0001752724-24-000512.txt : 20240102 0001752724-24-000512.hdr.sgml : 20240102 20240102171921 ACCESSION NUMBER: 0001752724-24-000512 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231031 FILED AS OF DATE: 20240102 DATE AS OF CHANGE: 20240102 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: INVESCO ACTIVELY MANAGED EXCHANGE-TRADED FUND TRUST CENTRAL INDEX KEY: 0001418144 ORGANIZATION NAME: IRS NUMBER: 000000000 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22148 FILM NUMBER: 24503525 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 2023-10-31 2023-10-31 N 1391915755.33 375052346.49 1016863408.84 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 108970385.89000000 USD N Bloomberg Barclays US Aggregate Bond Index 100% BB-US Agg NiSource Inc. 549300D8GOWWH0SJB189 65473PAN5 216000.00000000 PA USD 209833.99000000 0.020635415550 Long DBT CORP US N 2 2028-03-30 Fixed 5.25000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 369000.00000000 PA USD 275799.70000000 0.027122590664 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N J. M. Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AW8 885000.00000000 PA USD 878401.15000000 0.086383396468 Long DBT CORP US N 2 2028-11-15 Fixed 5.90000000 N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 0641598S8 1259000.00000000 PA USD 1234758.08000000 0.121428116034 Long DBT CORP CA N 2 2082-10-27 Variable 8.62500000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAF2 1625000.00000000 PA USD 1545245.00000000 0.151961904280 Long DBT CORP US N 2 2029-05-03 Fixed 8.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFD2 2693000.00000000 PA USD 2562876.26000000 0.252037416010 Long DBT CORP US N 2 2029-04-20 Variable 5.16400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFB6 275000.00000000 PA USD 249490.93000000 0.024535343472 Long DBT CORP US N 2 2038-01-19 Variable 5.94800000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 58549XAF0 1022638.19000000 PA USD 843557.88000000 0.082956852677 Long ABS-MBS CORP US N 2 2051-08-25 Variable 2.50000000 N N N N N N Penn Mutual Life Insurance Co. (The) BIYXEJSLUQ3IWFUXX074 707567AE3 26000.00000000 PA USD 14735.28000000 0.001449091379 Long DBT CORP US N 2 2061-04-29 Fixed 3.80000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAN2 1014000.00000000 PA USD 993505.35000000 0.097702930537 Long DBT CORP US N 2 2027-06-08 Variable 6.04700000 N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAH5 799000.00000000 PA USD 769219.29000000 0.075646274938 Long DBT CORP US N 2 2030-03-22 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan Trust N/A 64831MAA0 1444542.35000000 PA USD 1245581.63000000 0.122492521529 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.07900000 N N N N N N Mello Mortgage Capital Acceptance Trust N/A 585491AF0 1069424.09000000 PA USD 880112.61000000 0.086551704225 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CHT1 46376100.00000000 PA USD 42691374.16000000 4.198339107186 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N Starwood Mortgage Residential Trust N/A 85573AAA3 12744.23000000 PA USD 11828.20000000 0.001163204408 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.27500000 N N N N N N Ellington Financial Mortgage Trust N/A 31573CAA3 1373839.70000000 PA USD 1101506.62000000 0.108323950928 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.20600000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 800000.00000000 PA USD 718757.58000000 0.070683788378 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADC6 1699000.00000000 PA USD 1612556.34000000 0.158581410834 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 1089000.00000000 PA USD 991114.31000000 0.097467791778 Long DBT CORP US N 2 2034-06-08 Variable 5.86700000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACY9 660000.00000000 PA USD 596688.69000000 0.058679335377 Long DBT CORP US N 2 2033-07-15 Fixed 5.05000000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAK9 2179000.00000000 PA USD 1854824.31000000 0.182406436683 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 74977RDN1 652000.00000000 PA USD 594761.99000000 0.058489860568 Long DBT CORP NL N 2 2028-04-06 Variable 3.64900000 N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DC5 742000.00000000 PA USD 689933.45000000 0.067849176595 Long DBT CORP JP N 2 2034-04-19 Variable 5.40600000 N N N N N GoldenTree Loan Management US CLO 1 Ltd. N/A 38138JAC7 4000000.00000000 PA USD 3983040.00000000 0.391698625928 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 6.74743000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAD1 669000.00000000 PA USD 414579.45000000 0.040770416793 Long DBT CORP US N 2 2042-01-01 Fixed 2.71900000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BL6 1684000.00000000 PA USD 1614699.93000000 0.158792214958 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAK7 257000.00000000 PA USD 229543.63000000 0.022573693576 Long DBT CORP US N 2 2053-08-15 Fixed 5.95000000 N N N N N Trust Fibra Uno N/A 898339AA4 880000.00000000 PA USD 738389.61000000 0.072614434109 Long DBT CORP MX N 2 2030-01-15 Fixed 4.86900000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAD7 1088000.00000000 PA USD 1055526.46000000 0.103802187277 Long DBT CORP US N 2 2028-04-14 Fixed 6.87500000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AX2 376000.00000000 PA USD 362597.60000000 0.035658437194 Long DBT CORP US N 2 2032-11-02 Fixed 6.12500000 N N N N N N/A N/A N/A 213.00000000 NC USD -2305203.15 -0.22669742366 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Bonds U.S. Treasury Bonds 2023-12-19 25615390.65000000 USD -2305203.15 N N N Qdoba Funding LLC N/A 746954AA4 2928000.00000000 PA USD 2861017.02000000 0.281357062819 Long ABS-O CORP US N 2 2053-09-14 Fixed 8.50000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 1248000.00000000 PA USD 1196174.34000000 0.117633728345 Long DBT CORP CA N 2 2084-01-15 Variable 8.50000000 N N N N N N Manufacturers and Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAW0 1298000.00000000 PA USD 1176646.45000000 0.115713323910 Long DBT CORP US N 2 2028-01-27 Fixed 4.70000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DG2 902000.00000000 PA USD 799746.35000000 0.078648355624 Long DBT CORP US N 2 2030-07-28 Variable 4.77200000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BK8 804000.00000000 PA USD 774220.80000000 0.076138131559 Long DBT CORP US N 2 2030-11-01 Fixed 5.80000000 N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137B8G50 4255819.28500000 PA USD 2234.73000000 0.000219766979 Long ABS-APCP USGSE US N 2 2024-01-25 Variable 0.94733800 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BM6 566000.00000000 PA USD 498283.06000000 0.049001965816 Long DBT CORP US N 2 2034-01-24 Variable 5.06800000 N N N N N POSCO 9884000N94NH7G6LQ816 73730EAC7 774000.00000000 PA USD 768612.08000000 0.075586560920 Long DBT CORP KR N 2 2026-01-17 Fixed 5.62500000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAV3 281000.00000000 PA USD 245887.18000000 0.024180944841 Long DBT CORP US N 2 2033-02-01 Fixed 4.80000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CW2 1495000.00000000 PA USD 1468735.93000000 0.144437878011 Long DBT CORP US N 2 2028-10-17 Fixed 5.50000000 N N N N N N Sonic Capital LLC N/A 83546DAG3 1576446.75000000 PA USD 1433046.53000000 0.140928124420 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.84500000 N N N N N N Morgan Stanley Capital I Trust N/A 61691UBH1 1580000.00000000 PA USD 1293219.26000000 0.127177283473 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.49000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5RU5 1100058.00000000 PA USD 944811.93000000 0.092914340489 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558CA9 1789000.00000000 PA USD 1617341.46000000 0.159051987311 Long DBT CORP US N 2 2053-10-15 Fixed 5.55000000 N N N N N N Duke Energy Indiana, LLC 6URPHM2EAWGJ2C6ISB97 26443TAD8 655000.00000000 PA USD 562449.82000000 0.055312229264 Long DBT CORP US N 2 2053-04-01 Fixed 5.40000000 N N N N N N J. M. Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AX6 806000.00000000 PA USD 783807.06000000 0.077080859945 Long DBT CORP US N 2 2033-11-15 Fixed 6.20000000 N N N N N N Hertz Vehicle Financing III L.P. N/A 42806MAF6 286000.00000000 PA USD 250888.12000000 0.024672745406 Long ABS-O CORP US N 2 2027-12-27 Fixed 2.12000000 N N N N N N Union Pacific Corp. 549300LMMRSZZCZ8CL11 907818GD4 567000.00000000 PA USD 468783.25000000 0.046100906564 Long DBT CORP US N 2 2063-01-20 Fixed 5.15000000 N N N N N N Foundry JV Holdco LLC 21380048QROAMGM6EP30 350930AA1 1373000.00000000 PA USD 1275123.44000000 0.125397711129 Long DBT CORP US N 2 2034-01-25 Fixed 5.87500000 N N N N N N HPEFS Equipment Trust N/A 44328UAB2 750000.00000000 PA USD 749888.70000000 0.073745273306 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.04000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDN9 915000.00000000 PA USD 809686.14000000 0.079625850724 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N Onslow Bay Mortgage Loan Trust N/A 67115DAA0 1857366.48000000 PA USD 1442658.52000000 0.141873383136 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.95700000 N N N N N N Octagon Investment Partners 49 Ltd. N/A 67578FAA5 3000000.00000000 PA USD 2994366.00000000 0.294470818201 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.87548000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDC6 1693000.00000000 PA USD 1692803.34000000 0.166473031213 Long DBT CORP US N 2 2031-10-30 Variable 7.62400000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLG2 2670000.00000000 PA USD 2539346.25000000 0.249723436591 Long DBT CORP US N 2 2029-04-25 Variable 5.20200000 N N N N N N Verus Securitization Trust N/A 92538WAA5 1414355.96000000 PA USD 1201193.28000000 0.118127299060 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.72400000 N N N N N N Fort Moore Family Communities LLC 254900O8GC3CHW0PH218 346845AF7 200000.00000000 PA USD 162181.62000000 0.015949204051 Long DBT CORP US N 2 2051-01-15 Fixed 5.81000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAY1 1600000.00000000 PA USD 1602525.46000000 0.157594957795 Long DBT CORP ES N 2 2028-11-07 Fixed 6.60700000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAF9 429000.00000000 PA USD 421171.23000000 0.041418663149 Long DBT CORP US N 2 2028-03-22 Fixed 5.05000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAG8 1116000.00000000 PA USD 656060.32000000 0.064518037948 Long DBT CORP US N 2 2051-06-01 Fixed 3.00200000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCH2 706000.00000000 PA USD 646955.47000000 0.063622652204 Long DBT CORP US N 2 2034-01-15 Fixed 5.12500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C68 962000.00000000 PA USD 967244.71000000 0.095120416527 Long DBT CORP US N 2 2030-03-06 Fixed 7.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0526B9 16111000.00000000 PA USD 15407402.50000000 1.515188998449 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CR7 1067000.00000000 PA USD 1009268.09000000 0.099253064003 Long DBT CORP US N 2 2030-08-01 Fixed 5.05000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAC8 140625.00000000 PA USD 135481.54000000 0.013323474797 Long ABS-O CORP US N 2 2046-05-25 Fixed 4.97000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 531000.00000000 PA USD 455819.49000000 0.044826029340 Long DBT CORP US N 2 2034-01-26 Variable 5.12200000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 3011000.00000000 PA USD 2714065.93000000 0.266905653837 Long DBT CORP US N 2 2034-04-21 Variable 5.25000000 N N N N N N A.P. Moller - Maersk A/S 549300D2K6PKKKXVNN73 00203QAF4 1025000.00000000 PA USD 972662.10000000 0.095653171462 Long DBT CORP DK N 2 2033-09-14 Fixed 5.87500000 N N N N N N Ritchie Bros. Holdings Inc. 5493002H8U24DJXQ4886 76774LAB3 253000.00000000 PA USD 248250.72000000 0.024413379205 Long DBT CORP US N 2 2028-03-15 Fixed 6.75000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAD6 1692894.97000000 PA USD 1245313.18000000 0.122466121720 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 38141GXN9 158000.00000000 PA USD 156209.86000000 0.015361931469 Long DBT CORP US N 2 2026-12-09 Floating 6.13346600 N N N N N N BX Trust N/A 12434DAG7 10000000.00000000 PA USD 9674172.00000000 0.951373794739 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.30348000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3H4 4131000.00000000 PA USD 4060697.61000000 0.399335601487 Long DBT CORP US N 2 2034-10-23 Variable 6.49100000 N N N N N N BX Trust N/A 12433EAA9 2085000.00000000 PA USD 2036753.31000000 0.200297630172 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.33450000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 893647BR7 876000.00000000 PA USD 851676.39000000 0.083755240142 Long DBT CORP US N 2 2028-08-15 Fixed 6.75000000 N N N N N N Panama Government International Bond 549300SHS4T08CL0LP14 698299BV5 520000.00000000 PA USD 449664.50000000 0.044220737622 Long DBT NUSS PA N 2 2054-03-28 Fixed 6.85300000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PE5 3135000.00000000 PA USD 3026664.31000000 0.297647086490 Long DBT CORP US N 2 N/A Variable 7.62500000 N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 233853AM2 766000.00000000 PA USD 711643.54000000 0.069984182124 Long DBT CORP US N 2 2027-04-07 Fixed 3.65000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0326B5 22000000.00000000 PA USD 18321302.78000000 1.801746686991 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MDJ6 2176000.00000000 PA USD 2061027.28000000 0.202684771827 Long DBT CORP JP N 2 2033-09-14 Fixed 5.80800000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADD4 546000.00000000 PA USD 496075.81000000 0.048784901264 Long DBT CORP US N 2 2054-06-15 Fixed 6.00000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CT5 923000.00000000 PA USD 915108.57000000 0.089993263799 Long DBT CORP GB N 2 2027-07-06 Variable 6.18700000 N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAE3 1482000.00000000 PA USD 1385628.31000000 0.136264939612 Long DBT CORP US N 2 2033-09-18 Fixed 5.45000000 N N N N N N Rockcliff Energy II LLC 5493007AZNVKZ5HEMT23 77289KAA3 1058000.00000000 PA USD 956086.56000000 0.094023105924 Long DBT CORP US N 2 2029-10-15 Fixed 5.50000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBG0 1287000.00000000 PA USD 1151521.06000000 0.113242452230 Long DBT CORP US N 2 2054-03-15 Fixed 5.55000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132D53U4 230836.79000000 PA USD 208057.36000000 0.020460698869 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.00000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BP8 283000.00000000 PA USD 267247.36000000 0.026281539651 Long DBT CORP US N 2 2032-10-13 Fixed 5.62500000 N N N N N N Tricon American Homes Trust N/A 89613JAA8 991395.51000000 PA USD 833077.97000000 0.081926241298 Long ABS-MBS CORP US N 2 2039-11-17 Fixed 1.48200000 N N N N N N Freddie Mac 5493000IRILHAKSCHN59 35564KP37 551267.50000000 PA USD 555557.79000000 0.054634455834 Long ABS-MBS USGSE US N 2 2043-03-25 Floating 