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 2023-12-31 2023-06-30 N 209932491.89 33085074.64 176847417.25 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 28323968.58000000 0.00000000 0.00000000 27020838.45000000 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 68000.00000000 PA USD 69018.85000000 0.039027344064 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AU9 79000.00000000 PA USD 78475.63000000 0.044374767367 Long DBT CORP US N 2 2031-04-20 Fixed 4.65000000 N N N N N N SG Residential Mortgage Trust N/A 78433QAA3 272178.79000000 PA USD 240281.29000000 0.135869267268 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.16600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CY63 108588.70000000 PA USD 108949.01000000 0.061606220602 Long ABS-APCP USGSE US N 2 2035-04-25 Fixed 5.50000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AN2 7000.00000000 PA USD 6930.56000000 0.003918948949 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866F104 7481.00000000 NS USD 845951.48000000 0.478351051519 Long EC CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967LW9 7000.00000000 PA USD 6596.08000000 0.003729814154 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Federal National Mortgage Association N/A 01F052672 3800000.00000000 PA USD 3781890.64000000 2.138504875450 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBJ3 302000.00000000 PA USD 295765.60000000 0.167243381101 Long DBT CORP US N 2 2030-05-17 Fixed 4.30000000 N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 117000.00000000 PA USD 118659.82000000 0.067097287506 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N GSR Mortgage Loan Trust N/A 362341FR5 3743.05000000 PA USD 3493.99000000 0.001975708808 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.65953900 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066NAG9 130000.00000000 PA USD 126666.03000000 0.071624472649 Long ABS-O CORP US N 2 2025-09-18 Fixed 2.58000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BG7 19000.00000000 PA USD 19336.63000000 0.010934075431 Long DBT CORP US N 2 2032-11-15 Fixed 6.10000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625HRY8 5000.00000000 PA USD 4759.67000000 0.002691399215 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCCL8 23011.31000000 PA USD 3496.29000000 0.001977009364 Long ABS-APCP USGSE US N 2 2034-01-25 Fixed 5.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHD6 3579900.00000000 PA USD 3535081.33000000 1.998944279182 Long DBT UST US N 2 2025-05-31 Fixed 4.25000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392FJ81 25943.34000000 PA USD 2605.70000000 0.001473417050 Long ABS-APCP USGSE US N 2 2032-12-25 Floating 2.84957000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2M0 186000.00000000 PA USD 185803.49000000 0.105064293778 Long DBT CORP US N 2 2025-03-30 Floating 5.89179800 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAG7 118000.00000000 PA USD 119209.06000000 0.067407860320 Long DBT CORP US N 2 2030-03-22 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXX7 48000.00000000 PA USD 47051.40000000 0.026605647247 Long DBT CORP US N 2 2027-03-09 Floating 5.89993500 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEN8 28000.00000000 PA USD 28087.06000000 0.015882086624 Long DBT CORP US N 2 2025-10-15 Fixed 5.15000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810TS7 191100.00000000 PA USD 186501.66000000 0.105459080432 Long DBT UST US N 2 2043-05-15 Fixed 3.87500000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CS4 58000.00000000 PA USD 58528.59000000 0.033095529982 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WEH0 55000.00000000 PA USD 53766.11000000 0.030402541827 Long DBT CORP US N 2 2030-04-17 Fixed 4.60000000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 58507LBC2 183000.00000000 PA USD 179433.75000000 0.101462465661 Long DBT CORP LU N 2 2033-03-30 Fixed 4.50000000 N N N N N N Vulcan Materials Co. 549300Q8LSNHAVWBNI21 929160109 4430.00000000 NS USD 998699.20000000 0.564723655866 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394EC97 10746.01000000 PA USD 10614.08000000 0.006001829240 Long ABS-APCP USGSE US N 2 2035-08-25 Floating 5.40043000 N N N N N N Alphabet Inc. 5493006MHB84DD0ZWV18 02079K305 27339.00000000 NS USD 3272478.30000000 1.850452978554 Long EC CORP US N 1 N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBM6 61000.00000000 PA USD 61843.02000000 0.034969704936 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYR9 50000.00000000 PA USD 48979.49000000 0.027695903486 Long DBT CORP US N 2 2027-10-21 Floating 5.96615400 N N N N N N California State University N/A 13077DRW4 90000.00000000 PA USD 63085.10000000 0.035672050506 Long DBT MUN US N 2 2052-11-01 Fixed 2.71900000 N N N N N N Octagon Investment Partners 49 Ltd. N/A 67578FAA5 339000.00000000 PA USD 336958.54000000 0.190536308214 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.48029000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394F4M4 16667.31000000 PA USD 1168.23000000 0.000660586407 Long ABS-APCP USGSE US N 2 2035-10-25 Floating 0.94957000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781CA0 91000.00000000 PA USD 89791.25000000 0.050773288858 Long DBT CORP US N 2 2026-06-24 Fixed 4.50000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EZ2 24000.00000000 PA USD 23483.06000000 0.013278712443 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Z5 25000.00000000 PA USD 21945.89000000 0.012409505516 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B26D7 34100.25000000 PA USD 1324.62000000 0.000749018572 Long ABS-APCP USGSE US N 2 2028-05-15 Fixed 2.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397NP41 9905.86000000 PA USD 9973.65000000 0.005639692201 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 6.09043000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEU2 70000.00000000 PA USD 68051.19000000 0.038480171810 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46644ABH4 1903701.93000000 PA USD 25430.60000000 0.014379966863 Long ABS-MBS CORP US N 2 2048-02-15 Variable 1.27705800 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AL4 34000.00000000 PA USD 28007.50000000 0.015837098689 Long DBT CORP US N 2 N/A Variable 3.75000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGC2 100000.00000000 PA USD 97698.02000000 0.055244244738 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636ABB6 200000.00000000 PA USD 173879.55000000 0.098321792143 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 270529.16000000 0.152973203797 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 6.51043000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31394YF74 11580.23000000 PA USD 238.15000000 0.000134664109 Long ABS-APCP USGSE US N 2 2026-07-15 Floating 2.54257000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HQY1 117053.54000000 PA USD 9570.85000000 0.005411925234 Long ABS-APCP USGA US N 2 2047-10-16 Floating 1.04186000 N N N N N N Baxter International Inc. J5OIVXX3P24RJRW5CK77 071813109 9339.00000000 NS USD 425484.84000000 0.240594319451 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 31364HF69 529.09000000 PA USD 2.71000000 0.000001532394 Long ABS-APCP USGSE US N 2 2023-11-25 Fixed 7.50000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31396XUE2 29480.24000000 PA USD 1926.86000000 0.001089560724 Long ABS-APCP USGSE US N 2 2037-06-25 Floating 1.38957000 N N N N N N Life Mortgage Trust N/A 53218CAC4 211338.58000000 PA USD 205245.67000000 0.116058053429 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.14148000 N N N N N N NVIDIA Corp. 549300S4KLFTLO7GSQ80 67066G104 6067.00000000 NS USD 2566462.34000000 1.451229754954 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAKM1 25100.75000000 PA USD 3643.00000000 0.002059967884 Long ABS-APCP USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135106 27254.00000000 NS USD 3552831.44000000 2.008981242274 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394AHA7 19496.16000000 PA USD 1004.61000000 0.000568065972 Long ABS-APCP USGSE US N 2 2030-11-25 Floating 1.94957000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AGZ2 28388.07000000 PA USD 27277.99000000 0.015424590544 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.64613000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAH8 6000.00000000 PA USD 4731.56000000 0.002675504156 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Essential Properties, L.P. 254900XX9FNFCDE1NX02 29670VAA7 6000.00000000 PA USD 4503.23000000 0.002546392856 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807CJ9 36000.00000000 PA USD 35106.04000000 0.019851033476 Long DBT CORP US N 2 2053-03-15 Fixed 4.95000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CQ5 5000.00000000 PA USD 4103.99000000 0.002320638923 Long DBT CORP US N 2 2031-10-14 Fixed 2.25000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBP2 30000.00000000 PA USD 29488.12000000 0.016674328898 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833EA4 12000.00000000 PA USD 7928.13000000 0.004483034088 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZX5 89000.00000000 PA USD 87286.68000000 0.049357056697 Long DBT CORP CA N 2 2033-02-01 Fixed 5.00000000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAE3 200000.00000000 PA USD 202802.96000000 0.114676800573 Long DBT CORP US N 2 2032-12-06 Fixed 5.37500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEL3 79000.00000000 PA USD 73080.54000000 0.041324064064 Long DBT CORP US N 2 2025-05-23 Variable 3.87800000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CF0 119000.00000000 PA USD 92249.40000000 0.052163272404 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M5F54 15629.77000000 PA USD 16179.62000000 0.009148915065 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FC2 79000.00000000 PA USD 76873.50000000 0.043468828211 Long DBT CORP US N 2 2030-04-15 Fixed 4.00000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQG4 3946.84000000 PA USD 649.44000000 0.000367231826 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 196239.65000000 0.110965516517 Long DBT CORP JP N 2 2033-07-20 Variable 1.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C5V9 15836.79000000 PA USD 16236.69000000 0.009181185822 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 7.50000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282XVL2 2498.28000000 PA USD 2349.03000000 0.001328280636 Long ABS-APCP USGSE US N 2 2026-06-01 None 0.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PER9 54000.00000000 PA USD 56145.52000000 0.031748001114 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KCH1 36000.00000000 PA USD 35226.19000000 0.019918973399 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAL0 6000.00000000 PA USD 5752.40000000 0.003252747531 Long DBT CORP US N 2 2032-05-13 Fixed 4.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BR5 291000.00000000 PA USD 289841.02000000 0.163893272803 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EA4 65000.00000000 PA USD 66938.93000000 0.037851234154 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 114000.00000000 PA USD 110702.03000000 0.062597481897 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS23 45000.00000000 PA USD 44750.71000000 0.025304700908 Long DBT CORP US N 2 2025-10-03 Fixed 4.95000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GK4 69000.00000000 PA USD 68234.87000000 0.038584035357 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Progress Residential Trust N/A 74332YAA7 207965.74000000 PA USD 197955.93000000 0.111936002842 Long ABS-MBS CORP US N 2 2039-06-17 Fixed 4.45100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 44000.00000000 PA USD 43420.70000000 0.024552634511 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAU6 122000.00000000 PA USD 115948.89000000 0.065564367183 Long DBT CORP US N 2 2053-03-15 Fixed 5.50000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBP4 82000.00000000 PA USD 82344.91000000 0.046562687360 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AX2 35000.00000000 PA USD 36302.38000000 0.020527514941 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395MTC3 6439.09000000 PA USD 305.82000000 0.000172928734 Long ABS-APCP USGSE US N 2 2035-02-15 Floating 1.64257000 N N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 31648.52000000 PA USD 26360.81000000 0.014905962671 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N Manulife Financial Corp. 5493007GBX87QOZACS27 56501RAE6 5000.00000000 PA USD 4659.44000000 0.002634723239 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Becton, Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887CQ0 49000.00000000 PA USD 48362.34000000 0.027346930338 Long DBT CORP US N 2 2028-02-13 Fixed 4.69300000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CG1 91000.00000000 PA USD 93539.88000000 0.052892986199 Long DBT CORP US N 2 2053-02-27 Fixed 4.87500000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457108 3044.00000000 NS USD 1427575.12000000 0.807235492719 Long EC CORP US N 1 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BE4 44000.00000000 PA USD 37929.72000000 0.021447709324 Long DBT CORP US N 2 2037-05-21 Variable 5.64100000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UPL4 33768.72000000 PA USD 1769.75000000 0.001000721428 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HV8 36000.00000000 PA USD 32560.40000000 0.018411577905 Long DBT CORP US N 2 2052-11-15 Fixed 4.50000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CL8 120000.00000000 PA USD 116869.56000000 0.066084968509 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N Howmet Aerospace Inc. 549300HO5WFZUT5N2T22 443201108 15298.00000000 NS USD 758168.88000000 0.428713572292 Long EC CORP US N 1 N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAJ4 72000.00000000 PA USD 71563.96000000 0.040466499942 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBR6 61000.00000000 PA USD 58438.14000000 0.033044384197 Long DBT CORP US N 2 2053-01-15 Fixed 4.80000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAL0 37000.00000000 PA USD 36189.74000000 0.020463821616 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAB7 43000.00000000 PA USD 41871.17000000 0.023676438509 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088MAK8 4000.00000000 PA USD 3574.70000000 0.002021347020 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBF0 58000.00000000 PA USD 41852.89000000 0.023666101914 Long DBT CORP US N 2 2033-10-01 Fixed 2.45000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 166000.00000000 PA USD 162343.83000000 0.091798813081 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98388MAD9 7000.00000000 PA USD 6614.56000000 0.003740263840 Long DBT CORP US N 2 2032-06-01 Fixed 4.60000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAU8 16000.00000000 PA USD 15593.18000000 0.008817307169 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAC3 58000.00000000 PA USD 45811.90000000 0.025904760562 Long DBT CORP US N 2 2032-01-01 Fixed 2.04400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136B1BQ6 8239.65000000 PA USD 375.11000000 0.000212109402 Long ABS-APCP USGSE US N 2 2044-12-25 Fixed 4.00000000 