16000000 0.235998242084 Long EC CORP US N 1 N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135CA2 68000.00000000 PA USD 49845.07000000 0.031232410609 Long DBT CORP US N 2 2041-05-12 Fixed 2.87500000 N N N N N N FREMF Mortgage Trust N/A 30261NAG5 60000.00000000 PA USD 59779.95000000 0.037457504715 Long ABS-MBS CORP US N 2 2045-11-25 Variable 3.74606900 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 55903VAS2 248000.00000000 PA USD 180310.35000000 0.112980619513 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N Boardwalk Pipelines, L.P. 549300W6AQ2GHHCGL606 096630AJ7 74000.00000000 PA USD 58626.31000000 0.036734645701 Long DBT CORP US N 2 2032-09-01 Fixed 3.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZJ6 84000.00000000 PA USD 82519.83000000 0.051706080740 Long DBT CORP US N 2 2025-01-24 Floating 3.14658000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBU2 200000.00000000 PA USD 147177.24000000 0.092219751963 Long DBT CORP JP N 2 2031-09-13 Fixed 2.56400000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677105 2463.00000000 NS USD 590775.18000000 0.370173680153 Long EC CORP US N 1 N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBE3 89000.00000000 PA USD 67560.91000000 0.042332974599 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 1943.00000000 NS USD 648748.27000000 0.406499024890 Long EC CORP US N 1 N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBS3 94000.00000000 PA USD 88606.70000000 0.055520051172 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AAGA5 512.99000000 PA USD 503.65000000 0.000315581934 Long ABS-APCP USGSE US N 2 2040-05-15 Fixed 3.00000000 N N N N N N CSMC 2022-ATH2 N/A 12665WAC4 252512.50000000 PA USD 242505.45000000 0.151951432495 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.54700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DVZ2 23041.70000000 PA USD 2840.96000000 0.001780116453 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 4.91600000 N N N N N N American Airlines Pass-Through Trust N/A 02376LAA3 106000.00000000 PA USD 86275.99000000 0.054059652145 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 40000.00000000 PA USD 30611.90000000 0.019181103172 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N N/A N/A N/A 41.00000000 NC USD -147124.17000000 -0.09218649884 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-30 4554944.50000000 USD -147124.17000000 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 240000.00000000 PA USD 214170.64000000 0.134197130606 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 104357.73000000 PA USD 100642.58000000 0.063061610372 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.19800000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDW3 111000.00000000 PA USD 105355.61000000 0.066014746724 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46642CBN9 245000.00000000 PA USD 236919.04000000 0.148451045176 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.04320000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBR0 23000.00000000 PA USD 20150.02000000 0.012625796260 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 76694.51000000 0.048055994861 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.21600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDC7 105000.00000000 PA USD 94634.84000000 0.059297221988 Long DBT CORP US N 2 2033-04-26 Variable 4.58600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393CZK2 5055.85000000 PA USD 54.31000000 0.000034030090 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 5.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABB0 287000.00000000 PA USD 274565.23000000 0.172039762454 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AU3 101000.00000000 PA USD 81608.54000000 0.051135075755 Long DBT CORP US N 2 2032-09-15 Fixed 4.40000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 17000.00000000 PA USD 16856.94000000 0.010562386043 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAA7 104000.00000000 PA USD 95284.21000000 0.059704110582 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AR0 15000.00000000 PA USD 14644.76000000 0.009176256700 Long DBT CORP US N 2 2024-09-15 Fixed 3.65000000 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 2565.00000000 NS USD 269427.60000000 0.168820576089 Long EC CORP US N 1 N N N INVESCO PRIVATE GOVERNMENT FUND N/A N/A 1973086.37000000 NS USD 1973086.37000000 1.236315721395 Long STIV PF US N 2 N N Verus Securitization Trust N/A 92536PAD6 64939.75000000 PA USD 62901.36000000 0.039413348268 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 12821.33000000 PA USD 2235.60000000 0.001400804074 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AS9 86000.00000000 PA USD 83238.78000000 0.052156567451 Long DBT CORP GB N 2 2024-09-11 Fixed 3.62500000 N N N N N N Verus Securitization Trust N/A 92538BAA1 82028.47000000 PA USD 75224.57000000 0.047134945504 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 32602.04000000 PA USD 30830.99000000 0.019318382724 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639JAH3 325000.00000000 PA USD 322098.66000000 0.201823723103 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N COMM Mortgage Trust N/A 12623SAF7 124890.94000000 PA USD 4.32000000 0.000002706867 Long ABS-MBS CORP US N 2 2045-12-10 Variable 1.50151000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAHB9 8701.33000000 PA USD 1685.54000000 0.001056142109 Long ABS-APCP USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDG1 15000.00000000 PA USD 12922.37000000 0.008097024758 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DE7 72000.00000000 PA USD 67655.15000000 0.042392024419 Long DBT CORP US N 2 2028-04-25 Variable 4.05500000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAG2 165000.00000000 PA USD 161213.60000000 0.101014791452 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AD5 86000.00000000 PA USD 76420.86000000 0.047884528572 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GH1 80000.00000000 PA USD 75619.53000000 0.047382423397 Long DBT CORP US N 2 2027-05-15 Fixed 3.75000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 26000.00000000 PA USD 25236.10000000 0.015812681923 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XCL8 21000.00000000 PA USD 20905.43000000 0.013099128433 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N BPCE 9695005MSX1OYEMGDF46 05578QAD5 184000.00000000 PA USD 174897.87000000 0.109589214951 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N APA Corp. 549300VCIWLRHYVSHC79 03743Q108 12198.00000000 NS USD 417049.62000000 0.261319022647 Long EC CORP US N 1 N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FHQ30 4164900.30000000 PA USD 20971.52000000 0.013140539751 Long ABS-APCP USGSE US N 2 2024-03-25 Variable 1.90613000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FMU83 2010793.29000000 PA USD 56342.63000000 0.035303715191 Long ABS-APCP USGSE US N 2 2026-05-25 Variable 1.10250000 N N N N N N New Residential Mortgage Loan Trust N/A 64831MAA0 156452.06000000 PA USD 138181.01000000 0.086582806337 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXR0 38000.00000000 PA USD 28146.68000000 0.017636421556 Long DBT CORP US N 2 2032-01-27 Variable 1.99200000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGC2 33000.00000000 PA USD 22471.63000000 0.014080493320 Long DBT CORP US N 2 2061-03-22 Fixed 3.70000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 12642.00000000 NS USD 693287.28000000 0.434406712620 Long EC CORP GB N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 277000.00000000 PA USD 250713.76000000 0.157094675514 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359UT21 13406.49000000 PA USD 13709.27000000 0.008590088243 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446RAX7 30000.00000000 PA USD 24745.06000000 0.015505001286 Long DBT CORP US N 2 2028-03-01 Fixed 1.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203AUR5 10.05000000 PA USD 10.07000000 0.000006309758 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 344.00000000 NS USD 736823.92000000 0.461686325569 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 149504.00000000 PA USD 25552.39000000 0.016010865999 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EY5 172000.00000000 PA USD 164940.68000000 0.103350141626 Long DBT CORP US N 2 2032-09-09 Fixed 4.15000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CL6 200000.00000000 PA USD 192196.96000000 0.120428647658 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAJ5 127000.00000000 PA USD 126002.20000000 0.078951688663 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N Texas (State of) Transportation Commission (Central Texas Turnpike System) N/A 88283KBL1 265000.00000000 PA USD 181449.00000000 0.113694085946 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902V107 7682.00000000 NS USD 490111.60000000 0.307098911396 Long EC CORP US N 1 N N N Benchmark Mortgage Trust N/A 08162PAY7 1760475.01000000 PA USD 35782.36000000 0.022420860479 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.67678000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAD1 200000.00000000 PA USD 195190.09000000 0.122304112276 Long DBT CORP FI N 2 2027-09-22 Fixed 5.37500000 N N N N N N OBX Trust N/A 67448DAL4 126894.06000000 PA USD 114849.95000000 0.071963802976 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.78300000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 26000.00000000 PA USD 25692.40000000 0.016098594832 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKL2 28000.00000000 PA USD 22627.68000000 0.014178272653 Long DBT CORP US N 2 2037-03-08 Variable 3.84600000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 135000.00000000 PA USD 121963.25000000 0.076420923939 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAW4 88000.00000000 PA USD 82130.49000000 0.051462124282 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXQT5 29491.35000000 PA USD 5319.62000000 0.003333219436 Long ABS-APCP USGSE US N 2 2047-08-25 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283GY84 24.50000000 PA USD 24.59000000 0.000015407842 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N Office Properties Income Trust N/A 81618TAC4 39000.00000000 PA USD 34704.71000000 0.021745616021 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Amdocs Ltd. 549300HQV672RJ7RQV66 G02602103 4719.00000000 NS USD 374924.55000000 0.234923885010 Long EC CORP GG N 1 N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922FEB0 25464.01000000 PA USD 24311.97000000 0.015233631525 