7.42064000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJG6 270000.00000000 PA USD 226073.28000000 0.022232413717 Long DBT CORP US N 2 2033-07-22 Variable 4.96700000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 126407AA3 476042.55000000 PA USD 394680.45000000 0.038813516797 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.80900000 N N N N N N Keybank N.A. HUX2X73FUCYHUVH1BK78 49327M2K9 590000.00000000 PA USD 547406.05000000 0.053832800476 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAX3 2200000.00000000 PA USD 2204460.35000000 0.216790213005 Long DBT CORP ES N 2 2027-11-07 Variable 6.52700000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EL7 495000.00000000 PA USD 450557.34000000 0.044308540958 Long DBT CORP US N 2 2033-04-15 Fixed 5.00000000 N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBH8 1096000.00000000 PA USD 978952.36000000 0.096271765852 Long DBT CORP US N 2 2063-09-15 Fixed 5.70000000 N N N N N N Synovus Bank DX0JX77PRMOELF7VG772 87164DVJ6 1230000.00000000 PA USD 1092880.08000000 0.107475602966 Long DBT CORP US N 2 2028-02-15 Fixed 5.62500000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PER9 621000.00000000 PA USD 597145.64000000 0.058724272582 Long DBT CORP US N 2 2033-02-15 Fixed 5.35000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325EG6 650000.00000000 PA USD 609822.30000000 0.059970915926 Long DBT NUSS CO N 2 2034-02-02 Fixed 7.50000000 N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BB5 162000.00000000 PA USD 155446.59000000 0.015286870256 Long DBT CORP US N 2 2029-04-01 Fixed 4.87500000 N N N N N N Apollo Global Management, Inc. N/A 03769M205 111250.00000000 NS USD 2910300.00000000 0.286203631156 Long EP CORP US N 1 N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 33000.00000000 PA USD 29205.27000000 0.002872093709 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJM3 1410000.00000000 PA USD 1356221.35000000 0.133373011380 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAR1 1224000.00000000 PA USD 1222741.85000000 0.120246420450 Long DBT CORP US N 2 2026-12-01 Fixed 6.05000000 N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EB0 1216000.00000000 PA USD 1205809.11000000 0.118581227283 Long DBT CORP US N 2 2053-11-15 Fixed 6.25000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACG0 1188000.00000000 PA USD 1172840.82000000 0.115339072072 Long DBT CORP US N 2 2026-06-26 Fixed 5.65000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKH1 428000.00000000 PA USD 423416.25000000 0.041639442064 Long DBT CORP US N 2 2028-02-04 Floating 6.39165100 N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132XEAF8 462028.79000000 PA USD 391270.22000000 0.038478149237 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.55000000 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RGD8 6000.00000000 PA USD 6030.36000000 0.000593035401 Long DBT CORP US N 2 2024-06-12 Floating 6.85208000 N N N N N N RenaissanceRe Holdings Ltd. EK6GB9U3U58PDI411C94 75968NAE1 2915000.00000000 PA USD 2683585.99000000 0.263908207008 Long DBT CORP BM N 2 2033-06-05 Fixed 5.75000000 N N N N N N Wendy's Funding, LLC 5493009DRVSTWJOXUL48 95058XAH1 451250.00000000 PA USD 395960.86000000 0.038939434397 Long ABS-O CORP US N 2 2049-06-15 Fixed 4.08000000 N N N N N N Extended Stay America Trust N/A 30227FAE0 658408.22000000 PA USD 646910.50000000 0.063618229781 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.82848000 N N N N N N JSC Uzbekneftegaz 213800LUZJZFLJD4MJ51 91825MAB9 1278000.00000000 PA USD 1008027.61000000 0.099131073184 Long DBT NUSS UZ N 2 2028-11-16 Fixed 4.75000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAF0 1265000.00000000 PA USD 814010.33000000 0.080051098596 Long DBT CORP US N 2 2041-06-01 Fixed 2.81000000 N N N N N N ZF North America Capital, Inc. 529900JYGMS9CW9IQX78 98877DAE5 1809000.00000000 PA USD 1757080.07000000 0.172794109289 Long DBT CORP US N 2 2030-04-14 Fixed 7.12500000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAH7 1570193.55000000 PA USD 1297142.07000000 0.127563058983 Long ABS-MBS CORP US N 2 2051-10-25 Variable 2.50000000 N N N N N N Brunswick Corp. YM4O38W15AX4YLLQKU27 117043AV1 573000.00000000 PA USD 374949.94000000 0.036873186382 Long DBT CORP US N 2 2052-04-01 Fixed 5.10000000 N N N N N N Transocean Titan Financing Ltd. N/A 89386MAA6 740000.00000000 PA USD 743729.60000000 0.073139577403 Long DBT CORP KY N 2 2028-02-01 Fixed 8.37500000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEL3 576000.00000000 PA USD 551450.76000000 0.054230563830 Long DBT CORP US N 2 2025-05-23 Variable 3.87800000 N N N N N N nVent Finance S.a.r.l. 549300KO1OQ4MVFB6X02 67078AAF0 983000.00000000 PA USD 893016.98000000 0.087820740940 Long DBT CORP LU N 2 2033-05-15 Fixed 5.65000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJE2 5922000.00000000 PA USD 5915060.13000000 0.581696624991 Long DBT UST US N 2 2025-10-31 Fixed 5.00000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAX0 1271000.00000000 PA USD 1099082.99000000 0.108085607215 Long DBT CORP US N 2 2053-05-01 Fixed 5.40000000 N N N N N N Freddie Mac 5493000IS4M3TZMRB410 35564KUW7 1371271.63000000 PA USD 1384214.24000000 0.136125877671 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.32062000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477CC5 954000.00000000 PA USD 863150.07000000 0.084883580478 Long DBT CORP US N 2 2034-05-18 Variable 5.15900000 N N N N N Uniform Mortgage-Backed Securities N/A 01F0204B2 4687000.00000000 PA USD 3970035.47000000 0.390419739316 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 2.00000000 N N N N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573AW6 2335000.00000000 PA USD 2312091.22000000 0.227374807658 Long DBT CORP US N 2 2028-10-15 Fixed 5.87500000 N N N N N N Invesco Private Government Fund N/A N/A 24387300.02000000 NS USD 24387300.02000000 2.398286712649 Long STIV PF US N 2 N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBM6 476000.00000000 PA USD 406854.11000000 0.040010694303 Long DBT CORP US N 2 2053-05-17 Fixed 5.00000000 N N N N N N CCO Holdings, LLC/CCO Holdings Capital Corp. N/A 1248EPCT8 942000.00000000 PA USD 890798.45000000 0.087602567095 Long DBT CORP US N 2 2031-03-01 Fixed 7.37500000 N N N N N N TierPoint Issuer LLC N/A 88651CAA8 2865000.00000000 PA USD 2704975.71000000 0.266011706831 Long ABS-O CORP US N 2 2053-06-25 Fixed 6.00000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AQ8 749000.00000000 PA USD 696085.43000000 0.068454172305 Long DBT CORP US N 2 2033-06-15 Fixed 5.40000000 N N N N N N Pfizer Investment Enterprises Pte. Ltd. 5493000FQO8XF9C0RT95 716973AG7 2069000.00000000 PA USD 1811628.52000000 0.178158492502 Long DBT CORP SG N 2 2053-05-19 Fixed 5.30000000 N N N N N N IHS Holding Ltd. 213800CLGMKL63VKTD94 44963HAB1 586000.00000000 PA USD 433516.94000000 0.042632760332 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N Office Properties Income Trust N/A 81618TAE0 602000.00000000 PA USD 563987.79000000 0.055463475733 Long DBT CORP US N 2 2024-05-15 Fixed 4.25000000 N N N N N N Micron Technology, Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 4000.00000000 PA USD 3899.07000000 0.000383440879 Long DBT CORP US N 2 2026-02-06 Fixed 4.97500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016EYZ4 407000.00000000 PA USD 402434.96000000 0.039576107911 Long DBT CORP CA N 2 2027-01-21 Floating 6.05419100 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BU5 1413000.00000000 PA USD 1343993.32000000 0.132170487040 Long DBT CORP US N 2 2033-09-15 Fixed 5.40000000 N N N N N Neuberger Berman Loan Advisers CLO 40 Ltd. 549300Y2YE54ON4DJE28 64134JAA1 1023000.00000000 PA USD 1018479.36000000 0.100158915262 Long ABS-CBDO CORP KY N 2 2033-04-16 Floating 6.71548000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AR0 856000.00000000 PA USD 757242.11000000 0.074468419594 Long DBT CORP US N 2 2053-07-31 Fixed 5.60000000 N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GK4 482000.00000000 PA USD 439532.39000000 0.043224329460 Long DBT CORP US N 2 2033-04-01 Fixed 5.00000000 N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 11102AAF8 1870000.00000000 PA USD 1635259.46000000 0.160814072547 Long DBT CORP GB N 2 2081-11-23 Variable 4.25000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BR4 18000.00000000 PA USD 16654.25000000 0.001637806007 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAS9 748000.00000000 PA USD 739275.33000000 0.072701537253 Long DBT CORP US N 2 2028-12-01 Fixed 6.10000000 N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ES7 250000.00000000 PA USD 189591.61000000 0.018644747008 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N Ecopetrol S.A. 254900IDGKCJICKBPA66 279158AS8 2530000.00000000 PA USD 2431397.80000000 0.239107610605 Long DBT CORP CO N 2 2033-01-13 Fixed 8.87500000 N N N N N N Verus Securitization Trust N/A 92537QAD3 922574.83000000 PA USD 765306.64000000 0.075261498579 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.31500000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XBD9 825000.00000000 PA USD 807092.69000000 0.079370806637 Long DBT CORP US N 2 2028-10-01 Fixed 5.20000000 N N N N N N Angel Oak Mortgage Trust N/A 03465LAA3 222064.95000000 PA USD 201636.57000000 0.019829267947 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.69100000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HBY77 433547.94000000 PA USD 386847.96000000 0.038043257003 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJJ0 544000.00000000 PA USD 500008.73000000 0.049171671008 Long DBT CORP US N 2 2033-10-21 Variable 5.85000000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AD2 1056000.00000000 PA USD 1021714.62000000 0.100477075988 Long DBT CORP US N 2 2034-01-15 Fixed 6.12500000 N N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAG1 1715000.00000000 PA USD 1632133.91000000 0.160506700881 Long DBT CORP US N 2 2033-09-15 Fixed 5.20000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UDR7 719000.00000000 PA USD 666301.84000000 0.065525205667 Long DBT CORP US N 2 2032-11-15 Fixed 5.37500000 N N N N N UPMC 5493001YCBUGKVU74S74 90320WAH6 262000.00000000 PA USD 231038.59000000 0.022720710371 Long DBT CORP US N 2 2043-05-15 Fixed 5.37700000 N N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCG4 732000.00000000 PA USD 704569.62000000 0.069288521336 Long DBT CORP US N 2 2028-06-15 Fixed 4.87500000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DM9 660000.00000000 PA USD 654865.34000000 0.064400521673 Long DBT CORP US N 2 2025-03-02 Fixed 5.25000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDU7 1680000.00000000 PA USD 1618016.25000000 0.159118347256 Long DBT CORP US N 2 2029-07-24 Variable 5.29900000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DZ2 100000.00000000 PA USD 93397.91000000 0.009184902238 Long DBT USGA US N 2 2056-04-01 Fixed 5.37500000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0506B7 42563000.00000000 PA USD 39241091.07000000 3.859032661502 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573EAA5 553605.22000000 PA USD 486011.24000000 0.047795135096 Long ABS-MBS CORP US N 2 2055-11-25 Variable 1.02700000 N N N N N N CIFC Funding Ltd. 549300Y56VCWZJQV2Z14 12550AAT3 1281000.00000000 PA USD 1279492.26000000 0.125827347987 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.86444000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CS4 366000.00000000 PA USD 344370.78000000 0.033865982098 Long DBT CORP US N 2 2033-06-15 Fixed 5.70000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BJ1 489000.00000000 PA USD 477394.04000000 0.046947705645 Long DBT CORP US N 2 2028-11-01 Fixed 5.65000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBN4 495000.00000000 PA USD 459164.08000000 0.045154941756 Long DBT CORP CA N 2 2083-01-15 Variable 7.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QB3Q9 2163344.99000000 PA USD 1766470.07000000 0.173717537148 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NEB3 583000.00000000 PA USD 561829.09000000 0.055251185667 Long DBT CORP US N 2 2032-11-15 Fixed 5.50000000 N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PB5 1041000.00000000 PA USD 1034703.93000000 0.101754465841 Long DBT CORP US N 2 2053-09-15 Variable 7.12500000 N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 625000.00000000 PA USD 566071.23000000 0.055668364608 Long DBT CORP US N 2 2034-04-24 Variable 5.38900000 N N N N N N Mid-Atlantic Military Family Communities LLC N/A 59524EAC6 216474.57000000 PA USD 163383.83000000 0.016067431336 Long DBT CORP US N 2 2050-08-01 Fixed 5.30000000 N N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 13032UD96 590000.00000000 PA USD 482411.44000000 0.047441124914 Long DBT MUN US N 2 2041-06-01 Fixed 4.35300000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680BN2 1846000.00000000 PA USD 1726755.93000000 0.169811984086 Long DBT CORP US N 2 2053-09-01 Fixed 6.62500000 N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAC5 1414000.00000000 PA USD 1437422.83000000 0.141358496874 Long DBT CORP US N 2 2029-02-01 Fixed 9.50000000 N N N N N N SG Residential Mortgage Trust N/A 78433QAA3 2576817.47000000 PA USD 2205817.60000000 0.216923687176 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.16600000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAE8 2300048.96000000 PA USD 1691942.70000000 0.166388394477 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.50000000 N N N N N N Angel Oak Mortgage Trust N/A 03464RAA1 67601.52000000 PA USD 62610.32000000 0.006157200608 Long ABS-MBS CORP US N 2 2059-12-25 Variable 2.15613000 N N N N N N IHS Holding Ltd. 213800CLGMKL63VKTD94 44963HAA3 771000.00000000 PA USD 623773.70000000 0.061342919272 Long DBT CORP KY N 2 2026-11-29 Fixed 5.62500000 N N N N N N Duke Energy Carolinas, LLC MWIUSDMN17TCR56VW396 26442CBK9 485000.00000000 PA USD 416318.45000000 0.040941432878 Long DBT CORP US N 2 2053-01-15 Fixed 5.35000000 N N N N N Angel Oak Mortgage Trust 254900QAUT3NUZVCSB04 03464UAA4 888813.28000000 PA USD 878660.19000000 0.086408870882 Long ABS-MBS CORP US N 2 2067-12-25 Variable 6.50000000 N N N N N N Romanian Government International Bond 315700IASY927EDWBK92 77586RAQ3 932000.00000000 PA USD 934672.04000000 0.091917167229 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.62500000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 78355HKY4 2796000.00000000 PA USD 2778254.54000000 0.273218066049 Long DBT CORP US N 2 2033-12-01 Fixed 6.60000000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAJ4 3005000.00000000 PA USD 2891748.76000000 0.284379272069 Long ABS-MBS CORP US N 2 2036-09-15 Floating 6.54898000 N N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 054989AC2 684000.00000000 PA USD 623971.30000000 0.061362351577 Long DBT CORP US N 2 2043-08-02 Fixed 7.07900000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597NAS2 1459000.00000000 PA USD 1160030.91000000 0.114079324707 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.56080000 N N N N N N Zaxby's Funding LLC N/A 98920MAA0 4203250.00000000 PA USD 3447418.22000000 0.339024709713 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.23800000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAQ2 1569000.00000000 PA USD 1473910.68000000 0.144946771334 Long DBT CORP US N 2 2033-09-15 Fixed 6.05000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AY1 844000.00000000 PA USD 791444.84000000 0.077831971641 Long DBT CORP US N 2 2054-09-15 Fixed 5.85000000 N N N N N N MidAmerican Energy Co. NINLOILYRTLIMK26MZ18 595620AX3 429000.00000000 PA USD 412760.86000000 0.040591573697 Long DBT CORP US N 2 2034-01-15 Fixed 5.35000000 N N N N N BX Trust N/A 12433EAJ0 690000.00000000 PA USD 670914.74000000 0.065978845749 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.93450000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DY1 1515000.00000000 PA USD 1507125.86000000 0.148213206109 Long DBT CORP US N 2 2031-02-01 Fixed 5.75000000 N N N N N N Qatar Government International Bond 52990074F6OJOAXK4P65 74727PAZ4 200000.00000000 PA USD 198179.20000000 0.019489264563 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.37500000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AR3 852000.00000000 PA USD 794609.48000000 0.078143187481 Long DBT CORP US N 2 2033-06-30 Fixed 5.30000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738ECL7 1701000.00000000 PA USD 1609575.01000000 0.158288221997 Long DBT CORP GB N 2 2034-09-13 Variable 6.69200000 N N N N N N GTCR W-2 Merger Sub LLC / GTCR W Dutch Finance Sub B.V. 894500GLVOTVRGS68C28 36268NAB6 375000.00000000 PA 457888.10000000 0.045029459809 Long DBT CORP NL N 2 2031-01-15 Fixed 8.