0001752724-22-298071.txt : 20221230 0001752724-22-298071.hdr.sgml : 20221230 20221230110602 ACCESSION NUMBER: 0001752724-22-298071 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221031 FILED AS OF DATE: 20221230 DATE AS OF CHANGE: 20221230 PERIOD START: 20221031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: INVESCO ACTIVELY MANAGED EXCHANGE-TRADED FUND TRUST CENTRAL INDEX KEY: 0001418144 IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22148 FILM NUMBER: 221500832 BUSINESS ADDRESS: STREET 1: 3500 LACEY ROAD STREET 2: SUITE 700 CITY: DOWNERS GROVE STATE: IL ZIP: 60515 BUSINESS PHONE: 800-983-0903 MAIL ADDRESS: STREET 1: 3500 LACEY ROAD STREET 2: SUITE 700 CITY: DOWNERS GROVE STATE: IL ZIP: 60515 FORMER COMPANY: FORMER CONFORMED NAME: Powershares Actively Managed Exchange-Traded Fund Trust DATE OF NAME CHANGE: 20071109 0001418144 S000060784 Invesco Total Return Bond ETF C000197600 Invesco Total Return Bond ETF GTO NPORT-P 1 primary_doc.xml NPORT-P false 0001418144 XXXXXXXX S000060784 C000197600 Invesco Actively Managed Exchange-Traded Fund Trust 811-22148 0001418144 549300S7YWBLZ3UGI217 3500 Lacey Road Suite 700 Downers Grove 60515 800-983-0903 Invesco Total Return Bond ETF S000060784 549300G68D7JXKISYN27 2022-10-31 2022-10-31 N 1009825095.68 271699443.65 738125652.03 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 84370152.22000000 0.00000000 0.00000000 42351754.86000000 USD N Bloomberg Barclays US Aggregate Bond Index 100% BB-US Agg JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDK9 2722000.00000000 PA USD 2540438.41000000 0.344174247706 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138LLZ73 1000000.00000000 PA USD 879667.32000000 0.119175822921 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.31000000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0124B9 8760000.00000000 PA USD 7460250.94000000 1.010702028778 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 1.50000000 N N N N N N BX Commercial Mortgage Trust N/A BX Commercial Mortgage Trust, Series 2021-VOLT, Class C 05609VAJ4 3005000.00000000 PA USD 2779664.37000000 0.376584171320 Long ABS-MBS CORP US N 2 2036-09-15 Floating 4.51214000 N N N N N N SG Residential Mortgage Trust N/A SG Residential Mortgage Trust, Series 2022-1, Class A1 78433QAA3 2762924.46000000 PA USD 2396373.90000000 0.324656634464 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.16600000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc. 53079EBN3 854000.00000000 PA USD 701612.48000000 0.095053257947 Long DBT CORP US N 2 2052-06-15 Fixed 5.50000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 Sonic Automotive, Inc. 83545GBD3 1615000.00000000 PA USD 1269123.53000000 0.171938683679 Long DBT CORP US N 2 2029-11-15 Fixed 4.62500000 N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0204B2 4687000.00000000 PA USD 4108749.91000000 0.556646405486 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 2.00000000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 AEP Texas Inc. 00108WAQ3 533000.00000000 PA USD 464737.77000000 0.062961877658 Long DBT CORP US N 2 2052-05-15 Fixed 5.25000000 N N N N N N IHS Holding Ltd. 213800CLGMKL63VKTD94 IHS Holding Ltd. 44963HAB1 586000.00000000 PA USD 427076.80000000 0.057859633901 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N Kite Realty Group Trust 549300OVTYLM7DH6CM14 Kite Realty Group Trust 76131VAB9 96000.00000000 PA USD 82038.17000000 0.011114390859 Long DBT CORP US N 2 2030-09-15 Fixed 4.75000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 Sensata Technologies B.V. 81725WAL7 411000.00000000 PA USD 391060.34000000 0.052980185544 Long DBT CORP NL N 2 2030-09-01 Fixed 5.87500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137B8G50 5848897.02000000 PA USD 49334.86000000 0.006683802393 Long ABS-APCP USGSE US N 2 2024-01-25 Variable 0.91440000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179UV90 48765.90000000 PA USD 45217.81000000 0.006126031506 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N Logan Group Co. Ltd. 549300NJ0E6Q0S1VOG90 Logan Group Co. Ltd. BN3594171 250000.00000000 PA USD 21371.03000000 0.002895310566 Long DBT CORP KY N 2 2028-01-13 Fixed 4.50000000 N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 Pacific Life Global Funding II 6944PL2M0 2135000.00000000 PA USD 2105607.11000000 0.285264047416 Long DBT CORP US N 2 2025-03-30 Floating 3.85354400 N N N N N N Global Atlantic (Fin) Co. N/A Global Atlantic (Fin) Co. 37959GAA5 221000.00000000 PA USD 181254.88000000 0.024556100916 Long DBT CORP US N 2 2029-10-15 Fixed 4.40000000 N N N N N N Vontier Corp. 549300VVSQLG4P5K4639 Vontier Corp. 928881AF8 284000.00000000 PA USD 199791.16000000 0.027067364404 Long DBT CORP US N 2 2031-04-01 Fixed 2.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137F2LK0 250000.00000000 PA USD 231627.03000000 0.031380433583 Long ABS-APCP USGSE US N 2 2027-06-25 Fixed 3.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GXX7 1058000.00000000 PA USD 1004653.51000000 0.136108738022 Long DBT CORP US N 2 2027-03-09 Floating 3.73048600 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 Lennar Corp. 526057CD4 796000.00000000 PA USD 736764.59000000 0.099815605645 Long DBT CORP US N 2 2027-11-29 Fixed 4.75000000 N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254CD0 1362000.00000000 PA USD 898821.21000000 0.121770759155 Long DBT CORP GB N 2 N/A Variable 4.30000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYR9 2009000.00000000 PA USD 1908385.10000000 0.258544747056 Long DBT CORP US N 2 2027-10-21 Floating 3.97923100 N N N N N N California State University N/A California State University, Series 2021 B, Ref. RB 13077DRW4 695000.00000000 PA USD 402968.71000000 0.054593511130 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 Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 67578FAA5 3000000.00000000 PA USD 2921187.00000000 0.395757415010 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 5.29914000 N N N N N N Atento Luxco 1 S.A. 549300MLFF3HYCZQTC48 Atento Luxco 1 S.A. 04684LAC2 1305000.00000000 PA USD 517889.25000000 0.070162749198 Long DBT CORP LU N 2 2026-02-10 Fixed 8.00000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 Walmart Inc. 931142EZ2 1098000.00000000 PA USD 972701.74000000 0.131779966910 Long DBT CORP US N 2 2052-09-09 Fixed 4.50000000 N N N N N N AES Corp. (The) 2NUNNB7D43COUIRE5295 AES Corp. (The) 00130HCG8 170000.00000000 PA USD 128271.55000000 0.017378010051 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2Z5 1026000.00000000 PA USD 816502.16000000 0.110618315154 Long DBT CORP US N 2 2053-04-25 Variable 4.61100000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332BB7 735000.00000000 PA USD 683345.02000000 0.092578413732 Long DBT CORP US N 2 2032-08-01 Fixed 4.75000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust 35563PDD8 426982.86000000 PA USD 385493.28000000 0.052225969784 Long ABS-O USGSE US N 2 2057-06-25 Variable 3.25000000 N N N N N N Hilcorp Energy I, L.P. 549300ITPIHLG0LHEC09 Hilcorp Energy I, L.P. 431318AZ7 414000.00000000 PA USD 380259.00000000 0.051516838488 Long DBT CORP US N 2 2032-04-15 Fixed 6.25000000 N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 06417XAG6 1886000.00000000 PA USD 1551255.24000000 0.210161404868 Long DBT CORP CA N 2 2037-05-04 Variable 4.58800000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAM6 1711000.00000000 PA USD 1616742.07000000 0.219033448512 Long DBT CORP US N 2 2027-07-15 Fixed 6.16500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAC3 307000.00000000 PA USD 264548.12000000 0.035840526510 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The), Series I 064058AL4 1364000.00000000 PA USD 1053758.20000000 0.142761357378 Long DBT CORP US N 2 N/A Variable 3.75000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAL3 477000.00000000 PA USD 347935.07000000 0.047137647776 Long DBT CORP US N 2 2052-04-05 Fixed 4.40000000 N N N N N N African Export-Import Bank (The) 21380068LJCDYA42GJ76 African Export-Import Bank (The) 00831TAB7 398000.00000000 PA USD 331335.00000000 0.044888698704 Long DBT CORP XX N 2 2026-05-17 Fixed 2.63400000 N N N N N N Invitation Homes Operating Partnership L.P. 549300147YMUQB3GW319 Invitation Homes Operating Partnership L.P. 46188BAC6 536000.00000000 PA USD 370739.03000000 0.050227089246 Long DBT CORP US N 2 2034-01-15 Fixed 2.70000000 N N N N N N B3 S.A. - Brasil, Bolsa, Balcao 4GTK5S46E6H318LMDS44 B3 S.A. - Brasil, Bolsa, Balcao 11778EAA4 1884000.00000000 PA USD 1503488.61000000 0.203690063590 Long DBT CORP BR N 2 2031-09-20 Fixed 4.12500000 N N N N N N Coca-Cola Icecek A.S. 789000WT80VVLUWJDK41 Coca-Cola Icecek A.S. 1912ERAA8 2973000.00000000 PA USD 2396683.95000000 0.324698639507 Long DBT CORP TR N 2 2029-01-20 Fixed 4.50000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8F2 1572000.00000000 PA USD 1157219.92000000 0.156778174124 Long DBT CORP US N 2 2062-08-15 Fixed 4.65000000 N N N N N N JSC Uzbekneftegaz 213800LUZJZFLJD4MJ51 JSC Uzbekneftegaz 91825MAB9 1278000.00000000 PA USD 968308.65000000 0.131184798595 Long DBT NUSS UZ N 2 2028-11-16 Fixed 4.75000000 N N N N N N Piedmont Operating Partnership, L.P. 549300WKGDPAS39FBD10 Piedmont Operating Partnership, L.P. 720198AE0 96000.00000000 PA USD 72618.42000000 0.009838219251 Long DBT CORP US N 2 2030-08-15 Fixed 3.15000000 N N N N N N Life Mortgage Trust N/A Life Mortgage Trust, Series 2021-BMR, Class B 53218CAC4 1213968.14000000 PA USD 1144314.65000000 0.155029790233 Long ABS-MBS CORP US N 2 2038-03-15 Floating 4.29200000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2019-B9, Class C 08160JAK3 3369000.00000000 PA USD 2876181.00000000 0.389660079159 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.97060000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp. 35137LAH8 73000.00000000 PA USD 67964.15000000 0.009207666718 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N Essential Properties, L.P. 254900XX9FNFCDE1NX02 Essential Properties, L.P. 29670VAA7 358000.00000000 PA USD 254762.93000000 0.034514845717 Long DBT CORP US N 2 2031-07-15 Fixed 2.95000000 N N N N N N Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC N/A Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC 03969YAC2 214000.00000000 PA USD 205677.54000000 0.027864841092 Long DBT CORP XX N 2 2027-06-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association, TBA 21H0226B2 5400000.00000000 PA USD 4575656.25000000 0.619902077297 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 2.50000000 N N N N N N Venture Global Calcasieu Pass, LLC 549300GKHS6RS20NLH85 Venture Global Calcasieu Pass, LLC 92328MAC7 1125000.00000000 PA USD 904978.13000000 0.122604888139 Long DBT CORP US N 2 2033-11-01 Fixed 3.87500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDV5 1055000.00000000 PA USD 927407.92000000 0.125643637699 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71643VAB1 1323000.00000000 PA USD 1002714.93000000 0.135846102522 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822CK8 1410000.00000000 PA USD 1280542.34000000 0.173485684514 Long DBT CORP JP N 2 2033-07-20 Variable 1.80000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PER9 2243000.00000000 PA USD 2249739.59000000 0.304790869117 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KCH1 1290000.00000000 PA USD 1240750.17000000 0.168094709428 Long DBT CORP US N 2 2027-07-15 Fixed 4.62500000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDU9 431000.00000000 PA USD 405678.75000000 0.054960662711 Long DBT CORP GB N 2 N/A Variable 4.37500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076CAL0 452000.00000000 PA USD 418558.18000000 0.056705545844 Long DBT CORP US N 2 2032-05-13 Fixed 4.50000000 N N N N N Lamar Media Corp. N/A Lamar Media Corp. 513075BR1 518000.00000000 PA USD 455894.39000000 0.061763791672 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78016EYZ4 1719000.00000000 PA USD 1658114.58000000 0.224638525356 Long DBT CORP CA N 2 2027-01-21 Floating 3.76923000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MCB4 797000.00000000 PA USD 598225.93000000 0.081046625104 Long DBT CORP JP N 2 2030-07-08 Fixed 2.13000000 N N N N N N Airport Authority 254900748HGC4RBR4O84 Airport Authority 00946AAE4 1971000.00000000 PA USD 1290497.94000000 0.174834452162 Long DBT NUSS HK N 2 2052-01-12 Fixed 3.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCY5 263000.00000000 PA USD 190214.07000000 0.025769876643 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AX1 472000.00000000 PA USD 479936.85000000 0.065021023003 Long DBT CORP US N 2 2052-10-15 Fixed 6.10000000 N N N N N N Jackson Financial Inc. 213800WXW2KG1N4CO374 Jackson Financial Inc. 46817MAR8 576000.00000000 PA USD 550653.99000000 0.074601660094 Long DBT CORP US N 2 2027-06-08 Fixed 5.17000000 N N N N N Ellington Financial Mortgage Trust N/A Ellington Financial Mortgage Trust, Series 2019-2, Class A1 31573TAA6 233715.25000000 PA USD 220702.87000000 0.029900447084 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.73900000 N N N N N N Sonic Capital LLC N/A Sonic Capital LLC, Series 2020-1A, Class A2I 83546DAG3 1592726.67000000 PA USD 1411258.40000000 0.191194872596 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 Northern Trust Corp. 665859AX2 1347000.00000000 PA USD 1348528.52000000 0.182696335819 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N Ellington Financial Mortgage Trust N/A Ellington Financial Mortgage Trust, Series 2021-1, Class A1 31574XAA6 336592.55000000 PA USD 264557.37000000 0.035841779685 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N Parkland Corp. 549300XHQS1JYWBNK868 Parkland Corp. 70137WAG3 497000.00000000 PA USD 419497.82000000 0.056832846663 Long DBT CORP CA N 2 2029-10-01 Fixed 4.50000000 N N N N N N Illumina, Inc. SQ95QG8SR5Q56LSNF682 Illumina, Inc. 452327AM1 557000.00000000 PA USD 425318.62000000 0.057621438684 Long DBT CORP US N 2 2031-03-23 Fixed 2.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140Q73S4 78660.99000000 PA USD 73344.71000000 0.009936615777 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140HBY77 521299.70000000 PA USD 472766.32000000 0.064049571871 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610BE4 986000.00000000 PA USD 893448.74000000 0.121042906115 Long DBT CORP US N 2 2037-05-21 Variable 5.64100000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HV8 1691000.00000000 PA USD 1380358.92000000 0.187008663931 Long DBT CORP US N 2 2052-11-15 Fixed 4.50000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XBM1 383000.00000000 PA USD 298759.45000000 0.040475418945 Long DBT CORP US N 2 2031-04-15 Fixed 2.70000000 N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDW8 22000.00000000 PA USD 12331.61000000 0.001670665416 Long DBT CORP US N 2 2063-11-01 Fixed 2.98700000 N N N N N N Skyworks Solutions, Inc. 549300WZ3ORQ2BVKBD96 Skyworks Solutions, Inc. 83088MAK8 59000.00000000 PA USD 50356.84000000 0.006822258495 Long DBT CORP US N 2 2026-06-01 Fixed 1.80000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 Genuine Parts Co. 372460AC9 1144000.00000000 PA USD 886983.90000000 0.120167060657 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N SVB Financial Group 549300D2KJ20JMXE7542 SVB Financial Group, Series D 78486QAP6 2008000.00000000 PA USD 1344915.91000000 0.182206905599 Long DBT CORP US N 2 N/A Variable 4.25000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAU8 964000.00000000 PA USD 914823.95000000 0.123938782981 Long DBT CORP US N 2 2027-09-15 Fixed 4.00000000 N N N N N N Piedmont Healthcare, Inc. N/A Piedmont Healthcare, Inc., Series 2032 72014TAC3 1275000.00000000 PA USD 945568.74000000 0.128104034509 Long DBT CORP US N 2 2032-01-01 Fixed 2.04400000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 WMG Acquisition Corp. 92933BAR5 1333000.00000000 PA USD 1042952.53000000 0.141297423701 Long DBT CORP US N 2 2031-02-15 Fixed 3.00000000 N N N N N Boyne USA, Inc. N/A Boyne USA, Inc. 103557AC8 653000.00000000 PA USD 572821.40000000 0.077604862861 Long DBT CORP US N 2 2029-05-15 Fixed 4.