Long ABS-MBS CORP US N 2 2033-10-25 Variable 3.02437400 N N N N N N Sonic Capital LLC N/A 83546DAQ1 99000.00000000 PA USD 71240.51000000 0.044638574292 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N Federation des caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 280000.00000000 PA USD 264988.04000000 0.166038793240 Long DBT CORP CA N 2 2027-08-23 Fixed 4.55000000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 62000.00000000 PA USD 50426.69000000 0.031596847747 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N MHP Commercial Mortgage Trust N/A 55293BAB1 105000.00000000 PA USD 100598.40000000 0.063033927636 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.51800000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NY7 74000.00000000 PA USD 60218.85000000 0.037732514963 Long DBT CORP US N 2 2032-04-15 Fixed 2.75000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 10358.00000000 NS USD 1405373.44000000 0.880592611008 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 130000.00000000 PA USD 125043.27000000 0.078350832941 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393Y5U5 6764.82000000 PA USD 775.27000000 0.000485776245 Long ABS-APCP USGSE US N 2 2033-10-25 Floating 4.46600000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AD7 200000.00000000 PA USD 192356.20000000 0.120528425812 Long DBT CORP FR N 2 N/A Variable 7.87500000 N N N N Y Credit Agricole S.A. USD XXXX N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 5330.00000000 NS USD 491266.10000000 0.307822309278 Long EC CORP US N 1 N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2G9 160000.00000000 PA USD 138781.23000000 0.086958898045 Long DBT CORP US N 2 2027-01-06 Fixed 2.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397TEH1 29643.05000000 PA USD 2295.24000000 0.001438173888 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 3.25229000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BJ1 94000.00000000 PA USD 90930.14000000 0.056975894892 Long DBT CORP US N 2 2027-10-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 58075.81000000 PA USD 3722.85000000 0.002332699700 Long ABS-APCP USGA US N 2 2041-04-16 Floating 3.71086000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563402 10145.00000000 NS USD 1080036.70000000 0.676739940124 Long EC CORP US N 1 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BD6 175000.00000000 PA USD 162750.00000000 0.101977483964 Long DBT CORP US N 2 N/A Variable 6.00000000 N N N N N N El Paso Natural Gas Co., L.L.C. 72Y8LZSMBPXBNCHM7925 283695BK9 33000.00000000 PA USD 36893.81000000 0.023117283672 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N STAR Trust N/A 85573GAA0 117201.40000000 PA USD 109374.73000000 0.068533086173 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AC9 11000.00000000 PA USD 10150.60000000 0.006360262050 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A1QW8 43150.09000000 PA USD 3097.07000000 0.001940592357 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 3.46600000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAY7 67000.00000000 PA USD 51724.65000000 0.032410136196 Long DBT CORP US N 2 2031-07-15 Fixed 2.50000000 N N N N N N Alternative Loan Trust N/A 12667GUG6 82766.28000000 PA USD 51871.03000000 0.032501856405 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QWP9 6267.87000000 PA USD 5961.25000000 0.003735258226 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 37000.00000000 PA USD 33768.51000000 0.021159002685 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EGP9 36247.23000000 PA USD 3949.24000000 0.002474553356 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 4.91600000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AY5 41000.00000000 PA USD 31758.45000000 0.019899519665 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 20198.08000000 PA USD 980.47000000 0.000614352465 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.27014200 N N N N N N CI Financial Corp. 549300M9W7JJQSVCEM78 125491AN0 44000.00000000 PA USD 31951.59000000 0.020020539212 Long DBT CORP CA N 2 2030-12-17 Fixed 3.20000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AF7 110000.00000000 PA USD 71735.62000000 0.044948805150 Long DBT CORP US N 2 2061-11-15 Fixed 3.19600000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAF3 93000.00000000 PA USD 76842.37000000 0.048148642423 Long DBT CORP US N 2 2027-10-01 Fixed 1.75000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 270000.00000000 PA USD 263199.19000000 0.164917918142 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 48621.66000000 PA USD 47086.94000000 0.029504194585 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.41700000 N N N N N N BX Trust N/A 12433EAJ0 100000.00000000 PA USD 95610.09000000 0.059908303654 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.44538000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BZ6 37000.00000000 PA USD 23721.79000000 0.014863830779 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Komatsu Finance America Inc. 549300SRAAFEEQ8Z4D68 50048WAA6 200000.00000000 PA USD 200182.41000000 0.125432248883 Long DBT CORP US N 2 2027-10-06 Fixed 5.49900000 N N N N N N Cedar Fair, L.P. 549300TUVLNQQ6BVKH61 150185106 4418.00000000 NS USD 181800.70000000 0.113914457566 Long EC CORP US N 1 N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 15356.00000000 NS USD 346738.48000000 0.217262782083 Long EC CORP US N 1 N N N Reliance Standard Life Global Funding II N/A 75951AAN8 27000.00000000 PA USD 24251.62000000 0.015195816833 Long DBT CORP US N 2 2027-01-21 Fixed 2.75000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FBB1 150000.00000000 PA USD 145151.69000000 0.090950563068 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 631963.17000000 PA USD 22333.96000000 0.013994230708 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.01263000 N N N N N N Life Storage L.P. X0MIGH67XZCB7HL1A534 53227JAD6 54000.00000000 PA USD 40608.78000000 0.025445045844 Long DBT CORP US N 2 2031-10-15 Fixed 2.40000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 376000.00000000 PA USD 374186.80000000 0.234461618412 Long DBT CORP US N 2 2026-09-29 Variable 5.61000000 N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 105000.00000000 PA USD 98194.46000000 0.061527643441 Long DBT CORP US N 2 2033-07-22 Variable 4.96700000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DF4 96000.00000000 PA USD 85234.15000000 0.053406845866 Long DBT CORP US N 2 2033-04-25 Variable 4.33700000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46641BAH6 330000.00000000 PA USD 324944.24000000 0.203606734402 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.51690000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMM1 112000.00000000 PA USD 83026.51000000 0.052023561242 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BJ3 75000.00000000 PA USD 55187.48000000 0.034579910026 Long DBT CORP US N 2 N/A Variable 4.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 205000.00000000 PA USD 191867.33000000 0.120222104874 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 319000.00000000 PA USD 313274.72000000 0.196294732628 Long DBT CORP US N 2 2025-06-01 Fixed 4.62500000 N N N N N N Angel Oak Mortgage Trust N/A 03464BAA6 239831.78000000 PA USD 208340.62000000 0.130544099755 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88100000 N N N N N N Scentre Group Trust 2 549300VRF0U0JH8TBJ74 76025LAA2 133000.00000000 PA USD 114386.04000000 0.071673121719 Long DBT CORP AU N 2 2080-09-24 Variable 4.75000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NU1 105000.00000000 PA USD 96749.91000000 0.060622503198 Long DBT CORP US N 2 2033-05-24 Variable 4.91000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RGQ9 23000.00000000 PA USD 21040.50000000 0.013183761913 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 440817.84000000 0.276211945989 Long ABS-MBS CORP US N 2 2046-06-25 Variable 3.59947400 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196BV3 297000.00000000 PA USD 267153.27000000 0.167395504193 Long DBT CORP US N 2 2027-03-10 Fixed 2.31400000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 05565EBY0 58000.00000000 PA USD 57952.25000000 0.036312286605 Long DBT CORP US N 2 2025-04-01 Floating 3.81085000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EN3 208000.00000000 PA USD 191402.02000000 0.119930546392 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAZ3 48000.00000000 PA USD 40246.31000000 0.025217925853 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N N/A N/A N/A 2.00000000 NC USD -21750.00000000 -0.01362832735 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-20 295750.00000000 USD -21750.00000000 N N N Credit Suisse Mortgage Capital Trust N/A 12662EAA1 51474.96000000 PA USD 44884.46000000 0.028124143163 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CXB3 13105.64000000 PA USD 810.73000000 0.000507995118 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 2.96600000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 3331.00000000 NS USD 746044.07000000 0.467463577174 Long EC CORP US N 1 N N N Flagstar Mortgage Trust N/A 33852HAD4 85393.82000000 PA USD 73726.27000000 0.046196126062 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175BP8 68000.00000000 PA USD 68373.73000000 0.042842279291 Long DBT CORP US N 2 2024-02-01 Floating 4.43229000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBL4 54000.00000000 PA USD 40612.34000000 0.025447276504 Long DBT CORP US N 2 2034-04-15 Fixed 3.46900000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBJ5 188000.00000000 PA USD 183830.64000000 0.115186397190 Long DBT CORP US N 2 2026-07-24 Variable 4.41400000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHZ2 3559.56000000 PA USD 619.33000000 0.000388065838 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N Bermuda Government International Bond 549300FP5PUZXX9FVJ40 085209AJ3 200000.00000000 PA USD 190399.62000000 0.119302452813 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 552676AV0 95000.00000000 PA USD 50300.67000000 0.031517884905 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N OBX Trust N/A 67448DAA8 203105.24000000 PA USD 180066.71000000 0.112827957183 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.94108700 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAS4 200000.00000000 PA USD 188640.03000000 0.118199911731 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393VKX8 10632.29000000 PA USD 10202.68000000 0.006392894845 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BF1 