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016FZX5 697000.00000000 PA USD 630473.18000000 0.062001757022 Long DBT CORP CA N 2 2033-02-01 Fixed 5.00000000 N N N N N MAG Mutual Holding Co. N/A 55261HAC4 3179000.00000000 PA USD 2488552.99000000 0.244728344865 Long DBT CORP US N 3 2041-04-30 Fixed 4.75000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788NAA8 733000.00000000 PA USD 598898.56000000 0.058896657583 Long DBT CORP US N 2 2033-07-28 Variable 4.91600000 N N N N N N Valaris Ltd. N/A 91889FAC5 1234000.00000000 PA USD 1211966.93000000 0.119186797308 Long DBT CORP BM N 2 2030-04-30 Fixed 8.37500000 N N N N N N Benchmark Mortgage Trust N/A 08160KAJ3 2000000.00000000 PA USD 1449921.80000000 0.142587665894 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.56400000 N N N N N N Manufacturers and Traders Trust Co. WWB2V0FCW3A0EE3ZJN75 55279HAK6 1255000.00000000 PA USD 1190299.99000000 0.117056035220 Long DBT CORP US N 2 2025-02-06 Fixed 2.90000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCA4 23000.00000000 PA USD 20969.06000000 0.002062131434 Long DBT CORP US N 2 N/A Variable 3.85000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AD5 749000.00000000 PA USD 716790.65000000 0.070490357285 Long DBT CORP US N 2 2028-04-15 Fixed 6.05000000 N N N N N N Ukraine Government International Bond 6354001WLTJXOMEXPY07 ZP6261280 309000.00000000 PA 75284.32000000 0.007403582363 Long DBT NUSS UA N 2 2032-01-27 Fixed 4.37500000 Y Y N N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663AA0 423000.00000000 PA USD 415450.78000000 0.040856104801 Long DBT CORP US N 2 2028-09-15 Fixed 5.60000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEQ1 721000.00000000 PA USD 707964.89000000 0.069622417705 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N J. M. Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AZ1 638000.00000000 PA USD 602052.65000000 0.059206835919 Long DBT CORP US N 2 2053-11-15 Fixed 6.50000000 N N N N N Invesco Private Prime Fund N/A N/A 64901671.51820000 NS USD 64901671.51820000 6.382535840505 Long STIV PF US N 2 N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ABK2 18000.00000000 PA USD 17939.45000000 0.001764194664 Long DBT CORP US N 2 2025-04-07 Fixed 5.87500000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBX7 1011000.00000000 PA USD 644178.97000000 0.063349606682 Long DBT CORP GB N 2 2081-06-04 Variable 5.12500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 3046000.00000000 PA USD 2789480.59000000 0.274322054048 Long DBT CORP US N 2 2034-07-25 Variable 5.55700000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAJ6 1650000.00000000 PA USD 1647978.73000000 0.162064906227 Long DBT CORP GB N 2 2027-10-18 Variable 6.55700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QBS82 808469.73000000 PA USD 655976.48000000 0.064509792986 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYU2 746000.00000000 PA USD 591999.49000000 0.058218191829 Long DBT CORP US N 2 N/A Variable 4.12500000 N N N N N N CenterPoint Energy Houston Electric, LLC 549300S8SEQBOJLKHW63 15189XBA5 304000.00000000 PA USD 248977.78000000 0.024484879467 Long DBT CORP US N 2 2052-10-01 Fixed 4.85000000 N N N N N N Mercury Chile Holdco LLC N/A 58937CAA7 4464000.00000000 PA USD 4015829.13000000 0.394923162254 Long DBT CORP US N 2 2027-01-24 Fixed 6.50000000 N N N N N N Global Atlantic (Fin) Co. N/A 37959GAC1 1648000.00000000 PA USD 1149574.76000000 0.113051049925 Long DBT CORP US N 2 2051-10-15 Variable 4.70000000 N N N N N N Logan Group Co. Ltd. 549300NJ0E6Q0S1VOG90 N/A 725000.00000000 PA USD 47125.00000000 0.004634349076 Long DBT CORP KY N 2 2025-07-12 Fixed 4.25000000 Y Y N N N N MHPA Commercial Mortgage Trust N/A 55293BAD7 615000.00000000 PA USD 598818.18000000 0.058888752884 Long ABS-MBS CORP US N 2 2038-07-15 Floating 6.34948000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LLLA1 492003.73000000 PA USD 428460.86000000 0.042135537209 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.90000000 N N N N N N Starwood Mortgage Residential Trust N/A 85573TAA2 1812899.88000000 PA USD 1485039.29000000 0.146041176926 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.44700000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 674599CF0 751000.00000000 PA USD 530712.93000000 0.052191171929 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Bear Stearns Asset Backed Securities I Trust N/A 07389MAD9 114909.43000000 PA USD 111177.08000000 0.010933334706 Long ABS-MBS CORP US N 2 2036-11-25 Floating 5.71892000 N N N N N N Alexander Funding Trust II N/A 014916AA8 1673000.00000000 PA USD 1661881.29000000 0.163432106569 Long DBT CORP US N 2 2028-07-31 Fixed 7.46700000 N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140XMMR4 7362336.88000000 PA USD 6994640.35000000 0.687864298114 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEX6 392000.00000000 PA USD 327877.64000000 0.032244019909 Long DBT CORP US N 2 2063-04-15 Fixed 5.20000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573TAA6 181017.93000000 PA USD 166552.84000000 0.016379076929 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.73900000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCJ2 445000.00000000 PA USD 441021.81000000 0.043370801443 Long DBT CORP US N 2 2032-11-09 Fixed 6.25000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBS3 1973000.00000000 PA USD 1891970.27000000 0.186059430750 Long DBT CORP CA N 2 2084-01-15 Variable 8.25000000 N N N N N N Gabon Blue Bond Master Trust N/A 362419AA1 2782000.00000000 PA USD 2643297.83000000 0.259946203887 Long DBT CORP US N 2 2038-08-01 Fixed 6.09700000 N N N N N N Visio Trust N/A 92837MAA5 191590.25000000 PA USD 169128.25000000 0.016632346933 Long ABS-MBS CORP US N 2 2055-11-25 Fixed 1.31200000 N N N N N N Bidvest Group (UK) PLC (The) 984500A80C777F496830 88332EAA1 329000.00000000 PA USD 293319.29000000 0.028845495614 Long DBT CORP GB N 2 2026-09-23 Fixed 3.62500000 N N N N N N N/A N/A N/A 12.00000000 NC USD -182248.98 -0.01792266084 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2023-12-19 1532998.98000000 USD -182248.98 N N N Canadian Pacific Railway Co. 54930036474DURYNB481 13645RAX2 199000.00000000 PA USD 179333.95000000 0.017635992055 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810TU2 3091800.00000000 PA USD 2757982.22000000 0.271224453158 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDB8 1453000.00000000 PA USD 1453570.81000000 0.142946515467 Long DBT CORP US N 2 2027-10-29 Variable 7.14900000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAU4 1012000.00000000 PA USD 999536.71000000 0.098296064280 Long DBT CORP US N 2 2033-12-01 Fixed 6.55000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBN4 299000.00000000 PA USD 255026.09000000 0.025079680100 Long DBT CORP US N 2 2063-05-17 Fixed 5.15000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CE3 993000.00000000 PA USD 911241.73000000 0.089612992470 Long DBT CORP US N 2 2034-05-19 Variable 5.85300000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DR8 911000.00000000 PA USD 850038.56000000 0.083594173279 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N AMC East Communities LLC N/A 00164TAD0 183720.93000000 PA USD 152143.92000000 0.014962080322 Long DBT CORP US N 2 2053-01-15 Fixed 6.01000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDR4 3080000.00000000 PA USD 2841798.13000000 0.279467045946 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAM3 1976958.11000000 PA USD 1796541.90000000 0.176674849776 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.87000000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 BQ5553418 874000.00000000 PA USD 90887.26000000 0.008938000837 Long DBT CORP KY N 2 2025-04-21 Fixed 5.50000000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAC3 463000.00000000 PA USD 346855.41000000 0.034110324649 Long DBT CORP US N 2 2032-01-01 Fixed 2.04400000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05683HAN5 3000000.00000000 PA USD 2973576.00000000 0.292426295818 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 6.81983000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29278NAE3 4000.00000000 PA USD 3404.07000000 0.000334761775 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBP9 441000.00000000 PA USD 395551.03000000 0.038899131049 Long DBT CORP CA N 2 2083-01-15 Variable 7.62500000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368LNT9 800000.00000000 PA USD 787332.62000000 0.077427569244 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N U.S. Treasury Bills 254900HROIFWPRGM1V77 912796CX5 4487000.00000000 PA USD 4374934.39000000 0.430238157058 Long DBT UST US N 2 2024-04-18 None 0.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAB7 1046296.18000000 PA USD 951311.74000000 0.093553542366 Long ABS-MBS CORP US N 2 2060-03-25 Variable 1.28000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DG1 1056000.00000000 PA USD 1007554.00000000 0.099084497607 Long DBT CORP GB N 2 2028-08-11 Variable 5.21000000 N N N N N N IP Lending III Ltd. N/A 44988UAA5 235840.00000000 PA USD 202044.13000000 0.019869348060 Long DBT CORP KY N 3 2026-11-02 Fixed 3.37500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DD9 392000.00000000 PA USD 334222.94000000 0.032868027022 Long DBT CORP US N 2 2027-11-01 Variable 1.70700000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AT5 2605000.00000000 PA USD 2589496.55000000 0.254655298586 Long DBT CORP US N 2 2034-11-02 Variable 7.96400000 N N N N N N J.P. Morgan Mortgage Trust N/A 46654VAA1 2293311.38000000 PA USD 1737534.71000000 0.170871986826 Long ABS-MBS CORP US N 2 2052-05-25 Variable 2.51950000 N N N N N N California (State of) Health Facilities Financing Authority (Social Bonds) 5493007RI8BUDOGHZ546 13032UD88 735000.00000000 PA USD 622211.53000000 0.061189292936 Long DBT MUN US N 2 2037-06-01 Fixed 4.19000000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJF9 53517500.00000000 PA USD 53634569.53000000 5.274510722259 Long DBT UST US N 2 2028-10-31 Fixed 4.87500000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAX2 246000.00000000 PA USD 202455.79000000 0.019909831373 Long DBT CORP US N 2 2052-06-15 Fixed 4.95000000 N N N N N N Sino-Ocean Land Treasure Finance I Ltd. N/A EK4034410 530000.00000000 PA USD 29171.20000000 0.002868743210 Long DBT CORP VG N 2 2024-07-30 Fixed 6.00000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TLB9 976000.00000000 PA USD 961065.58000000 0.094512750841 Long DBT CORP US N 2 2028-09-11 Fixed 5.25000000 N N N N N New Residential Mortgage Loan Trust N/A 64830VAA1 483963.90000000 PA USD 429055.68000000 0.042194032774 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.46413000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MV0 1432000.00000000 PA USD 1204190.71000000 0.118422071197 Long DBT CORP US N 2 N/A Variable 3.87500000 N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DX5 223000.00000000 PA USD 209980.10000000 0.020649784245 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N Target Corp. 8WDDFXB5T1Z6J0XC1L66 87612EBR6 458000.00000000 PA USD 372810.34000000 0.036662774642 Long DBT CORP US N 2 2053-01-15 Fixed 4.80000000 N N N N N Public Service Enterprise Group Inc. PUSS41EMO3E6XXNV3U28 744573AX4 1459000.00000000 PA USD 1424848.87000000 0.140121953215 Long DBT CORP US N 2 2033-10-15 Fixed 6.12500000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAD7 2973000.00000000 PA USD 2281282.50000000 0.224345028070 Long DBT CORP US N 2 2031-03-18 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DW6 1481000.00000000 PA USD 1373902.20000000 0.135111774900 Long DBT CORP GB N 2 2044-03-09 Variable 6.33200000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BD9 1511000.00000000 PA USD 1454349.24000000 0.143023067538 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95002YAA1 1210000.00000000 PA USD 1214594.31000000 0.119445178127 Long DBT CORP US N 2 N/A Variable 7.62500000 N N N N N MGM China Holdings Ltd. 529900VZFN87OS7WJM66 55300RAA9 218000.00000000 PA USD 214501.95000000 0.021094470322 Long DBT CORP KY N 2 2024-05-15 Fixed 5.37500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CH6 2588000.00000000 PA USD 2425413.95000000 0.238519149073 Long DBT CORP US N 2 2034-08-24 Variable 6.13600000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACD7 932000.00000000 PA USD 902979.61000000 0.088800482164 Long DBT CORP US N 2 2028-03-30 Fixed 5.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140K42M1 1715652.03000000 PA USD 1530916.68000000 0.150552834008 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGY4 2738000.00000000 PA USD 2644146.29000000 0.260029642822 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.49000000 N N N N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 603374AF6 1124000.00000000 PA USD 872841.08000000 0.085836610149 Long DBT CORP LU N 2 2031-03-18 Fixed 4.