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132D53U4 274968.05000000 PA USD 253895.66000000 0.034397349462 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A3 07336GAC8 1805846.14000000 PA USD 1452561.60000000 0.196790559440 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.00000000 N N N N N N N/A N/A U.S. Treasury Ultra Bonds Future N/A -6.00000000 NC USD -2971.82000000 -0.00040261708 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-20 762965.68000000 USD -2971.82000000 N N N Rogers Communications Inc. 54930030NVF3Y2OL0A78 Rogers Communications Inc. 775109CD1 983000.00000000 PA USD 758708.04000000 0.102788466694 Long DBT CORP CA N 2 2052-03-15 Fixed 4.55000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAL5 121000.00000000 PA USD 105835.75000000 0.014338446267 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XBW9 431000.00000000 PA USD 368712.21000000 0.049952499142 Long DBT CORP US N 2 2032-03-15 Fixed 4.05000000 N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFP1 230200.00000000 PA USD 228905.13000000 0.031011675230 Long DBT UST US N 2 2025-10-15 Fixed 4.25000000 N N N N N N KLA Corp. 549300H0BF5JCG96TJ81 KLA Corp. 482480AM2 642000.00000000 PA USD 557737.90000000 0.075561376097 Long DBT CORP US N 2 2052-07-15 Fixed 4.95000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PET5 1030000.00000000 PA USD 1056404.13000000 0.143119823446 Long DBT CORP US N 2 2063-02-15 Fixed 6.05000000 N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 OneMain Finance Corp. 682691AC4 1014000.00000000 PA USD 792481.56000000 0.107364045379 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8E5 2261000.00000000 PA USD 1675012.47000000 0.226927822572 Long DBT CORP US N 2 2052-08-15 Fixed 4.45000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Trust, Series 2020-GC45, Class A5 36258YBG2 1560000.00000000 PA USD 1292152.06000000 0.175058549509 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A1 07336JAD0 2021672.53000000 PA USD 1633616.13000000 0.221319517280 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYB4 127000.00000000 PA USD 97053.78000000 0.013148680002 Long DBT CORP US N 2 2032-04-22 Variable 2.61500000 N N N N N N Golub Capital Partners CLO 40A Ltd. N/A Golub Capital Partners CLO 40A Ltd., Series 2019-40A, Class AR 38176EAL1 8000000.00000000 PA USD 7741792.00000000 1.048844729716 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 5.44843000 N N N N N N Starwood Mortgage Residential Trust N/A Starwood Mortgage Residential Trust, Series 2022-1, Class A1 85573TAA2 1979811.53000000 PA USD 1607991.64000000 0.217847955233 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.44700000 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 Magallanes, Inc. 55903VAQ6 2000000.00000000 PA USD 1400154.38000000 0.189690518971 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N Colgate-Palmolive Co. YMEGZFW4SBUSS5BQXF88 Colgate-Palmolive Co. 194162AN3 861000.00000000 PA USD 804009.93000000 0.108925889215 Long DBT CORP US N 2 2027-08-15 Fixed 3.10000000 N N N N N N Lithia Motors, Inc. SE8N1EZEHPZQBCBVKD53 Lithia Motors, Inc. 536797AG8 2262000.00000000 PA USD 1828770.45000000 0.247758690538 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB 13032UD96 590000.00000000 PA USD 485043.31000000 0.065712837464 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N Clarivate Science Holdings Corp. N/A Clarivate Science Holdings Corp. 18064PAC3 976000.00000000 PA USD 839440.88000000 0.113726013679 Long DBT CORP US N 2 2028-07-01 Fixed 3.87500000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 Ameriprise Financial, Inc. 03076CAK2 103000.00000000 PA USD 97778.86000000 0.013246912599 Long DBT CORP US N 2 2025-04-02 Fixed 3.00000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 161175BR4 76000.00000000 PA USD 69854.39000000 0.009463753198 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Mello Mortgage Capital Acceptance N/A Mello Mortgage Capital Acceptance, Series 2021-INV2, Class A4 58549XAF0 1109630.90000000 PA USD 946908.97000000 0.128285606576 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967NN7 1264000.00000000 PA USD 1047621.33000000 0.141929944734 Long DBT CORP US N 2 2033-03-17 Variable 3.78500000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAP0 442000.00000000 PA USD 434203.84000000 0.058825193082 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N Freddie Mac Military Housing Bonds Resecuritization Trust Ctfs. 549300ZG8WH0M4JSUM77 Freddie Mac Military Housing Bonds Resecuritization Trust Ctfs. 35563CAD0 919983.71000000 PA USD 859038.56000000 0.116381073823 Long ABS-APCP USGSE US N 2 2055-11-25 Variable 5.24951100 N N N N N N MAG Mutual Holding Co. N/A MAG Mutual Holding Co. 55261HAC4 3179000.00000000 PA USD 2576051.41000000 0.348999035992 Long DBT CORP US N 3 2041-04-30 Fixed 4.75000000 N N N N N N BX Trust N/A BX Trust, Series 2021-LGCY, Class B 12434DAG7 10000000.00000000 PA USD 9356181.00000000 1.267559388332 Long ABS-MBS CORP US N 2 2023-10-15 Floating 4.26700000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 58013MFT6 1805000.00000000 PA USD 1620243.97000000 0.219507879931 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 Brunswick Corp. 117043AV1 2833000.00000000 PA USD 1881118.91000000 0.254850770302 Long DBT CORP US N 2 2052-04-01 Fixed 5.10000000 N N N N N N BX Trust N/A BX Trust, Series 2022-LBA6, Class B 12433EAG6 1285000.00000000 PA USD 1211974.61000000 0.164196245810 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.67566000 N N N N N N Fidelity National Information Services, Inc. 6WQI0GK1PRFVBA061U48 Fidelity National Information Services, Inc. 31620MBU9 105000.00000000 PA USD 68429.35000000 0.009270691217 Long DBT CORP US N 2 2041-03-01 Fixed 3.10000000 N N N N N N Bain Capital Credit CLO Ltd. N/A Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2 05683HAN5 3000000.00000000 PA USD 2877459.00000000 0.389833220412 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.53843000 N N N N N N Freddie Mac N/A Freddie Mac, Series 2020-DNA5, Class M2 35566AAH2 393980.43000000 PA USD 394128.80000000 0.053395895253 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 5.79682000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967ME8 199000.00000000 PA USD 175445.40000000 0.023769042508 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N Healthcare Realty Holdings, L.P. 549300IYGAS4GE6VDL07 Healthcare Realty Holdings, L.P. 42225UAH7 99000.00000000 PA USD 71354.79000000 0.009667024822 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N Allianz SE 529900K9B0N5BT694847 Allianz SE 018820AB6 629000.00000000 PA USD 426336.20000000 0.057759298681 Long DBT CORP DE N 2 N/A Variable 3.20000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd. 36321PAD2 1679182.56000000 PA USD 1371916.26000000 0.185864866805 Long DBT CORP JE N 2 2034-03-31 Fixed 2.16000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PEG3 741000.00000000 PA USD 700453.55000000 0.094896248094 Long DBT CORP US N 2 2027-05-15 Fixed 3.70000000 N N N N N Indonesia Government International Bond 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780DG8 1160000.00000000 PA USD 714922.12000000 0.096856425194 Long DBT NUSS ID N 2 2061-09-23 Fixed 3.20000000 N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 Moody's Corp. 615369AX3 1055000.00000000 PA USD 608003.56000000 0.082371281681 Long DBT CORP US N 2 2061-11-29 Fixed 3.10000000 N N N N N N Flowserve Corp. 6Y0GK87T6V7NJKZJVM41 Flowserve Corp. 34355JAB4 374000.00000000 PA USD 268687.80000000 0.036401363272 Long DBT CORP US N 2 2032-01-15 Fixed 2.80000000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0406B8 9249000.00000000 PA USD 8419480.31000000 1.140656782059 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 Agree L.P. 008513AD5 739000.00000000 PA USD 650163.45000000 0.088083031420 Long DBT CORP US N 2 2032-10-01 Fixed 4.80000000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAC9 1785000.00000000 PA USD 1567346.03000000 0.212341357557 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N BX Commercial Mortgage Trust N/A BX Commercial Mortgage Trust, Series 2021-ACNT, Class A 05609QAA4 1135000.00000000 PA USD 1083664.52000000 0.146813014426 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.26300000 N N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565ECB9 541000.00000000 PA USD 464675.86000000 0.062953490198 Long DBT CORP US N 2 2032-04-01 Fixed 3.70000000 N N N N N N Nationwide Financial Services, Inc. 5493001H7AZNDS6BKJ36 Nationwide Financial Services, Inc. 638612AM3 69000.00000000 PA USD 45119.21000000 0.006112673347 Long DBT CORP US N 2 2049-11-30 Fixed 3.90000000 N N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 CSL Finance PLC 12661PAB5 265000.00000000 PA USD 243568.62000000 0.032998259758 Long DBT CORP GB N 2 2029-04-27 Fixed 4.05000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc., Series G 59156RCA4 127000.00000000 PA USD 111917.33000000 0.015162368316 Long DBT CORP US N 2 N/A Variable 3.85000000 N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AX6 1581000.00000000 PA USD 1505265.39000000 0.203930778704 Long DBT CORP CH N 2 N/A Variable 9.75000000 N N N N N NSTAR Electric Co. 54930080R72Y2Z31UR68 NSTAR Electric Co. 67021CAS6 535000.00000000 PA USD 449213.82000000 0.060858719482 Long DBT CORP US N 2 2052-06-01 Fixed 4.55000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBV1 691000.00000000 PA USD 555170.13000000 0.075213499012 Long DBT CORP GB N 2 2081-06-04 Variable 3.25000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2021-LTV2, Class A1 46654VAA1 2504706.84000000 PA USD 1931701.55000000 0.261703619795 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.51950000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DH9 1938000.00000000 PA USD 1681438.08000000 0.227798353217 Long DBT CORP GB N 2 2033-08-11 Variable 5.40200000 N N N N N JPMDB Commercial Mortgage Securities Trust N/A JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class A5 46652JAW2 3000000.00000000 PA USD 2325254.40000000 0.315021486328 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 2.17980000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65559CAA9 859000.00000000 PA USD 813451.14000000 0.110204968187 Long DBT CORP FI N 2 N/A Variable 6.62500000 N N N N Y Nordea Bank Abp Nordea Bank Abp USD XXXX N N N Tampa Electric Co. WS423EPRKJIIJUITXD73 Tampa Electric Co. 875127BL5 470000.00000000 PA USD 411867.32000000 0.055799079583 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 Delta Air Lines Inc / SkyMiles IP Ltd. 830867AB3 437984.00000000 PA USD 407626.26000000 0.055224508033 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AR9 471000.00000000 PA USD 334819.97000000 0.045360836475 Long DBT CORP CH N 2 N/A Variable 5.25000000 N N N N Y Credit Suisse Group AG Credit Suisse Group AG USD XXXX N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 Kimco Realty Corp. 49446RAW9 71000.00000000 PA USD 55937.55000000 0.007578323534 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N Enel Finance America LLC 549300EGNLVUJX1DEC60 Enel Finance America LLC 29280HAA0 533000.00000000 PA USD 531614.30000000 0.072022195480 Long DBT CORP US N 2 2027-10-14 Fixed 7.10000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEJ0 716000.00000000 PA USD 702987.54000000 0.095239548722 Long DBT CORP US N 2 2025-01-24 Floating 3.68554000 N N N N N Interconexion Electrica S.A. E.S.P. 5493007GMWK7ZHVQ5362 Interconexion Electrica S.A. E.S.P. 45853NAA0 439000.00000000 PA USD 335020.66000000 0.045388025613 Long DBT CORP CO N 2 2033-11-26 Fixed 3.82500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AZ1 2942000.00000000 PA USD 2562400.45000000 0.347149627296 Long DBT CORP CH N 2 2033-08-12 Variable 6.53700000 N N N N N N WFRBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust, Series 2014-C23, Class B 92939HBB0 307000.00000000 PA USD 291228.95000000 0.039455199693 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.38962200 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAR5 1529000.00000000 PA USD 1502491.50000000 0.203554976834 Long DBT CORP US N 2 2024-07-05 Fixed 5.90000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 17327CAP8 543000.00000000 PA USD 526631.83000000 0.071347178973 Long DBT CORP US N 2 2026-01-25 Floating 3.75385800 N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475BJ3 1486000.00000000 PA USD 1491487.10000000 0.202064119557 Long DBT CORP US N 2 2033-10-28 Variable 6.03700000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 Targa Resources Corp. 87612KAA0 765000.00000000 PA USD 736623.14000000 0.099796442241 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N Domino's Pizza Master Issuer LLC N/A Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2 25755TAL4 1945000.00000000 PA USD 1626540.68000000 0.220360947424 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 Sasol Financing USA LLC 80386WAD7 3250000.00000000 PA USD 2452515.00000000 0.332262534604 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 78355HKU2 489000.00000000 PA USD 458302.98000000 0.062090103323 Long DBT CORP US N 2 2027-06-15 Fixed 4.30000000 N N N N N Fannie Mae Connecticut Avenue Securities N/A Fannie Mae Connecticut Avenue Securities, Series 2019-R06, Class 2M2 20754JAB0 5438.15000000 PA USD 5423.62000000 0.000734782754 Long ABS-MBS USGSE US N 2 2039-09-25 Floating 5.68557000 N N N N N N Stewart Information Services Corp. 529900TV1XI0PLKENU10 Stewart Information Services Corp. 86038AAA0 623000.00000000 PA USD 468610.05000000 0.063486487525 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABK2 73000.00000000 PA USD 72266.37000000 0.009790524120 Long DBT CORP US N 2 2025-04-07 Fixed 5.87500000 N N N N N Office Properties Income Trust N/A Office Properties Income Trust 67623CAD1 69000.00000000 PA USD 50343.88000000 0.006820502696 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N Ford Motor Co. 20S05OYHG0MQM4VUIC57 Ford Motor Co. 345370DB3 1839000.00000000 PA USD 1691144.40000000 0.229113348838 Long DBT CORP US N 2 2032-08-19 Fixed 6.10000000 N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 Honeywell International Inc. 438516CK0 3287000.00000000 PA USD 3251836.86000000 0.440553292119 Long DBT CORP US N 2 2033-02-15 Fixed 5.00000000 N N N N N N Entegris Escrow Corp. N/A Entegris Escrow Corp. 29365BAB9 855000.00000000 PA USD 783152.21000000 0.106100121008 Long DBT CORP US N 2 2030-06-15 Fixed 5.95000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448FL7 496000.00000000 PA USD 467019.77000000 0.063271039113 Long DBT CORP US N 2 2028-02-18 Fixed 3.60000000 N N N N N N VEON Holdings B.V. 5493000XDKGUH5NQGE22 VEON Holdings B.V. 91823N2A0 556000.00000000 PA USD 297460.00000000 0.040299371683 Long DBT CORP NL N 2 2027-11-25 Fixed 3.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKH1 1194000.00000000 PA USD 1142695.77000000 0.154810467141 Long DBT CORP US N 2 2028-02-04 Floating 3.68680300 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 American Homes 4 Rent, L.P. 02666TAC1 86000.00000000 PA USD 63454.01000000 0.008596640670 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Salesforce, Inc. RCGZFPDMRW58VJ54VR07 Salesforce, Inc. 79466LAL8 646000.00000000 PA USD 415016.43000000 0.056225715616 Long DBT CORP US N 2 2051-07-15 Fixed 2.90000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 Realty Income Corp. 756109BP8 1021000.00000000 PA USD 998446.69000000 0.135267848672 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 Marsh & McLennan Cos., Inc. 571748BS0 550000.00000000 PA USD 560184.39000000 0.075892822375 Long DBT CORP US N 2 2052-11-01 Fixed 6.25000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 Apple Inc. 037833EG1 556000.00000000 PA USD 328839.58000000 0.044550623473 Long DBT CORP US N 2 2061-02-08 Fixed 2.80000000 N N N N N N CIFC Funding Ltd. 549300Y56VCWZJQV2Z14 CIFC Funding Ltd., Series 2014-5A, Class A1R2 12550AAT3 1281000.00000000 PA USD 1253821.02000000 0.169865525815 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 5.27914000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust, Series 2021-NQM2, Class A2 10569EAB7 1605011.69000000 PA USD 1514781.14000000 0.205219956227 Long ABS-MBS CORP US N 2 2060-03-25 Variable 1.28000000 N N N N N N N/A N/A U.S. Treasury 5 Year Notes Future N/A -6.00000000 NC USD 499.95000000 0.000067732370 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-30 640062.45000000 USD 499.95000000 N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137B1BT8 575927.59000000 PA USD 5.76000000 0.000000780354 Long ABS-APCP USGSE US N 2 2022-11-25 Variable 0.87686800 N N N N N N Delaware Life Global Funding N/A Delaware Life Global Funding, Series 21-1 246114AA0 4125000.00000000 PA USD 3616934.93000000 0.490016153760 Long DBT CORP US N 2 2026-06-29 Fixed 2.66200000 N N N N N N Covanta Holding Corp. 40XIFLS8XDQGGHGPGC04 Covanta Holding Corp. 22303XAA3 1212000.00000000 PA USD 1034872.26000000 0.140202722551 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 Blackstone Secured Lending Fund 09261XAG7 451000.00000000 PA USD 344650.03000000 0.046692596179 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 SBA Communications Corp. 78410GAD6 1190000.00000000 PA USD 1076206.25000000 0.145802580772 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 Moody's Corp. 615369AY1 570000.00000000 PA USD 401727.05000000 0.054425293159 Long DBT CORP US N 2 2052-02-25 Fixed 3.75000000 N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 ING Groep N.V. 456837AX1 885000.00000000 PA USD 844972.32000000 0.114475403703 Long DBT CORP NL N 2 2027-04-01 Floating 4.06141000 N N N N N N ZoomInfo Technologies LLC/ZoomInfo Finance Corp. N/A ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 98981BAA0 1819000.00000000 PA USD 1524156.14000000 0.206490065181 Long DBT CORP US N 2 2029-02-01 Fixed 3.87500000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust, Series 2021-3, Class A1 03465EAA9 1358144.52000000 PA USD 1041077.26000000 0.141043365331 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254CM0 2112000.00000000 PA USD 1935120.00000000 0.262166745550 Long DBT CORP GB N 2 N/A Variable 7.75000000 N N N N N Office Properties Income Trust N/A Office Properties Income Trust 67623CAE9 379000.00000000 PA USD 260630.09000000 0.035309718512 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448FM5 411000.00000000 PA USD 380644.01000000 0.051568998984 Long DBT CORP US N 2 2032-07-18 Fixed 3.90000000 N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 024747AG2 884000.00000000 PA USD 727231.44000000 0.098524070800 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TK4 2664000.00000000 PA USD 2290623.75000000 0.310329785138 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DG2 1465000.00000000 PA USD 1344767.16000000 0.182186753204 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967MV0 1432000.00000000 PA USD 1179252.00000000 0.159763042614 Long DBT CORP US N 2 N/A Variable 3.87500000 N N N N N Swedbank AB M312WZV08Y7LYUC71685 Swedbank AB 87020PAT4 1031000.00000000 PA USD 981661.54000000 0.132993825278 Long DBT CORP SE N 2 2027-09-20 Fixed 5.33700000 N N N N N N Logan Group Co. Ltd. 549300NJ0E6Q0S1VOG90 Logan Group Co. Ltd. N/A 725000.00000000 PA USD 59128.30000000 0.008010600883 Long DBT CORP KY N 2 2025-07-12 Fixed 4.25000000 N N N N N Ross Stores, Inc. 549300ENZFLPGRDFZQ60 Ross Stores, Inc. 778296AA1 344000.00000000 PA USD 332266.77000000 0.045014933309 Long DBT CORP US N 2 2024-09-15 Fixed 3.37500000 N N N N N N Med Trust N/A Med Trust, Series 2021-MDLN, Class A 58403YAD8 1360000.00000000 PA USD 1297907.02000000 0.175838221640 