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137107 15138.00000000 NS USD 818814.42000000 0.463006151140 Long EC CORP US N 1 N N N Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. N/A 47837RAD2 6000.00000000 PA USD 4800.90000000 0.002714713098 Long DBT CORP IE N 2 2031-09-16 Fixed 2.00000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KT7 141000.00000000 PA USD 139253.74000000 0.078742309141 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA6K1 26134.76000000 PA USD 4113.79000000 0.002326180423 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 188214.98000000 PA USD 158915.03000000 0.089859966558 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.00000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEX6 56000.00000000 PA USD 56075.42000000 0.031708362424 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3129354W6 70716.46000000 PA USD 72293.41000000 0.040878974159 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.50000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036P108 4147.00000000 NS USD 1020701.11000000 0.577164838408 Long EC CORP US N 1 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 308000.00000000 PA USD 304469.48000000 0.172165070168 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBK0 89000.00000000 PA USD 88320.41000000 0.049941588841 Long DBT CORP US N 2 2033-05-17 Fixed 4.50000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAD0 198921.18000000 PA USD 167954.56000000 0.094971452007 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.00000000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAN5 30000.00000000 PA USD 30005.63000000 0.016966959691 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GQ4 53000.00000000 PA USD 52647.01000000 0.029769736430 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Snowflake Inc. 254900CJNSY1K7T53Z16 833445109 3766.00000000 NS USD 662740.68000000 0.374752818167 Long EC CORP US N 1 N N N Golub Capital Partners CLO 40A Ltd. N/A 38176EAL1 275000.00000000 PA USD 270680.03000000 0.153058514627 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 6.34514000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 99000.00000000 PA USD 98783.01000000 0.055857762321 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573TAA2 166417.23000000 PA USD 140736.61000000 0.079580811633 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.44700000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AQ8 114000.00000000 PA USD 113815.99000000 0.064358299244 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N LXP Industrial Trust 549300S4MH2ICXDBFV43 529537AA0 6000.00000000 PA USD 4572.78000000 0.002585720544 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 135169.66000000 0.076432928510 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.19800000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBF9 50000.00000000 PA USD 40781.72000000 0.023060398977 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 22966RAJ5 7000.00000000 PA USD 5546.76000000 0.003136466501 Long DBT CORP US N 2 2032-02-15 Fixed 2.50000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833100 20975.00000000 NS USD 4068520.75000000 2.300582509637 Long EC CORP US N 1 N N N CCG Receivables Trust N/A 12510FAC8 57955.83000000 PA USD 57873.67000000 0.032725199440 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 30511.53000000 PA USD 30383.76000000 0.017180776780 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 69197.54000000 0.039128385970 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCS7 458000.00000000 PA USD 471509.83000000 0.266619573716 Long DBT CORP JP N 2 2033-01-13 Fixed 5.76600000 N N N N N Chesapeake Energy Corp. X2MT1W32SPAZ9WSKLE78 165167735 4585.00000000 NS USD 383672.80000000 0.216951316545 Long EC CORP US N 1 N N Mello Mortgage Capital Acceptance Trust N/A 58549XAF0 124003.29000000 PA USD 106374.82000000 0.060150621170 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NN7 26000.00000000 PA USD 22984.59000000 0.012996847993 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 416138.56000000 0.235309379391 Long DBT CORP US N 3 2041-04-30 Fixed 4.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DW7 113000.00000000 PA USD 111971.43000000 0.063315275812 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFT6 42000.00000000 PA USD 41896.73000000 0.023690891646 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AE3 40000.00000000 PA USD 39910.04000000 0.022567499497 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Residential Accredit Loans, Inc. Trust N/A 75115DAH8 3239.04000000 PA USD 2447.83000000 0.001384148006 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 107146.11000000 0.060586754200 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.44699000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05683HAN5 424000.00000000 PA USD 416203.91000000 0.235346332150 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 6.43514000 N N N N N N Regency Centers, L.P. 5493008PTR2GAOYBXW28 75884RAZ6 5000.00000000 PA USD 4293.68000000 0.002427900880 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023105 3574.00000000 NS USD 754685.84000000 0.426744055262 Long EC CORP US N 1 N N CSMC Mortgage-Backed Trust N/A 22942JAD5 81517.52000000 PA USD 42931.42000000 0.024275966631 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 6000.00000000 PA USD 4611.65000000 0.002607699943 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACB1 79000.00000000 PA USD 78325.13000000 0.044289665757 Long DBT CORP US N 2 2026-03-30 Fixed 5.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 30711XAR5 6404.67000000 PA USD 6449.16000000 0.003646736887 Long ABS-MBS USGSE US N 2 2024-11-25 Floating 10.15043000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392F6J1 8258.01000000 PA USD 428.77000000 0.000242451943 Long ABS-APCP USGSE US N 2 2032-12-18 Floating 2.98871000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 615369AX3 24000.00000000 PA USD 15822.01000000 0.008946701199 Long DBT CORP US N 2 2061-11-29 Fixed 3.10000000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661EQ6 124000.00000000 PA USD 124016.46000000 0.070126248903 Long DBT CORP US N 2 2033-07-01 Fixed 5.15000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AW5 21000.00000000 PA USD 14857.48000000 0.008401298832 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDZ6 66000.00000000 PA USD 66141.78000000 0.037400478349 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 313921A65 30704.34000000 PA USD 2481.44000000 0.001403153090 Long ABS-APCP USGSE US N 2 2031-11-25 Floating 2.74957000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 153000.00000000 PA USD 151713.65000000 0.085787879947 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEW8 67000.00000000 PA USD 66645.35000000 0.037685226641 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWM7 41000.00000000 PA USD 40617.76000000 0.022967686286 Long DBT CORP US N 2 2024-10-11 Fixed 4.55000000 N N N N N N BX Commercial Mortgage Trust N/A 05609QAA4 110000.00000000 PA USD 107375.71000000 0.060716583634 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.04400000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397L5D7 9321.66000000 PA USD 190.79000000 0.000107883961 Long ABS-APCP USGSE US N 2 2038-07-25 Floating 0.89957000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 150000.00000000 PA USD 152116.07000000 0.086015432040 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31396AKM5 21114.69000000 PA USD 20718.45000000 0.011715438269 Long ABS-APCP USGSE US N 2 2035-09-15 Floating 5.50743000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513ECQ2 30000.00000000 PA USD 29974.81000000 0.016949532238 Long DBT CORP US N 2 2026-02-27 Fixed 5.00000000 N N N N N N Huntington Ingalls Industries, Inc. 5TZLZ6WJTBVJ0QWBG121 446413AS5 52000.00000000 PA USD 50035.30000000 0.028292920969 Long DBT CORP US N 2 2025-05-01 Fixed 3.84400000 N N N N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 67021CAS6 8000.00000000 PA USD 7203.80000000 0.004073455022 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDB2 327000.00000000 PA USD 328344.28000000 0.185665295601 Long DBT CORP JP N 2 2034-07-06 Variable 5.74800000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8H8 16000.00000000 PA USD 14869.40000000 0.008408039105 Long DBT CORP US N 2 2032-08-15 Fixed 3.85000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAL6 77000.00000000 PA USD 74060.15000000 0.041877993556 Long DBT CORP US N 2 2029-01-26 Variable 4.87300000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBP1 53000.00000000 PA USD 50945.57000000 0.028807641520 Long DBT CORP US N 2 2034-02-01 Variable 4.70600000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBC7 36000.00000000 PA USD 28961.77000000 0.016376699445 Long DBT CORP US N 2 2030-03-15 Fixed 2.90000000 N N N N N N JP Morgan Mortgage Trust N/A 46654VAA1 218041.38000000 PA USD 176358.65000000 0.099723622059 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.51950000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137G0BK4 29619.45000000 PA USD 29957.35000000 0.016939659320 Long ABS-MBS USGSE US N 2 2024-08-25 Floating 9.15043000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAJ6 43000.00000000 PA USD 42997.08000000 0.024313094682 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N JDE Peet's N.V. 724500EHG519SE5ZRT89 47216QAB9 150000.00000000 PA USD 130223.30000000 0.073635963716 Long DBT CORP NL N 2 2027-01-15 Fixed 1.37500000 N N N N N N Ameren Corp. XRZQ5S7HYJFPHJ78L959 023608AH5 5000.00000000 PA USD 4793.70000000 0.002710641791 Long DBT CORP US N 2 2024-09-15 Fixed 2.50000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 46000.00000000 PA USD 38797.36000000 0.021938324349 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394V7G9 21053.11000000 PA USD 24016.51000000 0.013580356656 Long ABS-APCP USGSE US N 2 2036-03-25 Floating 5.68176100 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CC5 183000.00000000 PA USD 181987.07000000 0.102906263959 Long DBT CORP US N 2 2034-05-18 Variable 5.15900000 N N N N N N JP Morgan Mortgage Trust N/A 46630GAR6 19296.87000000 PA USD 18863.23000000 0.010666387043 Long ABS-MBS CORP US N 2 2035-07-25 Variable 4.04670000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAZ94 64951.46000000 PA USD 10145.69000000 0.005736973803 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 40633.00000000 PA USD 39474.74000000 0.022321355105 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933Y105 11394.00000000 NS USD 1314753.66000000 0.743439559618 Long EC CORP US N 1 N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636Q104 3709.00000000 NS USD 1458749.70000000 0.824863445948 Long EC CORP US N 1 N N N Banc of America Mortgage Trust N/A 05949AHA1 13969.48000000 PA USD 13355.98000000 0.007552261835 Long ABS-MBS CORP US N 2 2034-06-25 Variable 5.02779000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CH5 593000.00000000 PA USD 584702.43000000 0.330625371346 Long DBT CORP JP N 2 2025-07-18 Variable 4.78800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEJ0 11000.00000000 PA USD 10981.26000000 0.006209454551 Long DBT CORP US N 2 2025-01-24 Floating 5.68562000 N N N N N N RUN Trust N/A 74981CAA9 132228.54000000 PA USD 124513.43000000 0.070407265164 Long ABS-MBS CORP US N 2 2067-03-25 Fixed 4.00000000 N N N N N N GreenSaif Pipelines Bidco S.a.r.l. 549300YWDGUXPB8GRP47 39541EAC7 200000.00000000 PA USD 208141.34000000 0.117695436685 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N Federal National Mortgage Association N/A 01F020679 7935458.00000000 PA USD 6473287.89000000 3.660380225315 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 2.00000000 N N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 29452E101 20648.00000000 NS USD 560799.68000000 0.317109341329 Long EC CORP US N 1 N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAR5 34000.00000000 PA USD 33938.68000000 0.019190939018 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N N/A N/A N/A -4.00000000 NC USD 11284.09000000 0.006380692562 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes/Bonds 2023-09-29 824659.09000000 USD 11284.09000000 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BJ3 36000.00000000 PA USD 36859.42000000 0.020842498337 Long DBT CORP US N 2 2033-10-28 Variable 6.03700000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17326FAF4 1961728.43000000 PA USD 60783.96000000 0.034370849710 Long ABS-MBS CORP US N 2 2050-10-12 Variable 1.17287200 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAA0 17000.00000000 PA USD 16700.52000000 0.009443462765 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CH9 53000.00000000 PA USD 54134.66000000 0.030610941817 Long DBT CORP US N 2 2063-02-27 Fixed 4.95000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCQE9 7430.95000000 PA USD 1157.08000000 0.000654281537 Long ABS-APCP USGSE US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKU2 7000.00000000 PA USD 6710.94000000 0.003794762798 Long DBT CORP US N 2 2027-06-15 Fixed 4.30000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DD9 56000.00000000 PA USD 47871.75000000 0.027069521706 Long DBT CORP US N 2 2027-11-01 Variable 1.70700000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 59023VAA8 115000.00000000 PA USD 136641.03000000 0.077264928221 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N McKesson Corp. 549300WZWOM80UCFSF54 581557BU8 75000.00000000 PA USD 75302.14000000 0.042580288234 Long DBT CORP US N 2 2033-07-15 Fixed 5.10000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BMY9 6637.65000000 PA USD 538.12000000 0.000304284907 Long ABS-APCP USGSE US N 2 2032-01-25 Floating 2.79957000 N N N N N N United Airlines 2023-1 Class A Pass Through Trust N/A 90932LAJ6 254000.00000000 PA USD 258540.38000000 0.146194037787 Long DBT CORP US N 2 2037-07-15 Fixed 5.80000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CA5 111000.00000000 PA USD 110796.95000000 0.062651155285 Long DBT CORP US N 2 2034-02-15 Fixed 4.75000000 N N N N N N GS Mortgage Securities Trust N/A 36269CAA1 100000.00000000 PA USD 99360.64000000 0.056184388522 Long ABS-MBS CORP US N 2 2036-08-15 Floating 5.87799000 N N N N N N Manufacturers and Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAW0 189000.00000000 PA USD 176894.94000000 0.100026872176 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N Tesla, Inc. 54930043XZGB27CTOV49 88160R101 1809.00000000 NS USD 473541.93000000 0.267768643367 Long EC CORP US N 1 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHH7 426000.00000000 PA USD 421740.00000000 0.238476765201 Long DBT UST US N 2 2026-06-15 Fixed 4.12500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M4TZ6 418.81000000 PA USD 416.88000000 0.000235728633 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 1638547.60000000 PA USD 72371.86000000 0.040923334434 Long ABS-APCP USGSE US N 2 2029-05-25 Variable 1.09253300 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAC1 376000.00000000 PA USD 347232.54000000 0.196345836088 Long DBT CORP US N 2 2029-09-17 Variable 2.63600000 N N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AH8 44000.00000000 PA USD 43904.68000000 