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCZ6 1097000.00000000 PA USD 1050725.58000000 0.103330060936 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLU1 2224000.00000000 PA USD 2095152.40000000 0.206040691580 Long DBT CORP US N 2 2034-09-15 Variable 5.87200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKY4 427000.00000000 PA USD 381931.54000000 0.037559768271 Long DBT CORP US N 2 2033-07-22 Variable 5.01500000 N N N N N Sitios Latinoamerica, S.A.B. de C.V. 5493000FNR3UCEAONM59 03217KAB4 789000.00000000 PA USD 664743.31000000 0.065371937294 Long DBT CORP MX N 2 2032-04-04 Fixed 5.37500000 N N N N N N Keybank N.A. HUX2X73FUCYHUVH1BK78 49327M3E2 330000.00000000 PA USD 307007.20000000 0.030191586926 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAP7 1089000.00000000 PA USD 1052436.62000000 0.103498327390 Long DBT CORP US N 2 2031-10-15 Fixed 7.75000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DY3 1123000.00000000 PA USD 1037684.26000000 0.102047556336 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N IP Lending VII Ltd. N/A 44989EAA0 2746000.00000000 PA USD 2746000.00000000 0.270046102173 Long DBT CORP BM N 3 2027-10-11 Fixed 8.00000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22546QAP2 734000.00000000 PA USD 715485.68000000 0.070362024415 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAM4 417000.00000000 PA USD 369174.73000000 0.036305242846 Long DBT CORP US N 2 2043-03-22 Fixed 5.10000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612KAC6 241000.00000000 PA USD 210829.73000000 0.020733338240 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AZ8 773000.00000000 PA USD 762211.80000000 0.074957146984 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BV3 1261000.00000000 PA USD 1159325.92000000 0.114009994845 Long DBT CORP US N 2 2053-09-15 Fixed 5.70000000 N N N N N N Vistra Corp. 549300KP43CPCUJOOG15 92840MAC6 796000.00000000 PA USD 725382.86000000 0.071335329179 Long DBT CORP US N 2 N/A Variable 7.00000000 N N N N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325EF8 939000.00000000 PA USD 918574.23000000 0.090334082435 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408GK3 519000.00000000 PA USD 518085.05000000 0.050949325690 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Southwestern Energy Co. EFWMP121W54QV9MGOP87 845467AS8 584000.00000000 PA USD 536247.60000000 0.052735460371 Long DBT CORP US N 2 2030-03-15 Fixed 5.37500000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CY5 505000.00000000 PA USD 422859.67000000 0.041584707082 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Exelon Corp. 3SOUA6IRML7435B56G12 30161NBL4 556000.00000000 PA USD 477659.24000000 0.046973785844 Long DBT CORP US N 2 2053-03-15 Fixed 5.60000000 N N N N N N Invesco High Yield Select ETF 549300CIKWQL9VXSUD47 46090A754 10000.00000000 NS USD 241800.00000000 0.023779004918 Long EC RF US N 1 N N Oklahoma Gas and Electric Co. 549300VJ8YXGPO8EV472 678858BY6 325000.00000000 PA USD 286269.24000000 0.028152182241 Long DBT CORP US N 2 2053-04-01 Fixed 5.60000000 N N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAC7 414000.00000000 PA USD 421818.74000000 0.041482340335 Long DBT CORP US N 2 2030-11-01 Fixed 8.62500000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CR8 1121000.00000000 PA USD 948498.33000000 0.093276867055 Long DBT CORP US N 2 2053-06-01 Fixed 5.90000000 N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAB9 993000.00000000 PA USD 1003442.98000000 0.098680213220 Long DBT CORP US N 2 2031-07-01 Fixed 8.75000000 N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 064058AL4 246000.00000000 PA USD 191020.50000000 0.018785266372 Long DBT CORP US N 2 N/A Variable 3.75000000 N N N N N N Frontier Issuer LLC N/A 35910EAA2 2515295.00000000 PA USD 2392699.77000000 0.235301983452 Long ABS-O CORP US N 2 2053-08-20 Fixed 6.60000000 N N N N N N Public Service Co. of New Hampshire 549300SHPFALUPKK2351 744538AF6 585000.00000000 PA USD 558435.79000000 0.054917483031 Long DBT CORP US N 2 2033-10-01 Fixed 5.35000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BN2 1532000.00000000 PA USD 1493649.77000000 0.146887945521 Long DBT CORP US N 2 2028-10-15 Fixed 5.55000000 N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAS0 1039000.00000000 PA USD 1005106.22000000 0.098843778944 Long DBT CORP KY N 2 2028-05-04 Fixed 6.37500000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29278NAN3 205000.00000000 PA USD 200018.36000000 0.019670130546 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 2466000.00000000 PA USD 2279359.21000000 0.224155888606 Long DBT CORP US N 2 2033-02-15 Fixed 5.37500000 N N N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAF6 1046000.00000000 PA USD 1039330.22000000 0.102209422717 Long DBT CORP US N 2 2034-02-15 Fixed 6.50000000 N N N N N N HP Communities LLC N/A 44329HAJ3 150000.00000000 PA USD 124133.97000000 0.012207536324 Long DBT CORP US N 2 2046-03-15 Fixed 5.78000000 N N N N N N Meta Platforms, Inc. BQ4BKCS1HXDV9HN80Z93 30303M8R6 1140000.00000000 PA USD 1023522.27000000 0.100654843226 Long DBT CORP US N 2 2063-05-15 Fixed 5.75000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DC0 1674000.00000000 PA USD 1629858.96000000 0.160282978601 Long DBT CORP US N 2 2028-09-07 Fixed 5.25000000 N N N N N N Residential Mortgage Loan Trust N/A 76119CAA9 39481.57000000 PA USD 37503.52000000 0.003688157098 Long ABS-MBS CORP US N 2 2060-01-26 Variable 2.37600000 N N N N N N PT Freeport Indonesia 549300T4HTQHRKLNE619 69377FAB2 444000.00000000 PA USD 396753.34000000 0.039017368168 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CD5 994000.00000000 PA USD 957167.47000000 0.094129404370 Long DBT CORP US N 2 2029-05-19 Variable 5.64300000 N N N N N N Genesis Energy L.P. / Genesis Energy Finance Corp. N/A 37185LAN2 460000.00000000 PA USD 445064.21000000 0.043768337628 Long DBT CORP US N 2 2030-04-15 Fixed 8.87500000 N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAY0 587000.00000000 PA USD 486107.32000000 0.047804583759 Long DBT CORP US N 2 2062-06-15 Fixed 5.20000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 05565A5R0 1132000.00000000 PA USD 1087499.61000000 0.106946478803 Long DBT CORP FR N 2 N/A Variable 8.50000000 N N N N N N Africa Finance Corp. 213800LXFHRRXIJRXW97 00830YAC5 280000.00000000 PA USD 259054.04000000 0.025475795249 Long DBT CORP XX N 2 2026-04-17 Fixed 4.37500000 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAR5 519000.00000000 PA USD 434663.58000000 0.042745522773 Long DBT CORP US N 2 2034-01-27 Variable 5.05300000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEW8 473000.00000000 PA USD 398195.33000000 0.039159175808 Long DBT CORP US N 2 2053-04-15 Fixed 5.05000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YDB2 1941000.00000000 PA USD 1805545.82000000 0.177560309900 Long DBT CORP JP N 2 2034-07-06 Variable 5.74800000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAB1 334000.00000000 PA USD 305135.14000000 0.030007485503 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844CS5 974000.00000000 PA USD 832080.76000000 0.081828174046 Long DBT CORP US N 2 2054-08-01 Fixed 5.35000000 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BY4 225000.00000000 PA USD 215283.71000000 0.021171349871 Long DBT CORP US N 2 2063-11-15 Fixed 5.90000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKW8 310000.00000000 PA USD 294714.59000000 0.028982711683 Long DBT CORP US N 2 2028-07-22 Variable 4.94800000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BF1 651000.00000000 PA USD 580812.70000000 0.057118064722 Long DBT CORP US N 2 N/A Variable 6.20000000 N N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJN1 1404000.00000000 PA USD 1293792.58000000 0.127233664694 Long DBT CORP US N 2 2034-06-12 Variable 5.83600000 N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05366DAA6 1137000.00000000 PA USD 1075791.72000000 0.105795105876 Long DBT CORP US N 2 2030-07-15 Fixed 6.37500000 N N N N N N N/A N/A N/A -30.00000000 NC USD -89100.00000000 -0.00876223878 N/A DE N/A N 1 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Written S&P 500 Index SPX N/A 100.00000000 4600.00000000 USD 2024-03-15 XXXX 4745.59000000 N N N Uniform Mortgage-Backed Securities N/A 01F0226B6 17400000.00000000 PA USD 13350421.96000000 1.312902189609 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 2.50000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CA2 1548000.00000000 PA USD 1330560.55000000 0.130849486610 Long DBT CORP US N 2 2053-03-03 Fixed 5.05000000 N N N N N Invesco Short Duration Bond ETF 549300GDXFVEQHJBTS26 46090A739 12000.00000000 NS USD 293280.00000000 0.028841631771 Long EC RF US N 1 N N BX Trust N/A 12433EAG6 1285000.00000000 PA USD 1252368.45000000 0.123159948436 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.63450000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137F2LK0 250000.00000000 PA USD 232075.05000000 0.022822637532 Long ABS-APCP USGSE US N 2 2027-06-25 Fixed 3.20000000 N N N N N N Minerva Luxembourg S.A. 222100NM3G3RCPGZ2Z17 603374AH2 1370000.00000000 PA USD 1346984.00000000 0.132464595371 Long DBT CORP LU N 2 2033-09-13 Fixed 8.87500000 N N N N N Citigroup Commercial Mortgage Trust N/A 17322VAW6 184000.00000000 PA USD 172779.57000000 0.016991423675 Long ABS-MBS CORP US N 2 2047-07-10 Variable 4.17500000 N N N N N N Enerflex Ltd. 54930014N7872VUS3F89 29269RAA3 651000.00000000 PA USD 593070.77000000 0.058323543245 Long DBT CORP CA N 2 2027-10-15 Fixed 9.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAB1 1323000.00000000 PA USD 976335.45000000 0.096014414670 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134A3ZU3 150000.00000000 PA USD 109541.99000000 0.010772537299 Long DBT USGSE US N 2 2029-12-14 None 0.00000000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AE3 289000.00000000 PA USD 272052.19000000 0.026754054441 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 74251VAT9 614000.00000000 PA USD 574257.44000000 0.056473409801 Long DBT CORP US N 2 2033-03-15 Fixed 5.37500000 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 78448TAK8 2695000.00000000 PA USD 2430873.96000000 0.239056095328 Long DBT CORP IE N 2 2033-07-25 Fixed 5.70000000 N N N N N Ellington Financial Mortgage Trust N/A 31574XAA6 255247.81000000 PA USD 206362.83000000 0.020294056036 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.79700000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QCM6 319000.00000000 PA USD 274448.11000000 0.026989673107 Long DBT CORP US N 2 2053-03-15 Fixed 5.12500000 N N N N N Carnival Corp. F1OF2ZSX47CR0BCWA982 143658BW1 448000.00000000 PA USD 439698.69000000 0.043240683672 Long DBT CORP PA N 2 2029-08-15 Fixed 7.00000000 N N N N N N Ameriprise Financial, Inc. 6ZLKQF7QB6JAEKQS5388 03076CAM8 1231000.00000000 PA USD 1136916.48000000 0.111806214100 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AR9 271000.00000000 PA USD 29810.00000000 0.002931563840 Long DBT CORP CH N 2 N/A Fixed 5.25000000 N N N N Y Credit Suisse Group AG USD XXXX N N N WFRBS Commercial Mortgage Trust N/A 92939HBB0 307000.00000000 PA USD 281484.31000000 0.027681624449 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.38844000 N N N N N N Store Master Funding I-VII N/A 86212VAB0 435948.03000000 PA USD 396409.37000000 0.038983541599 Long ABS-O CORP US N 2 2046-10-20 Fixed 4.32000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BG2 1903000.00000000 PA USD 1862032.79000000 0.183115330319 Long DBT CORP US N 2 2028-08-21 Fixed 5.37500000 N N N N N N Mastercard Inc. AR5L2ODV9HN37376R084 57636QAX2 1197000.00000000 PA USD 1126823.29000000 0.110813633395 Long DBT CORP US N 2 2033-03-09 Fixed 4.85000000 N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PBX6 261680.31000000 PA USD 217931.86000000 0.021431773245 Long ABS-O USGSE US N 2 2056-07-25 Variable 3.25000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBF9 520000.00000000 PA USD 364448.88000000 0.035840495078 Long DBT CORP US N 2 2062-03-15 Fixed 5.39100000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 58769JAL1 1724000.00000000 PA USD 1672274.66000000 0.164454207464 Long DBT CORP US N 2 2028-08-03 Fixed 5.10000000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAC7 1956000.00000000 PA USD 1893405.18000000 0.186200542131 Long DBT CORP US N 2 2028-09-18 Fixed 5.35000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AA5 288157.00000000 PA USD 280144.45000000 0.027549860439 Long DBT CORP XX N 2 2025-10-20 Fixed 4.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFA8 342000.00000000 PA USD 325711.57000000 0.032031005066 Long DBT CORP US N 2 2029-02-01 Variable 5.12300000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAG2 1349000.00000000 PA USD 1250924.61000000 0.123017958864 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N Delaware Life Global Funding N/A 246114AA0 4125000.00000000 PA USD 3670215.45000000 0.360934951350 Long DBT CORP US N 2 2026-06-29 Fixed 2.66200000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YCZ0 970000.00000000 PA USD 947683.54000000 0.093196739282 Long DBT CORP JP N 2 2029-07-06 Variable 5.77800000 N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 09261XAD4 771000.00000000 PA USD 651611.55000000 0.064080538677 Long DBT CORP US N 2 2027-02-15 Fixed 2.12500000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAZ8 2600000.00000000 PA USD 2609807.30000000 0.256652690746 Long DBT CORP ES N 2 2033-11-07 Fixed 6.93800000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFW9 2157000.00000000 PA USD 1902901.09000000 0.187134385351 Long DBT CORP US N 2 2053-08-14 Fixed 5.45000000 N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 20753YCH3 970258.61000000 PA USD 975688.47000000 0.095950789606 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.32062000 N N N N N N Invitation Homes Operating Partnership L.P. 549300147YMUQB3GW319 46188BAE2 3088000.00000000 PA USD 2880883.83000000 0.283310797198 Long DBT CORP US N 2 2030-08-15 Fixed 5.45000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 03746AAA8 418000.00000000 PA USD 430901.57000000 0.042375560596 Long DBT CORP US N 2 2029-12-15 Fixed 7.75000000 N N N N N N N/A N/A N/A 886.00000000 NC USD -983612.9 -0.09673009092 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2023-12-29 180329395.04000000 USD -983612.9 N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BE7 2702000.00000000 PA USD 2541259.32000000 0.249911571004 Long DBT CORP AU N 2 2033-09-08 Fixed 5.25000000 N N N N N Fannie Mae Principal STRIPS B1V7KEBTPIMZEU4LTD58 31358DDG6 1300000.00000000 PA USD 939134.74000000 0.092356036399 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CY8 718000.00000000 PA USD 691022.02000000 0.067956228338 Long DBT CORP JP N 2 2029-04-19 Variable 5.24200000 N N N N N Southwest Gas Corp. OQQR1IQTGBKH0UR88X59 845011AH8 315000.00000000 PA USD 307770.86000000 0.030266686491 Long DBT CORP US N 2 2028-03-23 Fixed 5.45000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQTR7 1758282.82000000 PA USD 1716604.26000000 0.168813652362 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N OCP CLO Ltd. 254900M77QLN2EBJHE11 67097LAH9 2912112.69000000 PA USD 2895650.52000000 0.284762977488 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.61548000 N N N N N N GS Mortgage-Backed Securities Trust N/A 36263KAF8 3905649.60000000 PA USD 3225758.80000000 0.317226362160 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N American Airlines Pass-Through Trust N/A 02376LAA3 2130310.00000000 PA USD 1832729.98000000 0.180233644368 Long DBT CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336GAC8 1692894.96000000 PA USD 1303148.56000000 0.128153746970 Long ABS-MBS CORP US N 2 2051-10-25 Variable 3.00000000 N N N N N N Republic of Uzbekistan International Bond 213800L6VDKUM3TCM927 91822QVX2 1213000.00000000 PA USD 1211083.46000000 0.119099915433 Long DBT NUSS UZ N 2 2028-10-12 