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.36300000 N N N N N N Grand Canyon University N/A Grand Canyon University 38528UAB2 1235000.00000000 PA USD 1219562.50000000 0.165224240161 Long DBT CORP US N 2 2023-10-01 Fixed 3.25000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HJJ0 1888000.00000000 PA USD 1881498.22000000 0.254902158572 Long DBT CORP US N 2 2033-10-21 Variable 5.85000000 N N N N N N SA Global Sukuk Ltd. 5493007DFAVKU7UOGR47 SA Global Sukuk Ltd. 78397PAB7 541000.00000000 PA USD 474324.46000000 0.064260666012 Long DBT CORP KY N 2 2026-06-17 Fixed 1.60200000 N N N N N N STAR Trust N/A STAR Trust, Series 2021-SFR1, Class D 85521DAG7 1665000.00000000 PA USD 1576192.56000000 0.213539870300 Long ABS-MBS CORP US N 2 2038-04-17 Floating 4.71300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZL1 494000.00000000 PA USD 471640.24000000 0.063897012480 Long DBT CORP US N 2 2028-02-24 Floating 3.90792100 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475BE4 1602000.00000000 PA USD 1417691.33000000 0.192066394942 Long DBT CORP US N 2 2033-06-06 Variable 4.62600000 N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust, Series 2020-5, Class A1 03464WAA0 343851.77000000 PA USD 302035.54000000 0.040919258011 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.37300000 N N N N N N Kinetik Holdings L.P. 549300RD6AJIMYC0HY12 Kinetik Holdings L.P. 49461MAA8 859000.00000000 PA USD 809143.64000000 0.109621395459 Long DBT CORP US N 2 2030-06-15 Fixed 5.87500000 N N N N N N Gray Oak Pipeline, LLC N/A Gray Oak Pipeline, LLC 38937LAC5 194000.00000000 PA USD 174420.86000000 0.023630239583 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A Fannie Mae Connecticut Avenue Securities, Series 2019-R03, Class 1M2 20753MAF5 14977.45000000 PA USD 14941.35000000 0.002024228525 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 5.73557000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2021-1, Class A1B 92537QAD3 1130925.97000000 PA USD 879631.62000000 0.119170986346 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.31500000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89680YAA3 742000.00000000 PA USD 627055.78000000 0.084952443838 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ACT0 1317000.00000000 PA USD 853585.80000000 0.115642343231 Long DBT CORP US N 2 2052-10-15 Fixed 3.40000000 N N N N N N Avis Budget Car Rental, LLC N/A Avis Budget Car Rental, LLC 053773BG1 1225000.00000000 PA USD 1078282.98000000 0.146083932597 Long DBT CORP US N 2 2028-04-01 Fixed 4.75000000 N N N N N CrowdStrike Holdings, Inc. 549300YBY08K9KM4HX32 CrowdStrike Holdings, Inc. 22788CAA3 1409000.00000000 PA USD 1191151.85000000 0.161375213925 Long DBT CORP US N 2 2029-02-15 Fixed 3.00000000 N N N N N N/A N/A U.S. Treasury Long Bond Future N/A 317.00000000 NC USD -3912355.44000000 -0.53003921882 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-20 42110855.44000000 USD -3912355.44000000 N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HJB7 1665000.00000000 PA USD 1220817.63000000 0.165394283025 Long DBT CORP US N 2 2036-11-03 Variable 2.49100000 N N N N N N Arcos Dorados B.V. 549300T91OYP6I7P8G39 Arcos Dorados B.V. 03965TAB9 1565000.00000000 PA USD 1442037.95000000 0.195364833349 Long DBT CORP NL N 2 2029-05-27 Fixed 6.12500000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 Enel Finance International N.V. 29278GBA5 692000.00000000 PA USD 693464.67000000 0.093949406593 Long DBT CORP NL N 2 2032-10-14 Fixed 7.50000000 N N N N N Transjamaican Highway Ltd. 254900AWJ3QIGYQ04W45 Transjamaican Highway Ltd. 893727AA5 373341.68000000 PA USD 296993.31000000 0.040236145320 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75000000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAH0 349000.00000000 PA USD 299970.74000000 0.040639522441 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N Octagon Investment Partners 31 LLC 5493003JSU68UU09PZ63 Octagon Investment Partners 31 LLC, Series 2017-1A, Class AR 67575XAN1 4000000.00000000 PA USD 3915204.00000000 0.530425136862 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 5.29257000 N N N N N N Cboe Global Markets, Inc. 529900RLNSGA90UPEH54 Cboe Global Markets, Inc. 12503MAD0 1596000.00000000 PA USD 1295271.66000000 0.175481187577 Long DBT CORP US N 2 2032-03-16 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFU0 2289900.00000000 PA USD 2277377.11000000 0.308535153023 Long DBT UST US N 2 2027-10-31 Fixed 4.12500000 N N N N N N STAR Trust N/A STAR Trust, Series 2021-SFR1, Class B 85521DAC6 475000.00000000 PA USD 450719.28000000 0.061062676626 Long ABS-MBS CORP US N 2 2038-04-17 Floating 4.16300000 N N N N N N Starwood Mortgage Residential Trust N/A Starwood Mortgage Residential Trust, Series 2020-1, Class A1 85573AAA3 16050.93000000 PA USD 15917.61000000 0.002156490559 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 Magallanes, Inc. 55903VAN3 1614000.00000000 PA USD 1180103.68000000 0.159878426763 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Piedmont Healthcare, Inc. N/A Piedmont Healthcare, Inc. 72014TAE9 2000000.00000000 PA USD 1148828.20000000 0.155641278262 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N Store Master Funding I-VII N/A Store Master Funding I-VII, Series 2016-1A, Class A2 86212VAB0 446915.89000000 PA USD 412210.23000000 0.055845536443 Long ABS-O CORP US N 2 2046-10-20 Fixed 4.32000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BY4 811000.00000000 PA USD 822318.12000000 0.111406251461 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 Minerva Luxembourg S.A. 603374AF6 2418000.00000000 PA USD 1840557.08000000 0.249355522997 Long DBT CORP LU N 2 2031-03-18 Fixed 4.37500000 N N N N N N Starwood Mortgage Residential Trust N/A Starwood Mortgage Residential Trust, Series 2020-INV1, Class A1 85573EAA5 676875.85000000 PA USD 623877.22000000 0.084521817970 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.02700000 N N N N N N BRAVO Residential Funding Trust N/A BRAVO Residential Funding Trust, Series 2021-NQM2, Class A1 10569EAA9 488745.32000000 PA USD 460747.89000000 0.062421335545 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N GCAT Trust N/A GCAT Trust, Series 2019-NQM3, Class A1 36167VAA2 326208.81000000 PA USD 303472.58000000 0.041113945730 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.68600000 N N N N N N Ellington Financial Mortgage Trust N/A Ellington Financial Mortgage Trust, Series 2020-1, Class A1 31574PAA3 39915.80000000 PA USD 38580.62000000 0.005226836365 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBX7 1011000.00000000 PA USD 701027.40000000 0.094973992310 Long DBT CORP GB N 2 2081-06-04 Variable 5.12500000 N N N N N N Blackstone Holdings Finance Co. L.L.C. 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co. L.L.C. 09261BAK6 2920000.00000000 PA USD 2914977.60000000 0.394916176125 Long DBT CORP US N 2 2033-04-22 Fixed 6.20000000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2019-B14, Class C 08162YAJ1 930000.00000000 PA USD 724660.28000000 0.098175734443 Long ABS-MBS CORP US N 2 2062-12-15 Variable 3.77396800 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDL2 95000.00000000 PA USD 56344.18000000 0.007633413070 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N Pershing Square Holdings, Ltd. U7LC4KOKCTZ0YWGI2G56 Pershing Square Holdings, Ltd. 71531QAD3 1000000.00000000 PA USD 766605.00000000 0.103858333319 Long DBT CORP GG N 2 2030-11-15 Fixed 3.25000000 N N N N N N Advanced Drainage Systems, Inc. 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems, Inc. 00790RAB0 270000.00000000 PA USD 261316.80000000 0.035402752807 Long DBT CORP US N 2 2030-06-15 Fixed 6.37500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 Vodafone Group PLC 92857WBW9 882000.00000000 PA USD 627763.50000000 0.085048324533 Long DBT CORP GB N 2 2081-06-04 Variable 4.12500000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450YAM5 741000.00000000 PA USD 638915.00000000 0.086559110666 Long DBT CORP US N 2 2052-06-01 Fixed 5.05000000 N N N N N HP Communities LLC N/A HP Communities LLC 44329HAJ3 150000.00000000 PA USD 139336.81000000 0.018877112537 Long DBT CORP US N 2 2046-03-15 Fixed 5.78000000 N N N N N N Penn Mutual Life Insurance Co. (The) BIYXEJSLUQ3IWFUXX074 Penn Mutual Life Insurance Co. (The) 707567AE3 114000.00000000 PA USD 68556.04000000 0.009287854962 Long DBT CORP US N 2 2061-04-29 Fixed 3.80000000 N N N N N N British Airways Pass-Through Trust N/A British Airways Pass-Through Trust 11043XAA1 198771.40000000 PA USD 166191.87000000 0.022515390102 Long DBT CORP US N 2 2032-12-15 Fixed 3.30000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8D7 2203000.00000000 PA USD 1877985.70000000 0.254426288374 Long DBT CORP US N 2 2032-08-15 Fixed 3.85000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABU8 700000.00000000 PA USD 632744.00000000 0.085723074148 Long DBT CORP US N 2 2026-04-15 Fixed 2.62500000 N N N N N N Magallanes, Inc. 549300DXR29GD4N0A520 Magallanes, Inc. 55903VAS2 1767000.00000000 PA USD 1228856.99000000 0.166483441758 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N Boardwalk Pipelines, L.P. 549300W6AQ2GHHCGL606 Boardwalk Pipelines, L.P. 096630AJ7 1319000.00000000 PA USD 1046167.58000000 0.141732993173 Long DBT CORP US N 2 2032-09-01 Fixed 3.60000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZJ6 1004000.00000000 PA USD 987180.48000000 0.133741521824 Long DBT CORP US N 2 2025-01-24 Floating 3.75934000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 Agile Group Holdings Ltd. BQ5553418 874000.00000000 PA USD 185396.90000000 0.025117254696 Long DBT CORP KY N 2 2025-04-21 Fixed 5.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAS4 756000.00000000 PA USD 644029.82000000 0.087252057726 Long DBT CORP IE N 2 2026-01-30 Fixed 1.75000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254BH2 2174000.00000000 PA USD 2149352.71000000 0.291190626431 Long DBT CORP GB N 2 N/A Variable 7.75000000 N N N N Y Standard Chartered PLC Standard Chartered PLC USD XXXX N N Aircastle Ltd. 549300PNK8AKY3OIKP58 Aircastle Ltd. 00928QAR2 99000.00000000 PA USD 96787.89000000 0.013112657680 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBS3 889000.00000000 PA USD 836161.80000000 0.113281769533 Long DBT CORP US N 2 2028-03-15 Fixed 4.30000000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0526B3 30000000.00000000 PA USD 29568750.00000000 4.005923641683 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp. 637432PA7 789000.00000000 PA USD 799720.36000000 0.108344745613 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 Athene Holding Ltd. 04686JAB7 105000.00000000 PA USD 101951.93000000 0.013812272980 Long DBT CORP BM N 2 2030-04-03 Fixed 6.15000000 N N N N N State of Illinois 54930048FV8RWPR02D67 State of Illinois, Series 2010, GO Bonds 452152GF2 200000.00000000 PA USD 206676.06000000 0.028000118872 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series B 02376LAA3 2341000.00000000 PA USD 1836378.25000000 0.248789382261 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Mercury Chile Holdco LLC N/A Mercury Chile Holdco LLC 58937CAA7 5000000.00000000 PA USD 4132750.00000000 0.559897896602 Long DBT CORP US N 2 2027-01-24 Fixed 6.50000000 N N N N N N GoldenTree Loan Management US CLO 1 Ltd. N/A GoldenTree Loan Management US CLO 1 Ltd., Series 2021-9A, Class A 38138JAC7 4000000.00000000 PA USD 3866660.00000000 0.523848478828 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 5.31257000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc., Series U 172967MG3 1196000.00000000 PA USD 1067071.20000000 0.144564979833 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N Equitable Holdings, Inc. 549300FIBAKMNHPZ4009 Equitable Holdings, Inc., Series B 29452EAA9 269000.00000000 PA USD 250842.50000000 0.033983712571 Long DBT CORP US N 2 N/A Variable 4.95000000 N N N N N Extended Stay America Trust N/A Extended Stay America Trust, Series 2021-ESH, Class B 30227FAE0 678453.61000000 PA USD 645140.18000000 0.087402487398 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.79300000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDW3 805000.00000000 PA USD 761190.18000000 0.103124742773 Long DBT CORP US N 2 2027-04-09 Fixed 5.00000000 N N N N N N Algonquin Power & Utilities Corp. 549300K5VIUTJXQL7X75 Algonquin Power & Utilities Corp. 015857AH8 10000000.00000000 PA USD 8003150.00000000 1.084253064229 Long DBT CORP CA N 2 2082-01-18 Variable 4.75000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 28368EAD8 601000.00000000 PA USD 650487.05000000 0.088126872194 Long DBT CORP US N 2 2031-08-01 Fixed 7.80000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RBS6 350000.00000000 PA USD 401701.79000000 0.054421870977 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DJ6 1264000.00000000 PA USD 1269916.38000000 0.172046097640 Long DBT CORP US N 2 2028-10-27 Variable 6.36100000 N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDC7 832000.00000000 PA USD 741395.00000000 0.100442925667 Long DBT CORP US N 2 2033-04-26 Variable 4.58600000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 Brunswick Corp. 117043AU3 937000.00000000 PA USD 745120.16000000 0.100947603968 Long DBT CORP US N 2 2032-09-15 Fixed 4.40000000 N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 Hertz Vehicle Financing LLC, Series 2021-1A, Class A 42806MAA7 394000.00000000 PA USD 358269.68000000 0.048537763050 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.21000000 N N N N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 Spirit Realty, L.P. 84861TAJ7 114000.00000000 PA USD 80636.48000000 0.010924492297 Long DBT CORP US N 2 2032-02-15 Fixed 2.70000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 Vistra Corp. 92840MAC6 796000.00000000 PA USD 712615.02000000 0.096543863235 Long DBT CORP US N 2 N/A Variable 7.00000000 N N N N N N INVESCO PRIVATE GOVERNMENT FUND N/A INVESCO PRIVATE GOVERNMENT FUND N/A 23693081.10000000 NS USD 23693081.10000000 3.209898075597 Long STIV PF US N 2 N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2021-R1, Class A1 92538BAA1 983951.03000000 PA USD 894972.34000000 0.121249320835 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 Residential Mortgage Loan Trust, Series 2020-1, Class A1 76119CAA9 67433.25000000 PA USD 63813.23000000 0.008645307181 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 Energy Transfer L.P. 29278NAN3 741000.00000000 PA USD 721494.44000000 0.097746831859 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N PT Freeport Indonesia 549300T4HTQHRKLNE619 PT Freeport Indonesia 69377FAA4 476000.00000000 PA USD 430066.00000000 0.058264605601 Long DBT CORP ID N 2 2027-04-14 Fixed 4.76300000 N N N N N Mattamy Group Corp. 5493008TNY7A82WCXU31 Mattamy Group Corp. 57701RAJ1 315000.00000000 PA USD 269633.70000000 0.036529512185 Long DBT CORP CA N 2 2027-12-15 Fixed 5.25000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI Inc. 55354GAL4 283000.00000000 PA USD 238972.28000000 0.032375555482 Long DBT CORP US N 2 2031-02-15 Fixed 3.87500000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc., Series C 25746UDG1 83000.00000000 PA USD 71256.69000000 0.009653734401 Long DBT CORP US N 2 2030-04-01 Fixed 3.37500000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 VICI Properties L.P. 925650AD5 681000.00000000 PA USD 604932.30000000 0.081955192633 Long DBT CORP US N 2 2032-05-15 Fixed 5.12500000 N N N N N CIFC Funding Ltd. 54930076OPDXR0U68E20 CIFC Funding Ltd., Series 2016-1A, Class ARR 17180TBA9 957000.00000000 PA USD 923319.34000000 0.125089723878 Long ABS-CBDO CORP KY N 2 2031-10-21 Floating 5.35757000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co., Series B 927804GH1 576000.00000000 PA USD 540475.75000000 0.073222729560 Long DBT CORP US N 2 2027-05-15 Fixed 3.75000000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HAB3 470000.00000000 PA USD 429977.22000000 0.058252577839 Long DBT CORP US N 2 2024-09-15 Fixed 1.