555000.00000000 PA USD 525862.50000000 0.329500059362 Long DBT CORP US N 2 N/A Variable 6.20000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 33554.60000000 PA USD 31872.70000000 0.019971107546 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.15613000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273V100 31034.00000000 NS USD 342305.02000000 0.214484821431 Long EC CORP US N 1 N N N Suburban Propane Partners, L.P. JJAX4X60DE65EYFOTY73 864482104 44185.00000000 NS USD 664984.25000000 0.416672323754 Long EC CORP US N 1 N N N OCP CLO Ltd. 254900K70GBA8CMARX66 670898AC9 366000.00000000 PA USD 356995.30000000 0.223689600498 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 3.96029000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBZ2 55000.00000000 PA USD 41238.77000000 0.025839791129 Long DBT CORP JP N 2 2030-09-23 Fixed 2.14200000 N N N N N N Citigroup Mortgage Loan Trust, Inc. N/A 17329VBA6 199791.08000000 PA USD 159624.74000000 0.100019228041 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 008513AB9 19000.00000000 PA USD 15334.48000000 0.009608428192 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAC6 127000.00000000 PA USD 115717.35000000 0.072507306937 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 210000.00000000 PA USD 200818.09000000 0.125830559463 Long ABS-MBS CORP US N 2 2036-09-15 Floating 3.51771000 N N N N N N COMM Mortgage Trust N/A 12592LBG6 29130.45000000 PA USD 28625.07000000 0.017936175833 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 270874.96000000 0.169727477049 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 3.75757000 N N N N N N Onslow Bay Mortgage Loan Trust N/A 67115DAA0 202418.35000000 PA USD 166960.06000000 0.104615464462 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAXN5 37346.26000000 PA USD 6328.76000000 0.003965536229 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110L106 3196.00000000 NS USD 752466.24000000 0.471487643154 Long EC CORP US N 1 N N N Morgan Stanley Bank of America Merrill Lynch Trust 549300PFVBG5704L7K74 61762DAY7 240000.00000000 PA USD 236038.18000000 0.147899107317 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 138015.93000000 PA USD 137271.94000000 0.086013192381 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BGX7 34517.62000000 PA USD 4967.29000000 0.003112453064 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 5.16600000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 363576109 3977.00000000 NS USD 680941.94000000 0.426671248952 Long EC CORP US N 1 N N N PPL Corp. 9N3UAJSNOUXFKQLF3V18 69351T106 15411.00000000 NS USD 390668.85000000 0.244789102219 Long EC CORP US N 1 N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 6102.00000000 NS USD 314741.16000000 0.197213588920 Long EC CORP US N 1 N N N Dexcom, Inc. 549300YSK3QDSFR5EU59 252131107 3600.00000000 NS USD 289944.00000000 0.181675942307 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 51000.00000000 PA USD 39061.91000000 0.024475792937 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CT7 91000.00000000 PA USD 85720.81000000 0.053711782041 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N Life Mortgage Trust N/A 53218CAE0 103211.87000000 PA USD 98493.70000000 0.061715144161 Long ABS-MBS CORP US N 2 2038-03-15 Floating 3.91800000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29278NAL7 16000.00000000 PA USD 15961.45000000 0.010001281176 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1422.00000000 NS USD 305886.42000000 0.191665299480 Long EC CORP US N 1 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAH9 246000.00000000 PA USD 245291.06000000 0.153696867205 Long DBT CORP US N 2 2025-09-27 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 53000.00000000 PA USD 45390.59000000 0.028441279040 Long DBT CORP US N 2 2027-10-21 Variable 1.94800000 N N N N N N Angel Oak Mortgage Trust N/A 03464JAA9 138565.76000000 PA USD 115531.36000000 0.072390767507 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.97800000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 3814.49000000 PA USD 421.07000000 0.000263838151 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KWY6 44771.08000000 PA USD 47087.61000000 0.029504614400 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2013-GC16 N/A 36248GAH3 65000.00000000 PA USD 64086.44000000 0.040155907265 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.64900000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 14670.81000000 PA USD 1946.43000000 0.001219613112 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292GNA0 171.41000000 PA USD 175.80000000 0.000110154480 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDU7 72000.00000000 PA USD 68644.71000000 0.043012072585 Long DBT CORP US N 2 2025-04-07 Fixed 3.80000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 183000.00000000 PA USD 163387.04000000 0.102376646707 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271109 1859.00000000 NS USD 260613.21000000 0.163297569546 Long EC CORP US N 1 N N N Sun Communities Operating L.P. 549300PUNBPJCGT6X741 866677AE7 10000.00000000 PA USD 7571.54000000 0.004744249455 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 67977.00000000 PA USD 66023.04000000 0.041369361000 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBS8 38000.00000000 PA USD 24436.12000000 0.015311422644 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PAR6 208000.00000000 PA USD 168963.82000000 0.105870999966 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Providence St. Joseph Health Obligated Group N/A 743820AB8 171000.00000000 PA USD 103119.47000000 0.064613604290 Long DBT CORP US N 2 2051-10-01 Fixed 2.70000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 6097.00000000 NS USD 513733.22000000 0.321899976679 Long EC CORP US N 1 N N N MFA Trust N/A 55284FAC1 140002.46000000 PA USD 111856.13000000 0.070087906011 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816CX5 101000.00000000 PA USD 93972.89000000 0.058882450894 Long DBT CORP US N 2 2033-05-26 Variable 4.98900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXW9 128000.00000000 PA USD 126900.71000000 0.079514685831 Long DBT CORP US N 2 2024-03-08 Floating 3.43153700 N N N N N N Morgan Stanley Reremic Trust N/A 61761KAB2 125513.98000000 PA USD 115070.98000000 0.072102298111 Long ABS-MBS CORP US N 2 2036-11-26 Variable 6.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 21000.00000000 PA USD 19019.06000000 0.011917148302 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZU1 122000.00000000 PA USD 114608.36000000 0.071812425155 Long DBT CORP US N 2 2028-08-23 Variable 4.48200000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753XAA2 264681.84000000 PA USD 261696.02000000 0.163976047208 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 4.38069000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKK4 71000.00000000 PA USD 55592.72000000 0.034833829261 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 149000.00000000 PA USD 133657.46000000 0.083748396214 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAG7 124000.00000000 PA USD 116625.89000000 0.073076588800 Long DBT CORP US N 2 2028-06-06 Variable 4.12300000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HVW4 4593.61000000 PA USD 81.68000000 0.000051179851 Long ABS-APCP USGSE US N 2 2023-06-25 Fixed 7.00000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAP9 128000.00000000 PA USD 119110.95000000 0.074633701957 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A0ML8 7.80000000 PA USD 7.74000000 0.000004849804 Long ABS-APCP USGSE US N 2 2026-08-25 Fixed 4.00000000 N N N N N N Fresenius Medical Care US Finance III, Inc. 5299006ZHLMXOOUVTU44 35805BAC2 150000.00000000 PA USD 125505.78000000 0.078640636973 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJPC1 14076.89000000 PA USD 590.43000000 0.000369957393 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 4.83229000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339W2H8 28237.15000000 PA USD 29571.11000000 0.018528954813 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BT5 67000.00000000 PA USD 56184.60000000 0.035204695210 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 14382.00000000 NS USD 1502919.00000000 0.941713660352 Long EC CORP US N 1 N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457BY5 99000.00000000 PA USD 77780.67000000 0.048736571598 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAX2 122000.00000000 PA USD 108700.90000000 0.068110871193 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 109024.34000000 PA USD 100545.33000000 0.063000674517 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395D7F0 12904.90000000 PA USD 14466.02000000 0.009064260046 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 12.89167900 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 233853AM2 150000.00000000 PA USD 137407.85000000 0.086098352196 Long DBT CORP US N 2 2027-04-07 Fixed 3.65000000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 12653C108 20220.00000000 NS USD 314016.60000000 0.196759587041 Long EC CORP US N 1 N N MHP Commercial Mortgage Trust N/A 55293BAD7 105000.00000000 PA USD 99678.72000000 0.062457665563 Long ABS-MBS CORP US N 2 2038-07-15 Floating 3.71800000 N N N N N N AMSR Trust N/A 00180UAB1 235000.00000000 PA USD 200524.75000000 0.125646755622 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 1.72600000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XBT7 244000.00000000 PA USD 232172.67000000 0.145477018321 Long DBT CORP US N 2 2033-01-15 Fixed 4.62500000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BW3 94000.00000000 PA USD 85720.47000000 0.053711569000 Long DBT CORP US N 2 2032-06-22 Fixed 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAF4 160000.00000000 PA USD 151471.58000000 0.094910541447 Long DBT CORP CH N 2 2026-04-15 Fixed 4.12500000 N N N N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 13552.00000000 NS USD 858654.72000000 0.538024257694 Long EC CORP US N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 65559CAD3 210000.00000000 PA USD 139158.29000000 0.087195159981 Long DBT CORP FI N 2 N/A Variable 3.