Fixed 7.85000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GA38 4809000.00000000 PA USD 4728463.00000000 0.465004735040 Long DBT CORP US N 2 N/A Variable 7.50000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBJ3 2175000.00000000 PA USD 2017364.96000000 0.198390948328 Long DBT CORP US N 2 2030-05-17 Fixed 4.30000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CK8 1002000.00000000 PA USD 916090.21000000 0.090089799872 Long DBT CORP JP N 2 2033-07-20 Variable 1.80000000 N N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAH0 809000.00000000 PA USD 697154.00000000 0.068559257215 Long DBT CORP US N 2 2053-08-01 Fixed 5.35000000 N N N N N N Angel Oak Mortgage Trust N/A 03464BAA6 2589828.92000000 PA USD 2181158.06000000 0.214498627941 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.88100000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PC9 3073000.00000000 PA USD 2938647.21000000 0.288991341851 Long DBT CORP US N 2 N/A Variable 7.37500000 N N N N N American Homes 4 Rent, L.P. 549300N4PXZ37U8QKI55 02666TAC1 8000.00000000 PA USD 5959.08000000 0.000586025610 Long DBT CORP US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAB5 175000.00000000 PA USD 166608.03000000 0.016384504403 Long ABS-O CORP US N 2 2025-12-26 Fixed 1.56000000 N N N N N N POSCO 9884000N94NH7G6LQ816 73730EAD5 639000.00000000 PA USD 629389.78000000 0.061895213706 Long DBT CORP KR N 2 2028-01-17 Fixed 5.75000000 N N N N N Fannie Mae Connecticut Avenue Securities N/A 20753XAA2 1966487.65000000 PA USD 1985431.81000000 0.195250590466 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 7.42062000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAW1 589000.00000000 PA USD 476529.12000000 0.046862648007 Long DBT CORP US N 2 2052-08-01 Fixed 5.45000000 N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661ER4 261000.00000000 PA USD 229180.79000000 0.022538011300 Long DBT CORP US N 2 2053-07-01 Fixed 5.75000000 N N N N N N Life Mortgage Trust N/A 53218CAC4 1213968.14000000 PA USD 1181907.85000000 0.116230738536 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.32848000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAC9 1557000.00000000 PA USD 1367364.10000000 0.134468807522 Long DBT CORP US N 2 2026-09-18 Fixed 4.37500000 N N N N N N BP Capital Markets America Inc. 5493009NTB34VXE1T760 10373QBU3 285000.00000000 PA USD 260536.61000000 0.025621593592 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N Pershing Square Holdings, Ltd. U7LC4KOKCTZ0YWGI2G56 BR6668783 2300000.00000000 PA USD 1654452.54000000 0.162701551222 Long DBT CORP GG N 2 2031-10-01 Fixed 3.25000000 N N N N N N Benchmark Mortgage Trust N/A 08162YAJ1 930000.00000000 PA USD 620771.00000000 0.061047628875 Long ABS-MBS CORP US N 2 2062-12-15 Variable 3.77274700 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AD7 3799000.00000000 PA USD 3790975.49000000 0.372810689916 Long DBT CORP US N 2 2033-11-01 Fixed 6.87500000 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 05254HAA2 1036000.00000000 PA USD 1005992.16000000 0.098930903723 Long DBT CORP AU N 2 N/A Variable 6.75000000 N N N N Y Australia and New Zealand Banking Group Ltd. USD XXXX N N N CK Hutchison International (23) Ltd. 2549003AJI1YI8883K46 12570FAB7 1368000.00000000 PA USD 1247877.29000000 0.122718280464 Long DBT CORP KY N 2 2033-04-21 Fixed 4.87500000 N N N N N N OBX Trust N/A 67448DAL4 1396844.37000000 PA USD 1233714.18000000 0.121325457212 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.78300000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BW3 1237000.00000000 PA USD 1214257.50000000 0.119412055684 Long DBT CORP US N 2 2028-08-01 Fixed 6.05000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BP9 1092000.00000000 PA USD 901446.87000000 0.088649750021 Long DBT CORP US N 2 N/A Variable 6.25000000 N N N N N N American Airlines Pass-Through Trust IWUQB36BXD6OWD6X4T14 02379KAA2 388960.88000000 PA USD 314286.58000000 0.030907452984 Long DBT CORP US N 2 2034-07-11 Fixed 2.87500000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAK8 1213000.00000000 PA USD 1137398.16000000 0.111853583294 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Flagstar Mortgage Trust N/A 33852HAD4 1024771.24000000 PA USD 840918.88000000 0.082697329128 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179UV90 42861.74000000 PA USD 38446.15000000 0.003780856864 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DE6 1684000.00000000 PA USD 1581881.40000000 0.155564787389 Long DBT CORP US N 2 2033-09-07 Fixed 5.62500000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BC1 2108000.00000000 PA USD 2056213.19000000 0.202211346393 Long DBT CORP AU N 2 2028-09-08 Fixed 5.10000000 N N N N N Romanian Government International Bond 315700IASY927EDWBK92 77586RAR1 1258000.00000000 PA USD 1254563.14000000 0.123375777817 Long DBT NUSS RO N 2 2033-01-17 Fixed 7.12500000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CC2 810000.00000000 PA USD 602585.73000000 0.059259259873 Long DBT CORP GB N 2 2032-06-29 Variable 2.67800000 N N N N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAC7 1519000.00000000 PA USD 1519521.55000000 0.149432218407 Long DBT CORP US N 2 2029-01-15 Fixed 6.05000000 N N N N N N Pacific Beacon LLC 549300RDBP3BJOLTTC39 69403WAC1 500000.00000000 PA USD 447517.82000000 0.044009629622 Long DBT CORP US N 2 2036-07-15 Fixed 5.50800000 N N N N N N Murphy Oil Corp. QBKYQD0ODE7DC7PDIN91 626717AN2 592000.00000000 PA USD 573935.83000000 0.056441782151 Long DBT CORP US N 2 2028-07-15 Fixed 6.37500000 N N N N N Civitas Resources, Inc. IIVIHPH28S64K95M2381 17888HAA1 959000.00000000 PA USD 966107.24000000 0.095008555878 Long DBT CORP US N 2 2028-07-01 Fixed 8.37500000 N N N N N N Pacific Beacon LLC 549300RDBP3BJOLTTC39 69403WAA5 44163.18000000 PA USD 43743.12000000 0.004301769502 Long DBT CORP US N 2 2026-07-15 Fixed 5.37900000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CB9 242000.00000000 PA USD 191734.01000000 0.018855434105 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 375558BZ5 2895000.00000000 PA USD 2743912.44000000 0.269840808130 Long DBT CORP US N 2 2033-10-15 Fixed 5.25000000 N N N N N N BRAVO Residential Funding Trust N/A 10569EAA9 318609.79000000 PA USD 292923.47000000 0.028806570032 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.97000000 N N N N N N Fannie Mae Principal STRIPS B1V7KEBTPIMZEU4LTD58 31358DDR2 850000.00000000 PA USD 602917.43000000 0.059291879790 Long DBT CORP US N 2 2030-05-15 None 0.00000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BL6 684000.00000000 PA USD 641761.46000000 0.063111864820 Long DBT CORP US N 2 2029-04-15 Fixed 4.90000000 N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DK3 308000.00000000 PA USD 298431.81000000 0.029348269138 Long DBT CORP US N 2 2029-07-27 Variable 6.33900000 N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560BA2 600000.00000000 PA USD 582979.46000000 0.057331147421 Long DBT CORP US N 2 2053-11-15 Fixed 6.20000000 N N N N N CIFC Funding Ltd. 54930076OPDXR0U68E20 17180TBA9 957000.00000000 PA USD 949997.63000000 0.093424310653 Long ABS-CBDO CORP KY N 2 2031-10-21 Floating 6.67513000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 2208000.00000000 PA USD 2080804.03000000 0.204629649558 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BU7 323000.00000000 PA USD 317831.46000000 0.031256062243 Long DBT CORP US N 2 2026-05-24 Fixed 5.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9H87 311850.56000000 PA USD 268143.80000000 0.026369697018 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Octagon Investment Partners 31 Ltd. 5493003JSU68UU09PZ63 67575XAN1 3226600.87000000 PA USD 3213681.56000000 0.316038666753 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 6.72743000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U4T4 1048000.00000000 PA USD 1021042.57000000 0.100410985499 Long DBT CORP US N 2 2026-04-21 Fixed 4.75400000 N N N N N N Clean Harbors, Inc. 5493000SJVZVZJKHJF48 184496AQ0 639000.00000000 PA USD 608125.18000000 0.059804018387 Long DBT CORP US N 2 2031-02-01 Fixed 6.37500000 N N N N N Verus Securitization Trust N/A 92537TAA3 18615.99000000 PA USD 18287.22000000 0.001798394931 Long ABS-MBS CORP US N 2 2060-03-25 Variable 0.32820000 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAJ4 493000.00000000 PA USD 458518.00000000 0.045091405198 Long DBT CORP US N 2 2033-03-15 Fixed 5.75000000 N N N N N N Goldentree Loan Management US CLO 2 Ltd. 549300UYD6YMBA6XSE43 38136MAU2 2020351.86000000 PA USD 2014096.85000000 0.198069557080 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 6.58743000 N N N N N N Extra Space Storage L.P. 549300YNKSKNZFR8UC42 30225VAJ6 307000.00000000 PA USD 299331.38000000 0.029436734314 Long DBT CORP US N 2 2028-04-01 Fixed 5.70000000 N N N N N N Veralto Corp. 635400FJE6GSOJUSNY27 92338CAA1 3935000.00000000 PA USD 3896876.03000000 0.383225121105 Long DBT CORP US N 2 2026-09-18 Fixed 5.50000000 N N N N N N McCormick & Co., Inc. 549300JQQA6MQ4OJP259 579780AT4 318000.00000000 PA USD 286798.42000000 0.028204222662 Long DBT CORP US N 2 2033-04-15 Fixed 4.95000000 N N N N N NNN REIT, Inc. 5493008JKH5SOTI0JS97 637417AS5 581000.00000000 PA USD 535910.67000000 0.052702326127 Long DBT CORP US N 2 2033-10-15 Fixed 5.60000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFV1 3154000.00000000 PA USD 2927622.41000000 0.287907145104 Long DBT CORP US N 2 2033-08-14 Fixed 4.95000000 N N N N N Atlantic Marine Corps Communities LLC N/A 048677AB4 91631.18900000 PA USD 74238.21000000 0.007300706206 Long DBT CORP US N 2 2050-12-01 Fixed 5.34300000 N N N N N N Federation des caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAH6 1174000.00000000 PA USD 1114004.39000000 0.109553001938 Long DBT CORP CA N 2 2027-08-23 Fixed 4.55000000 N N N N N Public Storage Operating Co. 549300LMZF40TKJ6DM64 74460WAF4 236000.00000000 PA USD 230124.33000000 0.022630800557 Long DBT CORP US N 2 2029-01-15 Fixed 5.12500000 N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0426B0 20713000.00000000 PA USD 18715810.70000000 1.840543236908 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 4.50000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674ZW3 1280000.00000000 PA USD 1253188.33000000 0.123240576768 Long DBT CORP CH N 2 2028-09-11 Fixed 5.65000000 N N N N N N Corebridge Global Funding 54930057MDZ7KOVOTV71 00138CAV0 1192000.00000000 PA USD 1178259.82000000 0.115871985338 Long DBT CORP US N 2 2028-09-19 Fixed 5.90000000 N N N N N N GTCR W-2 Merger Sub LLC 254900HJTH4LRJB6QF88 36268NAA8 970000.00000000 PA USD 958602.50000000 0.094270527552 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650EA4 429000.00000000 PA USD 372012.36000000 0.036584299992 Long DBT CORP US N 2 2063-06-01 Fixed 6.00000000 N N N N N N Freddie Mac 5493000IRJ8RDHSNEL96 35564KE39 868673.62000000 PA USD 880272.85000000 0.086567462487 Long ABS-MBS USGSE US N 2 2042-08-25 Floating 7.62064000 N N N N N N CCO Holdings, LLC/CCO Holdings Capital Corp. N/A 1248EPCS0 1604000.00000000 PA USD 1469517.43000000 0.144514731991 Long DBT CORP US N 2 2029-09-01 Fixed 6.37500000 N N N N N Pacific Life Global Funding II 6354003EUPCHXTWUU869 6944PL2M0 1187000.00000000 PA USD 1187902.39000000 0.116820251340 Long DBT CORP US N 2 2025-03-30 Floating 6.14477600 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACW3 959000.00000000 PA USD 829453.70000000 0.081569824697 Long DBT CORP US N 2 2053-01-15 Fixed 5.65000000 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 1450000.00000000 PA USD 1471189.68000000 0.144679183773 Long DBT CORP US N 2 2032-02-01 Fixed 9.87500000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBR7 746000.00000000 PA USD 669722.44000000 0.065861593029 Long DBT CORP US N 2 2034-04-26 Variable 4.96700000 N N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29273VAT7 548000.00000000 PA USD 542616.83000000 0.053361820799 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N N/A N/A N/A 30.00000000 NC USD 394200.00000000 0.038766268564 N/A DE N/A N 1 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 Call Purchased S&P 500 Index SPX N/A 100.00000000 4320.00000000 USD 2024-03-15 XXXX 7014.27000000 N N N COLT Mortgage Loan Trust N/A 19688JAA5 4470.79000000 PA USD 4440.53000000 0.000436688935 Long ABS-MBS CORP US N 2 2065-03-25 Variable 1.85300000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBD4 479000.00000000 PA USD 355051.23000000 0.034916314906 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Federation des caisses Desjardins du Quebec 549300B2Q47IR0CR5B54 31429KAJ2 446000.00000000 PA USD 439430.41000000 0.043214300581 Long DBT CORP CA N 2 2026-01-23 Variable 5.27800000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0406B8 9249000.00000000 PA USD 7990268.91000000 0.785776028573 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDL3 2074000.00000000 PA USD 1835643.06000000 0.180520121389 Long DBT CORP MX N 2 2029-06-02 Fixed 8.75000000 N N N N N Arcos Dorados B.V. 549300T91OYP6I7P8G39 03965TAB9 1363000.00000000 PA USD 1271679.00000000 0.125058979302 Long DBT CORP NL N 2 2029-05-27 Fixed 6.12500000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 781000.00000000 PA USD 730625.11000000 0.071850860562 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FCKD5 1000000.00000000 PA USD 914176.00000000 0.089901553350 Long ABS-APCP USGSE US N 2 2027-10-25 Fixed 3.