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The), Series V 38141GYU2 746000.00000000 PA USD 586542.50000000 0.079463774004 Long DBT CORP US N 2 N/A Variable 4.12500000 N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C25, Class B 61765TAL7 1032000.00000000 PA USD 963489.24000000 0.130531873177 Long ABS-MBS CORP US N 2 2048-10-15 Variable 4.52648000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2022-NQM2, Class A1 64831MAA0 1579317.14000000 PA USD 1347022.02000000 0.182492237777 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BZ6 765000.00000000 PA USD 746097.74000000 0.101080044833 Long DBT CORP US N 2 2032-10-11 Fixed 5.12500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89788NAA8 2472000.00000000 PA USD 2202667.64000000 0.298413641897 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1 64828EAA3 174584.38000000 PA USD 158020.81000000 0.021408388878 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49188000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PEH1 2295000.00000000 PA USD 2134868.10000000 0.289228276260 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 M.D.C. Holdings, Inc. 552676AT5 452000.00000000 PA USD 347633.17000000 0.047096746880 Long DBT CORP US N 2 2030-01-15 Fixed 3.85000000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2019-B15, Class B 08160KAJ3 2000000.00000000 PA USD 1603470.20000000 0.217235398280 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.56400000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 Walmart Inc. 931142EY5 1406000.00000000 PA USD 1330476.49000000 0.180250677691 Long DBT CORP US N 2 2032-09-09 Fixed 4.15000000 N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822CL6 1079000.00000000 PA USD 1025857.56000000 0.138981426424 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 WEC Energy Group Inc. 92939UAJ5 1018000.00000000 PA USD 1003852.32000000 0.136000194172 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N N Church & Dwight Co., Inc. POOXSI30AWAQGYJZC921 Church & Dwight Co., Inc. 17136MAC6 664000.00000000 PA USD 662771.60000000 0.089791162003 Long DBT CORP US N 2 2032-11-15 Fixed 5.60000000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 Enel Finance International N.V. 29278GAZ1 1072000.00000000 PA USD 1076745.85000000 0.145875684856 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 Texas (State of) Transportation Commission (Central Texas Turnpike System), Series 2020 C, Ref. RB 88283KBL1 580000.00000000 PA USD 369044.78000000 0.049997555156 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 Enel Finance International N.V. 29278GBB3 828000.00000000 PA USD 791819.20000000 0.107274309979 Long DBT CORP NL N 2 2052-10-14 Fixed 7.75000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAC7 91000.00000000 PA USD 61870.79000000 0.008382148734 Long DBT CORP US N 2 2042-04-22 Variable 3.21700000 N N N N N N Greentown China Holdings Ltd. 529900BLBC6YDNWS8530 Greentown China Holdings Ltd. BM0544734 962000.00000000 PA USD 443001.00000000 0.060017017262 Long DBT CORP KY N 2 2025-04-29 Fixed 4.70000000 N N N N N N Adani Green Energy Ltd. 335800ZBBU81OH211H17 Adani Green Energy Ltd. 00653XAA5 1198000.00000000 PA USD 904490.00000000 0.122538757122 Long DBT CORP IN N 2 2024-09-08 Fixed 4.37500000 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A JPMDB Commercial Mortgage Securities Trust, Series 2020-COR7, Class C 46652JBC5 2908000.00000000 PA USD 2200264.05000000 0.298088007637 Long ABS-MBS CORP US N 2 2053-05-13 Variable 3.72382900 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65558RAD1 858000.00000000 PA USD 827199.02000000 0.112067507439 Long DBT CORP FI N 2 2027-09-22 Fixed 5.37500000 N N N N N N FMG Resources (August 2006) Pty Ltd. 549300EFD6S2NFE9D745 FMG Resources (August 2006) Pty Ltd. 30251GBC0 746000.00000000 PA USD 590541.06000000 0.080005492069 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N STAR Trust N/A STAR Trust, Series 2021-SFR1, Class C 85521DAE2 1125000.00000000 PA USD 1071187.09000000 0.145122593565 Long ABS-MBS CORP US N 2 2038-04-17 Floating 4.46300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J5PG8 217150.65000000 PA USD 196200.27000000 0.026580876773 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Global Atlantic (Fin) Co. N/A Global Atlantic (Fin) Co. 37959GAC1 1648000.00000000 PA USD 1218556.33000000 0.165087925971 Long DBT CORP US N 2 2051-10-15 Variable 4.70000000 N N N N N N OBX Trust N/A OBX Trust, Series 2022-NQM2, Class A1A 67448DAL4 1567588.55000000 PA USD 1389487.45000000 0.188245381552 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.78300000 N N N N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 MGM China Holdings Ltd. 55300RAA9 218000.00000000 PA USD 188068.60000000 0.025479212039 Long DBT CORP KY N 2 2024-05-15 Fixed 5.37500000 N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054AH2 668000.00000000 PA USD 575042.46000000 0.077905768268 Long DBT CORP US N 2 2032-04-14 Fixed 4.00000000 N N N N N Trust Fibra Uno N/A Trust Fibra Uno 898339AB2 385000.00000000 PA USD 255988.43000000 0.034680874360 Long DBT CORP MX N 2 2050-01-15 Fixed 6.39000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VES9 112000.00000000 PA USD 101510.09000000 0.013752413253 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62912XAC8 668000.00000000 PA USD 666312.26000000 0.090270844559 Long DBT CORP US N 2 2037-12-15 Fixed 7.76800000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKL2 411000.00000000 PA USD 329480.76000000 0.044637489442 Long DBT CORP US N 2 2037-03-08 Variable 3.84600000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAW4 646000.00000000 PA USD 593934.66000000 0.080465251189 Long DBT CORP US N 2 2033-03-15 Fixed 4.60000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 81618TAC4 188000.00000000 PA USD 156358.58000000 0.021183192803 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Hilton Domestic Operating Co. Inc. 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co. Inc. 432833AN1 486000.00000000 PA USD 386515.80000000 0.052364499043 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2019-B14, Class A5 08162YAE2 2000000.00000000 PA USD 1691615.20000000 0.229177132016 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 3.04860000 N N N N N N Sonic Capital LLC N/A Sonic Capital LLC, Series 2021-1A, Class A2II 83546DAQ1 1859633.42000000 PA USD 1300419.71000000 0.176178636580 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N Federation des caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 Federation des caisses Desjardins du Quebec 31429KAH6 2501000.00000000 PA USD 2339009.78000000 0.316885041668 Long DBT CORP CA N 2 2027-08-23 Fixed 4.55000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 British Telecommunications PLC 11102AAF8 1870000.00000000 PA USD 1570897.61000000 0.212822519537 Long DBT CORP GB N 2 2081-11-23 Variable 4.25000000 N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 Toronto-Dominion Bank (The) 89117F8Z5 1740000.00000000 PA USD 1765143.00000000 0.239138552514 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 Nissan Motor Acceptance Co. LLC 65480CAC9 572000.00000000 PA USD 449074.71000000 0.060839873098 Long DBT CORP US N 2 2026-09-16 Fixed 1.85000000 N N N N N N MHP Commercial Mortgage Trust N/A MHP Commercial Mortgage Trust, Series 2021-STOR, Class A 55293BAB1 815000.00000000 PA USD 774138.51000000 0.104878960360 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.11200000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp. 637432NY7 627000.00000000 PA USD 502944.40000000 0.068138046498 Long DBT CORP US N 2 2032-04-15 Fixed 2.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKW8 1125000.00000000 PA USD 1073294.85000000 0.145408149283 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N Match Group Holdings II, LLC 5493003RFFE030RC9167 Match Group Holdings II, LLC 57665RAJ5 321000.00000000 PA USD 284931.33000000 0.038602008914 Long DBT CORP US N 2 2029-02-15 Fixed 5.62500000 N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2G9 562000.00000000 PA USD 483616.01000000 0.065519469303 Long DBT CORP US N 2 2027-01-06 Fixed 2.25000000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 Athene Holding Ltd. 04686JAE1 668000.00000000 PA USD 389382.92000000 0.052752931554 Long DBT CORP BM N 2 2052-05-15 Fixed 3.45000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537AV3 1075000.00000000 PA USD 1072151.25000000 0.145253216312 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N PT Freeport Indonesia 549300T4HTQHRKLNE619 PT Freeport Indonesia 69377FAC0 633000.00000000 PA USD 478611.30000000 0.064841439758 Long DBT CORP ID N 2 2052-04-14 Fixed 6.20000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The), Series U 693475BD6 1371000.00000000 PA USD 1275030.00000000 0.172738882125 Long DBT CORP US N 2 N/A Variable 6.00000000 N N N N N El Paso Natural Gas Co., L.L.C. 72Y8LZSMBPXBNCHM7925 El Paso Natural Gas Co., L.L.C. 283695BK9 359000.00000000 PA USD 395868.05000000 0.053631525867 Long DBT CORP US N 2 2032-06-15 Fixed 8.37500000 N N N N N N GS Mortgage Securities Trust 549300ITVQSU1IHX4H03 GS Mortgage Securities Trust, Series 2013-GC14, Class B 36198FAP7 325000.00000000 PA USD 314649.60000000 0.042628189270 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.71936700 N N N N N N Vontier Corp. 549300VVSQLG4P5K4639 Vontier Corp. 928881AD3 272000.00000000 PA USD 210727.92000000 0.028549057930 Long DBT CORP US N 2 2028-04-01 Fixed 2.40000000 N N N N N N STAR Trust N/A STAR Trust, Series 2021-1, Class A1 85573GAA0 1098313.21000000 PA USD 1015934.78000000 0.137637105173 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 Agile Group Holdings Ltd. BP4631803 425000.00000000 PA USD 82426.87000000 0.011167051270 Long DBT CORP KY N 2 2026-05-17 Fixed 5.50000000 N N N N N N Allegiant Travel Co. 549300JM9OZXOHWL2K18 Allegiant Travel Co. 01748XAD4 191000.00000000 PA USD 179859.36000000 0.024367038254 Long DBT CORP US N 2 2027-08-15 Fixed 7.25000000 N N N N N BX Commercial Mortgage Trust N/A BX Commercial Mortgage Trust, Series 2021-VOLT, Class D 05609VAL9 8799000.00000000 PA USD 8164136.31000000 1.106063213972 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.06214000 N N N N N N IHS Holding Ltd. 213800CLGMKL63VKTD94 IHS Holding Ltd. 44963HAA3 771000.00000000 PA USD 588157.35000000 0.079682551118 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N PayPal Holdings, Inc. 5493005X2GO78EFZ3E94 PayPal Holdings, Inc. 70450YAE3 30000.00000000 PA USD 25516.25000000 0.003456897877 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137FDET5 1000000.00000000 PA USD 883471.30000000 0.119691179621 Long ABS-APCP USGSE US N 2 2032-11-25 Fixed 3.45900000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia (The) 0641598S8 2115000.00000000 PA USD 2127334.28000000 0.288207607220 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N Mitsubishi HC Capital Inc. 353800MZ3QX9RLMH7B09 Mitsubishi HC Capital Inc. 60682LAF9 894000.00000000 PA USD 852544.76000000 0.115501304914 Long DBT CORP JP N 2 2025-04-13 Fixed 3.63700000 N N N N N Mayo Clinic 5493001OHMD58DCY4635 Mayo Clinic, Series 2021 578454AF7 524000.00000000 PA USD 314239.91000000 0.042572685170 Long DBT CORP US N 2 2061-11-15 Fixed 3.19600000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QBS82 898883.86000000 PA USD 773668.42000000 0.104815273371 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 Level 3 Financing, Inc. 527298BT9 846000.00000000 PA USD 645007.32000000 0.087384487753 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N BX Trust N/A BX Trust, Series 2022-LBA6, Class C 12433EAJ0 690000.00000000 PA USD 644006.95000000 0.087248959337 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.97566000 N N N N N N Atlantic Marine Corps Communities LLC N/A Atlantic Marine Corps Communities LLC 048677AB4 93041.93000000 PA USD 82139.74000000 0.011128151389 Long DBT CORP US N 2 2050-12-01 Fixed 5.34300000 N N N N N N Trust Fibra Uno N/A Trust Fibra Uno 898339AA4 1080000.00000000 PA USD 815362.09000000 0.110463860422 Long DBT CORP MX N 2 2030-01-15 Fixed 4.86900000 N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABR5 687000.00000000 PA USD 619392.33000000 0.083914212749 Long DBT CORP US N 2 2026-02-15 Fixed 2.25000000 N N N N N N Uber Technologies Inc. 549300B2FTG34FILDR98 Uber Technologies Inc. 90353TAK6 1800000.00000000 PA USD 1549665.00000000 0.209945961874 Long DBT CORP US N 2 2029-08-15 Fixed 4.50000000 N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HJG6 911000.00000000 PA USD 830020.91000000 0.112449812266 Long DBT CORP US N 2 2033-07-22 Variable 4.96700000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DF4 734000.00000000 PA USD 636852.19000000 0.086279644698 Long DBT CORP US N 2 2033-04-25 Variable 4.33700000 N N N N N Pacific Beacon LLC 549300RDBP3BJOLTTC39 Pacific Beacon LLC 69403WAC1 500000.00000000 PA USD 470715.53000000 0.063771734352 Long DBT CORP US N 2 2036-07-15 Fixed 5.50800000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DG1 1464000.00000000 PA USD 1341200.90000000 0.181703602403 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust, Series 2019-L3, Class AS 61691UBH1 1580000.00000000 PA USD 1339757.05000000 0.181507992076 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.49000000 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust, Series 2022-1, Class A1 03464BAA6 2784897.46000000 PA USD 2365299.19000000 0.320446685939 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88100000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967NU1 761000.00000000 PA USD 692400.47000000 0.093805230599 Long DBT CORP US N 2 2033-05-24 Variable 4.91000000 N N N N N BMW US Capital LLC KK5MZM9DIXLXZL9DZL15 BMW US Capital LLC 05565EBY0 364000.00000000 PA USD 362251.04000000 0.049077150889 Long DBT CORP US N 2 2025-04-01 Floating 3.89432000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EN3 1699000.00000000 PA USD 1516355.60000000 0.205433261373 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A Credit Suisse Mortgage Capital Trust, Series 2021-NQM2, Class A1 12662EAA1 288125.12000000 PA USD 243983.00000000 0.033054399251 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Los Angeles Department of Water & Power 549300S8NXV6YU61GG95 Los Angeles Department of Water & Power, Series 2010, RB 544495VY7 255000.00000000 PA USD 285046.29000000 0.038617583498 Long DBT MUN US N 2 2045-07-01 Fixed 6.57400000 N N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust, Series 2021-8INV, Class A6 33852HAD4 1121798.69000000 PA USD 957292.41000000 0.129692337255 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N Bermuda Government International Bond 549300FP5PUZXX9FVJ40 Bermuda Government International Bond 085209AJ3 1163000.00000000 PA USD 1080468.36000000 0.146380004140 Long DBT NUSS BM N 2 2032-07-15 Fixed 5.00000000 N N N N N N M.D.C. Holdings, Inc. 5299005FV4VNV75R8R35 M.D.C. Holdings, Inc. 552676AV0 1524000.00000000 PA USD 758580.92000000 0.102771244694 Long DBT CORP US N 2 2061-08-06 Fixed 3.96600000 N N N N N N OBX Trust N/A OBX Trust, Series 2022-NQM2, Class A1 67448DAA8 2414756.58000000 PA USD 2064289.68000000 0.279666432716 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.94204900 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3134A3ZU3 150000.00000000 PA USD 109928.91000000 0.014892980578 Long DBT USGSE US N 2 2029-12-14 None 0.00000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The), Series V 693475BF1 1817000.00000000 PA USD 1725604.90000000 0.233781998397 Long DBT CORP US N 2 N/A Variable 6.20000000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 DXC Technology Co. 23355LAM8 541000.00000000 PA USD 445485.73000000 0.060353644230 Long DBT CORP US N 2 2028-09-15 Fixed 2.37500000 N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 Calpine Corp. 131347CR5 833000.00000000 PA USD 684502.51000000 0.092735228496 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773DA5 66000.00000000 PA USD 57610.50000000 0.007804971936 Long DBT CORP US N 2 2027-05-05 Fixed 2.55000000 N N N N N N N/A N/A U.S. Treasury 2 Year Notes Future N/A 167.00000000 NC USD -726282.00000000 -0.09839544229 N/A DIR N/A N 1 BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Long United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-30 34858211.60000000 USD -726282.00000000 N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DB2 1907000.00000000 PA USD 1865215.63000000 0.252696221147 Long DBT CORP GB N 2 2026-03-10 Floating 4.31460800 N N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust, Series 2020-1, Class A1 03464RAA1 87256.62000000 PA USD 81120.74000000 0.010990099013 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.15613000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 SMBC Aviation Capital Finance DAC 78448TAG7 644000.00000000 PA USD 534623.01000000 0.072429810362 Long DBT CORP IE N 2 2026-10-15 Fixed 1.90000000 N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 U.S. Treasury Bills 912796W62 1138000.00000000 PA USD 1136565.62000000 0.153979964911 Long DBT UST US N 2 2022-11-17 None 0.00000000 N N N N N N AdaptHealth, LLC N/A AdaptHealth, LLC 00653VAC5 334000.00000000 PA USD 282198.06000000 0.038231710173 Long DBT CORP US N 2 2029-08-01 Fixed 4.62500000 N N N N N N OCP CLO Ltd. 254900K70GBA8CMARX66 OCP CLO Ltd., Series 2020-8RA, Class A1 670898AC9 1730000.00000000 PA USD 1686616.79000000 0.228499955984 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 5.29914000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MBZ2 280000.00000000 PA USD 205586.61000000 0.027852522051 Long DBT CORP JP N 2 2030-09-23 Fixed 2.14200000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust, Series 2021-INV3, Class A3 17329VBA6 1850307.76000000 PA USD 1437136.07000000 0.194700735037 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Agree L.P. 549300DXY3G299V1BO77 Agree L.P. 008513AB9 139000.00000000 PA USD 110843.52000000 0.015016890375 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 Targa Resources Corp. 87612KAC6 867000.00000000 PA USD 771480.34000000 0.104518836038 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 Sirius XM Radio Inc. 82967NBM9 1568000.00000000 PA USD 1239190.40000000 0.167883394458 Long DBT CORP US N 2 2031-09-01 Fixed 3.87500000 N N N N N N UAE International Government Bond 98450060C643D82DF808 UAE International Government Bond 31424EAB8 1390000.00000000 PA USD 918234.00000000 0.124400770719 Long DBT NUSS AE N 2 2061-10-19 Fixed 3.25000000 N N N N N N Onslow Bay Mortgage Loan Trust N/A Onslow Bay Mortgage Loan Trust, Series 2021-NQM4, Class A1 67115DAA0 2019189.61000000 PA USD 1575609.80000000 0.213460918973 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N Bidvest Group (UK) PLC (The) 984500A80C777F496830 Bidvest Group (UK) PLC (The) 88332EAA1 931000.00000000 PA USD 789981.43000000 0.107025332045 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N Residential Mortgage Loan Trust N/A Residential Mortgage Loan Trust, Series 2019-3, Class A1 76119NAA5 19219.67000000 PA USD 18629.67000000 0.002523915806 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.63300000 N N N N N N Drax Finco PLC 5493000MW6H7G7JFNQ88 Drax Finco PLC 26151AAA7 200000.00000000 PA USD 186273.00000000 0.025235947224 Long DBT CORP GB N 2 2025-11-01 Fixed 6.62500000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0506B7 23000000.00000000 PA USD 22162656.25000000 3.002558736313 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BW8 1332000.00000000 PA USD 1335793.56000000 0.180971025234 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKD0 452000.00000000 PA USD 340806.09000000 0.046171825767 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076CT7 743000.00000000 PA USD 666050.83000000 0.090235426470 