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2V4 75000.00000000 PA USD 68002.67000000 0.042609776893 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAF8 188000.00000000 PA USD 156134.98000000 0.097832580148 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Progress Residential Trust N/A 74331CAA6 359651.19000000 PA USD 333218.70000000 0.208791426334 Long ABS-MBS CORP US N 2 2037-04-17 Fixed 1.73200000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BU6 29000.00000000 PA USD 26805.17000000 0.016795845123 Long DBT CORP US N 2 2033-05-13 Variable 4.42100000 N N N N N N INVESCO PRIVATE PRIME FUND N/A N/A 5074598.22000000 NS USD 5074598.22000000 3.179691297117 Long STIV PF US N 2 N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AK1 178000.00000000 PA USD 177488.17000000 0.111212270415 Long DBT CORP US N 2 N/A Variable 6.46029000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373T3M5 9834.03000000 PA USD 4.03000000 0.000002525156 Long ABS-APCP USGA US N 2 2032-02-16 Floating 4.56086000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPA31 580711.02000000 PA USD 542006.14000000 0.339615498927 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBK1 37000.00000000 PA USD 33732.95000000 0.021136721153 Long DBT CORP US N 2 2026-04-22 Variable 2.08300000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 N/A 10285.00000000 NS 474631.42000000 0.297399189075 Long EC CORP DE N 2 N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBP4 38000.00000000 PA USD 24212.07000000 0.015171035208 Long DBT CORP US N 2 2051-06-04 Fixed 2.93900000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBX2 200000.00000000 PA USD 175540.00000000 0.109991567036 Long DBT CORP GB N 2 N/A Variable 8.00000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EL7 334000.00000000 PA USD 315813.60000000 0.197885568846 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 103320.74000000 PA USD 99508.96000000 0.062351295684 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.75613000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 190000.00000000 PA USD 178524.10000000 0.111861373548 Long ABS-MBS CORP US N 2 2036-09-15 Floating 3.76771000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 8251.00000000 NS USD 676004.43000000 0.423577455730 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224VUY9 111.79000000 PA USD 111.75000000 0.000070021406 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N OCP CLO 2017-13, Ltd. 254900M77QLN2EBJHE11 67097LAH9 250000.00000000 PA USD 243787.50000000 0.152754751901 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 3.47200000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAT7 133648.01000000 PA USD 131512.81000000 0.082404580478 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93400000 N N N N N N BAE Systems Holdings Inc. MF62XBVMNYTYMC18DL76 05523UAP5 17000.00000000 PA USD 16201.77000000 0.010151863228 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 155102.54000000 0.097185663813 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N N/A N/A N/A 19.00000000 NC USD -182875.00000000 -0.11458760294 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-20 2584593.75000000 USD -182875.00000000 N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 562750109 1702.00000000 NS USD 226417.06000000 0.141870612014 Long EC CORP US N 1 N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 17000.00000000 PA USD 15683.87000000 0.009827352389 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N N/A N/A N/A -20.00000000 NC USD 137187.50000000 0.085960283142 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2022-12-20 2506875.00000000 USD 137187.50000000 N N N Life Mortgage Trust N/A 53218CAA8 127786.12000000 PA USD 123007.80000000 0.077075428276 Long ABS-MBS CORP US N 2 2038-03-15 Floating 3.51800000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAH0 35000.00000000 PA USD 31203.83000000 0.019552000451 Long DBT CORP US N 2 2029-04-01 Fixed 3.90000000 N N N N N N VICI Properties L.P./ VICI Note Co. Inc. N/A 92564RAF2 242000.00000000 PA USD 238134.05000000 0.149212358004 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDQ1 30000.00000000 PA USD 16199.23000000 0.010150271690 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 1191019.26000000 PA USD 41179.61000000 0.025802722079 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.18836200 N N N N N N OBX Trust N/A 67448DAM2 110000.00000000 PA USD 90613.40000000 0.056777428850 Long ABS-MBS CORP US N 2 2062-01-25 Variable 3.38400000 N N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 26884LAQ2 71000.00000000 PA USD 69724.13000000 0.043688426107 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CFJ5 1738300.00000000 PA USD 1650162.77000000 1.033975099332 Long DBT UST US N 2 2029-08-31 Fixed 3.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 24000.00000000 PA USD 20766.05000000 0.013011794352 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GC6 244000.00000000 PA USD 228029.95000000 0.142881232378 Long DBT CORP US N 2 2052-09-09 Fixed 4.95000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 912810TG3 1310600.00000000 PA USD 1099470.53000000 0.688916979062 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N American Airlines Pass-Through Trust IWUQB36BXD6OWD6X4T14 02379KAA2 99000.00000000 PA USD 80710.01000000 0.050572066055 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKJ3 154000.00000000 PA USD 150539.48000000 0.094326497128 Long DBT CORP US N 2 2027-09-20 Fixed 4.55000000 N N N N N N BX Commercial Mortgage Trust N/A 05609KAC3 98013.52000000 PA USD 92818.38000000 0.058159046746 Long ABS-MBS CORP US N 2 2038-10-15 Floating 3.81570000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AT2 9000.00000000 PA USD 7371.29000000 0.004618774855 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AU5 21000.00000000 PA USD 17945.85000000 0.011244685902 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 3374.81000000 PA USD 674.31000000 0.000422515743 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKC2 72000.00000000 PA USD 52113.23000000 0.032653616446 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHW2 502000.00000000 PA USD 470231.32000000 0.294642131458 Long DBT CORP US N 2 2025-10-22 Variable 2.45600000 N N N N N N Blackstone Holdings Finance Co. L.L.C. 549300D2L6J4NC1QVZ22 09261BAA8 38000.00000000 PA USD 27927.69000000 0.017499204664 Long DBT CORP US N 2 2031-03-30 Fixed 1.60000000 N N N N N N First Citizens BancShares, Inc. 549300N3Z00ZHE2XC526 31946M103 823.00000000 NS USD 656284.89000000 0.411221393831 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 287000.00000000 PA USD 262618.54000000 0.164554088796 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EM5 250000.00000000 PA USD 231792.25000000 0.145238651044 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N Ziff Davis, Inc. 5493008OJYGLHD7MXA18 48123V102 2299.00000000 NS USD 157435.52000000 0.098647485199 Long EC CORP US N 1 N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAY0 92000.00000000 PA USD 82658.27000000 0.051792825827 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAL8 190000.00000000 PA USD 185782.04000000 0.116409124454 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CP1 72000.00000000 PA USD 61179.09000000 0.038334191517 Long DBT CORP US N 2 2053-06-01 Fixed 4.55000000 N N N N N N Verus Securitization Trust N/A 92537TAA3 19334.11000000 PA USD 18938.34000000 0.011866569976 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.32820000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17321RAF3 378596.04000000 PA USD 2738.35000000 0.001715822078 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.14397100 N N N N N N COMM Mortgage Trust N/A 12624XAM0 255000.00000000 PA USD 253305.17000000 0.158718426493 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.14700000 N N N N N N Keybank NA HUX2X73FUCYHUVH1BK78 49327V2C7 250000.00000000 PA USD 225226.64000000 0.141124707028 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 88315LAQ1 257133.33000000 PA USD 221192.62000000 0.138597031392 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 122000.00000000 PA USD 110806.47000000 0.069430199800 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N MFA Trust N/A 55284FAF4 174197.78000000 PA USD 151146.99000000 0.094707156675 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513105 5124.00000000 NS USD 368261.88000000 0.230749124192 Long EC CORP US N 1 N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 225000.00000000 PA USD 184437.88000000 0.115566887558 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AC7 119000.00000000 PA USD 107794.37000000 0.067542848774 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397PM49 8532.77000000 PA USD 890.77000000 0.000558147363 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 4.18229000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311A105 4771.00000000 NS USD 292700.85000000 0.183403356296 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DQF0 69886.18000000 PA USD 5452.35000000 0.003416386695 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 3.61600000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175CA0 60000.00000000 PA USD 37289.19000000 0.023365024732 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N N Countrywide Home Loans Mortgage Pass-Through Trust N/A 126694MS4 25765.26000000 PA USD 16250.78000000 0.010182572392 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EP1 190000.00000000 PA USD 169412.90000000 0.106152388897 Long DBT CORP US N 2 2032-08-08 Fixed 3.35000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 N/A 61764PBW1 720000.00000000 PA USD 686397.46000000 0.430089621937 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.83200000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. N/A 709599AW4 25000.00000000 PA USD 22665.40000000 0.014201907619 Long DBT CORP US N 2 2026-11-15 Fixed 3.40000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDV7 144000.00000000 PA USD 124290.00000000 0.077878841670 Long DBT CORP GB N 2 N/A Variable 4.87500000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAP5 50000.00000000 PA USD 46119.92000000 0.028898269752 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 91000.00000000 PA USD 71152.42000000 0.044583378000 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N OBX Trust N/A 67114VAA1 169323.03000000 PA USD 146206.69000000 0.091611615268 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297BTP7 5276.13000000 PA USD 5387.64000000 0.003375840071 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3B7 77000.00000000 PA USD 71091.84000000 0.044545419192 Long DBT CORP US N 2 2033-07-25 Variable 4.89700000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAE6 17000.00000000 PA USD 12995.84000000 0.008143060308 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N Banc of America Funding Trust N/A 05951FBD5 17953.28000000 PA USD 14516.11000000 