0.024826305457 Long DBT CORP US N 2 2028-03-23 Fixed 5.45000000 N N N N N N Office Properties Income Trust N/A 67623CAD1 9000.00000000 PA USD 6641.69000000 0.003755604748 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CK0 79000.00000000 PA USD 80603.00000000 0.045577708316 Long DBT CORP US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 63000.00000000 PA USD 63915.42000000 0.036141562593 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBN6 81000.00000000 PA USD 78900.16000000 0.044614821763 Long DBT CORP US N 2 2029-02-01 Variable 4.54300000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BP8 23000.00000000 PA USD 23263.95000000 0.013154814676 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 53000.00000000 PA USD 49627.62000000 0.028062394561 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAG5 116393.41000000 PA USD 114582.05000000 0.064791474923 Long ABS-O CORP US N 2 2025-09-15 Fixed 2.58000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359DKG7 131.37000000 PA USD 130.92000000 0.000074029919 Long ABS-APCP USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBV1 69000.00000000 PA USD 66121.13000000 0.037388801616 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BT8 44000.00000000 PA USD 44838.63000000 0.025354416082 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N Aptiv PLC N/A G6095L109 4159.00000000 NS USD 424592.31000000 0.240089630146 Long EC CORP JE N 1 N N N Oklahoma Gas and Electric Co. 549300VJ8YXGPO8EV472 678858BY6 45000.00000000 PA USD 45710.41000000 0.025847372108 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N LKQ Corp. DS830JTTZQN6GK0I2E41 501889208 10011.00000000 NS USD 583340.97000000 0.329855521257 Long EC CORP US N 1 N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAE2 64000.00000000 PA USD 64558.34000000 0.036505107625 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312106 4756.00000000 NS USD 852513.00000000 0.482061323403 Long EC CORP US N 1 N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGN8 34000.00000000 PA USD 27357.31000000 0.015469442769 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N Citizens Bank, N.A. DRMSV1Q0EKMEXLAU1P80 75524KPT5 358000.00000000 PA USD 339435.80000000 0.191937097684 Long DBT CORP US N 2 2025-10-24 Variable 6.06400000 N N N N N N Ellington Financial Mortgage Trust N/A 31573EAA9 225199.78000000 PA USD 217325.29000000 0.122888585753 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 253803.26000000 0.143515389676 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.53043000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BS4 5000.00000000 PA USD 4260.85000000 0.002409336854 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 51525.10000000 PA USD 42075.02000000 0.023791707368 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AH8 250000.00000000 PA USD 248759.13000000 0.140663139936 Long DBT CORP US N 2 2027-11-21 Fixed 5.10000000 N N N N N N Office Properties Income Trust N/A 67623CAE9 39000.00000000 PA USD 26259.70000000 0.014848789090 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N Raymond James Financial, Inc. RGUZHJ05YTITL6D76949 754730109 7427.00000000 NS USD 770699.79000000 0.435799290701 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FA2E9 22050.23000000 PA USD 3017.28000000 0.001706148750 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 38024.15000000 PA USD 33472.72000000 0.018927457647 Long ABS-MBS CORP US N 2 2036-01-25 Variable 3.94826100 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CD5 153000.00000000 PA USD 153003.39000000 0.086517175302 Long DBT CORP US N 2 2029-05-19 Variable 5.64300000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 200000.00000000 PA USD 200622.67000000 0.113443935523 Long DBT CORP JP N 2 2029-07-06 Variable 5.77800000 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAP6 111000.00000000 PA USD 111461.76000000 0.063027078219 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMT6 145000.00000000 PA USD 145320.57000000 0.082172854011 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N Molina Healthcare, Inc. 549300NQQCEQ46YHZ591 60855R100 1134.00000000 NS USD 341606.16000000 0.193164347725 Long EC CORP US N 1 N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHC8 2318800.00000000 PA USD 2236555.06000000 1.264680646615 Long DBT UST US N 2 2033-05-15 Fixed 3.37500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 101000.00000000 PA USD 94473.54000000 0.053420932840 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 200000.00000000 PA USD 141387.99000000 0.079949140450 Long DBT CORP CH N 2 N/A Variable 4.37500000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515104 10592.00000000 NS USD 762835.84000000 0.431352547785 Long EC CORP US N 1 N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 778296AA1 5000.00000000 PA USD 4859.82000000 0.002748029954 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAF3 6000.00000000 PA USD 5613.24000000 0.003174058229 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N Med Trust N/A 58403YAD8 139331.32000000 PA USD 135264.16000000 0.076486364405 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.14400000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FKWE2 2561939.21000000 PA USD 21999.63000000 0.012439893294 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 1.35000000 PA USD 1.34000000 0.000000757715 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 331816.30000000 0.187628581270 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 3502.61000000 PA USD 3498.41000000 0.001978208138 Long ABS-O CORP US N 2 2024-10-15 Fixed 2.70000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392HRF2 15125.55000000 PA USD 1675.03000000 0.000947161132 Long ABS-APCP USGSE US N 2 2033-02-25 Floating 3.09957000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJJ0 48000.00000000 PA USD 48086.32000000 0.027190852288 Long DBT CORP US N 2 2033-10-21 Variable 5.85000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP26 25039.19000000 PA USD 1063.75000000 0.000601507229 Long ABS-APCP USGSE US N 2 2027-12-15 Fixed 3.00000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BC3 42000.00000000 PA USD 41935.33000000 0.023712718371 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAH4 60000.00000000 PA USD 60127.75000000 0.033999789725 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BE4 45000.00000000 PA USD 41424.69000000 0.023423972283 Long DBT CORP US N 2 2033-06-06 Variable 4.62600000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DT4 130000.00000000 PA USD 131745.90000000 0.074496931902 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DWM0 17507.98000000 PA USD 1756.72000000 0.000993353494 Long ABS-APCP USGSE US N 2 2032-08-25 Floating 2.84957000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CB6 6000.00000000 PA USD 5867.16000000 0.003317639630 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N nVent Finance S.a.r.l. 549300KO1OQ4MVFB6X02 67078AAF0 120000.00000000 PA USD 118075.70000000 0.066766991475 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N PECO Energy Co. YH65D4JBECK76IFEJ279 693304BF3 101000.00000000 PA USD 100868.47000000 0.057037004876 Long DBT CORP US N 2 2033-06-15 Fixed 4.90000000 N N N N N N CCG Receivables Trust N/A 12510FAD6 100000.00000000 PA USD 99857.46000000 0.056465319964 Long ABS-O CORP US N 2 2027-03-15 Fixed 2.89000000 N N N N N N Casella Waste Systems, Inc. 8EU0XUFVJ48U37IIDH51 147448104 3847.00000000 NS USD 347961.15000000 0.196757835319 Long EC CORP US N 1 N N N Gray Oak Pipeline, LLC N/A 38937LAC5 7000.00000000 PA USD 6432.93000000 0.003637559484 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Verus Securitization Trust N/A 92537QAD3 46431.57000000 PA USD 38852.90000000 0.021969729953 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 79485.89000000 0.044946028184 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACT0 27000.00000000 PA USD 19295.61000000 0.010910880294 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N Western Midstream Operating, L.P. L6D8A6MLSY454J2JXJ60 958667AE7 96000.00000000 PA USD 96889.92000000 0.054787297155 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJB7 27000.00000000 PA USD 19767.68000000 0.011177816621 Long DBT CORP US N 2 2036-11-03 Variable 2.49100000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395U5B3 47051.93000000 PA USD 2192.26000000 0.001239633597 Long ABS-APCP USGSE US N 2 2035-05-15 Floating 1.61257000 N N N N N N SG Residential Mortgage Trust N/A 78433QAB1 119943.20000000 PA USD 104799.33000000 0.059259745847 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.57500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QSU3 10311.28000000 PA USD 10122.75000000 0.005724002169 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 232819.26000000 PA USD 231327.12000000 0.130806049416 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.30043000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 12503MAD0 40000.00000000 PA USD 34201.33000000 0.019339456878 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 16000.00000000 PA USD 11975.09000000 0.006771424873 Long DBT CORP NL N 2 2041-11-26 Fixed 2.87500000 N N N N N N Federal National Mortgage Association N/A 01F032674 2800000.00000000 PA USD 2551828.13000000 1.442954706198 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 3.50000000 N N N N N N Brookfield Corp. C6J3FGIWG6MBDGTE8F80 112585AH7 5000.00000000 PA USD 4852.28000000 0.002743766392 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 1033278.46000000 PA USD 31880.88000000 0.018027337065 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.00580000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 6527.39000000 PA USD 6043.27000000 0.003417222651 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 75968NAE1 295000.00000000 PA USD 289176.83000000 0.163517700454 Long DBT CORP BM N 2 2033-06-05 Fixed 5.75000000 N N N N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922F6W3 27894.06000000 PA USD 25488.89000000 0.014412927480 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.87529000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAE9 65000.00000000 PA USD 42034.39000000 0.023768732760 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DM9 172000.00000000 PA USD 171175.53000000 0.096792779143 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397T4E9 3756.14000000 PA USD 295.90000000 0.000167319378 Long ABS-APCP USGSE US N 2 2038-04-15 Floating 0.89257000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781CB8 57000.00000000 PA USD 56215.31000000 0.031787464512 Long DBT CORP US N 2 2033-04-24 Fixed 4.75000000 N N N N N N Verus Securitization Trust N/A 92538UAA9 174448.15000000 PA USD 160075.99000000 0.090516442077 Long ABS-MBS CORP US N 2 2067-02-25 Variable 4.13000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BY4 15000.00000000 PA USD 17091.37000000 0.009664472495 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 43673.20000000 PA USD 40613.95000000 0.022965531887 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 11731.04000000 PA USD 11205.01000000 0.006335976048 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076BL2 5000.00000000 PA USD 4852.32000000 0.002743789010 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136ASXP6 56217.29000000 PA USD 7674.65000000 0.004339701489 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 59000.00000000 PA USD 57875.87000000 0.032726443450 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N First Horizon Alternative Mortgage Securities Trust 2005-FA8 N/A 32051GYL3 36172.57000000 PA USD 15984.34000000 0.009038492192 Long ABS-MBS CORP US N 2 2035-11-25 Floating 5.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 47000.00000000 PA USD 52799.34000000 0.029855872831 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AQ9 6000.00000000 PA USD 4043.13000000 0.002286225076 Long DBT CORP US N 2 2051-04-15 Fixed 3.50000000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 70450YAM5 15000.00000000 PA USD 14698.66000000 0.008311492601 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAB8 80534.74000000 PA USD 80892.10000000 0.045741182573 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.36655000 N N N N N N Federal National Mortgage Association N/A 01F040677 1039000.00000000 PA USD 975158.32000000 0.551412248572 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.00000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAH6 44000.00000000 PA USD 43177.50000000 0.024415114832 Long DBT CORP US N 2 2043-05-15 Fixed 5.37700000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZJ6 21000.00000000 PA USD 20970.07000000 0.011857719115 Long DBT CORP US N 2 2025-01-24 Floating 5.74905000 N N N N N N Sabine Pass Liquefaction, LLC 549300KJYBG7C6WJYZ11 785592AY2 37000.00000000 PA USD 37589.66000000 0.021255419267 Long DBT CORP US N 2 2037-09-15 Fixed 5.90000000 N N N N N N Deere & Co. PWFTNG3EI0Y73OXWDH08 244199105 1430.00000000 NS USD 579421.70000000 0.327639333958 Long EC CORP US N 1 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AAGA5 305.22000000 PA USD 298.01000000 0.000168512497 Long ABS-APCP USGSE US N 2 2040-05-15 Fixed 3.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PA7 14000.00000000 PA USD 14651.48000000 0.008284814235 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12665WAC4 237630.81000000 PA USD 227578.58000000 0.128686402967 Long ABS-MBS CORP US N 2 2067-05-25 Variable 4.54700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392DVZ2 19066.94000000 PA USD 2058.96000000 0.001164257885 Long ABS-APCP USGSE US N 2 2032-04-25 Floating 2.84957000 N N N N N N Lincoln Electric Holdings, Inc. BIMGBY40SIN95O01BN93 533900106 2132.00000000 NS USD 423479.16000000 0.239460189232 Long EC CORP US N 1 N N American Airlines Pass-Through Trust N/A 02376LAA3 101230.00000000 PA USD 88351.69000000 0.049959276405 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 240000.00000000 PA USD 224625.60000000 0.127016613243 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039482AE4 58000.00000000 PA USD 56627.26000000 0.032020405432 Long DBT CORP US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 101192.48000000 PA USD 98867.07000000 0.055905294822 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.57400000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDW3 17000.00000000 PA USD 16552.26000000 0.009359627783 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 236140.53000000 0.133527836409 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.04320000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46639YAU1 39085.30000000 PA USD 36991.79000000 0.020917348172 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 3.21600000 N N N N N N Federal National Mortgage Association N/A 01F042673 1039000.00000000 PA USD 998982.27000000 0.564883720403 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDC7 16000.00000000 PA USD 15258.92000000 0.008628296775 Long DBT CORP US N 2 2033-04-26 Variable 4.58600000 N N N N N N Rio Tinto Finance (USA) PLC 2138006TSNBEUA761G16 76720AAP1 150000.00000000 PA USD 151377.11000000 0.085597580306 Long DBT CORP GB N 2 2053-03-09 Fixed 5.12500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABB0 43000.00000000 PA USD 41364.00000000 0.023389654563 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PC9 348000.00000000 PA USD 346314.08000000 0.195826484426 Long DBT CORP US N 2 N/A Variable 7.37500000 N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 6000.00000000 PA USD 5971.59000000 0.003376690535 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 97500.46000000 0.055132532618 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21000000 N N N N N N Airbnb, Inc. 549300HMUDNO0RY56D37 009066101 3296.00000000 NS USD 422415.36000000 0.238858653730 Long EC CORP US N 1 N N N Invesco Private Government Fund N/A N/A 1185492.31000000 NS USD 1185492.31000000 0.670347539384 Long STIV PF US N 2 N N Verus Securitization Trust N/A 92536PAD6 55203.19000000 PA USD 51955.24000000 0.029378568716 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 11118.57000000 PA USD 1792.82000000 0.001013766572 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 83618.16000000 0.047282658293 Long DBT CORP GB N 2 2024-09-11 Fixed 3.62500000 N N N N N N Verus Securitization Trust N/A 92538BAA1 66375.99000000 PA USD 59182.94000000 0.033465538213 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 20919.27000000 PA USD 19809.86000000 0.011201667690 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAHB9 7654.40000000 PA USD 1293.22000000 0.000731263153 Long ABS-APCP USGSE US N 2 2032-02-25 Fixed 6.