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N Bear Stearns Asset Backed Securities I Trust N/A Bear Stearns Asset Backed Securities I Trust, Series 2006-HE9, Class 2A 07389MAD9 147070.79000000 PA USD 141603.68000000 0.019184224204 Long ABS-MBS CORP US N 2 2036-11-25 Floating 3.72557000 N N N N N N Western and Southern Life Insurance Co. (The) IN763J7JWIZ46OJ1T526 Western and Southern Life Insurance Co. (The) 95765PAE9 102000.00000000 PA USD 65063.86000000 0.008814740392 Long DBT CORP US N 2 2061-04-28 Fixed 3.75000000 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 GFL Environmental Inc. 36168QAM6 509000.00000000 PA USD 435296.80000000 0.058973265432 Long DBT CORP CA N 2 2028-09-01 Fixed 3.50000000 N N N N N Life Mortgage Trust N/A Life Mortgage Trust, Series 2021-BMR, Class C 53218CAE0 491485.08000000 PA USD 462376.48000000 0.062641974131 Long ABS-MBS CORP US N 2 2038-03-15 Floating 4.51200000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDU7 495000.00000000 PA USD 467975.73000000 0.063400550937 Long DBT CORP US N 2 2025-04-07 Fixed 3.80000000 N N N N N N Sun Communities Operating L.P. 549300PUNBPJCGT6X741 Sun Communities Operating L.P. 866677AE7 107000.00000000 PA USD 78800.51000000 0.010675758223 Long DBT CORP US N 2 2031-07-15 Fixed 2.70000000 N N N N N N Fannie Mae Principal STRIPS B1V7KEBTPIMZEU4LTD58 Fannie Mae Principal STRIPS 31358DDR2 850000.00000000 PA USD 606285.74000000 0.082138554368 Long DBT CORP US N 2 2030-05-15 None 0.00000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112BP7 56000.00000000 PA USD 51990.91000000 0.007043639501 Long DBT CORP US N 2 2027-02-15 Fixed 4.18500000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 Delta Air Lines Inc / SkyMiles IP Ltd. 830867AA5 768350.00000000 PA USD 748859.38000000 0.101454187094 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 PPM CLO 3 Ltd., Series 2019-3A, Class AR 69355EAL9 250000.00000000 PA USD 238046.25000000 0.032250098522 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.16914000 N N N N N N United States Treasury Bills 254900HROIFWPRGM1V77 United States Treasury Bills 912796YK9 654000.00000000 PA USD 644273.52000000 0.087285073784 Long DBT UST US N 2 2023-03-09 None 0.00000000 N N N N N N MFA Trust N/A MFA Trust, Series 2021-AEI1, Class A3 55284FAC1 1358050.20000000 PA USD 1054799.08000000 0.142902374019 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PEP3 1534000.00000000 PA USD 1537680.57000000 0.208322331810 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N Fannie Mae Principal STRIPS B1V7KEBTPIMZEU4LTD58 Fannie Mae Principal STRIPS 31358DDC5 450000.00000000 PA USD 333157.38000000 0.045135591627 Long DBT USGSE US N 2 2029-05-15 None 0.00000000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816CX5 737000.00000000 PA USD 666664.91000000 0.090318620978 Long DBT CORP US N 2 2033-05-26 Variable 4.98900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GXW9 777000.00000000 PA USD 767526.11000000 0.103983123725 Long DBT CORP US N 2 2024-03-08 Floating 3.49207400 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZU1 1029000.00000000 PA USD 956245.16000000 0.129550457617 Long DBT CORP US N 2 2028-08-23 Variable 4.48200000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAR1 1645000.00000000 PA USD 1267402.55000000 0.171705528254 Long DBT NUSS MX N 2 2034-02-12 Fixed 3.50000000 N N N N N N Fannie Mae Connecticut Avenue Securities N/A Fannie Mae Connecticut Avenue Securities, Series 2022-R03, Class 1M1 20753XAA2 2464194.86000000 PA USD 2431998.43000000 0.329482984815 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 5.09682000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKK4 580000.00000000 PA USD 447927.90000000 0.060684505242 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKQ1 1153000.00000000 PA USD 1022438.55000000 0.138518224801 Long DBT CORP US N 2 2033-04-27 Variable 4.57100000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAG7 890000.00000000 PA USD 823613.02000000 0.111581682296 Long DBT CORP US N 2 2028-06-06 Variable 4.12300000 N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PES7 1121000.00000000 PA USD 1142778.31000000 0.154821649519 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAP9 1102000.00000000 PA USD 1003280.18000000 0.135922681624 Long DBT CORP US N 2 2032-07-15 Fixed 6.37900000 N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BT5 537000.00000000 PA USD 427516.75000000 0.057919237574 Long DBT CORP US N 2 2062-06-15 Fixed 4.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AN8 492000.00000000 PA USD 303251.02000000 0.041083929161 Long DBT CORP CH N 2 N/A Variable 5.10000000 N N N N Y Credit Suisse Group AG Credit Suisse Group AG USD XXXX N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 969457BY5 748000.00000000 PA USD 586201.74000000 0.079417608423 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 Masco Corp. 574599BQ8 108000.00000000 PA USD 79770.65000000 0.010807191130 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAX2 886000.00000000 PA USD 768796.82000000 0.104155277341 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N Angel Oak Mortgage Trust N/A Angel Oak Mortgage Trust, Series 2020-3, Class A1 03465LAA3 280767.99000000 PA USD 253805.81000000 0.034385176738 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N Qatar Energy 254900QTESJKJ3P87J26 Qatar Energy 74730DAD5 1070000.00000000 PA USD 728873.30000000 0.098746507182 Long DBT CORP QA N 2 2051-07-12 Fixed 3.30000000 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 Netflix, Inc. ZS2929843 100000.00000000 PA 92082.47000000 0.012475175432 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N Daimler Trucks Finance North America LLC 5493003HSDTSCZRXBA58 Daimler Trucks Finance North America LLC 233853AM2 1708000.00000000 PA USD 1544326.48000000 0.209222708322 Long DBT CORP US N 2 2027-04-07 Fixed 3.65000000 N N N N N N Egypt Government International Bond 529900GFIVH4086NMH82 Egypt Government International Bond 038461AS8 519000.00000000 PA USD 433518.11000000 0.058732291556 Long DBT NUSS EG N 2 2025-10-06 Fixed 5.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9999T07Y2 1400300.00000000 PA USD 1386843.99000000 0.187887250116 Long DBT UST US N 2 2029-10-31 Fixed 0.00000000 N N N N N N MHP Commercial Mortgage Trust N/A MHP Commercial Mortgage Trust, Series 2021-STOR, Class B 55293BAD7 615000.00000000 PA USD 581579.36000000 0.078791376292 Long ABS-MBS CORP US N 2 2038-07-15 Floating 4.31200000 N N N N N N AMSR Trust N/A AMSR Trust, Series 2021-SFR3, Class B 00180UAB1 4460000.00000000 PA USD 3753006.60000000 0.508450910719 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 1.72600000 N N N N N N Empresa de los Ferrocarriles del Estado 8755006LY8XNRFOGWN86 Empresa de los Ferrocarriles del Estado 292487AB1 976000.00000000 PA USD 595643.00000000 0.080696694168 Long DBT CORP CL N 2 2061-09-14 Fixed 3.83000000 N N N N N N Corning Inc. 549300X2937PB0CJ7I56 Corning Inc. 219350BQ7 274000.00000000 PA USD 219493.55000000 0.029736610480 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 Prologis, L.P. 74340XBT7 1992000.00000000 PA USD 1846595.77000000 0.250173634383 Long DBT CORP US N 2 2033-01-15 Fixed 4.62500000 N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BW3 731000.00000000 PA USD 653965.00000000 0.088598058907 Long DBT CORP US N 2 2032-06-22 Fixed 4.00000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 SBA Communications Corp. 78410GAG9 892000.00000000 PA USD 724112.22000000 0.098101484213 Long DBT CORP US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAK8 1463000.00000000 PA USD 1464069.42000000 0.198349619197 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2V4 625000.00000000 PA USD 563183.11000000 0.076299083828 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 Freddie Mac STRIPS 3134A4CN2 350000.00000000 PA USD 247273.30000000 0.033500163464 Long DBT USGSE US N 2 2030-09-15 None 0.00000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc. 08576PAF8 541000.00000000 PA USD 446147.41000000 0.060443287504 Long DBT CORP US N 2 2027-01-15 Fixed 1.65000000 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2020-SFR1, Class A 74331CAA6 869157.05000000 PA USD 786646.75000000 0.106573555306 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 INVESCO PRIVATE PRIME FUND N/A 59702935.15000000 NS USD 59702935.15000000 8.088451469719 Long STIV PF US N 2 N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 31334XD97 177814.02000000 PA USD 164816.84000000 0.022329103391 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 Enbridge Inc. 29250NBN4 1790000.00000000 PA USD 1686936.08000000 0.228543212847 Long DBT CORP CA N 2 2083-01-15 Variable 7.37500000 N N N N N N Alfa Desarrollo S.p.A. 2549006BJAN34R520038 Alfa Desarrollo S.p.A. 01538TAA3 971445.79000000 PA USD 622903.79000000 0.084389939339 Long DBT CORP CL N 2 2051-09-27 Fixed 4.55000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 F&G Global Funding 30321L2B7 973000.00000000 PA USD 884256.71000000 0.119797585623 Long DBT CORP US N 2 2024-09-20 Fixed 0.90000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBX2 1692000.00000000 PA USD 1520107.05000000 0.205941501398 Long DBT CORP GB N 2 N/A Variable 8.00000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EL7 2729000.00000000 PA USD 2574588.19000000 0.348800801451 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc., Series B ZP9910362 500000.00000000 PA 442747.06000000 0.059982613906 Long DBT CORP US N 2 N/A Variable 2.87500000 N N N N N N FREMF Mortgage Trust N/A FREMF Mortgage Trust, Series 2013-K29, Class X2A 30291JAQ6 22958452.09000000 PA USD 3962.63000000 0.000536850330 Long ABS-MBS CORP US N 2 2046-05-25 Fixed 0.12500000 N N N N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 OCP CLO Ltd., Series 2017-13A, Class A1AR 67097LAH9 3000000.00000000 PA USD 2930556.00000000 0.397026711094 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 5.03914000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 Agile Group Holdings Ltd. N/A 488000.00000000 PA USD 96152.67000000 0.013026599161 Long DBT CORP KY N 2 2025-10-13 Fixed 6.05000000 N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537AW1 781000.00000000 PA USD 775665.77000000 0.105085870930 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AJ7 631000.00000000 PA USD 560801.25000000 0.075976393512 Long DBT CORP CH N 2 N/A Variable 7.50000000 N N N N Y Credit Suisse Group AG Credit Suisse Group AG USD XXXX N N N Life Mortgage Trust N/A Life Mortgage Trust, Series 2021-BMR, Class A 53218CAA8 1798835.38000000 PA USD 1722106.60000000 0.233308054700 Long ABS-MBS CORP US N 2 2038-03-15 Floating 4.11200000 N N N N N N CCO Holdings, LLC/CCO Holdings Capital Corp. N/A CCO Holdings, LLC/CCO Holdings Capital Corp. 1248EPCS0 1604000.00000000 PA USD 1482104.02000000 0.200792915938 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137B5KX0 7520824.35000000 PA USD 15932.11000000 0.002158454994 Long ABS-APCP USGSE US N 2 2023-08-25 Variable 0.31511600 N N N N N N OBX Trust N/A OBX Trust, Series 2022-NQM2, Class A1B 67448DAM2 1415000.00000000 PA USD 1105202.31000000 0.149730917352 Long ABS-MBS CORP US N 2 2062-01-25 Variable 3.38400000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust, Series 2013-GC11, Class D 17320DAU2 1650000.00000000 PA USD 1571945.76000000 0.212964521105 Long ABS-MBS CORP US N 2 2046-04-10 Variable 4.40685800 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc., Series P 172967JM4 330000.00000000 PA USD 299119.49000000 0.040524196548 Long DBT CORP US N 2 N/A Variable 5.95000000 N N N N N EQT Corp. 4NT01YGM4X7ZX86ISY52 EQT Corp. 26884LAQ2 578000.00000000 PA USD 563081.82000000 0.076285361232 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 Micron Technology, Inc. 595112BM4 10000.00000000 PA USD 9726.12000000 0.001317678090 Long DBT CORP US N 2 2026-02-06 Fixed 4.97500000 N N N N N EQM Midstream Partners, L.P. 549300NELT611CL6XM83 EQM Midstream Partners, L.P. 26885BAN0 270000.00000000 PA USD 262939.50000000 0.035622593426 Long DBT CORP US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Twilio Inc. 5493004W8TRGD63APX93 Twilio Inc. 90138FAD4 714000.00000000 PA USD 583470.09000000 0.079047529156 Long DBT CORP US N 2 2031-03-15 Fixed 3.87500000 N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818GC6 2000000.00000000 PA USD 1795473.46000000 0.243247671322 Long DBT CORP US N 2 2052-09-09 Fixed 4.95000000 N N N N N Taco Bell Funding, LLC N/A Taco Bell Funding, LLC, Series 2016-1A, Class A23 87342RAC8 142125.00000000 PA USD 135196.26000000 0.018316157909 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.97000000 N N N N N N U.S. Treasury Bonds 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TG3 2411800.00000000 PA USD 1862738.66000000 0.252360645491 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610AS4 95000.00000000 PA USD 73467.84000000 0.009953297219 Long DBT CORP US N 2 2030-02-06 Fixed 2.50000000 N N N N N N American Airlines Pass-Through Trust IWUQB36BXD6OWD6X4T14 American Airlines Pass-Through Trust, Series A 02379KAA2 1577000.00000000 PA USD 1231422.37000000 0.166830995049 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp. 89236TKJ3 1257000.00000000 PA USD 1223744.07000000 0.165790752107 Long DBT CORP US N 2 2027-09-20 Fixed 4.55000000 N N N N N N BX Commercial Mortgage Trust N/A BX Commercial Mortgage Trust, Series 2021-XL2, Class B 05609KAC3 732104.91000000 PA USD 684343.92000000 0.092713742994 Long ABS-MBS CORP US N 2 2038-10-15 Floating 4.40970000 N N N N N N Banco Mercantil del Norte, S.A. 549300QTVYRPFHS0J362 Banco Mercantil del Norte, S.A. 05973KAB3 588000.00000000 PA USD 441882.00000000 0.059865417058 Long DBT CORP MX N 2 N/A Variable 6.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKC2 616000.00000000 PA USD 440576.09000000 0.059688494606 Long DBT CORP US N 2 2036-09-21 Variable 2.48200000 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 United Airlines, Inc. 90932LAG2 238000.00000000 PA USD 217646.74000000 0.029486407822 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537AU5 2240000.00000000 PA USD 1720152.07000000 0.233043258321 Long DBT CORP US N 2 2062-02-15 Variable 3.87500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc., Series W 172967MU2 691000.00000000 PA USD 584586.00000000 0.079198710733 Long DBT CORP US N 2 N/A Variable 4.00000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661EM5 2039000.00000000 PA USD 1832664.21000000 0.248286210479 Long DBT CORP US N 2 2053-04-15 Fixed 5.62500000 N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 Southern Co. (The) 842587DL8 808000.00000000 PA USD 799099.23000000 0.108260595984 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAY0 673000.00000000 PA USD 601952.40000000 0.081551480881 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N S&P Global Inc. Y6X4K52KMJMZE7I7MY94 S&P Global Inc. 78409VAS3 79000.00000000 PA USD 58771.37000000 0.007962244617 Long DBT CORP US N 2 2030-08-15 Fixed 1.25000000 N N N N N Elevance Health, Inc. 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 036752AW3 662000.00000000 PA USD 659241.64000000 0.089312929063 Long DBT CORP US N 2 2032-10-15 Fixed 5.50000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 Celanese US Holdings LLC 15089QAL8 1634000.00000000 PA USD 1589347.99000000 0.215322145440 Long DBT CORP US N 2 2025-03-15 Fixed 6.05000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 Norfolk Southern Corp. 655844CP1 519000.00000000 PA USD 421367.54000000 0.057086153128 Long DBT CORP US N 2 2053-06-01 Fixed 4.55000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2020-INV1, Class A1 92537TAA3 52103.52000000 PA USD 50814.47000000 0.006884257424 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.32820000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138LKMB0 750000.00000000 PA USD 645672.80000000 0.087474645844 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.08000000 N N N N N N Morocco Government International Bond 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AM6 365000.00000000 PA USD 217168.43000000 0.029421607202 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N Keybank NA HUX2X73FUCYHUVH1BK78 Keybank NA 49327V2C7 1984000.00000000 PA USD 1759432.19000000 0.238364861749 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co., Series L, Conv. Pfd. 949746804 232.00000000 NS USD 270402.96000000 0.036633730213 Long EP CORP US N 1 N N N Petrofac Ltd. 2138004624W8CKCSJ177 Petrofac Ltd. 716473AE3 1052000.00000000 PA USD 783482.26000000 0.106144835617 Long DBT CORP JE N 2 2026-11-15 Fixed 9.75000000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 Textainer Marine Containers VII Ltd., Series 2021-2A, Class A 88315LAQ1 1416799.58000000 PA USD 1186891.55000000 0.160798035772 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N MFA Trust N/A MFA Trust, Series 2021-AEI1, Class A4 55284FAF4 1645073.17000000 PA USD 1412023.88000000 0.191298578516 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 GS Mortgage Securities Trust, Series 2020-GC47, Class A5 36258RBA0 1530000.00000000 PA USD 1223640.60000000 0.165776734169 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust, Series 2020-NQM1, Class A1 64830VAA1 566399.55000000 PA USD 503366.70000000 0.068195258980 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.46413000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 VICI Properties L.P. 925650AC7 938000.00000000 PA USD 849018.66000000 0.115023594921 Long DBT CORP US N 2 2030-02-15 Fixed 4.95000000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 Berry Global, Inc. 085770AA3 497000.00000000 PA USD 468077.09000000 0.063414283017 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 Apple Inc. 037833EP1 1713000.00000000 PA USD 1510779.27000000 0.204677789729 Long DBT CORP US N 2 2032-08-08 Fixed 3.35000000 N N N N N