0.009095645927 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N KKR CLO 30 Ltd. 549300NB16RGUJOZXI16 48250EAN5 268000.00000000 PA USD 260561.66000000 0.163265268844 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 3.76029000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BJ2 14000.00000000 PA USD 11808.03000000 0.007398790721 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAN1 100000.00000000 PA USD 85494.61000000 0.053570047436 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.34600000 N N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAA7 43000.00000000 PA USD 40749.47000000 0.025533200758 Long DBT CORP GB N 2 2027-04-27 Fixed 3.85000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0206A2 7935458.00000000 PA USD 6427101.06000000 4.027155731390 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 2.00000000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBV2 30000.00000000 PA USD 24793.61000000 0.015535422219 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAQ1 200000.00000000 PA USD 114446.15000000 0.071710786030 Long DBT CORP NL N 2 2041-07-12 Fixed 2.87500000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 925650AB9 119000.00000000 PA USD 109676.18000000 0.068721971657 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XBA5 247000.00000000 PA USD 227604.62000000 0.142614724954 Long DBT CORP US N 2 2052-10-01 Fixed 4.85000000 N N N N N N COMM Mortgage Trust N/A 12592PBH5 495000.00000000 PA USD 473507.35000000 0.296694858320 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 17521.00000000 NS USD 981526.42000000 0.615014407104 Long EC CORP US N 1 N N N United Airlines Pass-Through Trust N/A 90931GAA7 85135.70000000 PA USD 82251.10000000 0.051537697273 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDA1 174000.00000000 PA USD 163204.64000000 0.102262356734 Long DBT CORP US N 2 2028-04-26 Variable 4.32300000 N N N N N N COLT Mortgage Loan Trust N/A 12598RAA1 103317.87000000 PA USD 87887.07000000 0.055069138381 Long ABS-MBS CORP US N 2 2066-11-26 Variable 1.72600000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FJ2 16000.00000000 PA USD 14301.96000000 0.008961461730 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150BB9 88000.00000000 PA USD 83226.50000000 0.052148872928 Long DBT CORP US N 2 2028-08-04 Variable 4.44300000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAD6 197841.88000000 PA USD 158067.41000000 0.099043421005 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBK2 45000.00000000 PA USD 42699.47000000 0.026755050797 Long DBT CORP US N 2 2030-07-26 Variable 4.59600000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAV6 101000.00000000 PA USD 95664.68000000 0.059942509189 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAE6 41000.00000000 PA USD 44440.55000000 0.027845993701 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A5AX4 66276.20000000 PA USD 7724.22000000 0.004839917180 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 17000.00000000 PA USD 16992.91000000 0.010647583453 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EG8 37000.00000000 PA USD 34321.36000000 0.021505412835 Long DBT CORP US N 2 2027-04-01 Fixed 3.35000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F4D7 29816.88000000 PA USD 28546.01000000 0.017886637646 Long ABS-MBS CORP US N 2 2035-12-25 Variable 2.99214000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 7681.00000000 NS USD 969726.25000000 0.607620541377 Long EC CORP US N 1 N N N Uniform Mortgage-Backed Securities N/A 01F0426A6 1039000.00000000 PA USD 990053.36000000 0.620357300419 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAE7 100000.00000000 PA USD 82586.67000000 0.051747962000 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395XLV5 4788.17000000 PA USD 5722.53000000 0.003585678717 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 14.41838700 N N N N N N Progress Residential Trust N/A 74333WAA0 115000.00000000 PA USD 96766.73000000 0.060633042438 Long ABS-MBS CORP US N 2 2040-12-17 Fixed 2.39300000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AW5 47000.00000000 PA USD 35844.03000000 0.022459502270 Long DBT CORP US N 2 2031-08-19 Fixed 2.00000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAG4 88000.00000000 PA USD 62981.04000000 0.039463274941 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AV0 256000.00000000 PA USD 238393.35000000 0.149374832730 Long DBT CORP CH N 2 2028-08-11 Variable 6.44200000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22546QAP2 197000.00000000 PA USD 188172.39000000 0.117906893295 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 20945.95000000 PA USD 3366.98000000 0.002109715200 Long ABS-APCP USGSE US N 2 2033-02-25 Variable 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205P4S7 830.87000000 PA USD 831.63000000 0.000521090844 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 7.50000000 N N N N N N Qualcomm Inc. H1J8DDZKZP6H7RWC0H53 747525BK8 31000.00000000 PA USD 25599.30000000 0.016040259325 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZM9 48000.00000000 PA USD 38182.44000000 0.023924726038 Long DBT CORP US N 2 2033-02-24 Variable 3.10200000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 31620MBW5 221000.00000000 PA USD 213057.30000000 0.133499523159 Long DBT CORP US N 2 2027-07-15 Fixed 4.70000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. N/A 17307G2Z0 82366.65000000 PA USD 80965.72000000 0.050732291323 Long ABS-MBS CORP US N 2 2035-10-25 Floating 3.15000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAV3 103000.00000000 PA USD 92553.50000000 0.057993075650 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N Hubbell Inc. 54930088VDQ6840Y6597 443510607 1795.00000000 NS USD 400285.00000000 0.250814483371 Long EC CORP US N 1 N N N COLT Mortgage Loan Trust N/A 19688HAA9 141941.01000000 PA USD 124209.67000000 0.077828507715 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28400000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAD4 89000.00000000 PA USD 71896.77000000 0.045049780090 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Bank N/A 065405AJ1 1519034.31000000 PA USD 66893.26000000 0.041914631944 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.10245800 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175CC6 28000.00000000 PA USD 17907.07000000 0.011220386751 Long DBT CORP US N 2 2061-12-01 Fixed 4.40000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AH3 35000.00000000 PA USD 33600.00000000 0.021053416044 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 20000.00000000 PA USD 18710.91000000 0.011724064666 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491AF0 129905.82000000 PA USD 112293.02000000 0.070361656813 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320BK7 149000.00000000 PA USD 139354.71000000 0.087318234742 Long DBT CORP US N 2 2052-09-01 Variable 6.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 22184.00000000 NS USD 842326.48000000 0.527793149659 Long EC CORP US N 1 N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 00130HCE3 16000.00000000 PA USD 13799.48000000 0.008646612905 Long DBT CORP US N 2 2026-01-15 Fixed 1.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 123960.01000000 PA USD 9599.79000000 0.006015130143 Long ABS-APCP USGA US N 2 2037-04-16 Floating 3.61086000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CB9 88000.00000000 PA USD 79310.00000000 0.049694834121 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066MAF3 144180.64000000 PA USD 144151.56000000 0.090323891848 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.74000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEN9 63000.00000000 PA USD 57854.20000000 0.036250849479 Long DBT CORP US N 2 2033-06-01 Variable 4.78900000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 346500.00000000 PA USD 284643.10000000 0.178354452631 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PBH7 27000.00000000 PA USD 20983.43000000 0.013148002435 Long DBT CORP US N 2 2031-03-15 Fixed 2.95000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558RAC3 200000.00000000 PA USD 196887.35000000 0.123367598017 Long DBT CORP FI N 2 2025-09-22 Fixed 4.75000000 N N N N N N STAR Trust N/A 85521DAA0 652884.24000000 PA USD 636196.85000000 0.398634433604 Long ABS-MBS CORP US N 2 2038-04-17 Floating 3.59400000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AV7 55000.00000000 PA USD 36642.63000000 0.022959896855 Long DBT CORP US N 2 2041-08-19 Fixed 2.75000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448FN3 34000.00000000 PA USD 30158.44000000 0.018896969778 Long DBT CORP US N 2 2052-07-18 Fixed 4.20000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMH2 100000.00000000 PA USD 99441.38000000 0.062308950748 Long DBT CORP US N 2 2024-03-25 Floating 3.61296000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAY5 287000.00000000 PA USD 268629.95000000 0.168320776764 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17322MAX4 31172.99000000 PA USD 30748.56000000 0.019266732929 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.47700000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCM9 209000.00000000 PA USD 201263.08000000 0.126109385642 Long DBT CORP JP N 2 2033-09-13 Variable 5.66900000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 18135.00000000 NS USD 4223641.50000000 2.646490527420 Long EC CORP US N 1 N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AF2 304000.00000000 PA USD 292236.46000000 0.183112374276 Long DBT CORP FR N 2 2025-03-17 Fixed 4.37500000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AP0 200000.00000000 PA USD 138312.00000000 0.086664883330 Long DBT CORP FR N 2 N/A Variable 4.75000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B93W3 52557.05000000 PA USD 5494.69000000 0.003442916506 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 3.28229000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XAZ1 245000.00000000 PA USD 232495.91000000 0.145679557197 Long DBT CORP US N 2 2032-10-01 Fixed 4.45000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BK7 183000.00000000 PA USD 169023.31000000 0.105908275791 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N Office Properties Income Trust N/A 81618TAE0 93000.00000000 PA USD 85626.63000000 0.053652769817 Long DBT CORP US N 2 2024-05-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A 35564KUW7 194841.65000000 PA USD 192994.82000000 0.120928578566 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 4.28069000 N N N N N N Deutsche Telekom International