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBW9 882000.00000000 PA USD 668385.60000000 0.065730126011 Long DBT CORP GB N 2 2081-06-04 Variable 4.12500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFH3 2007000.00000000 PA USD 2007346.09000000 0.197405676372 Long DBT CORP US N 2 2029-11-01 Variable 6.40700000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967JM4 330000.00000000 PA USD 314160.23000000 0.030895027519 Long DBT CORP US N 2 N/A Variable 5.95000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440CD4 1178000.00000000 PA USD 1008983.65000000 0.099225091711 Long DBT CORP US N 2 2053-04-01 Fixed 5.35000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137F4D58 1000000.00000000 PA USD 929444.10000000 0.091403043114 Long ABS-APCP USGSE US N 2 2028-02-25 Fixed 3.60000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 26441CBU8 389000.00000000 PA USD 302422.91000000 0.029740760398 Long DBT CORP US N 2 2052-08-15 Fixed 5.00000000 N N N N N N Paraguay Government International Bond 529900UXKJTJPCU0HK83 699149AH3 1200000.00000000 PA USD 901307.50000000 0.088636044149 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.40000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109BJ2 12000.00000000 PA USD 10128.34000000 0.000996037413 Long DBT CORP US N 2 2028-06-15 Fixed 2.20000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AV3 297000.00000000 PA USD 295229.39000000 0.029033337952 Long DBT CORP US N 2 2027-11-01 Fixed 5.75000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AS7 332000.00000000 PA USD 36520.00000000 0.003591436143 Long DBT CORP CH N 2 N/A Fixed 4.50000000 N N N N N N OCP CLO Ltd. 254900K70GBA8CMARX66 670898AC9 1730000.00000000 PA USD 1724621.43000000 0.169602073887 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 6.88444000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust N/A 61765TAL7 1032000.00000000 PA USD 950322.26000000 0.093456235295 Long ABS-MBS CORP US N 2 2048-10-15 Variable 4.51740800 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432PA7 218000.00000000 PA USD 210990.92000000 0.020749189927 Long DBT CORP US N 2 2033-01-15 Fixed 5.80000000 N N N N N Residential Mortgage Loan Trust N/A 76119NAA5 9752.56000000 PA USD 9464.46000000 0.000930750375 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.63300000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661ES2 1504000.00000000 PA USD 1284230.87000000 0.126293350595 Long DBT CORP US N 2 2063-04-01 Fixed 5.85000000 N N N N N N Brandywine Operating Partnership, L.P. IXBXSCONLDQ1ZI73YU71 105340AR4 660000.00000000 PA USD 595423.78000000 0.058554942072 Long DBT CORP US N 2 2028-03-15 Fixed 7.80000000 N N N N N N/A N/A N/A 14.00000000 NS USD 0.14000000 0.000000013767 N/A DE N/A N 3 STATE STREET BANK AND TRUST CO. 549300FYVZ9Q6HREFP74 Call Purchased LOCUS AGRICULTURE SOLUTIONS Inc. LOCUS AGRICULTURE SOLUTIONS Inc. 1.00000000 7721.00000000 USD 2032-12-31 XXXX 0.00000000 N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BG2 1885000.00000000 PA USD 1786209.66000000 0.175658760505 Long DBT CORP CH N 2 2034-09-22 Variable 6.30100000 N N N N N N Transjamaican Highway Ltd. 254900AWJ3QIGYQ04W45 893727AA5 360173.91000000 PA USD 297818.80000000 0.029287984739 Long DBT CORP JM N 2 2036-10-10 Fixed 5.75000000 N N N N N N Ingersoll Rand Inc. 5299004C02FMZCUOIR50 45687VAA4 279000.00000000 PA USD 271991.26000000 0.026748062486 Long DBT CORP US N 2 2028-08-14 Fixed 5.40000000 N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RCD8 870000.00000000 PA USD 728495.48000000 0.071641429288 Long DBT CORP US N 2 2054-01-15 Fixed 5.25000000 N N N N N N N/A N/A N/A 372.00000000 NC USD -1564827.73 -0.15388770176 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Long U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2023-12-19 41060765.23000000 USD -1564827.73 N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 8426EPAG3 1114000.00000000 PA USD 1061043.09000000 0.104344701636 Long DBT CORP US N 2 2033-09-15 Fixed 5.75000000 N N N N N Freddie Mac Military Housing Bonds Resecuritization Trust Ctfs. 549300ZG8WH0M4JSUM77 35563CAD0 905531.90300000 PA USD 785901.00000000 0.077286781407 Long ABS-APCP USGSE US N 2 2055-11-25 Variable 5.24951100 N N N N N N EnfraGen Energia Sur S.A. / EnfraGen Spain S.A. / Prime Energia S.p.A. 2549002TO75PYMY3VY07 29280LAA1 1137000.00000000 PA USD 757765.47000000 0.074519887667 Long DBT CORP ES N 2 2030-12-30 Fixed 5.37500000 N N N N N N Berry Global, Inc. 549300AP2Q7ERHX6RI89 085770AA3 137000.00000000 PA USD 130878.87000000 0.012870840750 Long DBT CORP US N 2 2026-07-15 Fixed 4.87500000 N N N N N N Piedmont Healthcare, Inc. 254900D1I6W7J0DSAY11 72014TAE9 1431000.00000000 PA USD 786213.38000000 0.077317501364 Long DBT CORP US N 2 2052-01-01 Fixed 2.86400000 N N N N N N Starwood Mortgage Residential Trust N/A 85573RAA6 2395463.71000000 PA USD 1858817.80000000 0.182799162979 Long ABS-MBS CORP US N 2 2066-11-25 Variable 1.92000000 N N N N N N Emerald Debt Merger Sub L.L.C. 98450099EE3A0ZD5F786 29103CAA6 2620000.00000000 PA USD 2495550.00000000 0.245416442199 Long DBT CORP US N 2 2030-12-15 Fixed 6.62500000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BR5 1835000.00000000 PA USD 1757555.62000000 0.172840875649 Long DBT CORP US N 2 2029-06-12 Variable 5.58200000 N N N N N N Multibank Inc. 549300QXX3SGZZ4OEU72 625454AB9 1152000.00000000 PA USD 1130400.00000000 0.111165372868 Long DBT CORP PA N 2 2028-02-03 Fixed 7.75000000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBM0 1712000.00000000 PA USD 1687370.45000000 0.165938751982 Long DBT CORP JP N 2 2028-09-14 Fixed 5.55000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DS6 793000.00000000 PA USD 707717.81000000 0.069598119457 Long DBT CORP US N 2 2043-03-02 Fixed 5.60000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BH0 1453000.00000000 PA USD 1363545.53000000 0.134093283143 Long DBT CORP US N 2 2033-08-21 Fixed 5.62500000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 2055000.00000000 PA USD 2055822.00000000 0.202172876133 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BU8 1998000.00000000 PA USD 1997627.09000000 0.196449894118 Long DBT CORP US N 2 2034-10-20 Variable 6.87500000 N N N N N N Toronto-Dominion Bank (The) PT3QB789TSUIDF371261 89117F8Z5 1111000.00000000 PA USD 1092737.49000000 0.107461580434 Long DBT CORP CA N 2 2082-10-31 Variable 8.12500000 N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661EN3 100000.00000000 PA USD 84797.27000000 0.008339101324 Long DBT CORP US N 2 2062-09-15 Fixed 5.80000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDA0 985000.00000000 PA USD 898743.54000000 0.088383900156 Long DBT CORP US N 2 2034-06-08 Variable 6.37700000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBM6 562000.00000000 PA USD 562393.52000000 0.055306692630 Long DBT CORP CA N 2 2024-02-16 Floating 5.97188300 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAV2 620000.00000000 PA USD 594246.37000000 0.058439153659 Long DBT NUSS MX N 2 2035-02-09 Fixed 6.35000000 N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RLJ9 10000.00000000 PA USD 5817.78000000 0.000572129938 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N OBX Trust N/A 67114VAA1 1689695.95000000 PA USD 1382417.64000000 0.135949197107 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.30500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAL6 559000.00000000 PA USD 516144.86000000 0.050758524253 Long DBT CORP US N 2 2029-01-26 Variable 4.87300000 N N N N N N Dryden 93 CLO Ltd. 5493009K6Z2DW3X76185 26190TAA9 532495.00000000 PA USD 527851.64000000 0.051909788021 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.73548000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAX8 3341000.00000000 PA USD 2929128.57000000 0.288055263326 Long DBT NUSS MX N 2 2053-05-04 Fixed 6.33800000 N N N N N Uniform Mortgage-Backed Securities N/A 01F0426B4 9249000.00000000 PA USD 8258922.11000000 0.812195820815 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDK9 806000.00000000 PA USD 755048.61000000 0.074252707240 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N TMS Issuer S.a r.l. 21380092DY1X4BHPMA32 87266GAA8 400000.00000000 PA USD 388920.00000000 0.038247024784 Long DBT CORP LU N 2 2032-08-23 Fixed 5.78000000 N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBV1 477000.00000000 PA USD 422622.44000000 0.041561377499 Long DBT CORP US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AM7 283000.00000000 PA USD 226465.54000000 0.022270989203 Long DBT CORP US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Perusahaan Penerbit SBSN Indonesia III 254900G208H6Q0L5B953 71567PAT7 1886000.00000000 PA USD 1228802.54000000 0.120842438553 Long DBT CORP ID N 2 2051-06-09 Fixed 3.55000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFT6 501000.00000000 PA USD 422698.75000000 0.041568881948 Long DBT CORP US N 2 2052-09-09 Fixed 5.15000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 138000.00000000 PA USD 131932.00000000 0.012974407265 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDY9 3542000.00000000 PA USD 3495636.50000000 0.343766573721 Long DBT CORP US N 2 2034-10-23 Variable 6.25400000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DQ0 401000.00000000 PA USD 385107.00000000 0.037872048168 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822CL6 1079000.00000000 PA USD 1033837.93000000 0.101669301993 Long DBT CORP JP N 2 2028-07-20 Variable 5.01700000 N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258RBA0 1530000.00000000 PA USD 1208513.95000000 0.118847225644 Long ABS-MBS CORP US N 2 2053-05-12 Fixed 2.37720000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140Q73S4 71690.80000000 PA USD 63418.23000000 0.006236651791 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N RTX Corp. I07WOS4YJ0N7YRFE7309 75513ECR0 1034000.00000000 PA USD 954382.22000000 0.093855498359 Long DBT CORP US N 2 2033-02-27 Fixed 5.15000000 N N N N N MPLX L.P. 5493000CZJ19CK4P3G36 55336VBT6 298000.00000000 PA USD 221073.41000000 0.021740718377 Long DBT CORP US N 2 2052-03-14 Fixed 4.95000000 N N N N N N Corp. Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CE4 2769000.00000000 PA USD 2638568.55000000 0.259481118807 Long DBT CORP XX N 2 2024-10-26 Fixed 1.25000000 N N N N N N Angel Oak Mortgage Trust N/A 03464WAA0 259795.15000000 PA USD 234000.01000000 0.023011941226 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.37300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137BFXU0 4048776.24000000 PA USD 32422.20000000 0.003188451833 Long ABS-APCP USGSE US N 2 2024-12-25 Variable 1.01444800 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd. 2549008L7P4I8VB90936 830867AB3 223333.00000000 PA USD 210024.27000000 0.020654127995 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N Ghana Government International Bond 213800PP4399SNNXZ126 37443GAL5 1119000.00000000 PA USD 481270.71000000 0.047328943672 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 Y Y N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EWZ8 1558000.00000000 PA USD 1467342.39000000 0.144300835023 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRMY7 6560918.78000000 PA USD 6240399.86000000 0.613691062708 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAL4 1925000.00000000 PA USD 1645201.64000000 0.161791802684 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.66800000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 111281.13000000 PA USD 109693.26000000 0.010787413436 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 406000.00000000 PA USD 376153.79000000 0.036991574948 Long DBT CORP US N 2 2033-10-28 Variable 6.12300000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 28368EAD8 167000.00000000 PA USD 176726.57000000 0.017379578069 Long DBT CORP US N 2 2031-08-01 Fixed 7.80000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 370000.00000000 PA USD 351522.72000000 0.034569315499 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N Citigroup Mortgage Loan Trust N/A 17329VBA6 1726138.27000000 PA USD 1271916.55000000 0.125082340355 Long ABS-MBS CORP US N 2 2051-05-25 Variable 2.50000000 N N N N N N Ellington Financial Mortgage Trust N/A 31574PAA3 24973.93000000 PA USD 23962.63000000 0.002356523972 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.00600000 N N N N N N Freddie Mac 5493000ITF7RKPWPZQ19 35566AAH2 262254.68000000 PA USD 265801.67000000 0.026139368148 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 8.12062000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFU3 4431000.00000000 PA USD 4275352.97000000 0.420445158399 Long DBT CORP US N 2 2028-08-14 Fixed 4.80000000 N N N N N N Lennox International Inc. S7DWAC87RDMPBF77GJ92 526107AG2 1413000.00000000 PA USD 1378921.11000000 0.135605342665 Long DBT CORP US N 2 2028-09-15 Fixed 5.50000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AE5 3590000.00000000 PA USD 3591230.65000000 0.353167457770 Long DBT CORP US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Georgia Power Co. D981X4Z4RWS7PDMJUZ03 373334KT7 1018000.00000000 PA USD 929805.00000000 0.091438534607 Long DBT CORP US N 2 2033-05-17 Fixed 4.95000000 N N N N N N Med Trust N/A 58403YAD8 1353504.22000000 PA USD 1315555.07000000 0.129373823324 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.39848000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBL8 1770000.00000000 PA USD 1531658.61000000 0.150625796609 Long DBT CORP US N 2 2044-05-17 Fixed 4.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFF7 619000.00000000 PA USD 595477.40000000 0.058560215150 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N Braskem Idesa S.A.P.I. YH0V7ZHY352ITDGEYB83 10554NAB4 1647000.00000000 PA USD 973562.12000000 0.095741680892 Long DBT CORP MX N 2 2032-02-20 Fixed 6.99000000 N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AU2 491000.00000000 PA USD 483099.45000000 0.047508784936 Long DBT CORP CH N 2 2027-01-12 Variable 5.71100000 N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RMT6 1336000.00000000 PA USD 1228026.18000000 0.120766090049 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N Energy Transfer L.P. MTLVN9N7JE8MIBIJ1H73 29278NAD5 4000.00000000 PA USD 3505.11000000 0.000344698213 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEP3 425000.00000000 PA USD 422352.72000000 0.041534852796 Long DBT CORP US N 2 2028-02-15 Fixed 5.25000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C92 2608000.00000000 PA USD 2603077.37000000 0.255990858493 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 842587DL8 239000.00000000 PA USD 229175.21000000 0.022537462554 Long DBT CORP US N 2 2032-10-15 Fixed 5.70000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DP2 883000.00000000 PA USD 862140.49000000 0.084784296740 Long DBT CORP US N 2 2028-03-02 Fixed 5.15000000 N N N N N B.A.T Capital Corp. 2138005GYEXN7XRHFA84 054989AD0 461000.00000000 PA USD 411723.81000000 0.040489588515 Long DBT CORP US N 2 2053-08-02 Fixed 7.08100000 N N N N N N Banco Bilbao Vizcaya Argentaria S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAM3 2540000.00000000 PA USD 2455547.54000000 0.241482535279 Long DBT CORP ES N 2 N/A Variable 9.37500000 N N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BV5 332000.00000000 PA USD 324063.33000000 0.031868914466 Long DBT CORP US N 2 2030-06-15 Fixed 6.20000000 N N N N N N Nemak, S.A.B. de C.V. 5493000MY3DAIB0BP706 64045DAC8 150000.00000000 PA USD 111097.69000000 0.010925527365 Long DBT CORP MX N 2 2031-06-28 Fixed 3.62500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280DS5 1085000.00000000 PA USD 1123277.86000000 0.110464970047 Long DBT CORP GB N 2 2033-11-03 Variable 8.11300000 N N N N N N J. M. Smucker Co. (The) 5493000WDH6A0LHDJD55 832696AY4 532000.00000000 PA USD 505288.58000000 0.049690900037 Long DBT CORP US N 2 2043-11-15 Fixed 6.50000000 N N N N N N KKR CLO 30 Ltd. 549300NB16RGUJOZXI16 48250EAN5 5000000.00000000 PA USD 4978535.00000000 0.489597221880 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 6.68444000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 28504DAB9 336000.00000000 PA USD 328993.09000000 0.032353715075 Long DBT CORP FR N 2 2028-05-23 Fixed 5.70000000 N N N N N N STAR Trust N/A 85573GAA0 877915.71000000 PA USD 760412.22000000 0.074780173363 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.21900000 N N N N N N Black Hills Corp. 3MGELCRSTNSAMJ962671 092113AW9 2585000.00000000 PA USD 2437698.95000000 0.239727275935 Long DBT CORP US N 2 2034-05-15 Fixed 6.15000000 N N N N N N Goldentree Loan Management US CLO 5 Ltd. 549300O473GD3F35WC55 38138DAN6 5000000.00000000 PA USD 4971025.00000000 0.488858676276 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 6.74743000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCQ6 436000.00000000 PA USD 362527.37000000 0.035651530662 Long DBT CORP US N 2 2053-02-06 Fixed 5.55000000 N N N N N N Golub Capital Partners CLO 40B Ltd. 254900Y2O7HEVZDMJA69 38176EAL1 8000000.00000000 PA USD 7900344.00000000 0.776932666798 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 6.72983000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBF4 674000.00000000 PA USD 596403.32000000 0.058651271627 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N Trinidad & Tobago Government International Bond HYBZ5SXKW67ICKUUWH81 896292AL3 885000.00000000 PA USD 854246.25000000 0.084007964351 Long DBT NUSS TT N 2 2031-01-14 Fixed 5.95000000 N N N N N N Ingersoll Rand Inc. 5299004C02FMZCUOIR50 45687VAB2 1583000.00000000 PA USD 1496477.02000000 0.147165981880 Long DBT CORP US N 2 2033-08-14 Fixed 5.70000000 N N N N N Sonic Capital LLC N/A 83546DAQ1 1840833.50000000 PA USD 1352502.90000000 0.133007332965 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.63600000 N N N N N N Angel Oak Mortgage Trust N/A 03465EAA9 1111811.19000000 PA USD 907467.19000000 0.089241798073 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.06800000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CM0 2112000.00000000 PA USD 2031621.72000000 0.199792981273 Long DBT CORP GB N 2 N/A Variable 7.75000000 N N N N N Chase Home Lending Mortgage Trust N/A 16159GAC3 84004.80000000 PA USD 70252.84000000 0.006908778444 Long ABS-MBS CORP US N 2 2049-07-25 Variable 3.50000000 N N N N N N SBA Communications Corp. 5299001HX8ZN8Y8QIT49 78410GAD6 1190000.00000000 PA USD 1084744.50000000 0.106675536809 Long DBT CORP US N 2 2027-02-15 Fixed 3.87500000 N N N N N N AMSR Trust N/A 00180UAB1 4460000.00000000 PA USD 3876231.05000000 0.381194860224 Long ABS-MBS CORP US N 2 2038-10-17 Fixed 1.72600000 N N N N N N Metropolitan Edison Co. TBL0FUJQXXOVZMZFHZ71 591894CE8 185000.00000000 PA USD 178601.28000000 0.017563940097 Long DBT CORP US N 2 2028-04-01 Fixed 5.