Pershing Square Holdings, Ltd. U7LC4KOKCTZ0YWGI2G56 Pershing Square Holdings, Ltd. BR6668783 2300000.00000000 PA USD 1683163.00000000 0.228032042426 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 Sensata Technologies B.V. 81725WAK9 2179000.00000000 PA USD 1838651.10000000 0.249097304089 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N Asbury Automotive Group, Inc. 549300JH4DTA7U42GL91 Asbury Automotive Group, Inc. 043436AX2 516000.00000000 PA USD 416628.72000000 0.056444145905 Long DBT CORP US N 2 2032-02-15 Fixed 5.00000000 N N N N N N AEP Texas Inc. 5493001L78U618KXNZ75 AEP Texas Inc. 00108WAP5 454000.00000000 PA USD 413109.31000000 0.055967342262 Long DBT CORP US N 2 2032-05-15 Fixed 4.70000000 N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJT7 495000.00000000 PA USD 382823.96000000 0.051864334879 Long DBT CORP US N 2 2032-04-22 Variable 2.68700000 N N N N N N OBX Trust N/A OBX Trust, Series 2022-NQM1, Class A1 67114VAA1 1865711.30000000 PA USD 1493104.31000000 0.202283216400 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3B7 679000.00000000 PA USD 619529.18000000 0.083932752952 Long DBT CORP US N 2 2033-07-25 Variable 4.89700000 N N N N N N KKR CLO 30 Ltd. 549300NB16RGUJOZXI16 KKR CLO 30 Ltd., Series 30A, Class A1R 48250EAN5 5000000.00000000 PA USD 4870255.00000000 0.659813811727 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 5.09914000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0426B4 9249000.00000000 PA USD 8679969.70000000 1.175947438776 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.50000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 Realty Income Corp. 756109BJ2 97000.00000000 PA USD 80408.09000000 0.010893550410 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1B 12660BAN1 1160000.00000000 PA USD 927423.36000000 0.125645729483 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.34600000 N N N N N N EDP Finance B.V. 5299007L43AQDFOW5739 EDP Finance B.V. 26835PAJ9 486000.00000000 PA USD 484367.27000000 0.065621248722 Long DBT CORP NL N 2 2027-10-11 Fixed 6.30000000 N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 CSL Finance PLC 12661PAA7 342000.00000000 PA USD 322411.85000000 0.043679805614 Long DBT CORP GB N 2 2027-04-27 Fixed 3.85000000 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 Prosus N.V. 74365PAG3 875000.00000000 PA USD 720997.47000000 0.097679503214 Long DBT CORP NL N 2 2027-01-19 Fixed 3.25700000 N N N N N N VICI Properties L.P. 254900X4QE7SGKQLLN38 VICI Properties L.P. 925650AB9 938000.00000000 PA USD 857455.16000000 0.116166557501 Long DBT CORP US N 2 2028-02-15 Fixed 4.75000000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 CenterPoint Energy Houston Electric, LLC, Series AJ 15189XBA5 2021000.00000000 PA USD 1774401.66000000 0.240392899924 Long DBT CORP US N 2 2052-10-01 Fixed 4.85000000 N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 20-1 90931GAA7 359624.41000000 PA USD 347429.15000000 0.047069106600 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N One Bryant Park Trust N/A One Bryant Park Trust, Series 2019-OBP, Class A 68236JAA9 457000.00000000 PA USD 365026.42000000 0.049453154621 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NDS7 17000.00000000 PA USD 10189.53000000 0.001380460084 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDA1 1377000.00000000 PA USD 1281565.40000000 0.173624286932 Long DBT CORP US N 2 2028-04-26 Variable 4.32300000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0606B6 22000000.00000000 PA USD 22113437.50000000 2.995890664304 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N IP Lending III Ltd. N/A IP Lending III Ltd. 44988UAA5 1474000.00000000 PA USD 1313185.63000000 0.177908141572 Long DBT CORP KY N 3 2026-11-02 Fixed 3.37500000 N N N N N N Avis Budget Car Rental, LLC N/A Avis Budget Car Rental, LLC 053773BF3 550000.00000000 PA USD 477534.53000000 0.064695560801 Long DBT CORP US N 2 2029-03-01 Fixed 5.37500000 N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 Huntington Bancshares Inc. 446150BB9 794000.00000000 PA USD 740169.53000000 0.100276901089 Long DBT CORP US N 2 2028-08-04 Variable 4.44300000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co. LLC 345397B77 2541000.00000000 PA USD 2213846.25000000 0.299928100847 Long DBT CORP US N 2 2026-08-10 Fixed 2.70000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A4 07336GAD6 1805846.14000000 PA USD 1397650.69000000 0.189351323335 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The) 06406RBK2 386000.00000000 PA USD 362300.04000000 0.049083789325 Long DBT CORP US N 2 2030-07-26 Variable 4.59600000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAV6 742000.00000000 PA USD 703548.82000000 0.095315589976 Long DBT CORP US N 2 2029-06-15 Fixed 4.35000000 N N N N N N IP Lending VII Ltd. N/A IP Lending VII Ltd. 44989EAA0 2746000.00000000 PA USD 2746000.00000000 0.372023380090 Long DBT CORP BM N 2 2027-10-11 Fixed 8.00000000 N N N N N N South32 Treasury Ltd. 213800HFGZMXST64GP53 South32 Treasury Ltd. 84055BAA1 779000.00000000 PA USD 654194.03000000 0.088629087500 Long DBT CORP AU N 2 2032-04-14 Fixed 4.35000000 N N N N N N EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A. 2549002TO75PYMY3VY07 EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A. 29280LAA1 1450000.00000000 PA USD 743045.25000000 0.100666498712 Long DBT CORP ES N 2 2030-12-30 Fixed 5.37500000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 Energy Transfer L.P. 29278NAE3 12000.00000000 PA USD 10081.13000000 0.001365774238 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 American Homes 4 Rent, L.P. 02666TAE7 832000.00000000 PA USD 670317.89000000 0.090813520456 Long DBT CORP US N 2 2032-04-15 Fixed 3.62500000 N N N N N Fannie Mae Principal STRIPS B1V7KEBTPIMZEU4LTD58 Fannie Mae Principal STRIPS 31358DDG6 1300000.00000000 PA USD 957312.86000000 0.129695107786 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N Braskem Idesa S.A.P.I. YH0V7ZHY352ITDGEYB83 Braskem Idesa S.A.P.I. 10554NAA6 289000.00000000 PA USD 221800.28000000 0.030049122312 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023DG7 380000.00000000 PA USD 336331.08000000 0.045565559071 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 EPR Properties 26884UAG4 644000.00000000 PA USD 435012.21000000 0.058934709666 Long DBT CORP US N 2 2031-11-15 Fixed 3.60000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PAW6 92000.00000000 PA USD 91856.97000000 0.012444625078 Long DBT CORP US N 2 2024-07-23 Floating 5.21457000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AV0 1920000.00000000 PA USD 1733997.24000000 0.234918978256 Long DBT CORP CH N 2 2028-08-11 Variable 6.44200000 N N N N N OCP S.A. 213800D26TAPVTCVWG40 OCP S.A. 67091TAE5 508000.00000000 PA USD 312722.77000000 0.042367145639 Long DBT CORP MA N 2 2051-06-23 Fixed 5.12500000 N N N N N N N/A N/A U.S. Treasury 10 Year Notes Future N/A -419.00000000 NC USD 1490922.63000000 0.201987646127 N/A DIR N/A N 1 _x0009_BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond United States Treasury Note/Bond 2022-12-20 47829703.88000000 USD 1490922.63000000 N N N China Government International Bond 300300CHN201808MOF68 China Government International Bond 60367QAD5 4821000.00000000 PA USD 3060674.04000000 0.414654880450 Long DBT NUSS CN N 2 2051-10-26 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137B7N21 5512365.02000000 PA USD 27193.60000000 0.003684142384 Long ABS-APCP USGSE US N 2 2023-10-25 Variable 0.76613000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAV3 1015000.00000000 PA USD 906872.72000000 0.122861563949 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N COLT Mortgage Loan Trust N/A COLT Mortgage Loan Trust, Series 2022-1, Class A1 19688HAA9 1619256.10000000 PA USD 1333131.77000000 0.180610410481 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28400000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 Blackstone Secured Lending Fund 09261XAD4 771000.00000000 PA USD 622779.83000000 0.084373145451 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2D4 199000.00000000 PA USD 181188.83000000 0.024547152575 Long DBT CORP US N 2 2029-01-24 Fixed 4.15000000 N N N N N N Mello Mortgage Capital Acceptance N/A Mello Mortgage Capital Acceptance, Series 2021-INV3, Class A4 585491AF0 1169059.38000000 PA USD 997622.55000000 0.135156195595 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320BK7 1328000.00000000 PA USD 1212205.58000000 0.164227537231 Long DBT CORP US N 2 2052-09-01 Variable 6.00000000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association, TBA 21H0206B6 6645000.00000000 PA USD 5460580.65000000 0.739790120419 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 2.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank U.A. 74977RDN1 1221000.00000000 PA USD 1088644.94000000 0.147487753203 Long DBT CORP NL N 2 2028-04-06 Variable 3.64900000 N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 Charles Schwab Corp. (The) 808513CB9 674000.00000000 PA USD 599860.00000000 0.081268006111 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 KeyCorp 49326EEN9 464000.00000000 PA USD 419892.69000000 0.056886342974 Long DBT CORP US N 2 2033-06-01 Variable 4.78900000 N N N N N Zaxby's Funding LLC N/A Zaxby's Funding LLC, Series 2021-1A, Class A2 98920MAA0 4246250.00000000 PA USD 3387559.31000000 0.458940737350 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Hilcorp Energy I, L.P. 549300ITPIHLG0LHEC09 Hilcorp Energy I, L.P. 431318AY0 432000.00000000 PA USD 391777.88000000 0.053077396635 Long DBT CORP US N 2 2030-04-15 Fixed 6.00000000 N N N N N N Spirit Realty, L.P. 549300GTBVIBJRX5BW73 Spirit Realty, L.P. 84861TAH1 128000.00000000 PA USD 100777.48000000 0.013653160504 Long DBT CORP US N 2 2028-03-15 Fixed 2.10000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65558RAC3 1613000.00000000 PA USD 1580483.65000000 0.214121219829 Long DBT CORP FI N 2 2025-09-22 Fixed 4.75000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP Paribas 09659W2N3 854000.00000000 PA USD 719281.31000000 0.097447000794 Long DBT CORP FR N 2 2027-01-13 Variable 1.32300000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZR8 1389000.00000000 PA USD 1252477.58000000 0.169683518863 Long DBT CORP US N 2 2028-03-15 Variable 3.61500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137BFXU0 4136590.32000000 PA USD 70470.95000000 0.009547283691 Long ABS-APCP USGSE US N 2 2024-12-25 Variable 1.02352500 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591DZ2 100000.00000000 PA USD 99173.36000000 0.013435837072 Long DBT USGA US N 2 2056-04-01 Fixed 5.37500000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YCM9 1899000.00000000 PA USD 1778579.38000000 0.240958890279 Long DBT CORP JP N 2 2033-09-13 Variable 5.66900000 N N N N N OWL Rock Core Income Corp. 5493003I42XBWPE05N35 OWL Rock Core Income Corp. 69120VAF8 468000.00000000 PA USD 411854.44000000 0.055797334622 Long DBT CORP US N 2 2027-02-08 Fixed 4.70000000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 Credit Agricole S.A. 225313AP0 1284000.00000000 PA USD 925223.90000000 0.125347750407 Long DBT CORP FR N 2 N/A Variable 4.75000000 N N N N N N Tenet Healthcare Corp. 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp. 88033GDP2 675000.00000000 PA USD 623517.75000000 0.084473117589 Long DBT CORP US N 2 2030-06-15 Fixed 6.12500000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 CenterPoint Energy Houston Electric, LLC, Series ai. 15189XAZ1 2002000.00000000 PA USD 1876732.82000000 0.254256550336 Long DBT CORP US N 2 2032-10-01 Fixed 4.45000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 Fairfax Financial Holdings Ltd. 303901BK7 1654000.00000000 PA USD 1504604.20000000 0.203841201814 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N UAE International Government Bond 98450060C643D82DF808 UAE International Government Bond 31424EAA0 733000.00000000 PA USD 583200.46000000 0.079011000145 Long DBT NUSS AE N 2 2031-10-19 Fixed 2.00000000 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 Murphy Oil Corp. 626717AN2 592000.00000000 PA USD 577662.60000000 0.078260740351 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N Wendy's Funding, LLC 5493009DRVSTWJOXUL48 Wendy's Funding, LLC, Series 2019-1A, Class A2II 95058XAH1 456250.00000000 PA USD 396983.31000000 0.053782619383 Long ABS-O CORP US N 2 2049-06-15 Fixed 4.08000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 81618TAE0 630000.00000000 PA USD 572250.39000000 0.077527503403 Long DBT CORP US N 2 2024-05-15 Fixed 4.25000000 N N N N N N Freddie Mac N/A Freddie Mac, Series 2022-DNA3, Class M1 35564KUW7 1745196.76000000 PA USD 1711468.91000000 0.231866878666 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 4.99682000 N N N N N N Starwood Mortgage Residential Trust N/A Starwood Mortgage Residential Trust, Series 2021-6, Class A1 85573RAA6 2643006.11000000 PA USD 2069115.13000000 0.280320176423 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138LKVW4 491491.47000000 PA USD 437525.34000000 0.059275184217 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 2.82000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 Fairfax Financial Holdings Ltd. 303901BJ0 250000.00000000 PA USD 195197.36000000 0.026445004243 Long DBT CORP CA N 2 2031-03-03 Fixed 3.37500000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RLJ9 95000.00000000 PA USD 60388.00000000 0.008181262883 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KCJ7 406000.00000000 PA USD 385833.76000000 0.052272097432 Long DBT CORP US N 2 2032-07-15 Fixed 5.00000000 N N N N N N GA Global Funding Trust 54930029I8ROQ4OROZ88 GA Global Funding Trust 36143L2H7 997000.00000000 PA USD 756006.77000000 0.102422503258 Long DBT CORP US N 2 2032-01-06 Fixed 2.90000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A Credit Suisse Mortgage Capital Trust, Series 2022-ATH1, Class A1A 12660BAM3 2246619.34000000 PA USD 2028630.31000000 0.274835362301 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.87000000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 Workday, Inc. 98138HAH4 878000.00000000 PA USD 782309.97000000 0.105986015775 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 Perusahaan Penerbit SBSN Indonesia III 71567PAT7 1886000.00000000 PA USD 1285033.51000000 0.174094140539 Long DBT CORP ID N 2 2051-06-09 Fixed 3.55000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CFF3 190600.00000000 PA USD 170393.42000000 0.023084608905 Long DBT UST US N 2 2032-08-15 Fixed 2.75000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A Credit Suisse Mortgage Capital Trust, Series 2021-NQM1, Class A1 126407AA3 561948.94000000 PA USD 513153.68000000 0.069521182279 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBU8 1402000.00000000 PA USD 1158087.11000000 0.156895659541 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N Guatemala Government Bond 529900QKDFFU9UWW5315 Guatemala Government Bond 401494AT6 3623000.00000000 PA USD 2757862.60000000 0.373630504835 Long DBT NUSS GT N 2 2033-10-07 Fixed 3.70000000 N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZN7 474000.00000000 PA USD 323450.65000000 0.043820540460 Long DBT CORP US N 2 2043-02-24 Variable 3.43600000 N N N N N N N/A N/A U.S. Treasury 10 Year Ultra Future N/A -543.00000000 NC USD 4352207.46000000 0.589629617671 N/A DIR N/A N 1 _x0009_BOFA SECURITIES, INC. 549300HN4UKV1E2R3U73 Short United States Treasury Note/Bond U.S. Treasury Notes 2022-12-20 67331723.09000000 USD 4352207.46000000 N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610AK1 773000.00000000 PA USD 736628.66000000 0.099797190081 Long DBT CORP US N 2 2025-12-03 Fixed 4.30000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series RR 060505GB4 1518000.00000000 PA USD 1221990.00000000 0.165553113706 Long DBT CORP US N 2 N/A Variable 4.37500000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NEB3 2101000.00000000 PA USD 2087721.68000000 0.282840959971 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 Enbridge Inc. 29250NBP9 1357000.00000000 PA USD 1299444.54000000 0.176046522218 Long DBT CORP CA N 2 2083-01-15 Variable 7.62500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKY4 1541000.00000000 PA USD 1413680.61000000 0.191523029461 Long DBT CORP US N 2 2033-07-22 Variable 5.01500000 N N N N N N Centene Corp. 549300Z7JJ4TQSQGT333 Centene Corp. 15135BAX9 3272000.00000000 PA USD 2520846.96000000 0.341520031591 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N Flagstar Mortgage Trust N/A Flagstar Mortgage Trust, Series 2021-11IN, Class A6 33851TAF4 3084190.68000000 PA USD 2631909.23000000 0.356566557843 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.70000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust, Series 2014-GC23, Class B 17322VAW6 184000.00000000 PA USD 174622.38000000 0.023657541167 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.17500000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 Paraguay Government International Bond 699149AH3 1200000.00000000 PA USD 927433.66000000 0.125647124910 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HU0 1691000.00000000 PA USD 1522277.50000000 0.206235550249 Long DBT CORP US N 2 2032-11-15 Fixed 4.10000000 N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 Prologis, L.P. 74340XBY6 559000.00000000 PA USD 468268.70000000 0.063440242011 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N COLT Mortgage Loan Trust N/A COLT Mortgage Loan Trust, Series 2020-2, Class A1 19688JAA5 23603.16000000 PA USD 23109.98000000 0.003130900536 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85300000 N N N N N N Shell International Finance B.V. 213800ITMMKU4Z7I4F78 Shell International Finance B.V. 822582CL4 844000.00000000 PA USD 541289.65000000 0.073332995339 Long DBT CORP NL N 2 2051-11-26 Fixed 3.00000000 N N N N N N Stellantis Finance US Inc. 549300QZ0AI8Q7LNON33 Stellantis Finance US Inc. 85855CAE0 547000.00000000 PA USD 506793.81000000 0.068659557977 Long DBT CORP US N 2 2032-09-12 Fixed 6.37500000 N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKP3 1387000.00000000 PA USD 1290864.28000000 0.174884083279 Long DBT CORP US N 2 2028-04-27 Variable 4.37600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PCU8 316000.00000000 PA USD 246927.13000000 0.033453264944 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N PETRONAS Capital Ltd. 549300G7YFX3540OYR85 PETRONAS Capital Ltd. 71675CAE8 1716000.00000000 PA USD 1067009.88000000 0.144556672304 Long DBT CORP MY N 2 2061-04-28 Fixed 3.40400000 N N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 Target Corp. 87612EBP0 1475000.00000000 PA USD 1391243.97000000 0.188483351875 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N N Oman Government International Bond 549300SZ20F0QTKNQC75 Oman Government International Bond 68205LAS2 795000.00000000 PA USD 759821.25000000 0.102939282479 Long DBT NUSS OM N 2 2031-01-25 Fixed 6.