Finance B.V. 529900ERDFHS6C1M4U58 25156PBB8 146000.00000000 PA USD 137887.50000000 0.086398895976 Long DBT CORP NL N 2 2028-06-21 Fixed 4.37500000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 13000.00000000 PA USD 12607.81000000 0.007899924682 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 84861TAE8 16000.00000000 PA USD 14058.89000000 0.008809156556 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 246074.81000000 PA USD 202872.00000000 0.127117518444 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCJ7 59000.00000000 PA USD 56414.27000000 0.035348604081 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2H7 168000.00000000 PA USD 127929.92000000 0.080159578281 Long DBT CORP US N 2 2032-01-06 Fixed 2.90000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBN2 21000.00000000 PA USD 12717.43000000 0.007968611452 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 11664.00000000 NS USD 1185062.40000000 0.742547968619 Long EC CORP US N 1 N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBK6 29000.00000000 PA USD 22187.72000000 0.013902598221 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAM3 178467.42000000 PA USD 166060.24000000 0.104051646462 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.87000000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAH4 108000.00000000 PA USD 96991.38000000 0.060773805828 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 91282CFF3 1873900.00000000 PA USD 1713740.11000000 1.073812009749 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N CD Mortgage Trust N/A 125039AG2 763129.84000000 PA USD 22409.31000000 0.014041444246 Long ABS-MBS CORP US N 2 2050-11-13 Variable 1.01775300 N N N N N N Credit Suisse Mortgage Capital Trust N/A 126407AA3 40956.17000000 PA USD 38183.26000000 0.023925239842 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBU8 148000.00000000 PA USD 126452.32000000 0.079233729247 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZN7 62000.00000000 PA USD 43080.39000000 0.026993731369 Long DBT CORP US N 2 2043-02-24 Variable 3.43600000 N N N N N N Stellantis Finance US Inc. 549300QZ0AI8Q7LNON33 85855CAD2 245000.00000000 PA USD 236374.92000000 0.148110105154 Long DBT CORP US N 2 2028-01-12 Fixed 5.62500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392MJE3 13226.77000000 PA USD 13753.76000000 0.008617965221 Long ABS-APCP USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Avantor, Inc. 5493003VM0XB4U8YD238 05352A100 12554.00000000 NS USD 246058.40000000 0.154177674594 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MY4 58000.00000000 PA USD 44598.32000000 0.027944850768 Long DBT CORP US N 2 2032-05-01 Variable 2.56100000 N N N N N N GS Mortgage Securities Trust 549300SSCQUZ3RRV2T53 36197XAL8 752.46000000 PA USD 751.67000000 0.000470988727 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 2.67800000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C14 549300GADFYEKC4OLM57 92890PAG9 155000.00000000 PA USD 152337.86000000 0.095453343627 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGL2 81000.00000000 PA USD 54234.23000000 0.033982613334 Long DBT CORP US N 2 2041-09-03 Fixed 2.85000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGZ6 19000.00000000 PA USD 18015.04000000 0.011288039648 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AK1 89000.00000000 PA USD 85707.73000000 0.053703586247 Long DBT CORP US N 2 2025-12-03 Fixed 4.30000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A9XT0 63596.51000000 PA USD 3085.19000000 0.001933148471 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505GB4 195000.00000000 PA USD 156975.00000000 0.098358928081 Long DBT CORP US N 2 N/A Variable 4.37500000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BL3 14000.00000000 PA USD 13719.59000000 0.008596554649 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Waste Connections, Inc. 549300HDLRTPBQU69P29 94106B101 2782.00000000 NS USD 375931.66000000 0.235554929827 Long EC CORP CA N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKY4 175000.00000000 PA USD 162572.19000000 0.101866070038 Long DBT CORP US N 2 2033-07-22 Variable 5.01500000 N N N N N N GS Mortgage Securities Trust N/A 36252RAQ2 23992.68000000 PA USD 23776.03000000 0.014897817008 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.64800000 N N N N N N Flagstar Mortgage Trust N/A 33851TAF4 320337.17000000 PA USD 276905.44000000 0.173506114084 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31283HB20 3778.21000000 PA USD 3900.96000000 0.002444301602 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HU0 189000.00000000 PA USD 171759.86000000 0.107622970008 Long DBT CORP US N 2 2032-11-15 Fixed 4.10000000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. N/A 709599BN3 44000.00000000 PA USD 41337.74000000 0.025901804718 Long DBT CORP US N 2 2027-07-01 Fixed 4.40000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433WE2 9750.77000000 PA USD 9493.91000000 0.005948786818 Long ABS-MBS CORP US N 2 2034-04-21 Variable 3.21437300 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516106 2936.00000000 NS USD 490223.92000000 0.307169289958 Long EC CORP US N 1 N N N COLT Mortgage Loan Trust N/A 19688JAA5 11552.48000000 PA USD 11338.99000000 0.007104895059 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85300000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 822582CL4 97000.00000000 PA USD 64496.23000000 0.040412677484 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N Stellantis Finance US Inc. 549300QZ0AI8Q7LNON33 85855CAE0 11000.00000000 PA USD 10191.73000000 0.006386033687 Long DBT CORP US N 2 2032-09-12 Fixed 6.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 178000.00000000 PA USD 167010.39000000 0.104647000725 Long DBT CORP US N 2 2028-04-27 Variable 4.37600000 N N N N N N Countrywide Home Loans Mortgage Pass-Through Trust N/A 126694K56 18136.61000000 PA USD 10396.36000000 0.006514252750 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBP0 180000.00000000 PA USD 171772.40000000 0.107630827444 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 18000.00000000 PA USD 16522.78000000 0.010353004807 Long DBT CORP US N 2 2026-04-28 Variable 2.18800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 11000.00000000 PA USD 10046.03000000 0.006294739559 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2U4 23000.00000000 PA USD 20024.29000000 0.012547015129 Long DBT CORP US N 2 2026-01-08 Fixed 1.45000000 N N N N N N Tricon American Homes Trust N/A 89613JAA8 268484.42000000 PA USD 221805.67000000 0.138981162246 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A 161175CE2 78000.00000000 PA USD 49669.21000000 0.031122218533 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 025816DA4 193000.00000000 PA USD 175698.90000000 0.110091132149 Long DBT CORP US N 2 2033-08-03 Variable 4.42000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513E101 10517.00000000 NS USD 860921.62000000 0.539444674028 Long EC CORP US N 1 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 225000.00000000 PA USD 156597.98000000 0.098122691209 Long DBT CORP GB N 2 N/A Variable 4.60000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2K4 227000.00000000 PA USD 219480.02000000 0.137523933763 Long DBT CORP US N 2 2027-09-15 Fixed 4.35000000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 1897.00000000 NS USD 348649.63000000 0.218460289109 Long EC CORP US N 1 N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244BC2 81000.00000000 PA USD 67130.08000000 0.042063020932 Long DBT CORP US N 2 2032-02-14 Fixed 3.00000000 N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 127780.12000000 PA USD 108199.36000000 0.067796611363 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDH6 211000.00000000 PA USD 194855.32000000 0.122094348821 Long DBT CORP US N 2 2033-07-25 Variable 4.91200000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAW7 41000.00000000 PA USD 40743.39000000 0.025529391092 Long DBT CORP US N 2 2023-06-08 Fixed 4.12500000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 53606.71000000 PA USD 43714.86000000 0.027391283776 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N East West Bancorp, Inc. N/A 27579R104 7053.00000000 NS USD 473538.42000000 0.296714326464 Long EC CORP US N 1 N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAE8 255788.60000000 PA USD 204364.43000000 0.128052659804 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAG4 120642.11000000 PA USD 119986.03000000 0.075182018127 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 36143L2D6 212000.00000000 PA USD 172038.86000000 0.107797788552 Long DBT CORP US N 2 2028-09-15 Fixed 1.95000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AYAT0 350228.90000000 PA USD 25201.60000000 0.015791064576 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 2.81600000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBP5 133000.00000000 PA USD 93472.41000000 0.058568855249 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395LMA6 141496.25000000 PA USD 7836.94000000 0.004910546378 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 3.88229000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 24000.00000000 PA USD 21566.17000000 0.013513141353 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N Piedmont Healthcare, Inc. N/A 72014TAD1 56000.00000000 PA USD 37800.26000000 0.023685255963 Long DBT CORP US N 2 2042-01-01 Fixed 2.71900000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AK1 71000.00000000 PA USD 69132.49000000 0.043317710540 Long DBT CORP US N 2 2027-11-01 Fixed 4.62500000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBT6 165000.00000000 PA USD 129526.67000000 0.081160085486 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N Jackson Financial Inc. 213800WXW2KG1N4CO374 46817MAS6 91000.00000000 PA USD 83352.70000000 0.052227948556 Long DBT CORP US N 2 2032-06-08 Fixed 5.67000000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2G3 76000.00000000 PA USD 73641.50000000 0.046143010048 Long DBT CORP US N 2 2026-06-04 Floating 3.43446100 N N N N N N Oceanview Mortgage Trust N/A 67647WAE7 149849.35000000 PA USD 130113.10000000 0.081527536521 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06055HAB9 295000.00000000 PA USD 279512.50000000 0.175139671192 Long DBT CORP US N 2 N/A Variable 6.12500000 N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377REZ3 415000.00000000 PA USD 392944.00000000 0.246214687919 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.83000000 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBR0 