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0BH4 4321872.00000000 PA USD 4219423.93000000 0.414945005722 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Piedmont Operating Partnership, L.P. 549300WKGDPAS39FBD10 720198AG5 5612000.00000000 PA USD 5593400.99000000 0.550064142477 Long DBT CORP US N 2 2028-07-20 Fixed 9.25000000 N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GQ4 364000.00000000 PA USD 333849.09000000 0.032831262006 Long DBT CORP US N 2 2033-05-15 Fixed 4.80000000 N N N N N N Hertz Vehicle Financing III L.P. N/A 42806MAE9 539000.00000000 PA USD 472379.01000000 0.046454519446 Long ABS-O CORP US N 2 2027-12-27 Fixed 1.68000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CJ7 800000.00000000 PA USD 755193.60000000 0.074266965792 Long DBT CORP US N 2 2033-03-15 Fixed 5.65000000 N N N N N N Cheniere Energy Partners, L.P. 5493005UEC8AZ34LDV29 16411QAP6 700000.00000000 PA USD 655501.00000000 0.064463033510 Long DBT CORP US N 2 2033-06-30 Fixed 5.95000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAQ5 1324000.00000000 PA USD 1262562.43000000 0.124162440994 Long DBT CORP US N 2 2033-10-15 Fixed 6.95000000 N N N N N N Quest Diagnostics Inc. 8MCWUBXQ0WE04KMXBX50 74834LBD1 1421000.00000000 PA USD 1418284.13000000 0.139476366016 Long DBT CORP US N 2 2033-11-30 Fixed 6.40000000 N N N N N N GreenSaif Pipelines Bidco S.a.r.l. 549300YWDGUXPB8GRP47 39541EAC7 970000.00000000 PA USD 901468.40000000 0.088651867317 Long DBT CORP LU N 2 2042-02-23 Fixed 6.51000000 N N N N N N GCAT Trust N/A 36167VAA2 262731.71000000 PA USD 242218.04000000 0.023820115651 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.68600000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759BC3 297000.00000000 PA USD 272601.62000000 0.026808086280 Long DBT CORP US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Benchmark Mortgage Trust N/A 08161BBC6 2500000.00000000 PA USD 1762272.00000000 0.173304692122 Long ABS-MBS CORP US N 2 2051-04-10 Variable 4.52472600 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 502431AQ2 436000.00000000 PA USD 407652.77000000 0.040089235826 Long DBT CORP US N 2 2033-07-31 Fixed 5.40000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LKVW4 482630.47000000 PA USD 421433.07000000 0.041444412920 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 2.82000000 N N N N N N Columbia Pipelines Holding Co. LLC N/A 19828AAA5 388000.00000000 PA USD 387566.18000000 0.038113887925 Long DBT CORP US N 2 2026-08-15 Fixed 6.05500000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBG3 755000.00000000 PA USD 749353.48000000 0.073692638901 Long DBT CORP JP N 2 2026-03-09 Fixed 5.65000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3131Y7TD9 91596.49000000 PA USD 80625.98000000 0.007928889888 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VES9 12000.00000000 PA USD 10898.15000000 0.001071741780 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N Morgan Stanley Bank, N.A. G1MLHIS0N32I3QPILB75 61690U7W4 2731000.00000000 PA USD 2729439.73000000 0.268417538311 Long DBT CORP US N 2 2026-10-30 Fixed 5.88200000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0226B2 5400000.00000000 PA USD 4301437.55000000 0.423010358383 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 2.50000000 N N N N N N UPMC 5493001YCBUGKVU74S74 90320WAG8 787000.00000000 PA USD 731052.38000000 0.071892878988 Long DBT CORP US N 2 2033-05-15 Fixed 5.03500000 N N N N N N Petrofac Ltd. 2138004624W8CKCSJ177 716473AE3 734000.00000000 PA USD 500254.03000000 0.049195794209 Long DBT CORP JE N 2 2026-11-15 Fixed 9.75000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0124B9 8760000.00000000 PA USD 7207837.50000000 0.708830452284 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 1.50000000 N N N N N N Los Angeles (City of), CA Department of Water & Power 549300S8NXV6YU61GG95 544495VY7 255000.00000000 PA USD 272393.63000000 0.026787632206 Long DBT MUN US N 2 2045-07-01 Fixed 6.57400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDX1 2298000.00000000 PA USD 2285015.17000000 0.224712104903 Long DBT CORP US N 2 2029-10-23 Variable 6.08700000 N N N N N Western Midstream Operating, L.P. L6D8A6MLSY454J2JXJ60 958667AE7 899000.00000000 PA USD 851104.61000000 0.083699010368 Long DBT CORP US N 2 2033-04-01 Fixed 6.15000000 N N N N N Race Point VIII CLO Ltd. 5493008ABAJEYBWITR69 74982LAY6 528454.03000000 PA USD 526164.24000000 0.051743846363 Long ABS-CBDO CORP KY N 2 2030-02-20 Floating 6.68084000 N N N N N N United Airlines Pass Through Trust N/A 90932LAJ6 2052000.00000000 PA USD 1930241.91000000 0.189823126018 Long DBT CORP US N 2 2037-07-15 Fixed 5.80000000 N N N N N N COLT Mortgage Loan Trust N/A 19688HAA9 1456128.11000000 PA USD 1219950.39000000 0.119971903737 Long ABS-MBS CORP US N 2 2066-12-27 Variable 2.28400000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 65339KBP4 564000.00000000 PA USD 563844.60000000 0.055449394195 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFG5 1342000.00000000 PA USD 1225276.64000000 0.120495695817 Long DBT CORP US N 2 2034-07-21 Variable 5.42400000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAC9 1842000.00000000 PA USD 1343433.61000000 0.132115444249 Long DBT CORP BM N 2 2031-06-15 Fixed 3.15000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MG3 1196000.00000000 PA USD 1134898.75000000 0.111607787253 Long DBT CORP US N 2 N/A Variable 5.00000000 N N N N N N Oceanview Mortgage Trust N/A 67647WAE7 1126705.60000000 PA USD 937143.81000000 0.092160245107 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.50000000 N N N N N N Level 3 Financing, Inc. 254900AE5FEFIJOXWL19 527298BT9 846000.00000000 PA USD 431122.19000000 0.042397256726 Long DBT CORP US N 2 2029-07-15 Fixed 3.75000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DZ8 1221000.00000000 PA USD 1214547.50000000 0.119440574755 Long DBT CORP US N 2 2033-11-15 Fixed 5.90000000 N N N N N N New Residential Mortgage Loan Trust N/A 64828EAA3 140910.64000000 PA USD 127572.73000000 0.012545709570 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.49188000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122EC8 1958000.00000000 PA USD 1944023.13000000 0.191178393587 Long DBT CORP US N 2 2063-11-15 Fixed 6.40000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBP2 225000.00000000 PA USD 203321.46000000 0.019994962768 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36258YBG2 1560000.00000000 PA USD 1283405.76000000 0.126212207936 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XEF9 195000.00000000 PA USD 190888.97000000 0.018772331499 Long DBT CORP US N 2 2026-04-06 Fixed 5.40000000 N N N N N N Penske Truck Leasing Co. L.P. / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BS2 368000.00000000 PA USD 355711.05000000 0.034981202677 Long DBT CORP US N 2 2028-02-01 Fixed 5.70000000 N N N N N N Nordson Corp. 14OS6Q5N55N95WM84M53 655663AB8 760000.00000000 PA USD 723889.41000000 0.071188460879 Long DBT CORP US N 2 2033-09-15 Fixed 5.80000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DZ0 409000.00000000 PA USD 358007.64000000 0.035207053070 Long DBT CORP US N 2 2053-06-01 Fixed 5.87500000 N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAX9 762000.00000000 PA USD 687017.89000000 0.067562455687 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N Texas (State of) Transportation Commission (Central Texas Turnpike System) N/A 88283KBL1 580000.00000000 PA USD 382026.63000000 0.037569119576 Long DBT MUN US N 2 2041-08-15 Fixed 3.02900000 N N N N N N Enel Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAZ1 1072000.00000000 PA USD 1084533.52000000 0.106654788693 Long DBT CORP NL N 2 2025-10-14 Fixed 6.80000000 N N N N N N OBX Trust N/A 67448DAM2 1415000.00000000 PA USD 1076674.21000000 0.105881891376 Long ABS-MBS CORP US N 2 2062-01-25 Variable 3.38400000 N N N N N N Sonic Capital LLC N/A 83546DAN8 1801666.75000000 PA USD 1450372.18000000 0.142631956995 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.19000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LKMB0 750000.00000000 PA USD 628185.73000000 0.061776805472 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.08000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DT4 1442000.00000000 PA USD 1269295.19000000 0.124824551553 Long DBT CORP US N 2 2053-03-02 Fixed 5.65000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DW7 947000.00000000 PA USD 906774.92000000 0.089173719116 Long DBT CORP US N 2 2029-01-30 Fixed 5.00000000 N N N N N Freddie Mac Multifamily Structured Pass-Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137BBBE9 3671302.31000000 PA USD 7038.25000000 0.000692152941 Long ABS-APCP USGSE US N 2 2024-03-25 Variable 1.07465800 N N N N N N Life Mortgage Trust N/A 53218CAE0 491485.08000000 PA USD 474937.07000000 0.046706083223 Long ABS-MBS CORP US N 2 2038-03-15 Floating 6.54848000 N N N N N N One Bryant Park Trust N/A 68236JAA9 457000.00000000 PA USD 358910.21000000 0.035295813270 Long ABS-MBS CORP US N 2 2054-09-15 Fixed 2.51641000 N N N N N N F&G Annuities & Life, Inc. N/A 30190AAC8 659000.00000000 PA USD 651480.20000000 0.064067621505 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N Keybank N.A. HUX2X73FUCYHUVH1BK78 49327M3F9 571000.00000000 PA USD 529009.09000000 0.052023613535 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N Ritchie Bros. Holdings Inc. 5493002H8U24DJXQ4886 76774LAC1 911000.00000000 PA USD 914416.25000000 0.089925179925 Long DBT CORP US N 2 2031-03-15 Fixed 7.75000000 N N N N N State of Illinois 54930048FV8RWPR02D67 452152GF2 184615.39000000 PA USD 186521.89000000 0.018342865755 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N OPEC Fund for International Development (The) HHX3T53LK1P186EUNV37 683483AA9 1730000.00000000 PA USD 1689263.31000000 0.166124898911 Long DBT CORP XX N 2 2026-01-26 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KRP99 7591791.30000000 PA USD 7411830.70000000 0.728891475056 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.00000000 N N N N N N Sierra Pacific Power Co. QB888G5GSVGE1LD1WV84 826418BP9 535000.00000000 PA USD 483182.40000000 0.047516942373 Long DBT CORP US N 2 2054-03-15 Fixed 5.90000000 N N N N N N Electricite de France 549300X3UK4GG3FNMO06 28504KAA5 685000.00000000 PA USD 704775.27000000 0.069308745291 Long DBT CORP FR N 2 N/A Variable 9.12500000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MU2 691000.00000000 PA USD 595008.42000000 0.058514094894 Long DBT CORP US N 2 N/A Variable 4.00000000 N N N N N N PPM CLO 3 Ltd. 549300UEAJV6RALDS969 69355EAL9 250000.00000000 PA USD 245559.25000000 0.024148695671 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 6.75444000 N N N N N N Braskem Idesa S.A.P.I. YH0V7ZHY352ITDGEYB83 10554NAA6 289000.00000000 PA USD 183069.10000000 0.018003312776 Long DBT CORP MX N 2 2029-11-15 Fixed 7.45000000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 816763.54000000 PA USD 674938.43000000 0.066374541962 Long DBT CORP US N 2 2035-03-15 Fixed 2.90000000 N N N N N N Agile Group Holdings Ltd. 549300ZRISRT38EEYY07 BK1999766 208000.00000000 PA USD 24024.00000000 0.002362559198 Long DBT CORP KY N 2 2025-01-02 Fixed 5.75000000 N N N N N N Uniform Mortgage-Backed Securities N/A 01F0526B3 30000000.00000000 PA USD 28455468.90000000 2.798357050969 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12662EAA1 254059.44000000 PA USD 209382.81000000 0.020591045776 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.17900000 N N N N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAD5 1280000.00000000 PA USD 1281630.75000000 0.126037650569 Long DBT CORP US N 2 2034-01-15 Fixed 6.40000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26884TAW2 1217000.00000000 PA USD 1108395.25000000 0.109001389996 Long DBT CORP US N 2 2033-05-01 Fixed 4.90000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAH4 340000.00000000 PA USD 331265.21000000 0.032577159048 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBE2 346000.00000000 PA USD 245018.45000000 0.024095512521 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AK1 810000.00000000 PA USD 786792.36000000 0.077374439198 Long DBT CORP US N 2 2028-05-30 Fixed 5.00000000 N N N N N N Huntington Bancshares Inc. 549300XTVCVV9I7B5T19 446150BC7 3001000.00000000 PA USD 2885686.45000000 0.283783094652 Long DBT CORP US N 2 2029-08-21 Variable 6.20800000 N N N N N N Credit Suisse Mortgage Capital Ctfs. N/A 12659LAA0 14858.88000000 PA USD 14759.13000000 0.001451436827 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.61600000 N N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJC6 73000.00000000 PA USD 72461.05000000 0.007125937404 Long DBT UST US N 2 2026-10-15 Fixed 4.62500000 N N N N N N BX Commercial Mortgage Trust N/A 05609VAL9 8799000.00000000 PA USD 8418402.77000000 0.827879408071 Long ABS-MBS CORP US N 2 2036-09-15 Floating 7.09898000 N N N N N N Tractor Supply Co. 549300OJ9VZHZRO6I137 892356AB2 332000.00000000 PA USD 304080.51000000 0.029903771475 Long DBT CORP US N 2 2033-05-15 Fixed 5.