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132XEAF8 469117.72000000 PA USD 411256.89000000 0.055716379571 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.55000000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0206B0 25804850.00000000 PA USD 20369703.47000000 2.759652562403 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.00000000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2021-2, Class A1 92538FAA2 1474817.82000000 PA USD 1188433.71000000 0.161006964970 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03100000 N N N N N N Boston Properties L.P. BVHHEFJI6SHNOKQT2572 Boston Properties L.P. 10112RBD5 62000.00000000 PA USD 49419.03000000 0.006695205601 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N Rockcliff Energy II LLC 5493007AZNVKZ5HEMT23 Rockcliff Energy II LLC 77289KAA3 1058000.00000000 PA USD 944915.67000000 0.128015557703 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc., Series G 174610BD6 1481000.00000000 PA USD 1177038.24000000 0.159463126198 Long DBT CORP US N 2 N/A Variable 4.00000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2U4 196000.00000000 PA USD 169686.74000000 0.022988869108 Long DBT CORP US N 2 2026-01-08 Fixed 1.45000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138LLLA1 500000.00000000 PA USD 445195.27000000 0.060314293206 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.90000000 N N N N N N Tricon American Homes Trust N/A Tricon American Homes Trust, Series 2020-SFR2, Class A 89613JAA8 1094750.79000000 PA USD 888181.94000000 0.120329369065 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. N/A Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 161175CE2 554000.00000000 PA USD 345597.46000000 0.046820952374 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCZ2 199000.00000000 PA USD 134112.23000000 0.018169295380 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 Agile Group Holdings Ltd. BK1999766 208000.00000000 PA USD 50299.02000000 0.006814425140 Long DBT CORP KY N 2 2025-01-02 Fixed 5.75000000 N N N N N N Galaxy Pipeline Assets Bidco Ltd. 549300L82YB0C6JQIC26 Galaxy Pipeline Assets Bidco Ltd. 36321PAE0 2191123.51000000 PA USD 1650382.58000000 0.223591007230 Long DBT CORP JE N 2 2040-09-30 Fixed 2.94000000 N N N N N N Goldentree Loan Management US Clo 2 Ltd. 549300UYD6YMBA6XSE43 Goldentree Loan Management US Clo 2 Ltd., Series 2017-2A, Class AR 38136MAU2 2362000.00000000 PA USD 2306686.68000000 0.312505963402 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 5.15257000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816DA4 1739000.00000000 PA USD 1544910.23000000 0.209301793773 Long DBT CORP US N 2 2033-08-03 Variable 4.42000000 N N N N N N Bahamas Government International Bond 549300W13SXC7EKNJC20 Bahamas Government International Bond 056732AM2 2993000.00000000 PA USD 2170813.47000000 0.294098093465 Long DBT NUSS BS N 2 2029-06-16 Fixed 9.00000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 Starbucks Corp. 855244BC2 1594000.00000000 PA USD 1319513.63000000 0.178765448182 Long DBT CORP US N 2 2032-02-14 Fixed 3.00000000 N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 Cox Communications, Inc. 224044CM7 90000.00000000 PA USD 50958.93000000 0.006903828617 Long DBT CORP US N 2 2050-10-01 Fixed 2.95000000 N N N N N N Ellington Financial Mortgage Trust N/A Ellington Financial Mortgage Trust, Series 2022-1, Class A1 31573CAA3 1480096.09000000 PA USD 1178213.62000000 0.159622364669 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDH6 1839000.00000000 PA USD 1682150.02000000 0.227894805630 Long DBT CORP US N 2 2033-07-25 Variable 4.91200000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 Apache Corp. 03746AAA8 682000.00000000 PA USD 698293.98000000 0.094603673247 Long DBT CORP US N 2 2029-12-15 Fixed 7.75000000 N N N N N N Development Bank of Kazakhstan JSC 213800LCDPGJ1BI7KX98 Development Bank of Kazakhstan JSC 48129VAA4 1730000.00000000 PA USD 1717820.80000000 0.232727421852 Long DBT CORP KZ N 2 2025-05-12 Fixed 5.75000000 N N N N N N Banco do Brasil S.A. QE0Q0253K88YAGNPE356 Banco do Brasil S.A. 059578AF1 1050000.00000000 PA USD 934547.25000000 0.126610861908 Long DBT CORP BR N 2 2026-09-30 Fixed 3.25000000 N N N N N N British Airways Pass-Through Trust N/A British Airways Pass-Through Trust 11042CAA8 1048309.00000000 PA USD 837882.25000000 0.113514853154 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co., Series 127 202795JQ4 140000.00000000 PA USD 92449.51000000 0.012524901383 Long DBT CORP US N 2 2049-11-15 Fixed 3.20000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A Bayview MSR Opportunity Master Fund Trust, Series 2021-5, Class A2 07336JAE8 2466896.44000000 PA USD 1909898.11000000 0.258749727061 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 AT&T Inc. 00206RGD8 44000.00000000 PA USD 44154.36000000 0.005981957120 Long DBT CORP US N 2 2024-06-12 Floating 4.41571000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408GK3 1884000.00000000 PA USD 1928444.37000000 0.261262342623 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N British Airways Pass-Through Trust 635400GSHSFIWYIDXC76 British Airways Pass-Through Trust 11043XAB9 198749.74000000 PA USD 169198.89000000 0.022922776025 Long DBT CORP US N 2 2029-06-15 Fixed 3.35000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DVKR5 1890773.72000000 PA USD 1688249.85000000 0.228721200158 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc. N/A JBS USA LUX S.A. / JBS USA Food Co. / JBS USA Finance Inc. 46590XAT3 724000.00000000 PA USD 563963.42000000 0.076404798891 Long DBT CORP XX N 2 2032-01-15 Fixed 3.62500000 N N N N N Piedmont Healthcare, Inc. N/A Piedmont Healthcare, Inc., Series 2042 72014TAD1 1000000.00000000 PA USD 636121.52000000 0.086180654777 Long DBT CORP US N 2 2042-01-01 Fixed 2.71900000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications Inc. 92343VGB4 66000.00000000 PA USD 44461.33000000 0.006023544890 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677AK1 582000.00000000 PA USD 562298.97000000 0.076179302054 Long DBT CORP US N 2 2027-11-01 Fixed 4.62500000 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 Broadcom Inc. 11135FBQ3 182000.00000000 PA USD 123881.03000000 0.016783189916 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N MMAF Equipment Finance LLC N/A MMAF Equipment Finance LLC, Series 2020-A, Class A5 60700MAE8 1500000.00000000 PA USD 1271769.90000000 0.172297209357 Long ABS-O CORP US N 2 2042-10-09 Fixed 1.56000000 N N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 MPLX L.P. 55336VBT6 1079000.00000000 PA USD 830970.79000000 0.112578500383 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DS5 2247000.00000000 PA USD 2245914.50000000 0.304272652470 Long DBT CORP GB N 2 2033-11-03 Variable 8.11300000 N N N N N N Jackson Financial Inc. 213800WXW2KG1N4CO374 Jackson Financial Inc. 46817MAS6 661000.00000000 PA USD 601719.17000000 0.081519883280 Long DBT CORP US N 2 2032-06-08 Fixed 5.67000000 N N N N N Goldentree Loan Management US CLO 5 Ltd. 549300O473GD3F35WC55 Goldentree Loan Management US CLO 5 Ltd., Series 2019-5A, Class AR 38138DAN6 5000000.00000000 PA USD 4822285.00000000 0.653314918230 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 5.31257000 N N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 Pacific Life Global Funding II 6944PL2G3 946000.00000000 PA USD 905497.32000000 0.122675227112 Long DBT CORP US N 2 2026-06-04 Floating 3.49001200 N N N N N N Oceanview Mortgage Trust N/A Oceanview Mortgage Trust, Series 2021-3, Class A5 67647WAE7 1244242.36000000 PA USD 1069392.96000000 0.144879527904 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N UAE International Government Bond 98450060C643D82DF808 UAE International Government Bond 31424EAC6 1108000.00000000 PA USD 783705.02000000 0.106175014761 Long DBT NUSS AE N 2 2041-10-19 Fixed 2.87500000 N N N N N N Braskem Idesa S.A.P.I. YH0V7ZHY352ITDGEYB83 Braskem Idesa S.A.P.I. 10554NAB4 2162000.00000000 PA USD 1451339.79000000 0.196625030712 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series TT 06055HAB9 2326000.00000000 PA USD 2203885.00000000 0.298578567746 Long DBT CORP US N 2 N/A Variable 6.12500000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140QB3Q9 2355355.63000000 PA USD 2024883.64000000 0.274327769862 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3131Y7TD9 104316.85000000 PA USD 96783.86000000 0.013112111702 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BZ6 623000.00000000 PA USD 524717.41000000 0.071087816628 Long DBT CORP JP N 2 2027-10-13 Variable 1.64000000 N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2019-3A, Class D 26253KAD6 188515.46000000 PA USD 185445.20000000 0.025123798297 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.96000000 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 BP Capital Markets America Inc. 10373QBR0 525000.00000000 PA USD 366787.45000000 0.049691735951 Long DBT CORP US N 2 2041-06-17 Fixed 3.06000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAS9 2256000.00000000 PA USD 1559774.67000000 0.211315602663 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N America Movil, S.A.B. de C.V. 5493000FNR3UCEAONM59 America Movil, S.A.B. de C.V. 03217KAB4 1888000.00000000 PA USD 1604243.04000000 0.217340101321 Long DBT CORP MX N 2 2032-04-04 Fixed 5.37500000 N N N N N N CNX Resources Corp. 549300JK3KH8PWM3B226 CNX Resources Corp. 12653CAK4 498000.00000000 PA USD 494934.81000000 0.067052920954 Long DBT CORP US N 2 2031-01-15 Fixed 7.37500000 N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BV0 1116000.00000000 PA USD 1118709.59000000 0.151560860528 Long DBT CORP US N 2 2027-11-15 Fixed 5.10000000 N N N N N Med Trust N/A Med Trust, Series 2021-MDLN, Class B 58403YAK2 2204000.00000000 PA USD 2093393.80000000 0.283609409081 Long ABS-MBS CORP US N 2 2038-11-15 Floating 4.86300000 N N N N N N Corp. Andina de Fomento UKZ46SXGNYCZK0UOZE76 Corp. Andina de Fomento 219868CE4 2769000.00000000 PA USD 2559076.63000000 0.346699321851 Long DBT CORP XX N 2 2024-10-26 Fixed 1.25000000 N N N N N N African Export-Import Bank (The) 21380068LJCDYA42GJ76 African Export-Import Bank (The) 00831TAC5 500000.00000000 PA USD 385355.00000000 0.052207235846 Long DBT CORP XX N 2 2031-05-17 Fixed 3.79800000 N N N N N N Fort Benning Family Communities LLC N/A Fort Benning Family Communities LLC 346845AF7 200000.00000000 PA USD 160804.47000000 0.021785514371 Long DBT CORP US N 2 2051-01-15 Fixed 5.81000000 N N N N N N Race Point VIII CLO Ltd. 5493008ABAJEYBWITR69 Race Point VIII CLO Ltd., Series 2013-8A, Class AR2 74982LAY6 646548.08000000 PA USD 635777.88000000 0.086134099018 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 4.02400000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 Charles Schwab Corp. (The) 808513BZ7 1447000.00000000 PA USD 1416907.42000000 0.191960192157 Long DBT CORP US N 2 2027-03-03 Floating 3.92001200 N N N N N N 1011778 BC ULC / New Red Finance Inc. N/A 1011778 BC ULC / New Red Finance Inc. 68245XAM1 746000.00000000 PA USD 605453.60000000 0.082025817465 Long DBT CORP CA N 2 2030-10-15 Fixed 4.00000000 N N N N N N Dryden 93 CLO Ltd. 5493009K6Z2DW3X76185 Dryden 93 CLO Ltd., Series 2021-93A, Class A1A 26190TAA9 532495.00000000 PA USD 513705.38000000 0.069595925651 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.15914000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 Huntington Bancshares Inc. 446150AX2 311000.00000000 PA USD 215992.03000000 0.029262230543 Long DBT CORP US N 2 2036-08-15 Variable 2.48700000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co., Series C 927804GJ7 668000.00000000 PA USD 553630.26000000 0.075004880060 Long DBT CORP US N 2 2052-05-15 Fixed 4.62500000 N N N N N N PT Freeport Indonesia 549300T4HTQHRKLNE619 PT Freeport Indonesia 69377FAB2 716000.00000000 PA USD 605915.00000000 0.082088327147 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 Kaiser Foundation Hospitals, Series 2021 48305QAG8 2180000.00000000 PA USD 1343826.27000000 0.182059283037 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076CS9 1472000.00000000 PA USD 1395236.88000000 0.189024304488 Long DBT CORP US N 2 2032-09-15 Fixed 4.50000000 N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 California (State of) Health Facilities Financing Authority (Social Bonds), Series 2022, RB 13032UD88 735000.00000000 PA USD 620785.70000000 0.084102984131 Long DBT MUN US N 2 2037-06-01 Fixed 4.19000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J9H87 342764.42000000 PA USD 309447.23000000 0.041923381086 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Mid-Atlantic Military Family Communities LLC N/A Mid-Atlantic Military Family Communities LLC 59524EAC6 219955.11000000 PA USD 178951.95000000 0.024244103901 Long DBT CORP US N 2 2050-08-01 Fixed 5.30000000 N N N N N N Sonic Automotive, Inc. 549300NTLRGJ2JCBZU03 Sonic Automotive, Inc. 83545GBE1 1069000.00000000 PA USD 814551.28000000 0.110354013271 Long DBT CORP US N 2 2031-11-15 Fixed 4.87500000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust 35563PBX6 275318.83000000 PA USD 245384.51000000 0.033244273427 Long ABS-O USGSE US N 2 2056-07-25 Variable 3.25000000 N N N N N N Hertz Vehicle Financing III L.P. N/A Hertz Vehicle Financing III L.P., Series 2021-2A, Class A 42806MAE9 539000.00000000 PA USD 455294.92000000 0.061682576502 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N GATX Corp. 549300IHYHCQP2PIR591 GATX Corp. 361448BK8 1147000.00000000 PA USD 1020364.95000000 0.138237297023 Long DBT CORP US N 2 2033-03-15 Fixed 4.90000000 N N N N N Freddie Mac N/A Freddie Mac, Series 2022-HQA3, Class M1 35564KE39 990487.66000000 PA USD 985662.70000000 0.133535895587 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 5.29682000 N N N N N N Invitation Homes Operating Partnership L.P. 549300147YMUQB3GW319 Invitation Homes Operating Partnership L.P. 46188BAB8 166000.00000000 PA USD 132220.93000000 0.017913065294 Long DBT CORP US N 2 2028-11-15 Fixed 2.30000000 N N N N N N AMC East Communities LLC N/A AMC East Communities LLC 00164TAD0 185917.35000000 PA USD 169805.10000000 0.023004904318 Long DBT CORP US N 2 2053-01-15 Fixed 6.01000000 N N N N N N CSAIL Commercial Mortgage Trust N/A CSAIL Commercial Mortgage Trust, Series 2020-C19, Class A3 12597NAS2 1459000.00000000 PA USD 1181270.45000000 0.160036498765 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2018-B3, Class C 08161BBC6 2500000.00000000 PA USD 2146365.75000000 0.290785958203 Long ABS-MBS CORP US N 2 2051-04-10 Variable 4.53607900 N N N N N N Nemak, S.A.B. de C.V. 5493000MY3DAIB0BP706 Nemak, S.A.B. de C.V. 64045DAC8 955000.00000000 PA USD 696161.58000000 0.094314779344 Long DBT CORP MX N 2 2031-06-28 Fixed 3.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137F4D58 1000000.00000000 PA USD 937811.80000000 0.127053137554 Long ABS-APCP USGSE US N 2 2028-02-25 Fixed 3.60000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BX1 541000.00000000 PA USD 438413.56000000 0.059395518743 Long DBT CORP US N 2 2052-04-22 Fixed 4.37500000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2022-1, Class A1 92538WAA5 1538081.82000000 PA USD 1261378.13000000 0.170889350143 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.72400000 N N N N N N Canadian Pacific Railway Co. 54930036474DURYNB481 Canadian Pacific Railway Co. 13645RAX2 719000.00000000 PA USD 650425.12000000 0.088118482024 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138LLDY8 456749.85000000 PA USD 402289.11000000 0.054501440085 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.24000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BX6 811000.00000000 PA USD 814197.71000000 0.110306112212 Long DBT CORP US N 2 2054-11-15 Fixed 5.70000000 N N N N N N Egypt Government International Bond 529900GFIVH4086NMH82 Egypt Government International Bond 03846JAB6 689000.00000000 PA USD 426511.67000000 0.057783071056 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89680YAC9 2283000.00000000 PA USD 1684446.87000000 0.228205978936 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABX4 433000.00000000 PA USD 337049.47000000 0.045662885319 Long DBT CORP US N 2 2028-06-15 Fixed 2.