72000.00000000 PA USD 51520.30000000 0.032282092578 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224SHT2 226.33000000 PA USD 226.47000000 0.000141903783 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 128992.00000000 0.080825066737 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BJ98 9114.55000000 PA USD 1053.91000000 0.000660369217 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 5.01600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394U2V3 9633.91000000 PA USD 9618.04000000 0.006026565406 Long ABS-APCP USGSE US N 2 2025-12-25 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 200000.00000000 PA USD 168289.83000000 0.105448684732 Long DBT CORP GB N 2 2027-11-22 Variable 2.25100000 N N N N N N Med Trust N/A 58403YAK2 222000.00000000 PA USD 212496.18000000 0.133147931111 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.26800000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAK6 270000.00000000 PA USD 251747.24000000 0.157742243503 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.11570000 N N N N N N Race Point VIII CLO Ltd. 5493008ABAJEYBWITR69 74982LAY6 237352.45000000 PA USD 233710.99000000 0.146440913886 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 4.02400000 N N N N N N Qualcomm Inc. H1J8DDZKZP6H7RWC0H53 747525BJ1 29000.00000000 PA USD 20776.59000000 0.013018398608 Long DBT CORP US N 2 2050-05-20 Fixed 3.25000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513BZ7 124000.00000000 PA USD 123164.16000000 0.077173401851 Long DBT CORP US N 2 2027-03-03 Floating 3.86446000 N N N N N N Dryden 93 CLO Ltd. 5493009K6Z2DW3X76185 26190TAA9 100056.00000000 PA USD 96247.57000000 0.060307742097 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 3.59200000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150AX2 45000.00000000 PA USD 31889.10000000 0.019981383618 Long DBT CORP US N 2 2036-08-15 Variable 2.48700000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324P102 3853.00000000 NS USD 1945919.12000000 1.219293000650 Long EC CORP US N 1 N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GJ7 92000.00000000 PA USD 79828.75000000 0.050019877560 Long DBT CORP US N 2 2052-05-15 Fixed 4.62500000 N N N N N N General Motors Co. 54930070NSV60J38I987 37045V100 9343.00000000 NS USD 299816.87000000 0.187862181583 Long EC CORP US N 1 N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CV1 21000.00000000 PA USD 13533.44000000 0.008479914965 Long DBT CORP US N 2 2050-10-15 Fixed 2.85000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAG8 140000.00000000 PA USD 93063.65000000 0.058312730418 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076CS9 180000.00000000 PA USD 172227.60000000 0.107916051104 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 13032UD88 100000.00000000 PA USD 87388.44000000 0.054756701927 Long DBT MUN US N 2 2037-06-01 Fixed 4.19000000 N N N N N N CACI International Inc. SYRPI2D1O9WRTS2WX210 127190304 1315.00000000 NS USD 343293.90000000 0.215104443516 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203LDT6 114.87000000 PA USD 114.92000000 0.000072007695 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FLN59 2040103.61000000 PA USD 35396.82000000 0.022179285062 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.78534000 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 1349.00000000 NS USD 412132.99000000 0.258238312620 Long EC CORP US N 1 N N N Hertz Vehicle Financing III L.P. N/A 42806MAE9 113000.00000000 PA USD 96846.68000000 0.060683138290 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N Seagen Inc. N/A 81181C104 2675.00000000 NS USD 366020.25000000 0.229344541782 Long EC CORP US N 1 N N N Continental Resources, Inc. XXRTID9RYWOZ0UPIVR53 212015AV3 30000.00000000 PA USD 22009.50000000 0.013790927393 Long DBT CORP US N 2 2032-04-01 Fixed 2.87500000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BE2 35000.00000000 PA USD 34370.47000000 0.021536184659 Long DBT CORP US N 2 2031-01-15 Fixed 6.35000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CKG6 3553.52000000 PA USD 257.29000000 0.000161215280 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 3.66600000 N N N N N N COLT Mortgage Loan Trust N/A 12659YAA2 245377.54000000 PA USD 224791.96000000 0.140852340990 Long ABS-MBS CORP US N 2 2067-02-25 Variable 3.90100000 N N N N N N Invitation Homes Operating Partnership L.P. 549300147YMUQB3GW319 46188BAB8 13000.00000000 PA USD 10433.20000000 0.006537336317 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DXZ8 180960.06000000 PA USD 11586.96000000 0.007260270522 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 3.51600000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 571000.00000000 PA USD 472735.98000000 0.296211525774 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N MongoDB, Inc. 549300TPTG69WKWE1Z37 60937P106 673.00000000 NS USD 133630.88000000 0.083731741458 Long EC CORP US N 1 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BN8 203000.00000000 PA USD 195296.15000000 0.122370568386 Long DBT CORP GB N 2 N/A Variable 6.25000000 N N N N Y HSBC Holdings PLC USD XXXX N N N Avangrid, Inc. 549300OX0Q38NLSKPB49 05351W103 15439.00000000 NS USD 643806.30000000 0.403402437077 Long EC CORP US N 1 N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BX1 67000.00000000 PA USD 57736.17000000 0.036176893089 Long DBT CORP US N 2 2052-04-22 Fixed 4.37500000 N N N N N N Verus Securitization Trust N/A 92538WAA5 133770.13000000 PA USD 118444.33000000 0.074216004689 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.72400000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643PBJ8 105000.00000000 PA USD 100372.47000000 0.062892362211 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AXEJ8 59613.11000000 PA USD 2957.48000000 0.001853126692 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N PNC Bank, N.A. AD6GFRVSDT01YPT1CS68 05552JAA7 252000.00000000 PA USD 241822.86000000 0.151523728589 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ARKB1 150124.90000000 PA USD 7495.47000000 0.004696584772 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABX4 61000.00000000 PA USD 48650.44000000 0.030483867680 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 33000.00000000 PA USD 32561.17000000 0.020402495800 Long DBT CORP US N 2 2024-07-23 Variable 3.79700000 N N N N N N Sonic Capital LLC N/A 83546DAN8 99000.00000000 PA USD 79174.87000000 0.049610163046 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.19000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACW3 104000.00000000 PA USD 98491.21000000 0.061713583953 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BH2 11000.00000000 PA USD 9914.04000000 0.006212035976 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AM7 125000.00000000 PA USD 122731.98000000 0.076902602287 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AZ8 49000.00000000 PA USD 44471.72000000 0.027865524504 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA6 N/A 35564KH36 100000.00000000 PA USD 99445.36000000 0.062311444575 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 4.43502000 N N N N N N Synchrony Card Funding LLC N/A 87166PAH4 354000.00000000 PA USD 344919.94000000 0.216123303535 Long ABS-O CORP US N 2 2028-07-15 Fixed 3.86000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAW1 238000.00000000 PA USD 206760.40000000 0.129553950079 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235P108 8165.00000000 NS USD 574734.35000000 0.360122660282 Long EC CORP US N 1 N N N Verus Securitization Trust N/A 92538QAA8 198821.74000000 PA USD 169204.80000000 0.106021995568 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HHA1 303000.00000000 PA USD 302997.80000000 0.189855319758 Long DBT CORP US N 2 N/A Variable 6.27586000 N N N N N Verus Securitization Trust N/A 92539NAA4 97517.33000000 PA USD 94966.38000000 0.059504961558 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15200000 N N N N N N Catalent, Inc. N/A 148806102 3807.00000000 NS USD 275474.52000000 0.172609514260 Long EC CORP US N 1 N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAH7 189122.53000000 PA USD 163969.16000000 0.102741397140 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFR0 15000.00000000 PA USD 11273.99000000 0.007064166724 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296XJA4 3822.13000000 PA USD 3948.20000000 0.002473901703 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Madison Park Funding XLVIII Ltd. N/A 55821UAA2 618000.00000000 PA USD 602355.33000000 0.377429683600 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 3.88757000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYN8 60000.00000000 PA USD 46059.10000000 0.028860160563 Long DBT CORP US N 2 2032-10-21 Variable 2.65000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22550L2K6 250000.00000000 PA USD 230829.76000000 0.144635564663 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 150000.00000000 PA USD 129446.28000000 0.081109713935 Long DBT CORP GB N 2 2030-07-18 Variable 3.96000000 N N N N N N Silgan Holdings Inc. KAF673KJXD92C8KSLU49 827048109 12636.00000000 NS USD 531217.44000000 0.332855409949 Long EC CORP US N 1 N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 200000.00000000 PA USD 146379.68000000 0.091720009031 Long DBT CORP GB N 2 2032-06-29 Variable 2.67800000 N N N N N N Fifth Third Bank, N.A. QFROUN1UWUYU0DVIWD51 31677AAB0 160000.00000000 PA USD 151282.64000000 0.094792153577 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CA1 74000.00000000 PA USD 61082.77000000 0.038273838391 Long DBT CORP US N 2 2032-03-03 Fixed 2.90000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 31796.91000000 PA USD 5921.23000000 0.003710182103 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088MAL6 18000.00000000 PA USD 13641.55000000 0.008547655584 Long DBT CORP US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Symphony CLO XXII Ltd. N/A 87167GAA8 250000.00000000 PA USD 242956.50000000 0.152234055808 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 4.03029000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DUU1 2394.61000000 PA USD 2924.98000000 0.001832762525 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 12.89200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3A9 79000.00000000 PA USD 75425.93000000 0.047261115619 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36263KAF8 171221.66000000 PA USD 148692.28000000 0.093169060518 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N N/A N/A N/A 12.00000000 NC USD -40070.52000000 -0.02510777763 