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 41000.00000000 PA USD 41154.98000000 0.023271462280 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BT0 117000.00000000 PA USD 115268.81000000 0.065179809687 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAG2 165000.00000000 PA USD 161576.60000000 0.091364975815 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N NiSource Inc. 549300D8GOWWH0SJB189 65473PAP0 29000.00000000 PA USD 29048.36000000 0.016425662557 Long DBT CORP US N 2 2033-06-30 Fixed 5.40000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 7000.00000000 PA USD 6789.17000000 0.003838998672 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N Aon Corp. / Aon Global Holdings PLC N/A 03740LAG7 43000.00000000 PA USD 43348.49000000 0.024511802702 Long DBT CORP US N 2 2033-02-28 Fixed 5.35000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAS4 221000.00000000 PA USD 221629.51000000 0.125322446573 Long DBT CORP GB N 2 2026-11-21 Variable 6.83300000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05578QAD5 184000.00000000 PA USD 176673.20000000 0.099901487252 Long DBT CORP FR N 2 2025-03-15 Fixed 4.50000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBL4 81000.00000000 PA USD 81762.68000000 0.046233460047 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N APA Corp. 549300VCIWLRHYVSHC79 03743Q108 9900.00000000 NS USD 338283.00000000 0.191285236312 Long EC CORP US N 1 N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FHQ30 4116286.46000000 PA USD 11295.50000000 0.006387144452 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 1989216.57000000 PA USD 43217.72000000 0.024437857601 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 147750.90000000 PA USD 130645.66000000 0.073874791066 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353108 12114.00000000 NS USD 866998.98000000 0.490252554140 Long EC CORP GB N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 56000.00000000 PA USD 51211.94000000 0.028958262889 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31359UT21 10768.07000000 PA USD 10788.65000000 0.006100541454 Long ABS-APCP USGSE US N 2 2028-11-25 Fixed 6.00000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332102 305.00000000 NS USD 760474.80000000 0.430017475983 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380HHZ8 138518.28000000 PA USD 21670.94000000 0.012254032508 Long ABS-APCP USGA US N 2 2047-09-16 Fixed 4.50000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CJ7 121000.00000000 PA USD 122652.71000000 0.069355103912 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690100 10142.00000000 NS USD 391278.36000000 0.221251950457 Long EC CORP US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CL6 200000.00000000 PA USD 196179.60000000 0.110931560692 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCG4 124000.00000000 PA USD 122980.79000000 0.069540619768 Long DBT CORP US N 2 2028-06-15 Fixed 4.87500000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AE2 148000.00000000 PA USD 147499.92000000 0.083405187530 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAJ5 29000.00000000 PA USD 28977.52000000 0.016385605427 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N Synovus Bank DX0JX77PRMOELF7VG772 87164DVJ6 250000.00000000 PA USD 226076.90000000 0.127837264188 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAZ1 200000.00000000 PA USD 203804.21000000 0.115242966603 Long DBT CORP NL N 2 2025-10-14 Fixed 6.80000000 N N N N N N Texas (State of) Transportation Commission (Central Texas Turnpike System) N/A 88283KBL1 265000.00000000 PA USD 193938.42000000 0.109664264831 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDR7 95000.00000000 PA USD 95386.42000000 0.053937129240 Long DBT CORP US N 2 2032-11-15 Fixed 5.37500000 N N N N N N Benchmark Mortgage Trust N/A 08162PAY7 1566108.28000000 PA USD 28758.45000000 0.016261730279 Long ABS-MBS CORP US N 2 2051-01-15 Variable 0.67945700 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AP5 150000.00000000 PA USD 149366.52000000 0.084460673682 Long DBT CORP US N 2 2026-01-16 Fixed 5.15000000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBK9 6000.00000000 PA USD 5203.00000000 0.002942084244 Long DBT CORP US N 2 2032-03-01 Fixed 2.90000000 N N N N N N OBX Trust N/A 67448DAL4 117503.81000000 PA USD 106219.23000000 0.060062641372 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.78300000 N N N N N N N/A N/A N/A 25.00000000 NC USD 31087.31000000 0.017578605604 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes/Bonds 2023-09-20 3374381.44000000 USD 31087.31000000 N N N Huntington National Bank (The) 2WHM8VNJH63UN14OL754 44644MAH4 700000.00000000 PA USD 680904.00000000 0.385023434658 Long DBT CORP US N 2 2025-11-18 Variable 5.69900000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 135000.00000000 PA USD 126535.49000000 0.071550657605 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAW4 12000.00000000 PA USD 11652.98000000 0.006589284809 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCZ6 167000.00000000 PA USD 166010.72000000 0.093872289786 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AXQT5 27090.09000000 PA USD 4740.99000000 0.002680836437 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 14.05000000 PA USD 14.04000000 0.000007939047 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 222000.00000000 PA USD 222081.99000000 0.125578305554 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N Office Properties Income Trust N/A 81618TAC4 36000.00000000 PA USD 31139.31000000 0.017608009483 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Amdocs Ltd. 549300HQV672RJ7RQV66 G02602103 7907.00000000 NS USD 781606.95000000 0.441966844726 Long EC CORP GG N 1 N N N WaMu Mortgage Pass-Through Ctfs. Trust N/A 92922FEB0 23212.51000000 PA USD 21959.05000000 0.012416946959 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.22865900 N N N N N N Sonic Capital LLC N/A 83546DAQ1 98250.00000000 PA USD 73725.15000000 0.041688564722 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N Federal National Mortgage Association N/A 01F050676 5082000.00000000 PA USD 4979962.99000000 2.815965914254 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Federation des caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 280000.00000000 PA USD 269488.97000000 0.152385018786 Long DBT CORP CA N 2 2027-08-23 Fixed 4.55000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8J4 37000.00000000 PA USD 32197.43000000 0.018206333177 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N N/A N/A N/A 35.00000000 NC USD -68855.00000000 -0.03893469357 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes/Bonds 2023-09-29 3817136.25000000 USD -68855.00000000 N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117F8Z5 200000.00000000 PA USD 203676.00000000 0.115170469078 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 8000.00000000 PA USD 6791.43000000 0.003840276609 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBN4 80000.00000000 PA USD 81782.83000000 0.046244854050 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N MHP Commercial Mortgage Trust N/A 55293BAB1 105000.00000000 PA USD 102348.45000000 0.057873873190 Long ABS-MBS CORP US N 2 2038-07-15 Floating 5.89300000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M102 7288.00000000 NS USD 2091510.24000000 1.182663717979 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 23000.00000000 PA USD 22606.94000000 0.012783302324 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393Y5U5 5947.29000000 PA USD 558.40000000 0.000315752420 Long ABS-APCP USGSE US N 2 2033-10-25 Floating 2.39957000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040H105 5945.00000000 NS USD 650204.65000000 0.367664204606 Long EC CORP US N 1 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397TEH1 25881.27000000 PA USD 1814.85000000 0.001026223638 Long ABS-APCP USGSE US N 2 2038-05-15 Floating 0.96257000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377VGZ3 49400.92000000 PA USD 2535.59000000 0.001433772706 Long ABS-APCP USGA US N 2 2041-04-16 Floating 1.49186000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AV3 24000.00000000 PA USD 24534.61000000 0.013873321070 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACY9 94000.00000000 PA USD 92337.89000000 0.052213309889 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780AT4 40000.00000000 PA USD 39278.11000000 0.022210168862 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N Generac Holdings Inc. 529900S2H2AHJHSFFI84 368736104 2785.00000000 NS USD 415327.05000000 0.234850503591 Long EC CORP US N 1 N N STAR Trust N/A 85573GAA0 99859.06000000 PA USD 85531.84000000 0.048364766265 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 928563AC9 4000.00000000 PA USD 3794.77000000 0.002145787628 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWZ8 237000.00000000 PA USD 235601.95000000 0.133223291390 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A1QW8 37536.81000000 PA USD 2621.90000000 0.001482577490 Long ABS-APCP USGSE US N 2 2041-10-25 Floating 1.39957000 N N N N N N Alternative Loan Trust N/A 12667GUG6 76113.78000000 PA USD 45642.51000000 0.025808977427 Long ABS-MBS CORP US N 2 2035-07-25 Fixed 5.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DZ0 62000.00000000 PA USD 63624.26000000 0.035976923491 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598S8 246000.00000000 PA USD 256366.03000000 0.144964531564 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661ER4 37000.00000000 PA USD 37731.78000000 0.021335782329 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBR7 103000.00000000 PA USD 100628.00000000 0.056901028900 Long DBT CORP US N 2 2034-04-26 Variable 4.96700000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31397QWP9 5783.63000000 PA USD 5409.12000000 0.003058636696 Long ABS-APCP USGSE US N 2 2041-03-25 Fixed 4.00000000 N N N N N N Keysight Technologies, Inc. 549300GLKVIO8YRCYN02 49338L103 3286.00000000 NS USD 550240.70000000 0.311138668891 Long EC CORP US N 1 N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 136385AZ4 6000.00000000 PA USD 5590.68000000 0.003161301469 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CA9 29000.00000000 PA USD 28170.73000000 0.015929398595 Long DBT CORP US N 2 2034-01-26 Variable 4.82100000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392EGP9 31631.24000000 PA USD 2864.06000000 0.001619509091 Long ABS-APCP USGSE US N 2 2032-09-25 Floating 2.84957000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AY5 7000.00000000 PA USD 5528.15000000 0.003125943305 Long DBT CORP US N 2 2034-03-15 Fixed 2.95000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31325UP42 14911.38000000 PA USD 637.33000000 0.000360384115 Long ABS-APCP USGSE US N 2 2027-12-15 Variable 3.27014200 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AF7 80000.00000000 PA USD 54269.87000000 0.030687397556 Long DBT CORP US N 2 2061-11-15 Fixed 3.19600000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACG0 95000.00000000 PA USD 94460.87000000 0.053413768472 Long DBT CORP US N 2 2026-06-26 Fixed 5.65000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAH3 270000.00000000 PA USD 265715.05000000 0.150251020982 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 41331.71000000 PA USD 38786.90000000 0.021932409646 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 96689.02000000 0.054673696400 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.74699000 N N N N N N Komatsu Finance America Inc. 549300SRAAFEEQ8Z4D68 50048WAA6 200000.00000000 PA USD 203890.26000000 0.115291624367 Long DBT CORP US N 2 2027-10-06 Fixed 5.49900000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 298000.00000000 PA USD 294399.81000000 0.166471082573 Long DBT CORP US N 2 2034-04-21 Variable 5.25000000 N N N N N Marathon Oil Corp. 1FRVQX2CRLGC1XLP5727 565849106 17265.00000000 NS USD 397440.30000000 0.224736276152 Long EC CORP US N 1 N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAR5 70000.00000000 PA USD 63975.42000000 0.036175490145 Long DBT CORP US N 2 2034-01-27 Variable 5.05300000 N N N N N N Reliance Standard Life Global Funding II N/A 75951AAN8 9000.00000000 PA USD 8051.45000000 0.004552766517 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 145081.11000000 0.082037449150 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAV4 107000.00000000 PA USD 104034.37000000 0.058827192173 Long DBT CORP US N 2 2028-05-01 Fixed 4.60000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691NAF2 617301.16000000 PA USD 19292.76000000 0.010909268735 Long ABS-MBS CORP US N 2 2050-12-15 Variable 0.99365400 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NX5 71000.00000000 PA USD 70941.39000000 0.040114462005 Long DBT CORP US N 2 2026-09-29 Variable 5.61000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 21000.00000000 PA USD 19037.42000000 0.010764884382 Long DBT CORP US N 2 2033-07-22 Variable 4.96700000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust N/A 46641BAH6 330000.00000000 PA USD 326482.76000000 0.184612681981 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.51690000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMM1 13000.00000000 PA USD 10215.67000000 0.005776544638 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 205000.00000000 PA USD 200622.61000000 0.113443901595 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AA1 272000.00000000 PA USD 271241.29000000 0.153375884261 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBE3 53000.00000000 PA USD 40002.27000000 0.022619651800 Long DBT CORP US N 2 2032-04-01 Fixed 2.55000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CM6 130000.00000000 PA USD 127241.75000000 0.071950018823 Long DBT CORP US N 2 