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBE2 1297297.69500000 PA USD 32126.02000000 0.003159325010 Long ABS-MBS CORP US N 2 2059-01-15 Variable 1.40206300 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVKR5 1687927.13000000 PA USD 1436260.47000000 0.141244188502 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Kenvue Inc. 5493008HSF8L4M2LIJ82 49177JAR3 403000.00000000 PA USD 342467.93000000 0.033678852737 Long DBT CORP US N 2 2063-03-22 Fixed 5.20000000 N N N N N N Lowe`s Cos., Inc. WAFCR4OKGSC504WU3E95 548661EQ6 862000.00000000 PA USD 789368.15000000 0.077627746572 Long DBT CORP US N 2 2033-07-01 Fixed 5.15000000 N N N N N Dominion Energy South Carolina, Inc. 3QRVFYR22IUIEOORTK28 25731VAB0 700000.00000000 PA USD 681957.37000000 0.067064795927 Long DBT CORP US N 2 2053-10-15 Fixed 6.25000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAP6 2188000.00000000 PA USD 2157378.52000000 0.212160109336 Long DBT CORP US N 2 2028-10-25 Fixed 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3B7 188000.00000000 PA USD 165314.03000000 0.016257250340 Long DBT CORP US N 2 2033-07-25 Variable 4.89700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 1579000.00000000 PA USD 1566341.14000000 0.154036532968 Long DBT CORP US N 2 2029-10-23 Variable 6.30300000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MCY4 517000.00000000 PA USD 484292.71000000 0.047626132063 Long DBT CORP JP N 2 2043-07-13 Fixed 6.18400000 N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 91282CJG7 6600.00000000 PA USD 6587.63000000 0.000647838238 Long DBT UST US N 2 2030-10-31 Fixed 4.87500000 N N N N N N Sensata Technologies B.V. PUCKW5P5O3XMOZVH7T53 81725WAL7 411000.00000000 PA USD 375854.64000000 0.036962156050 Long DBT CORP NL N 2 2030-09-01 Fixed 5.87500000 N N N N N HP Communities LLC N/A 44329HAK0 100000.00000000 PA USD 75186.22000000 0.007393935050 Long DBT CORP US N 2 2053-09-15 Fixed 5.86000000 N N N N N N BHP Billiton Finance (USA) Ltd. 5493003NUVITP3TMY274 055451BF4 958000.00000000 PA USD 872067.97000000 0.085760581255 Long DBT CORP AU N 2 2053-09-08 Fixed 5.50000000 N N N N N N Concentrix Corp. 5493000EAJN1KMPVA737 20602DAC5 4343000.00000000 PA USD 3925173.87000000 0.386007976673 Long DBT CORP US N 2 2033-08-02 Fixed 6.85000000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 00751YAJ5 443000.00000000 PA USD 414488.35000000 0.040761457871 Long DBT CORP US N 2 2028-03-09 Fixed 5.95000000 N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BT1 2413000.00000000 PA USD 2419626.19000000 0.237949971349 Long DBT CORP US N 2 2027-10-20 Variable 6.61500000 N N N N N N Verus Securitization Trust N/A 92538BAA1 733976.45000000 PA USD 654488.05000000 0.064363418361 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.82000000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAL5 596000.00000000 PA USD 527556.25000000 0.051880738889 Long DBT CORP US N 2 2063-06-28 Fixed 6.10000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PDD8 394878.72000000 PA USD 340909.14000000 0.033525558795 Long ABS-O USGSE US N 2 2057-06-25 Variable 3.10141000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5PG8 196595.37000000 PA USD 169171.16000000 0.016636566772 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N COLT Mortgage Loan Trust N/A 19685EAA9 1538996.20000000 PA USD 1316354.70000000 0.129452460237 Long ABS-MBS CORP US N 2 2067-02-25 Variable 2.99400000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406RBM8 327000.00000000 PA USD 313337.64000000 0.030814132682 Long DBT CORP US N 2 2033-10-25 Variable 5.83400000 N N N N N N Delaware Life Global Funding N/A 246114AB8 2375000.00000000 PA USD 2236464.45000000 0.219937548205 Long DBT CORP US N 2 2025-03-10 Fixed 3.31000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 969457CK4 2674000.00000000 PA USD 2578318.99000000 0.253556079173 Long DBT CORP US N 2 2028-08-15 Fixed 5.30000000 N N N N N N N/A N/A N/A -885.00000000 NC USD 5871780.48 0.577440433882 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes U.S. Treasury Notes 2023-12-19 102184671.11000000 USD 5871780.48 N N N JPMDB Commercial Mortgage Securities Trust N/A 46652JBC5 2908000.00000000 PA USD 1598582.85000000 0.157207235121 Long ABS-MBS CORP US N 2 2053-05-13 Variable 3.72241700 N N N N N N Lockheed Martin Corp. DPRBOZP0K5RM2YE8UU08 539830BV0 308000.00000000 PA USD 304582.87000000 0.029953174374 Long DBT CORP US N 2 2027-11-15 Fixed 5.10000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31334XD97 164700.71000000 PA USD 145320.58000000 0.014291061979 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Flagstar Mortgage Trust N/A 33851TAF4 2833092.34000000 PA USD 2333057.49000000 0.229436664719 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.70000000 N N N N N N Braskem Netherlands Finance B.V. 2549000TLMHFQ74DS330 10554TAH8 985000.00000000 PA USD 923388.25000000 0.090807500985 Long DBT CORP NL N 2 2031-01-12 Fixed 8.50000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 1975000.00000000 PA USD 1836790.37000000 0.180632949718 Long DBT CORP US N 2 2034-05-25 Variable 6.17400000 N N N N N N Ameren Illinois Co. RC71E2BZ6UOMFPDJSE79 02361DBA7 578000.00000000 PA USD 532791.01000000 0.052395533693 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N Penske Truck Leasing Co. L.P./ PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BT0 813000.00000000 PA USD 783254.82000000 0.077026551766 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N Cosan Luxembourg S.A. 222100ZY943WERK7RZ38 22112EAD0 1975000.00000000 PA USD 1929228.39000000 0.189723454814 Long DBT CORP LU N 2 2030-06-27 Fixed 7.50000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BF8 1133000.00000000 PA USD 1028289.64000000 0.101123674139 Long DBT CORP US N 2 2033-08-01 Fixed 5.20000000 N N N N N N Fannie Mae Principal STRIPS B1V7KEBTPIMZEU4LTD58 31358DDC5 450000.00000000 PA USD 337510.44000000 0.033191325114 Long DBT USGSE US N 2 2029-05-15 None 0.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 3816000.00000000 PA USD 3839528.65000000 0.377585486567 Long DBT CORP US N 2 2029-10-30 Variable 7.16100000 N N N N N N Australia and New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AP1 1217000.00000000 PA USD 1182001.92000000 0.116239989532 Long DBT CORP AU N 2 2032-12-08 Fixed 6.74200000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCK9 529000.00000000 PA USD 521662.13000000 0.051301101550 Long DBT CORP US N 2 2052-11-09 Fixed 6.90000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172CZ0 1993000.00000000 PA USD 1915942.07000000 0.188416856516 Long DBT CORP US N 2 2028-02-15 Fixed 4.87500000 N N N N N N DT Auto Owner Trust N/A 26253KAD6 40148.30000000 PA USD 40092.43000000 0.003942754715 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.96000000 N N N N N N WEC Energy Group Inc. 549300IGLYTZUK3PVP70 92939UAJ5 314000.00000000 PA USD 306516.99000000 0.030143378878 Long DBT CORP US N 2 2027-10-01 Fixed 5.15000000 N N N N N Prologis, L.P. GL16H1DHB0QSHP25F723 74340XCF6 1637000.00000000 PA USD 1378109.97000000 0.135525573840 Long DBT CORP US N 2 2053-06-15 Fixed 5.25000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D26 2034000.00000000 PA USD 2041342.74000000 0.200748962176 Long DBT CORP US N 2 2026-06-10 Fixed 6.95000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BJ3 412000.00000000 PA USD 388158.37000000 0.038172124852 Long DBT CORP US N 2 2033-10-28 Variable 6.03700000 N N N N N N Sumitomo Mitsui Trust Bank, Ltd. 5493006GGLR4BTEL8O61 86563VBK4 958000.00000000 PA USD 951081.17000000 0.093530867738 Long DBT CORP JP N 2 2026-09-14 Fixed 5.65000000 N N N N N U.S. Treasury Notes/Bonds 254900HROIFWPRGM1V77 912810TR9 65777300.00000000 PA USD 51285738.59000000 5.043522870835 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 1157000.00000000 PA USD 1115981.41000000 0.109747425298 Long DBT CORP US N 2 2029-07-25 Variable 5.57400000 N N N N N N Textainer Marine Containers VII Ltd. 549300X48KLHDDGPK024 88315LAQ1 1287999.62000000 PA USD 1098324.80000000 0.108011045579 Long ABS-O CORP BM N 2 2046-04-20 Fixed 2.23000000 N N N N N N Credit Suisse Mortgage Capital Trust N/A 12660BAN1 1160000.00000000 PA USD 936436.68000000 0.092090704794 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.34600000 N N N N N N Constellation Energy Generation, LLC S2PEWKCZFFECR4533P43 210385AE0 548000.00000000 PA USD 515365.77000000 0.050681907276 Long DBT CORP US N 2 2053-10-01 Fixed 6.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLS6 2933000.00000000 PA USD 2856665.89000000 0.280929165624 Long DBT CORP US N 2 2029-09-15 Variable 5.81900000 N N N N N N Freddie Mac STRIPS S6XOOCT0IEG5ABCC6L87 3134A4CN2 350000.00000000 PA USD 248123.81000000 0.024400898669 Long DBT USGSE US N 2 2030-09-15 None 0.00000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BU5 443000.00000000 PA USD 408444.29000000 0.040167075189 Long DBT CORP US N 2 2033-04-01 Fixed 5.30000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C35 1305000.00000000 PA USD 1324148.15000000 0.130218880774 Long DBT CORP US N 2 2027-11-04 Fixed 7.35000000 N N N N N Fannie Mae Connecticut Avenue Securities N/A 20755AAB8 641015.66000000 PA USD 649833.09000000 0.063905642031 Long ABS-MBS USGSE US N 2 2043-01-25 Floating 7.62064000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBS6 350000.00000000 PA USD 379583.75000000 0.037328882788 Long DBT CORP US N 2 2038-04-08 Fixed 9.25000000 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BD6 1481000.00000000 PA USD 1012069.34000000 0.099528543480 Long DBT CORP US N 2 N/A Variable 4.00000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFP9 1125000.00000000 PA USD 1030482.62000000 0.101339335356 Long DBT CORP US N 2 2033-03-28 Fixed 5.15000000 N N N N N N OBX Trust N/A 67448DAA8 2221692.39000000 PA USD 1877211.43000000 0.184608022442 Long ABS-MBS CORP US N 2 2062-01-25 Variable 2.95497200 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 174610BE4 388000.00000000 PA USD 310271.75000000 0.030512628077 Long DBT CORP US N 2 2037-05-21 Variable 5.64100000 N N N N N N Travelers Cos., Inc. (The) 549300Y650407RU8B149 89417EAS8 452000.00000000 PA USD 406669.55000000 0.039992544373 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N N N/A N/A N/A -864.00000000 NC USD 980842.23 0.096457618739 N/A DIR N/A N 1 Board of Trade of the City of Chicago, Inc. 549300EX04Q2QBFQTQ27 Short U.S. Treasury Notes/Bonds U.S. Treasury Notes/Bonds 2023-12-29 91248592.66000000 USD 980842.23 N N N Arthur J. Gallagher & Co. 54930049QLLMPART6V29 04316JAG4 1123000.00000000 PA USD 1105563.40000000 0.108722901265 Long DBT CORP US N 2 2054-02-15 Fixed 6.75000000 N N N N N N GreenSaif Pipelines Bidco S.a.r.l. 549300YWDGUXPB8GRP47 39541EAA1 770000.00000000 PA USD 715589.03000000 0.070372188022 Long DBT CORP LU N 2 2038-02-23 Fixed 6.12900000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138LLZ73 987615.49000000 PA USD 842923.68000000 0.082894484418 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.31000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBD7 30000.00000000 PA USD 26330.48000000 0.002589382189 Long DBT CORP US N 2 2030-05-06 Variable 3.70200000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3A9 191000.00000000 PA USD 180751.71000000 0.017775416877 Long DBT CORP US N 2 2028-07-25 Variable 4.80800000 N N N N N N Regal Rexnord Corp. QH78R09VCJGQKPBPYU33 758750AF0 1212000.00000000 PA USD 1112294.95000000 0.109384892831 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Ctfs. S6XOOCT0IEG5ABCC6L87 3137FDET5 1000000.00000000 PA USD 849094.50000000 0.083501332884 Long ABS-APCP USGSE US N 2 2032-11-25 Fixed 3.45900000 N N N N N N Verus Securitization Trust N/A 92538FAA2 1243721.42000000 PA USD 1025381.15000000 0.100837648506 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.03100000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDG8 330000.00000000 PA USD 315443.34000000 0.031021210642 Long DBT CORP US N 2 2028-07-25 Variable 4.85100000 N N N N N N Bayview MSR Opportunity Master Fund Trust N/A 07336JAD0 1884937.59000000 PA USD 1450978.21000000 0.142691554970 Long ABS-MBS CORP US N 2 2051-11-25 Variable 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H0206B6 6645000.00000000 PA USD 5124696.70000000 0.503971000967 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 2.00000000 N N N N N N Patterson-UTI Energy, Inc. 254900XGFBKIXD6G0697 703481AD3 797000.00000000 PA USD 777986.91000000 0.076508496936 Long DBT CORP US N 2 2033-10-01 Fixed 7.15000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAN1 612000.00000000 PA USD 592226.26000000 0.058240492759 Long DBT CORP US N 2 2028-04-15 Fixed 6.25000000 N N N N N N National Securities Clearing Corp. 549300RYC9NELN2ICA34 637639AH8 1359000.00000000 PA USD 1332854.42000000 0.131075069514 Long DBT CORP US N 2 2027-11-21 Fixed 5.10000000 N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACE5 179000.00000000 PA USD 171013.51000000 0.016817746465 Long DBT CORP US N 2 2030-04-01 Fixed 5.80000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DD3 2947000.00000000 PA USD 3000523.41000000 0.295076347906 Long DBT CORP JP N 2 N/A Variable 8.20000000 N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RGC2 718000.00000000 PA USD 687584.44000000 0.067618171135 Long ABS-O CORP US N 2 2029-04-20 Fixed 5.25000000 N N N N N N Verus Securitization Trust N/A 92538QAA8 1800090.52000000 PA USD 1486515.65000000 0.146186364567 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.82900000 N N N N N N Nasdaq, Inc. 549300L8X1Q78ERXFD06 63111XAJ0 622000.00000000 PA USD 577257.10000000 0.056768401240 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N Intuit Inc. VI90HBPH7XSFMB9E4M29 46124HAH9 1104000.00000000 PA USD 1005182.87000000 0.098851316829 Long DBT CORP US N 2 2053-09-15 Fixed 5.50000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CD0 1362000.00000000 PA USD 956493.10000000 0.094063085728 Long DBT CORP GB N 2 N/A Variable 4.30000000 N N N N N N Baytex Energy Corp. 549300R5LTV2H7I1I079 07317QAJ4 854000.00000000 PA USD 846640.06000000 0.083259959266 Long DBT CORP CA N 2 2030-04-30 Fixed 8.50000000 N N N N N N Logan Group Co. Ltd. 549300NJ0E6Q0S1VOG90 BN3594171 250000.00000000 PA USD 18000.00000000 0.001770149249 Long DBT CORP KY N 2 2028-01-13 Fixed 4.50000000 Y Y N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBX2 1692000.00000000 PA USD 1500804.00000000 0.147591504124 Long DBT CORP GB N 2 N/A Variable 8.00000000 N N N N N U.S. Bancorp N1GZ7BBF3NP8GI976H15 91159HJL5 1187000.00000000 PA USD 1014649.37000000 0.099782267822 Long DBT CORP US N 2 2034-02-01 Variable 4.83900000 N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GLH0 3060000.00000000 PA USD 2764950.70000000 0.271909744805 Long DBT CORP US N 2 2034-04-25 Variable 5.28800000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 89680YAA3 287000.00000000 PA USD 255189.71000000 0.025095770757 Long DBT CORP BM N 2 2026-04-15 Fixed 2.05000000 N N N N N MFA Trust N/A 552732AA7 4083790.47780000 PA USD 3320506.76000000 0.326544030509 Long ABS-MBS CORP US N 2 2056-11-25 Variable 1.90600000 N N N N N N Marsh & McLennan Cos., Inc. 549300XMP3KDCKJXIU47 571748BT8 299000.00000000 PA USD 263842.69000000 0.025946718871 Long DBT CORP US N 2 2053-03-15 Fixed 5.45000000 N N N N N N 2023-11-30 Invesco Actively Managed Exchange-Traded Fund Trust Adrien Deberghes Adrien Deberghes Vice President