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-30 2504758.03000000 USD -40070.52000000 N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512109 5053.00000000 NS USD 584682.63000000 0.366356150691 Long EC CORP US N 1 N N N CSL Finance PLC 2549007CCNBNAF4HBC02 12661PAD1 31000.00000000 PA USD 27087.38000000 0.016972675020 Long DBT CORP GB N 2 2042-04-27 Fixed 4.62500000 N N N N N N Qualcomm Inc. H1J8DDZKZP6H7RWC0H53 747525103 5001.00000000 NS USD 565012.98000000 0.354031349355 Long EC CORP US N 1 N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 09261HAY3 114000.00000000 PA USD 112667.68000000 0.070596414933 Long DBT CORP US N 2 2025-09-29 Fixed 7.05000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAN9 194000.00000000 PA USD 177968.61000000 0.111513309200 Long DBT CORP US N 2 2052-12-15 Variable 6.87500000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BQ7 200000.00000000 PA USD 133962.01000000 0.083939224126 Long DBT CORP AU N 2 2041-03-11 Fixed 3.30500000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABJ5 30000.00000000 PA USD 30095.99000000 0.018857839248 Long DBT CORP US N 2 2023-04-06 Fixed 5.75000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446RAY5 51000.00000000 PA USD 38329.16000000 0.024016659288 Long DBT CORP US N 2 2031-12-01 Fixed 2.25000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BV5 76000.00000000 PA USD 72300.69000000 0.045302872227 Long DBT CORP US N 2 2027-04-22 Fixed 3.62500000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AL9 63000.00000000 PA USD 60678.47000000 0.038020508149 Long DBT CORP US N 2 2032-11-01 Fixed 5.00000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAB8 112000.00000000 PA USD 96276.03000000 0.060325574841 Long DBT CORP US N 2 2026-09-16 Fixed 2.75000000 N N N N N N Cedar Funding IX CLO Ltd. N/A 15033EAA6 250000.00000000 PA USD 244291.75000000 0.153070709789 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 3.68986000 N N N N N N OBX Trust N/A 67117YAA2 357000.00000000 PA USD 356138.77000000 0.223152907568 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.10000000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AE9 49000.00000000 PA USD 37835.83000000 0.023707543761 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N Ginnie Mae II Pool 549300M8ZYFG0OCMTT87 21H0226A4 4465000.00000000 PA USD 3838068.64000000 2.404894520368 Long ABS-MBS USGA US N 2 2052-10-01 Fixed 2.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137FGV77 26679.28000000 PA USD 2281.68000000 0.001429677330 Long ABS-APCP USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Willis North America Inc. 5493004KVU1HWZCP0C66 970648AL5 90000.00000000 PA USD 85601.38000000 0.053636948425 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCC0 59000.00000000 PA USD 53924.20000000 0.033788351709 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 13000.00000000 PA USD 12686.63000000 0.007949312487 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BL7 12000.00000000 PA USD 9625.14000000 0.006031014193 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 025676AM9 30000.00000000 PA USD 28508.65000000 0.017863228253 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36203YZA5 108.54000000 PA USD 108.62000000 0.000068060180 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.50000000 N N N N N N Neuberger Berman Loan Advisers Clo 40 Ltd. 549300Y2YE54ON4DJE28 64134JAA1 250000.00000000 PA USD 243190.75000000 0.152380834460 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 3.80029000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAN1 309000.00000000 PA USD 287384.70000000 0.180072311126 Long DBT CORP US N 2 2026-09-15 Fixed 3.45900000 N N N N N N COLT Mortgage Loan Trust N/A 19685EAA9 147530.48000000 PA USD 131179.37000000 0.082195650387 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.99400000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GD4 250000.00000000 PA USD 233024.65000000 0.146010860268 Long DBT CORP US N 2 2063-01-20 Fixed 5.15000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31398LPG7 14777.48000000 PA USD 1028.22000000 0.000644272126 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 3.43229000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 137000.00000000 PA USD 131686.10000000 0.082513162218 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397M4E4 6.46000000 PA USD 0.04000000 0.000000025063 Long ABS-APCP USGSE US N 2 2024-02-25 Floating 3.61600000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YCV9 50000.00000000 PA USD 49125.61000000 0.030781604338 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 826179.75000000 0.517675773931 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.98700000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DJ3 37000.00000000 PA USD 30095.43000000 0.018857488357 Long DBT CORP US N 2 2051-09-15 Variable 3.75000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBF4 11000.00000000 PA USD 13315.94000000 0.008343631691 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136APZR6 220914.83000000 PA USD 28122.52000000 0.017621283148 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJF8 136000.00000000 PA USD 131177.86000000 0.082194704237 Long DBT CORP US N 2 2028-07-22 Variable 4.54800000 N N N N N N California State University N/A 13077DRV6 140000.00000000 PA USD 92906.48000000 0.058214249305 Long DBT MUN US N 2 2052-11-01 Fixed 2.93900000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBP9 49000.00000000 PA USD 35969.84000000 0.022538333528 Long DBT CORP US N 2 2082-01-15 Variable 3.25000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBM6 27000.00000000 PA USD 26717.60000000 0.016740974657 Long DBT CORP CA N 2 2024-02-16 Floating 3.30440000 N N N N N N Mylan Inc. 30ZMPDNA1RHIBH89C294 628530AV9 26000.00000000 PA USD 25866.03000000 0.016207389613 Long DBT CORP US N 2 2023-01-15 Fixed 3.12500000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDR2 250000.00000000 PA USD 236092.81000000 0.147933337916 Long DBT CORP NL N 2 2028-08-22 Variable 4.65500000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 23703.37000000 PA USD 3936.81000000 0.002466764845 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GB8 247000.00000000 PA USD 234747.56000000 0.147090418037 Long DBT CORP US N 2 2033-01-20 Fixed 4.50000000 N N N N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 22966RAH9 15000.00000000 PA USD 12195.11000000 0.007641331087 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NS6 93000.00000000 PA USD 88456.24000000 0.055425774477 Long DBT CORP US N 2 2028-05-24 Variable 4.65800000 N N N N N Drive Auto Receivables Trust N/A 26208KAG5 13218.57000000 PA USD 13237.00000000 0.008294168695 Long ABS-O CORP US N 2 2024-09-16 Fixed 4.30000000 N N N N N N Chase Home Lending Mortgage Trust N/A 16158RAR7 4413.83000000 PA USD 4193.35000000 0.002627510183 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 205000.00000000 PA USD 192689.14000000 0.120737042608 Long DBT CORP CH N 2 2028-05-12 Variable 4.75100000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFV1 19000.00000000 PA USD 11087.91000000 0.006947570901 Long DBT CORP US N 2 2060-11-20 Fixed 3.00000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BS7 55000.00000000 PA USD 46168.06000000 0.028928433783 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 4876.00000000 NS USD 328398.60000000 0.205771201016 Long EC CORP US N 1 N N N Visio Trust N/A 92837MAA5 58157.38000000 PA USD 54949.36000000 0.034430706471 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 7603.00000000 NS USD 292943.59000000 0.183555454695 Long EC CORP US N 1 N N Tampa Electric Co. WS423EPRKJIIJUITXD73 875127BK7 105000.00000000 PA USD 103133.90000000 0.064622645981 Long DBT CORP US N 2 2024-07-12 Fixed 3.87500000 N N N N N N BX Trust N/A 12433EAA9 185000.00000000 PA USD 178261.08000000 0.111696567908 Long ABS-MBS CORP US N 2 2039-01-15 Floating 3.84538000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAQ6 38000.00000000 PA USD 29968.83000000 0.018778162093 Long DBT CORP US N 2 2033-01-25 Variable 3.05700000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 16019.57000000 PA USD 1581.17000000 0.000990744935 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N MFA Trust N/A 552732AA7 169633.38000000 PA USD 146751.01000000 0.091952680608 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.90600000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAG5 172000.00000000 PA USD 159047.17000000 0.099657328591 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 20753YCH3 144947.38000000 PA USD 143345.60000000 0.089818885562 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 4.28069000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477BV4 44000.00000000 PA USD 39765.61000000 0.024916724154 Long DBT CORP US N 2 2033-08-04 Variable 4.16400000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCJ7 200000.00000000 PA USD 149916.71000000 0.093936275821 Long DBT CORP JP N 2 2031-09-17 Fixed 2.22200000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2K6 46000.00000000 PA USD 40618.09000000 0.025450879395 Long DBT CORP US N 2 2026-11-12 Fixed 2.95000000 N N N N N N Banc of America Funding Trust N/A 059522AW2 5557.58000000 PA USD 5351.08000000 0.003352931950 Long ABS-MBS CORP US N 2 2036-05-20 Variable 3.08066600 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 135000.00000000 PA USD 94550.75000000 0.059244532054 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CY2 53000.00000000 PA USD 34068.56000000 0.021347010943 Long DBT CORP US N 2 2052-06-15 Fixed 2.90000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AAQJ7 134470.55000000 PA USD 13744.69000000 0.008612282052 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 3.06600000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDP6 250000.00000000 PA USD 206996.19000000 0.129701693680 Long DBT CORP NL N 2 2033-04-06 Variable 3.75800000 N N N N N N BPCE 9695005MSX1OYEMGDF46 05578AAW8 250000.00000000 PA USD 246650.04000000 0.154548390162 Long DBT CORP FR N 2 2025-01-14 Floating 2.87650800 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254HAA2 425000.00000000 PA USD 406251.13000000 0.254552799355 Long DBT CORP AU N 2 N/A Variable 6.75000000 N N N N Y Australia and New Zealand Banking Group Ltd. USD XXXX N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXN9 285000.00000000 PA USD 275669.80000000 0.172731874709 Long DBT CORP US N 2 2026-12-09 Floating 3.64895200 N N N N N N 2022-10-30 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Sheri Morris Sheri Morris President XXXX