2034-01-15 Fixed 4.50000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKQ1 71000.00000000 PA USD 69377.16000000 0.039229953752 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 226761.37000000 PA USD 197669.16000000 0.111773846106 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88100000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 178000.00000000 PA USD 176737.38000000 0.099937778424 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N Roche Holdings, Inc. PVJRP0EQNV6OGDPZGY95 771196BV3 297000.00000000 PA USD 273049.28000000 0.154398228849 Long DBT CORP US N 2 2027-03-10 Fixed 2.31400000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EN3 39000.00000000 PA USD 38599.98000000 0.021826714011 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N Sealed Air Corp. Q0M0CZB4YN6JZ65WXI09 81211KAZ3 8000.00000000 PA USD 6965.22000000 0.003938547765 Long DBT CORP US N 2 2026-10-15 Fixed 1.57300000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBV6 61000.00000000 PA USD 60595.76000000 0.034264430288 Long DBT CORP US N 2 2025-12-08 Fixed 5.00000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12662EAA1 45706.44000000 PA USD 38124.73000000 0.021557979524 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CXB3 11015.85000000 PA USD 589.31000000 0.000333230764 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 0.89957000 N N N N N N Motorola Solutions, Inc. 6S552MUG6KGJVEBSEC55 620076307 3025.00000000 NS USD 887172.00000000 0.501659573996 Long EC CORP US N 1 N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MBC8 204000.00000000 PA USD 202540.55000000 0.114528418423 Long DBT CORP IE N 2 2028-06-06 Fixed 5.75000000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CY5 73000.00000000 PA USD 70204.69000000 0.039697888208 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CU2 200000.00000000 PA USD 200427.45000000 0.113333546577 Long DBT CORP GB N 2 2034-07-06 Variable 6.29600000 N N N N N N Flagstar Mortgage Trust N/A 33852HAD4 79826.46000000 PA USD 68629.68000000 0.038807284305 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 11000.00000000 PA USD 11047.52000000 0.006246921878 Long DBT CORP US N 2 2024-02-01 Floating 6.94914000 N N N N N N Freddie Mac 5493000IRILHAKSCHN59 35564KP37 65955.39000000 PA USD 66125.69000000 0.037391380110 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 7.16655000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBJ5 28000.00000000 PA USD 27414.68000000 0.015501883163 Long DBT CORP US N 2 2026-07-24 Variable 4.41400000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCHZ2 3064.02000000 PA USD 493.11000000 0.000278833588 Long ABS-APCP USGSE US N 2 2034-04-25 Fixed 5.50000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEF9 26000.00000000 PA USD 25710.32000000 0.014538137112 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457CF3 94000.00000000 PA USD 95268.09000000 0.053870218452 Long DBT CORP US N 2 2033-02-27 Fixed 4.70000000 N N N N N N OBX Trust N/A 67448DAA8 192052.84000000 PA USD 171361.11000000 0.096897717062 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.94962700 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECH6 205000.00000000 PA USD 205033.92000000 0.115938317442 Long DBT CORP GB N 2 2034-06-27 Variable 7.11900000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31393VKX8 8802.79000000 PA USD 8310.54000000 0.004699271343 Long ABS-APCP USGSE US N 2 2032-05-15 Fixed 3.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 27024.25000000 PA USD 24993.08000000 0.014132567152 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.15613000 N N N N N N OCP CLO Ltd. 254900K70GBA8CMARX66 670898AC9 366000.00000000 PA USD 362592.54000000 0.205031289480 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.48029000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBZ2 7000.00000000 PA USD 5611.56000000 0.003173108257 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 189844.07000000 PA USD 153302.47000000 0.086686292841 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 008513AB9 5000.00000000 PA USD 4166.10000000 0.002355759594 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAA3 210000.00000000 PA USD 203465.98000000 0.115051711336 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.89330000 N N N N N N COMM Mortgage Trust N/A 12592LBG6 18019.76000000 PA USD 17598.83000000 0.009951420424 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 263958.53000000 PA USD 263003.79000000 0.148717914058 Long ABS-CBDO CORP KY N 2 2030-04-19 Floating 6.28500000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DP2 130000.00000000 PA USD 129975.82000000 0.073496023872 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N N Onslow Bay Mortgage Loan Trust N/A 67115DAA0 189235.06000000 PA USD 154464.35000000 0.087343288582 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 32693.08000000 PA USD 5027.80000000 0.002843015791 Long ABS-APCP USGSE US N 2 2033-02-25 Fixed 6.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEV0 31000.00000000 PA USD 30211.30000000 0.017083257686 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 549300PFVBG5704L7K74 61762DAY7 47054.30000000 PA USD 46024.99000000 0.026025254264 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 148000.00000000 PA USD 147021.80000000 0.083134830175 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286GAG6 29040.01000000 PA USD 28963.02000000 0.016377406269 Long ABS-O CORP US N 2 2025-07-15 Fixed 3.22000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31393BGX7 29451.96000000 PA USD 3850.79000000 0.002177464652 Long ABS-APCP USGSE US N 2 2033-05-25 Floating 3.09957000 N N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 363576109 3683.00000000 NS USD 808676.31000000 0.457273463517 Long EC CORP US N 1 N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 88033G407 5651.00000000 NS USD 459878.38000000 0.260042463243 Long EC CORP US N 1 N N N DexCom, Inc. 549300YSK3QDSFR5EU59 252131107 3334.00000000 NS USD 428452.34000000 0.242272319642 Long EC CORP US N 1 N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830CB3 143000.00000000 PA USD 147695.99000000 0.083516057116 Long DBT CORP US N 2 2055-02-15 Fixed 5.20000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TKQ7 49000.00000000 PA USD 48606.61000000 0.027485055058 Long DBT CORP US N 2 2028-01-12 Fixed 4.62500000 N N N N N N Life Mortgage Trust N/A 53218CAE0 103211.87000000 PA USD 99519.01000000 0.056273940296 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.36148000 N N N N N N Carmax Auto Owner Trust 2022-4 N/A 14318UAE1 450000.00000000 PA USD 453568.86000000 0.256474687079 Long ABS-O CORP US N 2 2028-07-17 Fixed 5.70000000 N N N N N N Rockwell Automation, Inc. VH3R4HHBHH12O0EXZJ88 773903109 1317.00000000 NS USD 433885.65000000 0.245344634797 Long EC CORP US N 1 N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAH9 50000.00000000 PA USD 49554.76000000 0.028021195203 Long DBT CORP US N 2 2025-09-27 Fixed 5.00000000 N N N N N N Angel Oak Mortgage Trust N/A 03464JAA9 125504.70000000 PA USD 103803.67000000 0.058696740735 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.97800000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAJ0 90000.00000000 PA USD 90394.91000000 0.051114633962 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YCE7 2848.59000000 PA USD 273.20000000 0.000154483454 Long ABS-APCP USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 311000.00000000 PA USD 307777.59000000 0.174035671420 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410KWY6 41152.77000000 PA USD 42756.11000000 0.024176835978 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust N/A 36248GAH3 65000.00000000 PA USD 64403.32000000 0.036417450139 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.64900000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YW70 12500.35000000 PA USD 1532.49000000 0.000866560577 Long ABS-APCP USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAQ5 61000.00000000 PA USD 62503.99000000 0.035343456507 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31292GNA0 107.65000000 PA USD 108.54000000 0.000061374942 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 183000.00000000 PA USD 172390.28000000 0.097479670713 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Sun Communities Operating L.P. 549300PUNBPJCGT6X741 866677AE7 3000.00000000 PA USD 2374.03000000 0.001342417116 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 22102.00000000 PA USD 21629.47000000 0.012230582915 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N BellRing Brands, Inc. 549300S3BOK5CMTS8054 07831C103 9335.00000000 NS USD 341661.00000000 0.193195357508 Long EC CORP US N 1 N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PAR6 153000.00000000 PA USD 133283.04000000 0.075366121865 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 102615.62000000 0.058024946926 Long DBT CORP US N 2 2051-10-01 Fixed 2.70000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244109 5747.00000000 NS USD 569297.82000000 0.321914692819 Long EC CORP US N 1 N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 279000.00000000 PA USD 274974.53000000 0.155486879184 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N MFA Trust N/A 55284FAC1 134764.43000000 PA USD 108824.68000000 0.061535917059 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEP3 37000.00000000 PA USD 37746.59000000 0.021344156780 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Morgan Stanley Re-REMIC Trust N/A 61761KAB2 116016.33000000 PA USD 92708.39000000 0.052422812524 Long ABS-MBS CORP US N 2 2036-11-26 Variable 6.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2A0 7000.00000000 PA USD 6524.13000000 0.003689129364 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 18000.00000000 PA USD 17414.46000000 0.009847166710 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 225288.99000000 PA USD 226255.16000000 0.127938062946 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.16655000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKQ1 26000.00000000 PA USD 24458.58000000 0.013830329207 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 713448108 5453.00000000 NS USD 1010004.66000000 0.571116432292 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A0ML8 1.39000000 PA USD 1.38000000 0.000000780333 Long ABS-APCP USGSE US N 2 2026-08-25 Fixed 4.00000000 N N N N N N Coca-Cola Consolidated, Inc. 57VG5X0E00X0QJU7CQ58 191098102 792.00000000 NS USD 503727.84000000 0.284837544043 Long EC CORP US N 1 N N N Fresenius Medical Care US Finance III, Inc. 5299006ZHLMXOOUVTU44 35805BAC2 150000.00000000 PA USD 129471.10000000 0.073210625302 Long DBT CORP US N 2 2026-12-01 Fixed 1.87500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3133TJPC1 10760.15000000 PA USD 344.41000000 0.000194749804 Long ABS-APCP USGSE US N 2 2029-03-15 Floating 2.54257000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31339W2H8 25139.15000000 PA USD 25848.16000000 0.014616080009 Long ABS-APCP USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFP9 196000.00000000 PA USD 193996.33000000 0.109697010573 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356AB2 44000.00000000 PA USD 43677.63000000 0.024697917944 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46625H100 14006.00000000 NS USD 2037032.64000000 1.151858857582 Long EC CORP US N 1 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAX2 19000.00000000 PA USD 18092.32000000 0.010230468887 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 92865.91000000 PA USD 84314.66000000 0.047676500630 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHE4 932500.00000000 PA USD 912174.41000000 0.515797416883 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395D7F0 11021.58000000 PA USD 11964.21000000 0.006765272677 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 5.31510300 N N N N N N MHP Commercial Mortgage Trust N/A 55293BAD7 105000.00000000 PA USD 101782.60000000 0.057553908099 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.09300000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAA2 81000.00000000 PA USD 80976.83000000 0.045789093931 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N AMSR Trust N/A 00180UAB1 235000.00000000 PA USD 205523.32000000 0.116215053177 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 1.72600000 N N N N N N T-Mobile US, Inc. 549300QHIJYOHPACPG31 872590104 4608.00000000 NS USD 640051.20000000 0.361922842839 Long EC CORP US N 1 N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XBT7 46000.00000000 PA USD 44974.65000000 0.025431329843 Long DBT CORP US N 2 2033-01-15 Fixed 4.62500000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAK7 42000.00000000 PA USD 43033.57000000 0.024333728289 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BU7 41000.00000000 PA USD 40630.89000000 0.022975110766 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Advanced Micro Devices, Inc. R2I72C950HOYXII45366 007903107 7605.00000000 NS USD 866285.55000000 0.489849138579 Long EC CORP US N 1 N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 35000.00000000 PA USD 35539.09000000 0.020095905584 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 08576PAF8 20000.00000000 PA USD 17266.94000000 0.009763750168 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Progress Residential Trust N/A 74331CAA6 358395.48000000 PA USD 332772.86000000 0.188169476927 Long ABS-MBS CORP US N 2 2037-04-17 Fixed 1.73200000 N N N N N N Invesco Private Prime Fund N/A N/A 3048683.44000000 NS USD 3048378.51000000 1.723733689415 Long STIV PF US N 2 N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACD7 135000.00000000 PA USD 134397.01000000 0.075996026455 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475AK1 41000.00000000 PA USD 41091.15000000 0.023235369019 Long DBT CORP US N 2 N/A Variable 8.97714000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38373T3M5 4346.28000000 PA USD 0.91000000 0.000000514567 Long ABS-APCP USGA US N 2 2032-02-16 Floating 2.34186000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QPA31 565716.46000000 PA USD 534799.69000000 0.302407407649 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Medtronic Global Holdings S.C.A. 549300JXMTTP8GKYIX14 58507LBB4 182000.00000000 PA USD 177753.55000000 0.100512381104 Long DBT CORP LU N 2 2028-03-30 Fixed 4.25000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EL7 22000.00000000 PA USD 21772.79000000 0.012311624528 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07387AEG6 88657.13000000 PA USD 84199.95000000 0.047611636804 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.75613000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 35000.00000000 PA USD 28521.88000000 0.016127959595 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAJ5 57000.00000000 PA USD 56285.17000000 0.031826967492 Long DBT CORP US N 2 2028-03-09 Fixed 5.95000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAG0 190000.00000000 PA USD 182208.04000000 0.103031213479 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.14330000 N N N N N N Applied Materials, Inc. 41BNNE1AFPNAZELZ6K07 038222105 6797.00000000 NS USD 982438.38000000 0.555528825513 Long EC