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass Through Ctfs. 3137FCKD5 1000000.00000000 PA USD 918839.70000000 0.124482829918 Long ABS-APCP USGSE US N 2 2027-10-25 Fixed 3.00000000 N N N N N N First American Financial Corp. 549300B6VEZK3N0A1P55 First American Financial Corp. 31847RAE2 72000.00000000 PA USD 71751.47000000 0.009720766349 Long DBT CORP US N 2 2023-02-01 Fixed 4.30000000 N N N N N N Sonic Capital LLC N/A Sonic Capital LLC, Series 2021-1A, Class A2I 83546DAN8 1820066.71000000 PA USD 1427435.19000000 0.193386476418 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.19000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ACW3 852000.00000000 PA USD 784752.61000000 0.106316940461 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Block, Inc. 549300OHIIUWSTIZME52 Block, Inc. 852234AP8 1408000.00000000 PA USD 1137086.72000000 0.154050562647 Long DBT CORP US N 2 2031-06-01 Fixed 3.50000000 N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677AM7 1024000.00000000 PA USD 948248.42000000 0.128467072969 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N Moody's Corp. 549300GCEDD8YCF5WU84 Moody's Corp. 615369AZ8 460000.00000000 PA USD 414242.65000000 0.056120885226 Long DBT CORP US N 2 2032-08-08 Fixed 4.25000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAW1 2124000.00000000 PA USD 1793687.58000000 0.243005723357 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAD3 25000.00000000 PA USD 22794.13000000 0.003088109719 Long DBT CORP US N 2 2025-08-01 Fixed 4.12500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967MS7 175000.00000000 PA USD 136917.26000000 0.018549316044 Long DBT CORP US N 2 2031-06-03 Variable 2.57200000 N N N N N N Verus Securitization Trust N/A Verus Securitization Trust, Series 2021-7, Class A1 92538QAA8 1986810.28000000 PA USD 1597856.41000000 0.216474851619 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 Hertz Vehicle Financing LLC, Series 2021-1A, Class B 42806MAB5 175000.00000000 PA USD 159366.76000000 0.021590735881 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.56000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI Inc. 55354GAM2 545000.00000000 PA USD 447634.66000000 0.060644777588 Long DBT CORP US N 2 2031-11-01 Fixed 3.62500000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A Bayview MSR Opportunity Master Fund Trust, Series 2021-4, Class A8 07336GAH7 1720795.04000000 PA USD 1476505.81000000 0.200034480029 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYC2 134000.00000000 PA USD 89124.71000000 0.012074463169 Long DBT CORP US N 2 2042-04-22 Variable 3.21000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591ES7 250000.00000000 PA USD 210272.20000000 0.028487317765 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYN8 541000.00000000 PA USD 407989.64000000 0.055273738133 Long DBT CORP US N 2 2032-10-21 Variable 2.65000000 N N N N N N Enerflex Ltd. 54930014N7872VUS3F89 Enerflex Ltd. 29269RAA3 728000.00000000 PA USD 709334.08000000 0.096099367099 Long DBT CORP CA N 2 2027-10-15 Fixed 9.00000000 N N N N N N Federal National Mortgage Association N/A Federal National Mortgage Association, TBA 01F0226B6 17400000.00000000 PA USD 14259843.75000000 1.931899224851 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 2.50000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 Credit Suisse AG 22550L2K6 2140000.00000000 PA USD 1930690.73000000 0.261566675631 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N Volkswagen Group of America Finance, LLC 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance, LLC 928668BT8 864000.00000000 PA USD 783809.05000000 0.106189108567 Long DBT CORP US N 2 2029-06-08 Fixed 4.60000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 Wells Fargo Commercial Mortgage Trust, Series 2016-NXS5, Class XA 95000CBE2 1442646.05000000 PA USD 48670.84000000 0.006593842100 Long ABS-MBS CORP US N 2 2059-01-15 Variable 1.41778700 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254CC2 810000.00000000 PA USD 567579.37000000 0.076894681608 Long DBT CORP GB N 2 2032-06-29 Variable 2.67800000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 Charles Schwab Corp. (The) 808513CA1 658000.00000000 PA USD 534323.77000000 0.072389269839 Long DBT CORP US N 2 2032-03-03 Fixed 2.90000000 N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AS7 810000.00000000 PA USD 484298.04000000 0.065611869560 Long DBT CORP CH N 2 N/A Variable 4.50000000 N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3A9 691000.00000000 PA USD 654776.85000000 0.088708046956 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 SVB Financial Group, Series E 78486QAQ4 1348000.00000000 PA USD 906530.00000000 0.122815132830 Long DBT CORP US N 2 N/A Variable 4.70000000 N N N N N N GS Mortgage-Backed Securities Trust N/A GS Mortgage-Backed Securities Trust, Series 2021-INV1, Class A6 36263KAF8 4290992.18000000 PA USD 3686948.78000000 0.499501510326 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N Meituan 21380033K525E5JLIA77 Meituan 58533EAB9 870000.00000000 PA USD 721996.10000000 0.097814795897 Long DBT CORP KY N 2 2025-10-28 Fixed 2.12500000 N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 CSL Finance PLC 12661PAD1 262000.00000000 PA USD 220755.61000000 0.029907592209 Long DBT CORP GB N 2 2042-04-27 Fixed 4.62500000 N N N N N N Blackstone Private Credit Fund 549300ORP3TTCNXSYO43 Blackstone Private Credit Fund 09261HAY3 915000.00000000 PA USD 907242.48000000 0.122911658401 Long DBT CORP US N 2 2025-09-29 Fixed 7.05000000 N N N N N Africa Finance Corp. 213800LXFHRRXIJRXW97 Africa Finance Corp. 00830YAC5 280000.00000000 PA USD 249015.20000000 0.033736153094 Long DBT CORP XX N 2 2026-04-17 Fixed 4.37500000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAN9 1665000.00000000 PA USD 1493854.27000000 0.202384819697 Long DBT CORP US N 2 2052-12-15 Variable 6.87500000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 Energy Transfer L.P., Series 20Y 29278NAD5 12000.00000000 PA USD 10223.76000000 0.001385097506 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PAZ4 200000.00000000 PA USD 196396.20000000 0.026607421034 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.37500000 N N N N N N Credit Suisse Mortgage Capital Ctfs. N/A Credit Suisse Mortgage Capital Ctfs., Series 2020-SPT1, Class A1 12659LAA0 89614.46000000 PA USD 88026.12000000 0.011925628076 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.61600000 N N N N N N N/A N/A S&P 500 Index Option N/A 12.00000000 NC USD 249300.00000000 0.033774737311 N/A DE N/A N 1 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Purchased S&P 500 INDEX SPX N/A 100.00000000 4020.00000000 USD 2023-04-21 XXXX -15924.35000000 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140K42M1 1867947.29000000 PA USD 1693751.88000000 0.229466605765 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BV5 609000.00000000 PA USD 571530.69000000 0.077429999679 Long DBT CORP US N 2 2027-04-22 Fixed 3.62500000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677AL9 512000.00000000 PA USD 487720.23000000 0.066075502004 Long DBT CORP US N 2 2032-11-01 Fixed 5.00000000 N N N N N CCO Holdings, LLC/CCO Holdings Capital Corp. N/A CCO Holdings, LLC/CCO Holdings Capital Corp. 1248EPCL5 462000.00000000 PA USD 351730.17000000 0.047651801428 Long DBT CORP US N 2 2033-06-01 Fixed 4.50000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 Blackstone Secured Lending Fund 09261XAB8 578000.00000000 PA USD 496078.35000000 0.067207845796 Long DBT CORP US N 2 2026-09-16 Fixed 2.75000000 N N N N N JAB Holdings B.V. 529900RRNKUM3INJGF98 JAB Holdings B.V. 46653KAC2 5471000.00000000 PA USD 3386104.97000000 0.458743705856 Long DBT CORP NL N 2 2052-04-08 Fixed 4.50000000 N N N N N N Willis North America Inc. 5493004KVU1HWZCP0C66 Willis North America Inc. 970648AL5 662000.00000000 PA USD 623212.35000000 0.084431742520 Long DBT CORP US N 2 2027-06-15 Fixed 4.65000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The) 06406RBM8 1188000.00000000 PA USD 1189565.53000000 0.161160302006 Long DBT CORP US N 2 2033-10-25 Variable 5.83400000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RCC0 404000.00000000 PA USD 351863.48000000 0.047669862039 Long DBT CORP US N 2 2052-07-15 Fixed 5.00000000 N N N N N N American Equity Investment Life Holding Co. 549300RK5RZQ740FPL83 American Equity Investment Life Holding Co. 025676AM9 251000.00000000 PA USD 235396.95000000 0.031891175892 Long DBT CORP US N 2 2027-06-15 Fixed 5.00000000 N N N N N Pacific Beacon LLC 549300RDBP3BJOLTTC39 Pacific Beacon LLC 69403WAA5 57683.07000000 PA USD 56961.42000000 0.007717035689 Long DBT CORP US N 2 2026-07-15 Fixed 5.37900000 N N N N N N Neuberger Berman Loan Advisers Clo 40 Ltd. 549300Y2YE54ON4DJE28 Neuberger Berman Loan Advisers Clo 40 Ltd., Series 2021-40A, Class A 64134JAA1 1023000.00000000 PA USD 992434.81000000 0.134453369459 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 5.13914000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 Ukraine Government International Bond ZP6261280 309000.00000000 PA 47033.98000000 0.006372083109 Long DBT NUSS UA N 2 2032-01-27 Fixed 4.37500000 Y Y N N N N Ghana Government International Bond 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAL5 1119000.00000000 PA USD 329489.55000000 0.044638680297 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N N/A N/A iShares China Large-Cap ETF Option N/A 1153.00000000 NC USD 1729.50000000 0.000234309699 N/A DE N/A N 1 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Purchased iShares China Large-Cap ETF iShares China Large-Cap ETF 100.00000000 41.00000000 USD 2023-01-20 XXXX -317676.12000000 N N N Sino-Ocean Land Treasure Finance I Ltd. N/A Sino-Ocean Land Treasure Finance I Ltd. EK4034410 730000.00000000 PA USD 129830.70000000 0.017589241024 Long DBT CORP VG N 2 2024-07-30 Fixed 6.00000000 N N N N N N COLT Mortgage Loan Trust N/A COLT Mortgage Loan Trust, Series 2022-2, Class A1 19685EAA9 1689072.61000000 PA USD 1426826.52000000 0.193304014848 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.99400000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818GD4 2047000.00000000 PA USD 1827537.77000000 0.247591689162 Long DBT CORP US N 2 2063-01-20 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J5RU5 1200725.72000000 PA USD 1082663.05000000 0.146677336984 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PDG8 1200000.00000000 PA USD 1141345.48000000 0.154627532163 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QDL3 2074000.00000000 PA USD 1853617.82000000 0.251124969698 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 U.S. Bancorp 91159HJF8 1195000.00000000 PA USD 1136293.02000000 0.153943033530 Long DBT CORP US N 2 2028-07-22 Variable 4.54800000 N N N N N N California State University N/A California State University, Series 2021 B, Ref. RB 13077DRV6 1040000.00000000 PA USD 642240.66000000 0.087009665391 Long DBT MUN US N 2 2052-11-01 Fixed 2.93900000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBP9 655000.00000000 PA USD 458938.16000000 0.062176156422 Long DBT CORP US N 2 2082-01-15 Variable 3.25000000 N N N N N N PETRONAS Capital Ltd. 549300G7YFX3540OYR85 PETRONAS Capital Ltd. 71675CAB4 452000.00000000 PA USD 360632.88000000 0.048857925342 Long DBT CORP MY N 2 2032-01-28 Fixed 2.48000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 Enbridge Inc. 29250NBM6 1924000.00000000 PA USD 1903090.60000000 0.257827457258 Long DBT CORP CA N 2 2024-02-16 Floating 3.34178200 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank U.A. 74977RDR2 1445000.00000000 PA USD 1337297.19000000 0.181174734453 Long DBT CORP NL N 2 2028-08-22 Variable 4.65500000 N N N N N Delaware Life Global Funding N/A Delaware Life Global Funding, Series 22-1 246114AB8 2375000.00000000 PA USD 2203246.75000000 0.298492098728 Long DBT CORP US N 2 2025-03-10 Fixed 3.31000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFQ9 641700.00000000 PA USD 640221.08000000 0.086736056149 Long DBT UST US N 2 2024-10-31 Fixed 4.37500000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 Union Pacific Corp. 907818GB8 2026000.00000000 PA USD 1910674.83000000 0.258854955757 Long DBT CORP US N 2 2033-01-20 Fixed 4.50000000 N N N N N CubeSmart, L.P. 549300MPHKO3I3FJRA97 CubeSmart, L.P. 22966RAH9 161000.00000000 PA USD 129293.50000000 0.017516462088 Long DBT CORP US N 2 2028-12-15 Fixed 2.25000000 N N N N N N Roblox Corp. N/A Roblox Corp. 771049AA1 1712000.00000000 PA USD 1415250.48000000 0.191735712762 Long DBT CORP US N 2 2030-05-01 Fixed 3.87500000 N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967NS6 668000.00000000 PA USD 630453.78000000 0.085412799062 Long DBT CORP US N 2 2028-05-24 Variable 4.65800000 N N N N N CDI Escrow Issuer, Inc. N/A CDI Escrow Issuer, Inc. 12511VAA6 1001000.00000000 PA USD 904904.00000000 0.122594845133 Long DBT CORP US N 2 2030-04-01 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PBD7 199000.00000000 PA USD 173289.72000000 0.023476994672 Long DBT CORP US N 2 2030-05-06 Variable 3.70200000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AP3 1119000.00000000 PA USD 1025877.54000000 0.138984133281 Long DBT CORP CH N 2 2028-05-12 Variable 4.75100000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp. 539830BS7 437000.00000000 PA USD 348158.65000000 0.047167938011 Long DBT CORP US N 2 2053-06-15 Fixed 4.15000000 N N N N N N Visio Trust N/A Visio Trust, Series 2020-1R, Class A1 92837MAA5 253065.91000000 PA USD 232355.25000000 0.031479091582 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.31200000 N N N N N N Twilio Inc. 5493004W8TRGD63APX93 Twilio Inc. 90138FAC6 717000.00000000 PA USD 593159.76000000 0.080360269063 Long DBT CORP US N 2 2029-03-15 Fixed 3.62500000 N N N N N N Gazprom PJSC via Gaz Finance PLC 213800UNP9N6BPNYMQ45 Gazprom PJSC via Gaz Finance PLC BN6473167 2242000.00000000 PA USD 1244310.00000000 0.168576989104 Long DBT CORP GB N 2 2029-01-27 Fixed 2.95000000 Y Y N N N N BX Trust N/A BX Trust, Series 2022-LBA6, Class A 12433EAA9 2085000.00000000 PA USD 1985041.76000000 0.268930060151 Long ABS-MBS CORP US N 2 2039-01-15 Floating 4.37566000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCT6 50000.00000000 PA USD 46980.26000000 0.006364805215 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N MFA Trust N/A MFA Trust, Series 2021-INV2, Class A1 552732AA7 4573136.83000000 PA USD 3635138.45000000 0.492482335494 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.90600000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group Inc. 91324PEQ1 2610000.00000000 PA USD 2606646.38000000 0.353143990163 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N HP Communities LLC N/A HP Communities LLC 44329HAK0 100000.00000000 PA USD 79527.53000000 0.010774253649 Long DBT CORP US N 2 2053-09-15 Fixed 5.86000000 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 Fannie Mae Connecticut Avenue Securities, Series 2022-R04, Class 1M1 20753YCH3 1225742.88000000 PA USD 1205634.94000000 0.163337358169 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 4.99682000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup Inc. 172967GD7 248000.00000000 PA USD 246760.00000000 0.033430622458 Long DBT CORP US N 2 N/A Variable 5.95000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 Progressive Corp. (The) 743315AY9 409000.00000000 PA USD 365254.30000000 0.049484027413 Long DBT CORP US N 2 2027-03-15 Fixed 2.50000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 State Street Corp. 857477BV4 416000.00000000 PA USD 368755.80000000 0.049958404640 Long DBT CORP US N 2 2033-08-04 Variable 4.16400000 N N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 Freddie Mac Multifamily Structured Pass-Through Ctfs., Series K038, Class X1, IO 3137BBBE9 3864620.84000000 PA USD 42674.69000000 0.005781493961 Long ABS-APCP USGSE US N 2 2024-03-25 Variable 1.08176400 N N N N N N Chase Home Lending Mortgage Trust N/A Chase Home Lending Mortgage Trust, Series 2019-ATR2, Class A3 16159GAC3 91295.10000000 PA USD 80735.74000000 0.010937939872 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.50000000 N N N N N N Benchmark Mortgage Trust N/A Benchmark Mortgage Trust, Series 2020-B17, Class C 08162MBD9 3000000.00000000 PA USD 2241803.40000000 0.303715687679 Long ABS-MBS CORP US N 2 2053-03-15 Variable 3.37070000 N N N N N N American Express Co. R4PP93JZOLY261QX3811 American Express Co. 025816CS6 709000.00000000 PA USD 623371.67000000 0.084453326921 Long DBT CORP US N 2 2027-03-04 Fixed 2.55000000 N N N N N N Mid-America Apartments, L.P. 549300FXWGE3QSYCUJ38 Mid-America Apartments, L.P. 59523UAU1 93000.00000000 PA USD 53721.57000000 0.007278106356 Long DBT CORP US N 2 2051-09-15 Fixed 2.87500000 N N N N N N Dominican Republic International Bond 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEG9 560000.00000000 PA USD 387973.91000000 0.052562041291 Long DBT NUSS DO N 2 2041-01-21 Fixed 5.30000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 Kaiser Foundation Hospitals, Series 2021 48305QAF0 1760000.00000000 PA USD 1176644.44000000 0.159409774848 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738ECE3 2230000.00000000 PA USD 2225774.40000000 0.301544106193 Long DBT CORP GB N 2 2033-11-02 Variable 7.43700000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank U.A. 74977RDP6 1129000.00000000 PA USD 910022.42000000 0.123288279915 Long DBT CORP NL N 2 2033-04-06 Variable 3.75800000 N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia and New Zealand Banking Group Ltd. 05254HAA2 1444000.00000000 PA USD 1384135.25000000 0.187520274656 Long DBT CORP AU N 2 N/A Variable 6.75000000 N N N N Y Australia and New Zealand Banking Group Ltd. Australia and New Zealand Banking Group Ltd. USD XXXX N N N Hertz Vehicle Financing III L.P. N/A Hertz Vehicle Financing III L.P., Series 2021-2A, Class B 42806MAF6 286000.00000000 PA USD 240726.31000000 0.032613188464 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.12000000 N N N N N N Match Group Holdings II, LLC 5493003RFFE030RC9167 Match Group Holdings II, LLC 57665RAN6 182000.00000000 PA USD 162389.50000000 0.022000251522 Long DBT CORP US N 2 2028-06-01 Fixed 4.62500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The), Series FRN 38141GXN9 594000.00000000 PA USD 570797.91000000 0.077330723899 Long DBT CORP US N 2 2026-12-09 Floating 3.71048600 N N N N N N 2022-11-30 Invesco Actively Managed Exchange-Traded Fund Trust Sheri Morris Sheri Morris Vice President