CORP US N 1 N N N Johns Hopkins University (The) 549300Z1XKWYKTIOM958 478115AH1 41000.00000000 PA USD 40935.19000000 0.023147180002 Long DBT CORP US N 2 2032-07-01 Fixed 4.70500000 N N N N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 67097LAH9 250000.00000000 PA USD 247797.50000000 0.140119377400 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.22029000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAT7 64882.84000000 PA USD 63980.90000000 0.036178588862 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 5000.00000000 PA USD 4797.86000000 0.002712994102 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 159141.99000000 0.089988303179 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Manhattan Associates, Inc. 529900Q1GJP7KD52SW51 562750109 1972.00000000 NS USD 394163.36000000 0.222883300264 Long EC CORP US N 1 N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 42225UAD6 6000.00000000 PA USD 5525.12000000 0.003124229963 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DX4 505000.00000000 PA USD 503348.88000000 0.284623257623 Long DBT CORP GB N 2 2034-06-20 Variable 6.54700000 N N N N N Life Mortgage Trust N/A 53218CAA8 127786.12000000 PA USD 124638.24000000 0.070477840128 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.96148000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8K1 30000.00000000 PA USD 26375.16000000 0.014914077010 Long DBT CORP US N 2 2062-08-15 Fixed 4.65000000 N N N N N N VICI Properties L.P./ VICI Note Co. Inc. 254900X4QE7SGKQLLN38 92564RAF2 67000.00000000 PA USD 66647.29000000 0.037686323632 Long DBT CORP US N 2 2024-05-01 Fixed 5.62500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDQ1 5000.00000000 PA USD 2977.83000000 0.001683841385 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 1175612.43000000 PA USD 34444.39000000 0.019476897393 Long ABS-MBS CORP US N 2 2050-11-15 Variable 1.21562300 N N N N N N OBX Trust N/A 67448DAM2 110000.00000000 PA USD 93468.30000000 0.052852510629 Long ABS-MBS CORP US N 2 2062-01-25 Variable 3.38400000 N N N N N N Chevron Corp. LJOF0JWZSCIUPEC3LQ45 166764100 10556.00000000 NS USD 1660986.60000000 0.939220162685 Long EC CORP US N 1 N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEZ2 95000.00000000 PA USD 91592.88000000 0.051792037126 Long DBT CORP US N 2 2033-01-28 Fixed 4.55000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 166000.00000000 PA USD 166143.74000000 0.093947507169 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBV1 90000.00000000 PA USD 89114.83000000 0.050390800943 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N American Honda Finance Corp. B6Q2VFHD1797Q7NZ3E43 02665WED9 85000.00000000 PA USD 84387.77000000 0.047717841352 Long DBT CORP US N 2 2028-01-12 Fixed 4.70000000 N N N N N N N/A N/A N/A -74.00000000 NC USD 93657.31000000 0.052959388073 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes/Bonds 2023-09-20 8858032.31000000 USD 93657.31000000 N N N American Airlines Pass-Through Trust IWUQB36BXD6OWD6X4T14 02379KAA2 12651.43000000 PA USD 10602.00000000 0.005994998493 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610AT2 3000.00000000 PA USD 2454.62000000 0.001387987474 Long DBT CORP US N 2 2030-04-30 Fixed 3.25000000 N N N N N N Zimmer Biomet Holdings, Inc. 2P2YLDVPES3BXQ1FRB91 98956P102 5436.00000000 NS USD 791481.60000000 0.447550556467 Long EC CORP US N 1 N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAJF8 2945.04000000 PA USD 559.84000000 0.000316566681 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 9000.00000000 PA USD 6889.36000000 0.003895652029 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KS9 114000.00000000 PA USD 111785.64000000 0.063210219147 Long DBT CORP US N 2 2028-05-16 Fixed 4.65000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHW2 79000.00000000 PA USD 75462.10000000 0.042670739088 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 10000.00000000 PA USD 7429.22000000 0.004200920836 Long DBT CORP US N 2 2031-03-30 Fixed 1.60000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537101 5313.00000000 NS USD 447354.60000000 0.252960776558 Long EC CORP US N 1 N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 43000.00000000 PA USD 40158.61000000 0.022708055692 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022671 4465000.00000000 PA USD 3867108.64000000 2.186692177999 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 2.50000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAL6 62000.00000000 PA USD 63074.10000000 0.035665830454 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DL8 18000.00000000 PA USD 18642.95000000 0.010541827689 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBL8 244000.00000000 PA USD 244786.88000000 0.138416994608 Long DBT CORP US N 2 2044-05-17 Fixed 4.90000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAY0 77000.00000000 PA USD 76397.01000000 0.043199392554 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAL8 37000.00000000 PA USD 36867.38000000 0.020846999392 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N Verus Securitization Trust N/A 92537TAA3 10450.34000000 PA USD 10183.70000000 0.005758466908 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 271869.16000000 PA USD 61.93000000 0.000035018888 Long ABS-MBS CORP US N 2 2046-11-10 Variable 1.13010100 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLH0 264000.00000000 PA USD 261665.14000000 0.147960962093 Long DBT CORP US N 2 2034-04-25 Variable 5.28800000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 88315LAQ1 239733.35000000 PA USD 205961.03000000 0.116462560326 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 113352.99000000 0.064096491632 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N MFA Trust N/A 55284FAF4 165186.11000000 PA USD 141472.01000000 0.079996650332 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 12825.00000000 NS USD 726921.00000000 0.411044170903 Long EC CORP US N 1 N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 225000.00000000 PA USD 183423.80000000 0.103718676162 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBN7 376000.00000000 PA USD 369660.29000000 0.209027813777 Long DBT CORP AU N 2 2034-06-15 Variable 5.88700000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31397PM49 7010.58000000 PA USD 628.97000000 0.000355656876 Long ABS-APCP USGSE US N 2 2037-12-15 Floating 1.89257000 N N N N N N Wyndham Hotels & Resorts, Inc. 549300FE3MQ4RVXXC673 98311A105 5899.00000000 NS USD 404494.43000000 0.228725098895 Long EC CORP US N 1 N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DQF0 60381.99000000 PA USD 3865.49000000 0.002185776903 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 1.54957000 N N N N N N Countrywide Home Loans Mortgage Pass-Through Trust N/A 126694MS4 25275.46000000 PA USD 16257.83000000 0.009193139630 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 N/A 61764PBW1 720000.00000000 PA USD 684349.56000000 0.386971758277 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.83200000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BU2 25000.00000000 PA USD 24958.01000000 0.014112736497 Long DBT CORP US N 2 2025-10-15 Fixed 4.95000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDV7 26000.00000000 PA USD 23715.25000000 0.013410006416 Long DBT CORP GB N 2 N/A Variable 4.87500000 N N N N N N OBX Trust N/A 67114VAA1 159336.56000000 PA USD 134078.08000000 0.075815684551 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 4007.31000000 PA USD 4027.71000000 0.002277505695 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAE6 6000.00000000 PA USD 4775.83000000 0.002700537035 Long DBT CORP US N 2 2030-10-15 Fixed 1.80000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAX9 111000.00000000 PA USD 107620.43000000 0.060854962811 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N Banc of America Funding Trust N/A 05951FBD5 16766.21000000 PA USD 13781.49000000 0.007792870381 Long ABS-MBS CORP US N 2 2037-01-25 Fixed 6.00000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAP9 42000.00000000 PA USD 41736.56000000 0.023600322045 Long DBT CORP US N 2 2025-10-14 Fixed 5.45000000 N N N N N N KKR CLO 30 Ltd. 549300NB16RGUJOZXI16 48250EAN5 268000.00000000 PA USD 265493.66000000 0.150125833969 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.28029000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAB1 47000.00000000 PA USD 46265.94000000 0.026161501660 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAN1 100000.00000000 PA USD 87360.87000000 0.049399008115 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.34600000 N N N N N N COMM Mortgage Trust N/A 12592PBH5 495000.00000000 PA USD 455521.97000000 0.257579091107 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 4.04800000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 16529.72000000 PA USD 16408.22000000 0.009278179039 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDA1 25000.00000000 PA USD 24145.81000000 0.013653470531 Long DBT CORP US N 2 2028-04-26 Variable 4.32300000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBH7 128000.00000000 PA USD 125871.05000000 0.071174943890 Long DBT CORP US N 2 2028-05-17 Fixed 4.05000000 N N N N N N COLT Mortgage Loan Trust N/A 12598RAA1 95399.71000000 PA USD 79406.79000000 0.044901300360 Long ABS-MBS CORP US N 2 2066-11-26 Variable 1.72600000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 275000.00000000 PA USD 272166.47000000 0.153899035808 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818FJ2 6000.00000000 PA USD 5485.73000000 0.003101956525 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Connecticut Light and Power Co. (The) 549300O45IUXEDS1VZ32 207597EP6 35000.00000000 PA USD 35583.58000000 0.020121062864 Long DBT CORP US N 2 2053-01-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H052678 1715000.00000000 PA USD 1707094.93000000 0.965292542320 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAL5 71000.00000000 PA USD 72668.10000000 0.041090846069 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAD6 188214.98000000 PA USD 151986.95000000 0.085942419947 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAV6 12000.00000000 PA USD 11751.64000000 0.006645073014 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AR3 118000.00000000 PA USD 117722.42000000 0.066567226047 Long DBT CORP US N 2 2033-06-30 Fixed 5.30000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A5AX4 56943.06000000 PA USD 5948.21000000 0.003363470098 Long ABS-APCP USGSE US N 2 2041-04-25 Fixed 4.00000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BL6 98000.00000000 PA USD 95390.64000000 0.053939515477 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAS8 69000.00000000 PA USD 72277.42000000 0.040869932467 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EG8 6000.00000000 PA USD 5669.79000000 0.003206034947 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 25698.04000000 PA USD 24323.90000000 0.013754173161 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.90011000 N N N N N N Procter & Gamble Co. (The) 2572IBTT8CCZW6AU4141 742718109 8714.00000000 NS USD 1322262.36000000 0.747685423152 Long EC CORP US N 1 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395XLV5 4230.34000000 PA USD 4888.77000000 0.002764399998 Long ABS-APCP USGSE US N 2 2035-08-15 Floating 6.02274600 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810TN8 2479400.00000000 PA USD 2380224.00000000 1.345919571239 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N Progress Residential Trust N/A 74333WAA0 114452.74000000 PA USD 97414.40000000 0.055083869199 Long ABS-MBS CORP US N 2 2040-12-17 Fixed 2.39300000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 63000.00000000 PA USD 61051.17000000 0.034521946064 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22546QAP2 197000.00000000 PA USD 189797.35000000 0.107322658680 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Verus Securitization Trust 2022-INV2 N/A 924923AA3 118469.14000000 PA USD 118593.91000000 0.067060018090 Long ABS-MBS CORP US N 2 2067-10-25 Variable 6.79000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAN2 70000.00000000 PA USD 71514.85000000 0.040438730241 Long DBT CORP US N 2 2053-03-22 Fixed 5.05000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FAB58 17798.71000000 PA USD 2606.68000000 0.001473971201 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 359.20000000 PA USD 358.68000000 0.000202818907 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 7.50000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAN1 91000.00000000 PA USD 90874.83000000 0.051386009144 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. N/A 17307G2Z0 73989.46000000 PA USD 71978.08000000 0.040700667908 Long ABS-MBS CORP US N 2 2035-10-25 Floating 7.11000000 N N N N N N Metropolitan Edison Co. TBL0FUJQXXOVZMZFHZ71 591894CE8 28000.00000000 PA USD 27740.23000000 0.015685968407 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAV3 16000.00000000 PA USD 15100.54000000 0.008538739346 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N Hubbell Inc. 54930088VDQ6840Y6597 443510607 1663.00000000 NS USD 551384.28000000 0.311785316729 Long EC CORP US N 1 N N N COLT Mortgage Loan Trust N/A 19688HAA9 132072.36000000 PA USD 113353.12000000 0.064096565142 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 75228.71000000 0.042538766564 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BZ1 62000.00000000 PA USD 61164.58000000 0.034586074793 Long DBT CORP US N 2 2028-05-15 Fixed 4.45000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AT2 156000.00000000 PA USD 153603.69000000 0.086856620463 Long DBT CORP US N 2 2028-04-20 Fixed 4.55000000 N N N N N N Bank N/A 065405AJ1 1506403.50000000 PA USD 58911.07000000 0.033311806819 Long ABS-MBS CORP US N 2 2052-02-15 Variable 1.10178300 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 6000.00000000 PA USD 5610.28000000 0.003172384469 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBQ8 59000.00000000 PA USD 57383.42000000 0.032447983064 Long DBT CORP US N 2 2033-01-15 Fixed 4.40000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FD0 102000.00000000 PA USD 99092.27000000 0.056032636235 Long DBT CORP US N 2 2033-04-15 Fixed 4.10000000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491AF0 121932.44000000 PA USD 104401.82000000 0.059034970158 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEM0 42000.00000000 PA USD 41860.96000000 0.023670665170 Long DBT CORP US N 2 2024-10-15 Fixed 5.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343V104 19271.00000000 NS USD 716688.49000000 0.405258103931 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375JSQ9 107025.95000000 PA USD 6808.04000000 0.003849668887 Long ABS-APCP USGA US N 2 2037-04-16 Floating 1.39186000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CB9 27000.00000000 PA USD 22692.69000000 0.012831790451 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 343875.00000000 PA USD 287684.07000000 0.162673605571 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBA7 90000.00000000 PA USD 89341.41000000 0.050518922690 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJL5 171000.00000000 PA USD 159807.77000000 0.090364774609 Long DBT CORP US N 2 2034-02-01 Variable 4.83900000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FE8 197000.00000000 PA USD 192283.99000000 0.108728752158 Long DBT CORP US N 2 2053-04-15 Fixed 4.50000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAY5 43000.00000000 PA USD 40769.95000000 0.023053743523 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 15054.05000000 PA USD 14918.42000000 0.008435757916 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.47700000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 259000.00000000 PA USD 269480.75000000 0.152380370711 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCM9 209000.00000000 PA USD 210692.02000000 0.119137742171 Long DBT CORP JP N 2 2033-09-13 Variable 5.66900000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918104 16606.00000000 NS USD 5655007.24000000 3.197675899335 Long EC CORP US N 1 N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 225313AF2 304000.00000000 PA USD 292980.75000000 0.165668662034 Long DBT CORP FR N 2 2025-03-17 Fixed 4.37500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137B93W3 47328.62000000 PA USD 4248.66000000 0.002402443906 Long ABS-APCP USGSE US N 2 2044-01-15 Floating 0.99257000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCD8 114000.00000000 PA USD 110447.10000000 0.062453329382 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XAZ1 41000.00000000 PA USD 39440.78000000 0.022302152111 Long DBT CORP US N 2 2032-10-01 Fixed 4.45000000 N N N N N N Office Properties Income Trust N/A 81618TAE0 88000.00000000 PA USD 83076.51000000 0.046976377315 Long DBT CORP US N 2 2024-05-15 Fixed 4.25000000 N N N N N N Freddie Mac 5493000IS4M3TZMRB410 35564KUW7 164537.16000000 PA USD 165069.04000000 0.093339808161 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.06655000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KAW6 5000.00000000 PA USD 4857.02000000 0.002746446668 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CE3 153000.00000000 PA USD 155383.96000000 0.087863290522 Long DBT CORP US N 2 2034-05-19 Variable 5.85300000 N N N N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 84861TAE8 6000.00000000 PA USD 5406.27000000 0.003057025137 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 228143.57000000 PA USD 185640.92000000 0.104972367075 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DX5 33000.00000000 PA USD 32906.81000000 0.018607458628 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBN2 5000.00000000 PA USD 3354.09000000 0.001896601065 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N Prologis, Inc. 529900DFH19P073LZ636 74340W103 10801.00000000 NS USD 1324526.63000000 0.748965775467 Long EC CORP US N 1 N N N Credit Suisse Mortgage Capital Trust N/A 12660BAM3 165019.20000000 PA USD 151385.36000000 0.085602245344 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.87000000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 98138HAH4 13000.00000000 PA USD 12062.51000000 0.006820857317 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 256000.00000000 PA USD 265625.84000000 0.150200576367 Long DBT CORP GB N 2 2044-03-09 Variable 6.33200000 N N N N N N CD Mortgage Trust N/A 125039AG2 753580.85000000 PA USD 18718.27000000 0.010584418076 Long ABS-MBS CORP US N 2 2050-11-13 Variable 1.01555300 N N N N N N Credit Suisse Mortgage Capital Trust N/A 126407AA3 35762.12000000 PA USD 29998.15000000 0.016962730056 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBU8 26000.00000000 PA USD 23792.25000000 0.013453546774 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDR4 258000.00000000 PA USD 260162.27000000 0.147111150417 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31392MJE3 11495.21000000 PA USD 11742.90000000 0.006640130900 Long ABS-APCP USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C14 549300GADFYEKC4OLM57 92890PAG9 55043.43000000 PA USD 51832.20000000 0.029308994615 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGZ6 5000.00000000 PA USD 4793.07000000 0.002710285552 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136A9XT0 46018.07000000 PA USD 1783.77000000 0.001008649166 Long ABS-APCP USGSE US N 2 2027-11-25 Fixed 3.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEB3 50000.00000000 PA USD 51974.52000000 0.029389470769 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Interpublic Group of Cos., Inc. (The) 5493008IUOJ5VWTRC333 460690BL3 6000.00000000 PA USD 5905.12000000 0.003339104461 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAT9 92000.00000000 PA USD 91256.87000000 0.051602037179 Long DBT CORP US N 2 2033-03-15 Fixed 5.37500000 N N N N N N BX Trust 2022-CLS N/A 05609XAA9 105000.00000000 PA USD 101325.84000000 0.057295628952 Long ABS-MBS CORP US N 2 2027-10-13 Fixed 5.76000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKY4 33000.00000000 PA USD 32300.45000000 0.018264586784 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 5303.10000000 PA USD 5280.33000000 0.002985811204 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 302752.90000000 PA USD 260287.57000000 0.147182002455 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 3174.23000000 PA USD 3249.14000000 0.001837256121 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 64000.00000000 PA USD 63230.26000000 0.035754132564 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433WE2 8217.14000000 PA USD 7928.67000000 0.004483339436 Long ABS-MBS CORP US N 2 2034-04-21 Variable 4.57771000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516106 2719.00000000 NS USD 564192.50000000 0.319027842630 Long EC CORP US N 1 N N N COLT Mortgage Loan Trust N/A 19688JAA5 3245.39000000 PA USD 3221.67000000 0.001821722957 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85300000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKP3 30000.00000000 PA USD 28823.35000000 0.016298428582 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 17319.18000000 PA USD 9369.70000000 0.005298183114 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6.00000000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBP0 35000.00000000 PA USD 34177.74000000 0.019326117695 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 59000.00000000 PA USD 59162.79000000 0.033454144210 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05366DAA6 164000.00000000 PA USD 162775.95000000 0.092043159312 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGY4 291000.00000000 PA USD 286934.21000000 0.162249590331 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 10112RBD5 26000.00000000 PA USD 21212.51000000 0.011994809044 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHM4 4000.00000000 PA USD 3798.14000000 0.002147693225 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 29280HAB8 200000.00000000 PA USD 131788.47000000 0.074521003500 Long DBT CORP US N 2 2041-07-12 Fixed 2.87500000 N N N N N N Boyd Gaming Corp. 254900787YGRYS2A1Z35 103304101 5370.00000000 NS USD 372516.90000000 0.210643110197 Long EC CORP US N 1 N N N Tricon American Homes Trust N/A 89613JAA8 251907.69000000 PA USD 212594.07000000 0.120213273852 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636QAX2 179000.00000000 PA USD 182131.57000000 0.102987972814 Long DBT CORP US N 2 2033-03-09 Fixed 4.85000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACE5 25000.00000000 PA USD 25189.96000000 0.014243894760 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CN7 225000.00000000 PA USD 171843.75000000 0.097170630293 Long DBT CORP GB N 2 N/A Variable 4.60000000 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 66815L2K4 41000.00000000 PA USD 40010.84000000 0.022624497785 Long DBT CORP US N 2 2027-09-15 Fixed 4.35000000 N N N N N N HCA Healthcare, Inc. 529900PH4ZGUH2MNEU89 40412C101 1757.00000000 NS USD 533214.36000000 0.301510968207 Long EC CORP US N 1 N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AV9 40000.00000000 PA USD 39773.25000000 0.022490150333 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 202000.00000000 PA USD 203554.32000000 0.115101664002 Long DBT CORP US N 2 2034-06-12 Variable 5.83600000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 121978.45000000 PA USD 101950.94000000 0.057649097501 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BB5 21000.00000000 PA USD 20983.27000000 0.011865183176 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BS2 48000.00000000 PA USD 47410.38000000 0.026808635793 Long DBT CORP US N 2 2028-02-01 Fixed 5.70000000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 41054.66000000 PA USD 33936.13000000 0.019189497097 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAE8 242724.31000000 PA USD 196004.20000000 0.110832379148 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 12959.94000000 PA USD 12937.02000000 0.007315357046 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.68000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CA2 227000.00000000 PA USD 231091.48000000 0.130672804609 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AYAT0 316546.48000000 PA USD 21045.59000000 0.011900422594 Long ABS-APCP USGSE US N 2 2047-09-25 Floating 0.74957000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBP5 16000.00000000 PA USD 12278.68000000 0.006943092633 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Burlington Northern Santa Fe, LLC N/A 12189LBK6 177000.00000000 PA USD 180717.98000000 0.102188645336 Long DBT CORP US N 2 2054-04-15 Fixed 5.20000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939U106 9066.00000000 NS USD 799983.84000000 0.452358226339 Long EC CORP US N 1 N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCH2 120000.00000000 PA USD 119216.23000000 0.067411914662 Long DBT CORP US N 2 2034-01-15 Fixed 5.12500000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31395LMA6 125135.98000000 PA USD 5530.06000000 0.003127023332 Long ABS-APCP USGSE US N 2 2035-01-15 Floating 1.59257000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAD1 56000.00000000 PA USD 38928.15000000 0.022012280758 Long DBT CORP US N 2 2042-01-01 Fixed 2.71900000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 306000.00000000 PA USD 308832.49000000 0.174632174335 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBT6 30000.00000000 PA USD 25516.01000000 0.014428262734 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 275000.00000000 PA USD 305457.38000000 0.172723687317 Long DBT CORP GB N 2 2033-11-03 Variable 8.11300000 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBU3 157000.00000000 PA USD 154792.34000000 0.087528753547 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2G3 36000.00000000 PA USD 35458.17000000 0.020050148626 Long DBT CORP US N 2 2026-06-04 Floating 5.71001800 N N N N N N Oceanview Mortgage Trust N/A 67647WAE7 138298.90000000 PA USD 118918.23000000 0.067243407819 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N PACCAR Financial Corp. PH3S12DWZBHHQKVYZ297 69371RS31 28000.00000000 PA USD 28124.87000000 0.015903466636 Long DBT CORP US N 2 2028-01-10 Fixed 4.60000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377REZ3 415000.00000000 PA USD 385602.89000000 0.218042703702 Long ABS-O CORP US N 2 2028-08-21 Fixed 3.83000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MK4 160000.00000000 PA USD 137824.00000000 0.077933849497 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N Pennsylvania Electric Co. O1PLQWO3TX952VMBJ146 708696CA5 9000.00000000 PA USD 8868.03000000 0.005014509195 Long DBT CORP US N 2 2026-03-30 Fixed 5.15000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31392BJ98 8017.90000000 PA USD 819.34000000 0.000463303345 Long ABS-APCP USGSE US N 2 2032-03-25 Floating 2.94957000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GZV9 38000.00000000 PA USD 37957.02000000 0.021463146360 Long DBT CORP US N 2 2024-11-01 Fixed 5.70000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAG8 133000.00000000 PA USD 129891.35000000 0.073448259533 Long DBT CORP US N 2 2033-05-15 Fixed 5.03500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394U2V3 1903.13000000 PA USD 1891.39000000 0.001069503886 Long ABS-APCP USGSE US N 2 2025-12-25 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 37000.00000000 PA USD 36541.40000000 0.020662671000 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CX5 200000.00000000 PA USD 177615.33000000 0.100434223333 Long DBT CORP GB N 2 2027-11-22 Variable 2.25100000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BV0 24000.00000000 PA USD 24423.42000000 0.013810447661 Long DBT CORP US N 2 2027-11-15 Fixed 5.10000000 N N N N N N Med Trust N/A 58403YAK2 116441.17000000 PA USD 112567.34000000 0.063652238607 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.64400000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46643GAK6 270000.00000000 PA USD 244035.05000000 0.137991865414 Long ABS-MBS CORP US N 2 2047-11-15 Variable 4.11570000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558103 11357.00000000 NS USD 875283.99000000 0.494937389310 Long EC CORP US N 1 N N N N/A N/A N/A 104.00000000 NC USD -142251.81000000 -0.08043759542 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Notes/Bonds 2023-09-20 11817876.81000000 USD -142251.81000000 N N N Race Point VIII CLO Ltd. 5493008ABAJEYBWITR69 74982LAY6 215214.47000000 PA USD 213791.04000000 0.120890111557 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 6.41914000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHF1 386300.00000000 PA USD 380958.20000000 0.215416320986 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N Dryden 93 CLO Ltd. 5493009K6Z2DW3X76185 26190TAA9 100056.00000000 PA USD 98460.91000000 0.055675627911 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.34029000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324P102 2895.00000000 NS USD 1391452.80000000 0.786809794362 Long EC CORP US N 1 N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AB8 292000.00000000 PA USD 288566.73000000 0.163172713793 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664CV1 5000.00000000 PA USD 3486.08000000 0.001971236026 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 98145.19000000 0.055497101131 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 13032UD88 100000.00000000 PA USD 93565.59000000 0.052907524155 Long DBT MUN US N 2 2037-06-01 Fixed 4.19000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAJ1 144000.00000000 PA USD 145791.24000000 0.082438998695 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BV5 51000.00000000 PA USD 51314.90000000 0.029016482568 Long DBT CORP US N 2 2030-06-15 Fixed 6.20000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DY3 132000.00000000 PA USD 131860.37000000 0.074561660017 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 134000.00000000 PA USD 134234.88000000 0.075904348555 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCE9 184000.00000000 PA USD 179912.93000000 0.101733422403 Long DBT CORP US N 2 2033-06-15 Fixed 4.75000000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FLN59 2022495.18000000 PA USD 26080.48000000 0.014747447492 Long ABS-APCP USGSE US N 2 2026-02-25 Variable 0.78441700 N N N N N N Synopsys, Inc. QG7T915N9S0NY5UKNE63 871607107 1040.00000000 NS USD 452826.40000000 0.256054856237 Long EC CORP US N 1 N N N Hertz Vehicle Financing III L.P. N/A 42806MAE9 113000.00000000 PA USD 98637.86000000 0.055775685918 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312BZ8 107000.00000000 PA USD 108178.08000000 0.061170291136 Long DBT CORP US N 2 2033-03-03 Fixed 4.87500000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394CKG6 2990.58000000 PA USD 175.46000000 0.000099215472 Long ABS-APCP USGSE US N 2 2035-03-25 Floating 1.59957000 N N N N N N COLT Mortgage Loan Trust 213800PIMH7Q7M27DB82 12659YAA2 228822.88000000 PA USD 210482.57000000 0.119019306740 Long ABS-MBS CORP US N 2 2067-02-25 Variable 3.90100000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31394DXZ8 155731.11000000 PA USD 7694.08000000 0.004350688361 Long ABS-APCP USGSE US N 2 2035-05-25 Floating 1.44957000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 571000.00000000 PA USD 473644.44000000 0.267826608590 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Verus Securitization Trust N/A 92538WAA5 126923.78000000 PA USD 110864.79000000 0.062689516038 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 100099.72000000 0.056602308112 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AC6 192000.00000000 PA USD 188805.34000000 0.106761717494 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BX6 15000.00000000 PA USD 16667.34000000 0.009424700829 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137AXEJ8 44415.07000000 PA USD 1789.20000000 0.001011719609 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 241557.33000000 0.136590815832 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137ARKB1 110471.83000000 PA USD 4444.08000000 0.002512945944 Long ABS-APCP USGSE US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Sonic Capital LLC N/A 83546DAN8 98250.00000000 PA USD 79101.25000000 0.044728529955 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 108000.00000000 PA USD 109741.67000000 0.062054437495 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AM7 21000.00000000 PA USD 20116.88000000 0.011375274975 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Freddie Mac 5493000IS30HKV5IAS29 35564KH36 81530.94000000 PA USD 82051.93000000 0.046397019122 Long ABS-MBS USGSE US N 2 2042-09-25 Floating 7.21655000 N N N N N N Synchrony Card Funding LLC N/A 87166PAH4 354000.00000000 PA USD 343524.50000000 0.194249090737 Long ABS-O CORP US N 2 2028-07-15 Fixed 3.86000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAW1 44000.00000000 PA USD 40222.98000000 0.022744454301 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 78409VBM5 10000.00000000 PA USD 8276.59000000 0.004680074003 Long DBT CORP US N 2 2062-03-01 Fixed 3.90000000 N N N N N N ONE Gas, Inc. 549300HXDWI0LATTX840 68235P108 5663.00000000 NS USD 434975.03000000 0.245960634745 Long EC CORP US N 1 N N N Verus Securitization Trust N/A 92538QAA8 183777.21000000 PA USD 156500.57000000 0.088494687925 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N Verus Securitization Trust N/A 92539NAA4 92833.04000000 PA USD 89613.84000000 0.050672970741 Long ABS-MBS CORP US N 2 2067-07-25 Variable 5.15200000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8R6 156000.00000000 PA USD 161575.90000000 0.091364579993 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAH7 176286.67000000 PA USD 151321.43000000 0.085566095537 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Bath & Body Works, Inc. GR3KVMWVCR54YWQNXU90 070830104 6619.00000000 NS USD 248212.50000000 0.140354042970 Long EC CORP US N 1 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296XJA4 3557.11000000 PA USD 3638.54000000 0.002057445936 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 613426.80000000 0.346867830776 Long ABS-CBDO CORP KY N 2 2033-04-19 Floating 6.41500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAM8 183000.00000000 PA USD 181829.73000000 0.102817294607 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 150000.00000000 PA USD 133256.14000000 0.075350911012 Long DBT CORP GB N 2 2030-07-18 Variable 3.96000000 N N N N N N Silgan Holdings Inc. KAF673KJXD92C8KSLU49 827048109 11700.00000000 NS USD 548613.00000000 0.310218270942 Long EC CORP US N 1 N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 110000.00000000 PA USD 116811.24000000 0.066051990928 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 200000.00000000 PA USD 156870.96000000 0.088704128360 Long DBT CORP GB N 2 2032-06-29 Variable 2.67800000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCWD4 27522.92000000 PA USD 4631.50000000 0.002618924308 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 83088MAL6 5000.00000000 PA USD 4042.17000000 0.002285682235 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 247533.25000000 0.139969954805 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 6.55171000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 31395DUU1 2056.54000000 PA USD 2414.01000000 0.001365024175 Long ABS-APCP USGSE US N 2 2036-06-25 Floating 5.31509100 N N N N N N GS Mortgage-Backed Securities Trust N/A 36263KAF8 159965.96000000 PA USD 137241.93000000 0.077604712658 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BM6 74000.00000000 PA USD 70989.44000000 0.040141632320 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512109 2899.00000000 NS USD 376000.30000000 0.212612830793 Long EC CORP US N 1 N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAX0 167000.00000000 PA USD 166855.91000000 0.094350210251 Long DBT CORP US N 2 2053-05-01 Fixed 5.40000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142FB4 97000.00000000 PA USD 94736.01000000 0.053569348918 Long DBT CORP US N 2 2028-04-15 Fixed 3.90000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BQ7 200000.00000000 PA USD 139732.34000000 0.079012937917 Long DBT CORP AU N 2 2041-03-11 Fixed 3.30500000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QCM6 45000.00000000 PA USD 45435.67000000 0.025692017845 Long DBT CORP US N 2 2053-03-15 Fixed 5.12500000 N N N N N N Mosaic Co. (The) 2YD5STGSJNMUB7H76907 61945C103 10526.00000000 NS USD 368410.00000000 0.208320825788 Long EC CORP US N 1 N N N Cedar Funding IX CLO Ltd. N/A 15033EAA6 250000.00000000 PA USD 248134.50000000 0.140309937152 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.23043000 N N N N N N OBX Trust N/A 67117YAA2 325254.38000000 PA USD 323195.13000000 0.182753661334 Long ABS-MBS CORP US N 2 2062-09-25 Variable 6.10000000 N N N N N N Duke Energy Indiana, LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 95000.00000000 PA USD 95908.84000000 0.054232536438 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613BB3 154000.00000000 PA USD 148118.34000000 0.083754878812 Long DBT CORP CH N 2 2026-04-17 Fixed 4.55000000 N N N N N N Electronic Arts Inc. 549300O7A67PUEYKDL45 285512AE9 7000.00000000 PA USD 5673.15000000 0.003207934889 Long DBT CORP US N 2 2031-02-15 Fixed 1.85000000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261F104 3139.00000000 NS USD 388482.64000000 0.219671084848 Long EC CORP US N 1 N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 3137FGV77 17539.17000000 PA USD 904.72000000 0.000511582252 Long ABS-APCP USGSE US N 2 2045-03-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H042679 2206000.00000000 PA USD 2129307.04000000 1.204036266466 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 4.50000000 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254JAA8 250000.00000000 PA USD 248943.35000000 0.140767308831 Long DBT CORP AU N 2 2025-12-08 Fixed 5.08800000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBM8 26000.00000000 PA USD 27118.63000000 0.015334478965 Long DBT CORP US N 2 2033-10-25 Variable 5.83400000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCC0 6000.00000000 PA USD 5645.10000000 0.003192073759 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 5000.00000000 PA USD 4822.60000000 0.002726983563 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BY9 35000.00000000 PA USD 34669.16000000 0.019603995658 Long DBT CORP US N 2 2025-10-10 Fixed 4.87500000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BL7 5000.00000000 PA USD 4074.05000000 0.002303709074 Long DBT CORP US N 2 2032-12-15 Fixed 2.85000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 85000.00000000 PA USD 84496.63000000 0.047779397241 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 025676AM9 7000.00000000 PA USD 6760.34000000 0.003822696483 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N N Neuberger Berman Loan Advisers CLO 40 Ltd. 549300Y2YE54ON4DJE28 64134JAA1 250000.00000000 PA USD 247749.50000000 0.140092235358 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 6.32029000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAN1 52000.00000000 PA USD 49155.27000000 0.027795299905 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 134625.12000000 PA USD 119339.10000000 0.067481392635 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.99400000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GD4 48000.00000000 PA USD 48226.56000000 0.027270152287 Long DBT CORP US N 2 2063-01-20 Fixed 5.15000000 N N N N N N Freddie Mac REMICs S6XOOCT0IEG5ABCC6L87 31398LPG7 13071.12000000 PA USD 766.34000000 0.000433334007 Long ABS-APCP USGSE US N 2 2039-12-15 Floating 1.14257000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 77000.00000000 PA USD 72996.62000000 0.041276610727 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 24000.00000000 PA USD 23693.55000000 0.013397735951 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAQ3 27000.00000000 PA USD 27213.87000000 0.015388333300 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N COMM Mortgage Trust N/A 12592RBJ7 865000.00000000 PA USD 823012.64000000 0.465380073284 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.98700000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBF4 6000.00000000 PA USD 7847.12000000 0.004437226238 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136APZR6 193610.05000000 PA USD 23180.76000000 0.013107774125 Long ABS-APCP USGSE US N 2 2035-08-25 Fixed 3.50000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJF8 26000.00000000 PA USD 24884.19000000 0.014070994299 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 98548.76000000 0.055725303503 Long DBT MUN US N 2 2052-11-01 Fixed 2.93900000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBP9 7000.00000000 PA USD 5232.69000000 0.002958872728 Long DBT CORP US N 2 2082-01-15 Variable 3.25000000 N N N N N N ArcelorMittal S.A. 2EULGUTUI56JI9SAL165 03938LBE3 92000.00000000 PA USD 94418.68000000 0.053389911748 Long DBT CORP LU N 2 2027-11-29 Fixed 6.55000000 N N N N N N Fannie Mae Interest STRIPS B1V7KEBTPIMZEU4LTD58 3136FCYZ3 21015.49000000 PA USD 3170.17000000 0.001792601808 Long ABS-APCP USGSE US N 2 2035-09-25 Variable 6.00000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GB8 47000.00000000 PA USD 46246.58000000 0.026150554370 Long DBT CORP US N 2 2033-01-20 Fixed 4.50000000 N N N N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 22966RAH9 5000.00000000 PA USD 4219.28000000 0.002385830715 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Chase Home Lending Mortgage Trust N/A 16158RAR7 4034.12000000 PA USD 3723.82000000 0.002105668297 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 194439.00000000 0.109947322400 Long DBT CORP CH N 2 2028-05-12 Variable 4.75100000 N N N N N N D.R. Horton, Inc. 529900ZIUEYVSB8QDD25 23331A109 3494.00000000 NS USD 425184.86000000 0.240424692999 Long EC CORP US N 1 N N N Visio Trust N/A 92837MAA5 46978.36000000 PA USD 41563.37000000 0.023502390165 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.31200000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 154000.00000000 PA USD 154133.25000000 0.087156065040 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N N BX Trust N/A 12433EAA9 185000.00000000 PA USD 180727.18000000 0.102193847560 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.14699000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 31282YB40 12463.34000000 PA USD 1032.87000000 0.000584045849 Long ABS-APCP USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N MFA Trust N/A 552732AA7 156187.04000000 PA USD 131630.27000000 0.074431547854 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.90600000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEQ1 63000.00000000 PA USD 64585.90000000 0.036520691681 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 00108WAG5 172000.00000000 PA USD 161636.05000000 0.091398592364 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 123437.50000000 PA USD 123772.19000000 0.069988124183 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.06655000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661ES2 216000.00000000 PA USD 215540.66000000 0.121879450292 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N Brown-Forman Corp. 549300873K3LXF7ARU34 115637AU4 39000.00000000 PA USD 39164.08000000 0.022145689549 Long DBT CORP US N 2 2033-04-15 Fixed 4.75000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCF6 253000.00000000 PA USD 248869.88000000 0.140725764543 Long DBT CORP US N 2 2053-06-15 Fixed 5.25000000 N N N N N N Banc of America Funding Trust N/A 059522AW2 5291.08000000 PA USD 4718.69000000 0.002668226696 Long ABS-MBS CORP US N 2 2036-05-20 Variable 3.96888800 N N N N N N N/A N/A N/A 23.00000000 NC USD 5210.93000000 0.002946568336 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond U.S. Treasury Bonds 2023-09-20 2913632.82000000 USD 5210.93000000 N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BH7 43000.00000000 PA USD 42662.90000000 0.024124129525 Long DBT CORP US N 2 2025-10-28 Variable 5.67100000 N N N N N N Canadian Pacific Kansas City Ltd. 54930036474DURYNB481 13646K108 6348.00000000 NS USD 512727.96000000 0.289926744745 Long EC CORP CA N 1 N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247XAT8 200000.00000000 PA USD 196683.51000000 0.111216501240 Long DBT CORP US N 2 2033-05-25 Fixed 4.75000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 135000.00000000 PA USD 99292.46000000 0.056145835514 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DS6 116000.00000000 PA USD 116430.52000000 0.065836709300 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Manufacturers and Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAT7 359000.00000000 PA USD 348030.62000000 0.196797117770 Long DBT CORP US N 2 2025-11-21 Fixed 5.40000000 N N N N N N Fannie Mae REMICs B1V7KEBTPIMZEU4LTD58 3136AAQJ7 124129.92000000 PA USD 12097.81000000 0.006840818027 Long ABS-APCP USGSE US N 2 2042-12-25 Floating 0.99957000 N N N N N N BPCE S.A. 9695005MSX1OYEMGDF46 05578AAW8 250000.00000000 PA USD 249580.29000000 0.141127472417 Long DBT CORP FR N 2 2025-01-14 Floating 5.59590400 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254HAA2 425000.00000000 PA USD 415948.91000000 0.235202140052 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 73000.00000000 PA USD 72442.91000000 0.040963510311 Long DBT CORP US N 2 2026-12-09 Floating 5.87993500 N N N N N N 2023-07-30 AIM Variable Insurance Funds (Invesco Variable Insurance Funds) Sheri Morris Sheri Morris President